Files
OpenBB/tests/openbb_terminal/forex/test_forex_controller.py
martinb-bb 7fd72d9ee1 Forecasting Menu [Work in Progress] (#1933)
* Gave forecasting memory

* Fixed scripts, refactored

* FIxed poetry lock

* edge case check for forecast target

* Improved combine and load functionality

* Cleaned up translations

* Fixed issue with covariates

* Fixed issue checking covariates

* Another covariates check fix

* Ignored regr and linregr warnings

* Fixed covariate issues

* switched from forecasting to forecast

* Finished transition to forecast

* Can add entire dataset with one command

* Improved combine description

* Removed naming covariates

* Created new installation

* typo

* Make plot show dates if available

* Added better handling or users without the menu

* Removed unused file

* Fix

* Better handling for nontraditional datasets

* Fixed black and pylint

* Fixed tests

* Added darts install to main tests

* Working on darts with CI

* Added back test file

* Made large tables print better

* naive baseline

* typo

* Finished naive

* no dollar on prediction

* fixed positive MAPE bug

* quick refactoring

* Fixed two different args for same thing

* added extra patience

* linreg mape fix

* info fix

* Refactored API, bumped to Darts 0.21.0

* Added fixes

* Increased verbosity for wrong column

* Updated dependencies

* Hid warnings

* Fixed importing

* Fixed tests

* Fixed ugly seasonal plotting

* Fixed forecast line color

* Switched chart output to blue

* Simplified lambda_price_prediction_color

* fixed residuals

* Chnage

* Removed darts from CI per Chavi

* Added fixes to tests

* Added knnfix

* Fixed issue where n!= o

* Added changes

* Added changes

* Imrpoved forecast dash

* Added Theo notebook

* Added enhancements to dash

* Added notebook

* Added fix for jupyter lab

* Added debug stuff

* Change

* Updated docs

* Fixed formatting

* Fixed formatting

* Removed prints

* Filtered some info

* Added button to run model

* Improved api

* Added secret feautr (no peeking Martin)

* Cleaned code

* Fixed tests

* Added test fixes

* Added fixes

* Fixes

* FIxes for pres

* Remove bad tests

* Removed knn

* Fixed issues with removing mc

* doc for conda

* Added forecast improvements

* Added streamlit support

* Fixed issues

* fix expo with streamlit due to quantile()

* fixed performance issues with streamlit for now..

* clean up historical forecast with new trainer

* quick fix for regression trainer params

* Added fixes

* quick fix for other fix for regression trainer params

* table formatting for timestamp

* potential fix for inf in feature engineered datasets

* Basic working in new format

* dw

* Trying

* Fixed issues

* Improved graphing

* fixing trainer for LR and formatting

* doge and linting

* page break

* automatic cleaning of datasets

* automatic cleaning of datasets- fix

* Fixed forecast dates

* Made dashboard prettier

* Added fixes

* Added fixes

* Added options

* Fixed error

* remove caching

* adding in spinner

* Added vairable n_predict in streamlit

* Added mypy fix

* renaming and range change

* new index for n predict

* check positive float for window size

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* Update _index.md

* renaming

* reorg files

* Update _index.md

* hidden which command for versions

* Update _index.md

* Update _index.md

* which: ns parser

* hugo for: which

* hugo for: forecasting fix

* formatting black

* update stock controller test

* Lay groundwork for better residual plotting

* improved delete to allow for periods in title

* improved automatic cleaning of inf

* Added new API

* Added new API

* Added new API

* formatting for black

* Updated our testing CI

* Reverted changes

* Added forecast docs

* Fixed mypy issues

* Fixes tests

* Did some refactoring, added a report

* new api in streamlit

* Added integrated tests

* Update _index.md

* improved loading in custom dataset

* menu spacing

* installer fixes

* Added docs fixes

* Adding comments to test if commit working

* Fixed report

* naming conventions

* formatting

* removing unused var

* Made last report imporvements

* Update README.md

* Added fix

* Switched to warning

* Added fixes

* Added fixes

* Added fixes

* Added fixes

* Update economy av view test

* Remove forgotten print statement

* Update depencencies

* Added verbosity to pytest

* Added fixes

* Fixed pylint

* Fixed actions checkout

* Added fixes

Co-authored-by: colin99d <colin99delahunty@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: James Simmons <simmonsj330@gmail.com>
Co-authored-by: minhhoang1023 <40023817+minhhoang1023@users.noreply.github.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
2022-10-08 14:54:43 +02:00

383 lines
9.6 KiB
Python

# IMPORTATION STANDARD
import os
# IMPORTATION THIRDPARTY
import pandas as pd
import pytest
# IMPORTATION INTERNAL
from openbb_terminal.forex import forex_controller
from openbb_terminal.forex.technical_analysis.ta_controller import (
TechnicalAnalysisController,
)
# pylint: disable=E1101
# pylint: disable=W0603
# pylint: disable=E1111
NON_EMPTY_DF = pd.DataFrame.from_dict(
data={
pd.Timestamp("2020-11-30 00:00:00"): {
"Close": 75.75,
},
pd.Timestamp("2020-12-01 00:00:00"): {
"Close": 77.02999877929688,
},
},
orient="index",
)
EMPTY_DF = pd.DataFrame()
@pytest.fixture(scope="module")
def vcr_config():
return {
"filter_headers": [("User-Agent", None)],
"filter_query_parameters": [
("period1", "MOCK_PERIOD_1"),
("period2", "MOCK_PERIOD_2"),
("date", "MOCK_DATE"),
("apiKey", "MOCK_API_KEY"),
],
}
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"queue, expected",
[
(["load", "help"], ["help"]),
(["quit", "help"], ["help"]),
],
)
def test_menu_with_queue(expected, mocker, queue):
path_controller = "openbb_terminal.forex.forex_controller"
# MOCK SWITCH
mocker.patch(
target=f"{path_controller}.ForexController.switch",
return_value=["quit"],
)
result_menu = forex_controller.ForexController(queue=queue).menu()
assert result_menu == expected
@pytest.mark.vcr(record_mode="none")
def test_menu_without_queue_completion(mocker):
path_controller = "openbb_terminal.forex.forex_controller"
# ENABLE AUTO-COMPLETION : HELPER_FUNCS.MENU
mocker.patch(
target="openbb_terminal.feature_flags.USE_PROMPT_TOOLKIT",
new=True,
)
mocker.patch(
target="openbb_terminal.parent_classes.session",
)
mocker.patch(
target="openbb_terminal.parent_classes.session.prompt",
return_value="quit",
)
# DISABLE AUTO-COMPLETION : CONTROLLER.COMPLETER
mocker.patch.object(
target=forex_controller.obbff,
attribute="USE_PROMPT_TOOLKIT",
new=True,
)
mocker.patch(
target=f"{path_controller}.session",
)
mocker.patch(
target=f"{path_controller}.session.prompt",
return_value="quit",
)
result_menu = forex_controller.ForexController(queue=None).menu()
assert result_menu == ["help"]
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"mock_input",
["help", "homee help", "home help", "mock"],
)
def test_menu_without_queue_sys_exit(mock_input, mocker):
path_controller = "openbb_terminal.forex.forex_controller"
# DISABLE AUTO-COMPLETION
mocker.patch.object(
target=forex_controller.obbff,
attribute="USE_PROMPT_TOOLKIT",
new=False,
)
mocker.patch(
target=f"{path_controller}.session",
return_value=None,
)
# MOCK USER INPUT
mocker.patch("builtins.input", return_value=mock_input)
# MOCK SWITCH
class SystemExitSideEffect:
def __init__(self):
self.first_call = True
def __call__(self, *args, **kwargs):
if self.first_call:
self.first_call = False
raise SystemExit()
return ["quit"]
mock_switch = mocker.Mock(side_effect=SystemExitSideEffect())
mocker.patch(
target=f"{path_controller}.ForexController.switch",
new=mock_switch,
)
result_menu = forex_controller.ForexController(queue=None).menu()
assert result_menu == ["help"]
@pytest.mark.vcr(record_mode="none")
@pytest.mark.record_stdout
def test_print_help():
controller = forex_controller.ForexController(queue=None)
controller.print_help()
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"an_input, expected_queue",
[
("", []),
("/help", ["home", "help"]),
("help/help", ["help", "help"]),
("q", ["quit"]),
("h", []),
(
"r",
[
"quit",
"reset",
"forex",
],
),
],
)
def test_switch(an_input, expected_queue):
controller = forex_controller.ForexController(queue=None)
queue = controller.switch(an_input=an_input)
assert queue == expected_queue
@pytest.mark.vcr(record_mode="none")
def test_call_cls(mocker):
mocker.patch("os.system")
controller = forex_controller.ForexController(queue=None)
controller.call_cls([])
assert controller.queue == []
os.system.assert_called_once_with("cls||clear")
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"func, queue, expected_queue",
[
(
"call_exit",
[],
["quit", "quit"],
),
("call_exit", ["help"], ["quit", "quit", "help"]),
("call_home", [], ["quit"]),
("call_help", [], []),
("call_quit", [], ["quit"]),
("call_quit", ["help"], ["quit", "help"]),
(
"call_reset",
[],
[
"quit",
"reset",
"forex",
],
),
(
"call_reset",
["help"],
[
"quit",
"reset",
"forex",
"help",
],
),
],
)
def test_call_func_expect_queue(expected_queue, func, queue):
controller = forex_controller.ForexController(queue=queue)
result = getattr(controller, func)([])
assert result is None
assert controller.queue == expected_queue
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"tested_func, other_args, mocked_func, called_args, called_kwargs",
[
(
"call_ta",
None,
None,
None,
None,
),
(
"call_ta",
[],
"ForexController.load_class",
[TechnicalAnalysisController],
dict(
ticker="MOCK_TICKER/MOCK_TICKER",
source="YahooFinance",
data=NON_EMPTY_DF,
start=pd.Timestamp("2020-11-30 00:00:00"),
interval="",
queue=[],
),
),
(
"call_oanda",
None,
"ForexController.load_class",
None,
None,
),
],
)
def test_call_func(
tested_func, mocked_func, other_args, called_args, called_kwargs, mocker
):
path_controller = "openbb_terminal.forex.forex_controller"
if mocked_func:
mock = mocker.Mock()
mocker.patch(
target=f"{path_controller}.{mocked_func}",
new=mock,
)
controller = forex_controller.ForexController(queue=None)
controller.data = NON_EMPTY_DF
controller.fx_pair = "MOCK_TICKER"
controller.to_symbol = "MOCK_TICKER"
controller.from_symbol = "MOCK_TICKER"
controller.source = "YahooFinance"
controller.interval = ""
getattr(controller, tested_func)(other_args)
if called_args or called_kwargs:
mock.assert_called_once_with(*called_args, **called_kwargs)
else:
mock.assert_called_once()
else:
controller = forex_controller.ForexController(queue=None)
controller.stock = EMPTY_DF
controller.source = "YahooFinance"
controller.to_symbol = "MOCK_TICKER"
controller.from_symbol = "MOCK_TICKER"
controller.interval = "1440min"
getattr(controller, tested_func)(other_args)
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"func",
[
"call_load",
"call_candle",
],
)
def test_call_func_no_parser(func, mocker):
# MOCK PARSE_KNOWN_ARGS_AND_WARN
mocker.patch(
target="openbb_terminal.forex.forex_controller.ForexController.parse_known_args_and_warn",
return_value=None,
)
controller = forex_controller.ForexController(queue=None)
func_result = getattr(controller, func)(other_args=list())
assert func_result is None
assert controller.queue == []
controller.parse_known_args_and_warn.assert_called_once()
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"func",
[
"call_candle",
"call_ta",
"call_qa",
],
)
def test_call_func_no_ticker(func, mocker):
# MOCK PARSE_KNOWN_ARGS_AND_WARN
mocker.patch(
target="openbb_terminal.forex.forex_controller.ForexController.parse_known_args_and_warn",
return_value=True,
)
controller = forex_controller.ForexController(queue=None)
func_result = getattr(controller, func)([])
assert func_result is None
assert controller.queue == []
@pytest.mark.vcr(record_mode="none")
@pytest.mark.parametrize(
"fx_pair, expected",
[
(None, []),
("MOCK_FX_PAIR", ["forex", "load MOCK_FX_PAIR"]),
],
)
def test_custom_reset(fx_pair, expected):
controller = forex_controller.ForexController(queue=None)
controller.fx_pair = fx_pair
result = controller.custom_reset()
assert result == expected
# @pytest.mark.vcr
# def test_call_load(mocker):
# # FORCE SINGLE THREADING
# yf_download = forex_controller.forex_helper.yf.download
# def mock_yf_download(*args, **kwargs):
# kwargs["threads"] = False
# return yf_download(*args, **kwargs)
# mocker.patch("yfinance.download", side_effect=mock_yf_download)
# controller = forex_controller.ForexController(queue=None)
# other_args = [
# "TSLA",
# "--start=2021-12-17",
# "--end=2021-12-18",
# ]
# controller.call_load(other_args=other_args)