Files
OpenBB/tests/openbb_terminal/forecast/test_forecast_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

427 lines
12 KiB
Python

from typing import List
import argparse
import pandas as pd
import pytest
from prompt_toolkit.completion import NestedCompleter
try:
from openbb_terminal.forecast import forecast_controller as fc
except ImportError:
pytest.skip(allow_module_level=True)
# pylint: disable=E1121
base = "openbb_terminal.forecast.forecast_controller."
df = pd.DataFrame([[1, 2, 3], [2, 3, 4], [3, 4, 5]], columns=["first", "date", "close"])
class Thing:
help = True
def format_help(self):
return "You need help"
def mock_func(_):
return (Thing(), 2)
def test_check_greater_than_one():
assert fc.check_greater_than_one(2) == 2
def test_check_greater_than_one_invalid():
with pytest.raises(argparse.ArgumentTypeError):
fc.check_greater_than_one(-2)
def test_forecast_controller(mocker):
mocker.patch(base + "session", True)
mocker.patch(base + "obbff.USE_PROMPT_TOOLKIT", True)
cont = fc.ForecastController(data=df, ticker="TSLA")
assert isinstance(cont.files, List)
def test_fc_update_runtime_choices(mocker):
mocker.patch(base + "session", True)
mocker.patch(base + "obbff.USE_PROMPT_TOOLKIT", True)
cont = fc.ForecastController()
cont.datasets = {"stonks": df}
cont.update_runtime_choices()
assert isinstance(cont.completer, NestedCompleter)
def test_fc_refresh_datasets_on_menu():
cont = fc.ForecastController()
cont.datasets = {"stonks": df}
cont.files = ["file.csv", "fiile.csv"]
cont.refresh_datasets_on_menu()
assert "stonks.first" in cont.list_dataset_cols
def test_fc_print_help(capsys):
cont = fc.ForecastController()
cont.print_help()
captured = capsys.readouterr()
assert "forecast" in captured.out
def test_fc_custom_reset():
cont = fc.ForecastController()
val = cont.custom_reset()
assert not val
def test_fc_custom_reset_with_files():
cont = fc.ForecastController()
cont.files_full = [["file1", "file1"]]
val = cont.custom_reset()
assert val == ["forecast", "'load file1 -a file1'"]
def test_fc_parse_known_args_and_warn(mocker):
mock = mocker.Mock()
mock2 = mocker.Mock()
mock.parse_known_args = mock_func
mock.format_help = Thing().format_help
mock.add_argument = mock2
cont = fc.ForecastController()
cont.parse_known_args_and_warn(
parser=mock,
other_args=[],
export_allowed=0,
raw=True,
limit=1,
target_dataset=True,
target_column=True,
period=5,
n_days=True,
seasonal="weekly",
periods=True,
window=True,
train_split=True,
input_chunk_length=True,
output_chunk_length=True,
force_reset=True,
save_checkpoints=True,
model_save_name="the_models",
n_epochs=True,
model_type=True,
dropout=0.05,
batch_size=3,
learning_rate=True,
past_covariates=True,
lags=True,
hidden_size=4,
n_jumps=True,
end=True,
residuals=True,
forecast_only=True,
)
assert mock2.call_count == 28
def test_fc_call_load(mocker):
mocker.patch(base + "forecast_model.load", return_value=df)
cont = fc.ForecastController()
cont.call_load(["data.csv"])
def test_fc_call_load_alias():
cont = fc.ForecastController()
cont.files = ["the_data"]
cont.call_load(["data.csv", "-a", "the_data"])
def test_fc_call_load_alias_no_dot():
cont = fc.ForecastController()
cont.call_load(["datacsv", "-a", "the_data"])
@pytest.mark.parametrize(
"name,loc_df", [("base", df), ("base", pd.DataFrame()), ("", df)]
)
def test_fc_call_show(mocker, name, loc_df):
mock = mocker.MagicMock()
mock.name = name
mock.limit = 4
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"base": loc_df}
cont.call_show(["data"])
@pytest.mark.parametrize("dataset", ["base", None])
def test_call_desc(mocker, dataset):
mock = mocker.MagicMock()
mock.target_dataset = dataset
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"base": df}
cont.call_desc(["data"])
def test_call_plot(mocker):
mock = mocker.MagicMock()
mock.values = ["data.first"]
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.choices = {"plot": ["data.first", "data.second", "data.third"]}
cont.datasets = {"data": df}
cont.call_plot(["data.first"])
def test_call_plot_no_parser(mocker):
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=None
)
cont = fc.ForecastController()
cont.choices = {"plot": ["data.first", "data.second", "data.third"]}
cont.datasets = {"data": df}
cont.call_plot(["data.first"])
def test_call_plot_no_values(mocker):
mock = mocker.MagicMock()
mock.values = None
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.choices = {"plot": ["data.first", "data.second", "data.third"]}
cont.datasets = {"data": df}
cont.call_plot(["data.first"])
def test_call_season(tsla_csv):
cont = fc.ForecastController()
cont.datasets = {"data": tsla_csv}
cont.call_season(["data.close", "--max_lag", "1"])
def test_call_season_error():
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_season(["datafirst", "--max_lag", "1"])
def test_call_season_no_parser(mocker):
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=None
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_season(["data.first", "--max_lag", "1"])
def test_call_season_no_values(mocker):
mock = mocker.MagicMock()
mock.values = None
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_season(["data.first", "--max_lag", "1"])
def test_call_corr():
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_corr(["data"])
def test_call_corr_target(mocker):
mock = mocker.MagicMock()
mock.target_dataset = None
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_corr(["data"])
def test_call_comb_not_in(mocker):
mock = mocker.MagicMock()
mock.values = ["data.first"]
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.choices = {
"combine": {"data.first": 1, "data.second": 2, "data.third": 3},
"delete": {"data.first": 1, "data.second": 2, "data.third": 3},
}
cont.call_combine(["data"])
def test_call_comb(mocker):
mock = mocker.MagicMock()
mock.dataset = "data"
mock.columns = ["data.first", "data.second"]
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.choices = {
"combine": {"data.first": 1, "data.second": 2, "data.third": 3},
"delete": {"data.first": 1, "data.second": 2, "data.third": 3},
}
cont.call_combine(["data"])
def test_call_clean():
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_clean(["data"])
def test_call_clean_bad(mocker):
mock = mocker.MagicMock()
mock.target_dataset = None
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_clean(["data"])
@pytest.mark.parametrize(
"feature", ["ema", "sto", "rsi", "roc", "mom", "delta", "atr", "signal", "delete"]
)
def test_call_feat_eng_invalid(feature):
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.files = ["file.csv", "fiile.csv"]
cont.choices = {
"combine": {"data.first": 1, "data.second": 2, "data.third": 3},
"delete": {"data.first": 1, "data.second": 2, "data.third": 3},
}
the_list = ["data"]
if feature == "rsi":
the_list.append("--period")
the_list.append("2")
getattr(cont, f"call_{feature}")(the_list)
@pytest.mark.parametrize(
"feature",
["ema", "sto", "rsi", "roc", "mom", "delta", "atr", "signal", "delete", "export"],
)
def test_call_feat_eng_invalid_parser(feature, mocker):
mocker.patch(base + "helpers.check_parser_input", return_value=None)
mock = mocker.MagicMock()
mock.target_dataset = None
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.files = ["file.csv", "fiile.csv"]
cont.choices = {
"combine": {"data.first": 1, "data.second": 2, "data.third": 3},
"delete": {"data.first": 1, "data.second": 2, "data.third": 3},
}
the_list = ["data"]
if feature == "rsi":
the_list.append("--period")
the_list.append("2")
getattr(cont, f"call_{feature}")(the_list)
def test_call_ema(mocker):
mock = mocker.MagicMock()
mock.target_dataset = "data"
mock.columns = ["data.first", "data.second"]
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_ema(["data"])
@pytest.mark.parametrize("datasets", [[], ["data"], ["bad"]])
def test_call_delete(mocker, datasets):
cont = fc.ForecastController()
mock = mocker.MagicMock()
if datasets == ["bad"]:
mock.delete = ["data.lose"]
else:
mock.delete = ["data.close"]
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
if datasets == ["data"]:
cont.datasets = {"data": df}
cont.choices = {
"combine": ["data.first", "data.second", "data.third"],
"delete": ["data.first", "data.second", "data.third"],
}
cont.call_delete([])
def test_call_export(mocker):
mock = mocker.MagicMock()
mock.target_dataset = "data"
mock.columns = ["data.first", "data.second"]
mocker.patch(
base + "ForecastController.parse_known_args_and_warn", return_value=mock
)
cont = fc.ForecastController()
cont.datasets = {"data": df}
cont.call_export(["data"])
@pytest.mark.parametrize(
"opt, func",
[
("expo", "expo_view.display_expo_forecast"),
("theta", "theta_view.display_theta_forecast"),
("rnn", "rnn_view.display_rnn_forecast"),
("nbeats", "nbeats_view.display_nbeats_forecast"),
("tcn", "tcn_view.display_tcn_forecast"),
("regr", "regr_view.display_regression"),
("linregr", "linregr_view.display_linear_regression"),
("brnn", "brnn_view.display_brnn_forecast"),
("trans", "trans_view.display_trans_forecast"),
("tft", "tft_view.display_tft_forecast"),
],
)
def test_models(mocker, opt, func):
mocker.patch(base + "helpers.check_parser_input", return_value=True)
mocker.patch(base + func)
cont = fc.ForecastController()
cont.datasets = {"data": df}
getattr(cont, f"call_{opt}")(["data"])
@pytest.mark.parametrize(
"opt",
[
"expo",
"theta",
"rnn",
"nbeats",
"tcn",
"regr",
"linregr",
"brnn",
"trans",
"tft",
],
)
def test_models_bad(opt):
cont = fc.ForecastController()
cont.datasets = {"data": df}
getattr(cont, f"call_{opt}")(["data"])