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869cfed125
* merge branch develop with main * bump desktop version * fix the merge * sync Cargo.lock to desktop 2.0.0 * fix cli conftest.py --------- Co-authored-by: deeleeramone <>
463 lines
13 KiB
Python
463 lines
13 KiB
Python
"""Shared fixtures for the offline TMX suite."""
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import pytest
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@pytest.fixture(autouse=True, scope="session")
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def _isolated_result_cache(tmp_path_factory):
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"""Keep the suite's stubbed results out of the real cache."""
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import os
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from openbb_tmx.utils.memo import CACHE_DIR_ENV
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directory = tmp_path_factory.mktemp("tmx_results")
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previous = os.environ.get(CACHE_DIR_ENV)
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os.environ[CACHE_DIR_ENV] = str(directory)
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yield
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if previous is None:
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os.environ.pop(CACHE_DIR_ENV, None)
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else:
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os.environ[CACHE_DIR_ENV] = previous
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SAMPLES: dict = {
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"getQuoteBySymbol": {
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"getQuoteBySymbol": {
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"symbol": "AC",
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"name": "Air Canada",
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"price": 23.27,
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"priceChange": 0.62,
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"percentChange": 2.74,
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"exchangeName": "Toronto Stock Exchange",
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"exShortName": "TSX",
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"exchangeCode": "XTSE",
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"sector": "Industrials",
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"industry": "Airlines",
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"volume": 1958163,
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"openPrice": 22.78,
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"dayHigh": 23.43,
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"dayLow": 22.6,
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"MarketCap": 8000000000,
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"MarketCapAllClasses": 8000000000,
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"peRatio": 6.1,
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"prevClose": 22.65,
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"beta": 1.9,
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"eps": 3.8,
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"longDescription": "Air Canada is an airline.",
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"website": "https://aircanada.com",
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"employees": 38000,
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"totalSharesOutStanding": 350000000,
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"vwap": 23.1,
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"weeks52high": 25.0,
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"weeks52low": 14.0,
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"issueType": "Equity",
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"currency": "CAD",
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"close": 23.27,
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"qmdescription": "Air Canada",
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}
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},
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"getQuoteForSymbols": {
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"getQuoteForSymbols": [
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{
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"symbol": "^TSX",
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"longname": "S&P/TSX",
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"price": 35369.1,
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"percentChange": 0.4,
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"priceChange": 140.0,
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"volume": 1,
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},
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]
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},
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"getTimeSeriesData": {
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"getTimeSeriesData": [
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{
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"dateTime": "2026-07-23T16:00:00-04:00",
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"open": 22.9,
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"high": 23.4,
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"low": 22.8,
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"close": 23.2,
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"volume": 100,
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},
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{
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"dateTime": "2026-07-24T16:00:00-04:00",
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"open": 23.0,
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"high": 23.5,
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"low": 22.9,
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"close": 23.27,
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"volume": 120,
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},
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]
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},
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"getCompanyPriceHistory": {
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"getCompanyPriceHistory": [
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{
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"datetime": "2026-07-24",
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"openPrice": 23.0,
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"closePrice": 23.27,
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"high": 23.5,
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"low": 22.9,
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"volume": 120,
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"tradeValue": 2700.0,
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"numberOfTrade": 10,
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"change": 0.62,
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"changePercent": 2.74,
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"vwap": 23.1,
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},
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]
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},
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"getCompanyMostRecentTrades": {
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"getCompanyMostRecentTrades": [
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{
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"price": 23.27,
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"volume": 95,
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"datetime": "2026-07-24T16:00:00-04:00",
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"sellerId": "79",
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"sellerName": "CIBC",
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"buyerId": "002",
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"buyerName": "RBC",
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"exchangeCode": "TSX",
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},
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]
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},
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"GetCompanyShortInterest": {
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"getCompanyShortInterest": {
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"TICKER": "AC",
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"BUSINESS_DATE": "2026-07-24",
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"SHORT_INTEREST": 6443193,
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"SHORTINTERESTPCT": 0.0231,
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"DAYSTOCOVER10DAY": None,
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"DAYSTOCOVER30DAY": 2.44,
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"DAYSTOCOVER90DAY": None,
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}
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},
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"getSplitsForSymbol": {
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"getSplitsForSymbol": [{"splitDate": "2004-04-02", "ratio": 0.5}]
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},
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"getDividendsForSymbol": {
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"dividendHistory": {
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"pageNumber": 1,
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"hasNextPage": False,
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"dividends": [
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{
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"exDate": "2026-04-01",
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"amount": 1.06,
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"currency": "CAD",
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"payableDate": "2026-04-28",
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"declarationDate": "2026-02-25",
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"recordDate": "2026-04-02",
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}
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],
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}
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},
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"getCompanyFilings": {
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"filings": [
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{
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"size": "1.2 MB",
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"filingDate": "2026-06-01",
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"description": "Annual",
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"name": "AIF",
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"urlToPdf": "https://example.com/a.pdf",
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}
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]
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},
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"getNewsAndEvents": {
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"news": [
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{
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"headline": "Air Canada reports",
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"datetime": "2026-07-24T10:00:00-04:00",
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"source": "CNW",
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"newsid": "123",
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"summary": "Air Canada reports",
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}
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],
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"events": [
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{
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"title": "Q2 Earnings",
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"date": "2026-08-01",
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"status": "Confirmed",
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"type": "Earnings",
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}
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],
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},
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"getCompanyAnalysts": {
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"getCompanyAnalysts": {
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"totalAnalysts": 12,
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"priceTarget": {
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"lowPriceTarget": 20.0,
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"highPriceTarget": 32.0,
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"priceTarget": 27.0,
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"priceTargetUpside": 0.16,
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},
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"consensusAnalysts": {"consensus": "Buy", "buy": 8, "sell": 1, "hold": 3},
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}
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},
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"getEnhancedEarningsForDate": {
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"getEnhancedEarningsForDate": [
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{
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"symbol": "AC",
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"companyName": "Air Canada",
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"announceTime": "After Close",
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"estimatedEps": 0.5,
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"actualEps": 0.6,
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"epsSurprisePercent": 20.0,
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"epsSurpriseDollar": 0.1,
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}
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]
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},
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"getCompanyInsidersActivities": {
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"getCompanyInsidersActivities": {
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"insiderActivities": [
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{
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"periodkey": "3",
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"buy": [
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{
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"name": "Doe, Jane",
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"trades": 1,
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"shares": 100,
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"sharesHeld": 500,
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"tradeValue": 2300.0,
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}
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],
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"sell": [],
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}
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],
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"activitySummary": [
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{
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"periodkey": "3",
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"buyShares": 100,
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"soldShares": 0,
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"netActivity": 100,
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"totalShares": 100,
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"buyTrades": 1,
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"sellTrades": 0,
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"totalTrades": 1,
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}
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],
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}
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},
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"getStockListSymbolsWithQuote": {
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"stockList": {
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"stockListId": "TOP_VOLUME",
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"name": "Top Volume",
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"description": "d",
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"longDescription": "ld",
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"metricTitle": "Volume",
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"totalPriceChange": 1.0,
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"totalPercentChange": 0.5,
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"createdAt": "2026-01-01",
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"updatedAt": "2026-07-24",
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"listItems": [
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{
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"symbol": "AC",
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"longName": "Air Canada",
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"rank": 1,
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"metric": 100,
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"price": 23.27,
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"priceChange": 0.62,
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"percentChange": 2.74,
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"volume": 1958163,
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}
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],
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}
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},
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"getIndexConstituents": {
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"constituents": [
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{
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"symbol": "RY",
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"longName": "Royal Bank of Canada",
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"shortName": "Royal Bank Of Ca",
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"exchange": "TSX",
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"exLongName": "Toronto Stock Exchange",
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"quotedMarketValue": 412336362030,
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"weight": 8.168,
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}
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],
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"keyData": {"numConstituents": 219},
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},
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"getIndexKeyData": {
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"getIndexKeyData": {
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"peRatio": 21.26,
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"pbRatio": 2.71,
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"priceToSales": 2.77,
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"pcfRatio": 36.44,
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"divYield": 2.13,
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"numConstituents": 219,
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}
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},
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"getMarketMovers": {
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"getMarketMovers": [
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{
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"symbol": "AC",
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"name": "Air Canada",
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"exchangeName": "TSX",
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"exchangeCode": "XTSE",
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"price": 23.27,
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"priceChange": 0.62,
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"percentChange": 2.74,
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"volume": 1958163,
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"tradeVolume": 9452,
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"open": 22.78,
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"high": 23.43,
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"low": 22.6,
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"weeks52low": 14.0,
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"weeks52high": 25.0,
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}
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]
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},
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}
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@pytest.fixture
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def gql(monkeypatch):
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"""Answer every GraphQL operation from the sample payloads."""
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calls: list = []
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async def fake(
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operation, query, variables=None, symbol=None, use_cache=True, **kwargs
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):
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calls.append((operation, variables))
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return SAMPLES.get(operation, {})
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monkeypatch.setattr("openbb_tmx.utils.cache.amake_gql_request", fake)
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return calls
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@pytest.fixture
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def http(monkeypatch):
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"""Answer every cached HTTP request from a routing table."""
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routes: dict = {}
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async def fake(url, use_cache=True, accept_type="json", **kwargs):
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for fragment, payload in routes.items():
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if fragment in url:
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return payload
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return None
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monkeypatch.setattr("openbb_tmx.utils.cache.amake_request", fake)
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return routes
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UNDERLYING_PRICE = 23.0
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CHAIN_STRIKES = (19.0, 21.0, 23.0, 25.0, 27.0)
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CHAIN_TENORS = (7, 35, 63)
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def _contract_quote(expiry, strike, side, index, priced=True):
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"""Build one vendor quote for the synthetic chain."""
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distance = abs(strike - UNDERLYING_PRICE) / UNDERLYING_PRICE
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premium = round(max(0.05, (UNDERLYING_PRICE * 0.04) - (distance * 6.9)), 2)
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contract = f"{expiry.replace('-', '')}{side[0]}{int(strike * 1000):08d}"
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return {
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"contract": {
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"expirydate": expiry,
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"callput": side,
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"strike": strike,
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"type": "STANDARD",
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"openinterest": 100 + index * 7,
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"contracthigh": premium + 0.5,
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"contractlow": max(0.01, premium - 0.5),
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},
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"pricedata": {
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"last": premium,
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"bid": round(premium - 0.02, 2),
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"ask": round(premium + 0.02, 2),
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"bidsize": 10,
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"asksize": 12,
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"contractvolume": 5 + index,
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"prevclose": premium,
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"change": 0.01,
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"changepercent": 0.5,
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"open": premium,
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"high": premium + 0.1,
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"low": premium - 0.1,
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"tick": 1,
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},
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"greeks": {
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"impvol": round(0.25 + distance, 4) if priced else 0.0,
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"delta": round(
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0.5 - distance if side == "Call" else -0.5 + distance,
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4,
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),
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"gamma": 0.02,
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"theta": -0.01,
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"vega": 0.03,
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"rho": 0.001,
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},
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"key": {"symbol": [f"@AC{contract}:CA"]},
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}
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GREEK_FIELDS = (
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"implied_volatility",
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"delta",
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"gamma",
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"theta",
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"vega",
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"rho",
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)
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def build_options_chain(
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priced: bool = True, greeks: bool = True, expired: bool = False
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):
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"""Validate a TMX options chain from a synthetic vendor payload.
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Parameters
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----------
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priced : bool
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When False, every contract carries a zero implied volatility.
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greeks : bool
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When False, the chain is published without any greek columns, the way
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the end-of-day download is.
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expired : bool
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When True, the chain also carries a contract that has already expired,
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which the chain lists but leaves out of its frame.
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Returns
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-------
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TmxOptionsChainsData
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The validated chain.
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"""
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from datetime import date, timedelta
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from openbb_tmx.models.options_chains import TmxOptionsChainsData, _flatten_chain
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today = date.today()
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index = 0
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groups: list = []
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tenors = (-7, *CHAIN_TENORS) if expired else CHAIN_TENORS
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for tenor in tenors:
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expiry = (today + timedelta(days=tenor)).isoformat()
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quotes: list = []
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for strike in CHAIN_STRIKES:
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for side in ("Call", "Put"):
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quotes.append(_contract_quote(expiry, strike, side, index, priced))
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index += 1
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groups.append({"expirydate": expiry, "callputgroup": [{"quote": quotes}]})
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flat = _flatten_chain({"expiryGroup": groups}, "AC")
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flat["underlying_price"] = [UNDERLYING_PRICE] * len(flat["contract_symbol"])
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if not greeks:
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for field in GREEK_FIELDS:
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flat.pop(field, None)
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return TmxOptionsChainsData.model_validate(flat)
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@pytest.fixture
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def options_chain():
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"""Serve a validated TMX options chain."""
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return build_options_chain()
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