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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 <>
331 lines
11 KiB
Python
331 lines
11 KiB
Python
"""TMX Python interface integration tests."""
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from datetime import date, timedelta
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import pytest
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from openbb_core.app.model.obbject import OBBject
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TRADE_END = date.today() - timedelta(days=1)
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TRADE_START = TRADE_END - timedelta(days=30)
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@pytest.fixture(scope="session")
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def obb(pytestconfig):
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"""Fixture to setup obb."""
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if pytestconfig.getoption("markexpr") != "not integration":
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import openbb
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return openbb.obb
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return None
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def _call(obb, path, params):
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"""Call a dotted command path on the TMX namespace."""
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command = obb.tmx
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for part in path.split("."):
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command = getattr(command, part)
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return command(**params)
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@pytest.mark.integration
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class TestEquity:
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"""The equity namespace."""
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("equity.search", {"query": "bank", "provider": "tmx"}),
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("equity.search", {"limit": 50, "provider": "tmx"}),
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("equity.quote", {"symbol": "AC", "provider": "tmx"}),
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("equity.profile", {"symbol": "AC", "provider": "tmx"}),
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("equity.historical", {"symbol": "AC", "provider": "tmx"}),
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("equity.filings", {"symbol": "AC", "provider": "tmx"}),
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("equity.gainers", {"provider": "tmx"}),
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("equity.rankings", {"ranking": "tsx30", "provider": "tmx"}),
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("equity.rankings", {"ranking": "venture50", "provider": "tmx"}),
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("equity.symbol_reference", {"symbol": "AC,IBM:US", "provider": "tmx"}),
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],
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)
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def test_the_command_returns_results(self, path, params, obb):
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result = _call(obb, path, params)
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.integration
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class TestScreener:
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"""Each asset type screens against the universe that lists it."""
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@pytest.mark.parametrize(
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"params",
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[
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{"exchange": "TSX", "limit": 10},
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{"symbol_type": "ETF", "limit": 10},
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{"symbol_type": "Index", "limit": 10},
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{"symbol_type": "Future", "limit": 10},
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],
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)
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def test_the_screen_returns_results(self, params, obb):
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result = obb.tmx.equity.screener(**params, provider="tmx")
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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def test_an_index_screen_is_quoted(self, obb):
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"""Indices carry no market capitalization, so the quote is the point."""
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result = obb.tmx.equity.screener(
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symbol_type="Index", sort_by="volume", limit=25, provider="tmx"
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)
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assert any(r.price for r in result.results)
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assert all(r.market_cap is None for r in result.results)
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def test_a_future_screen_lists_live_contracts(self, obb):
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"""The Montreal Exchange lists them, the instrument directory does not."""
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result = obb.tmx.equity.screener(
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symbol_type="Future", sort_by="open_interest", limit=25, provider="tmx"
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)
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assert all(r.exchange == "MOE" for r in result.results)
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assert any(r.open_interest for r in result.results)
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assert any(r.expiration for r in result.results)
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@pytest.mark.integration
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class TestFundamentals:
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"""Statements, distributions, and the corporate record."""
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("equity.fundamental.income", {"symbol": "AC", "provider": "tmx"}),
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("equity.fundamental.balance", {"symbol": "AC", "provider": "tmx"}),
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("equity.fundamental.cash", {"symbol": "AC", "provider": "tmx"}),
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("equity.fundamental.dividends", {"symbol": "BNS", "provider": "tmx"}),
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("equity.fundamental.splits", {"symbol": "BNS", "provider": "tmx"}),
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("equity.calendar.earnings", {"provider": "tmx"}),
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("equity.ownership.insider_trading", {"symbol": "AC", "provider": "tmx"}),
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(
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"equity.ownership.insider_transactions",
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{"symbol": "AC", "provider": "tmx"},
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),
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("equity.estimates.consensus", {"symbol": "AC", "provider": "tmx"}),
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],
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)
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def test_the_command_returns_results(self, path, params, obb):
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result = _call(obb, path, params)
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.integration
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class TestFundsAndIndices:
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"""The fund universe and the index family."""
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("etf.search", {"provider": "tmx"}),
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("etf.info", {"symbol": "XIU", "provider": "tmx"}),
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("etf.holdings", {"symbol": "XIU", "provider": "tmx"}),
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("etf.sectors", {"symbol": "XIU", "provider": "tmx"}),
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("etf.countries", {"symbol": "XIU", "provider": "tmx"}),
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("etf.historical", {"symbol": "XIU", "provider": "tmx"}),
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("index.available", {"provider": "tmx"}),
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("index.info", {"symbol": "^TSX", "provider": "tmx"}),
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("index.historical", {"symbol": "^TSX", "provider": "tmx"}),
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("index.constituents", {"symbol": "^TSX", "provider": "tmx"}),
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("index.sectors", {"symbol": "^TSX", "provider": "tmx"}),
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("index.snapshots", {"region": "ca", "provider": "tmx"}),
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("index.documents", {"symbol": "^TSX", "provider": "tmx"}),
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],
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)
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def test_the_command_returns_results(self, path, params, obb):
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result = _call(obb, path, params)
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.integration
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class TestMarkets:
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"""Market breadth, time and sales, and short interest."""
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("markets.movers", {"provider": "tmx"}),
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("markets.trades", {"symbol": "AC", "provider": "tmx"}),
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("markets.short_interest", {"symbol": "AC", "provider": "tmx"}),
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],
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)
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def test_the_command_returns_results(self, path, params, obb):
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result = _call(obb, path, params)
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.integration
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class TestDerivativesAndCurrency:
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"""The Montreal Exchange universe and currency history."""
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("derivatives.futures.instruments", {"provider": "tmx"}),
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("derivatives.futures.historical", {"symbol": "CGB", "provider": "tmx"}),
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("derivatives.options.covered_calls", {"provider": "tmx"}),
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("currency.historical", {"symbol": "USDCAD", "provider": "tmx"}),
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],
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)
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def test_the_command_returns_results(self, path, params, obb):
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result = _call(obb, path, params)
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.integration
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class TestFixedIncome:
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"""The CIRO bond master and reported trades."""
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("fixedincome.prices", {"provider": "tmx"}),
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("fixedincome.treasury_prices", {"provider": "tmx"}),
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(
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"fixedincome.trades",
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{
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"cusip": "135087U28",
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"start_date": TRADE_START,
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"end_date": TRADE_END,
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"provider": "tmx",
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},
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),
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],
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)
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def test_the_command_returns_results(self, path, params, obb):
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"""CIRO rate-limits, so a failing trades case means it declined."""
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result = _call(obb, path, params)
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.integration
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class TestNews:
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"""The newsroom feeds."""
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("news.feed", {"symbol": "AC", "limit": 5, "fetch_body": False}),
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(
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"news.market",
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{"symbols": "AC,RY", "limit": 5, "fetch_body": False},
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),
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("news.blog", {}),
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("news.search", {"query": "bank", "limit": 5, "fetch_body": False}),
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],
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)
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def test_the_command_returns_articles(self, path, params, obb):
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result = _call(obb, path, params)
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assert isinstance(result, list)
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assert result
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assert result[0]["title"]
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def test_an_article_carries_its_body(self, obb):
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articles = obb.tmx.news.feed(symbol="AC", limit=3, fetch_body=True)
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assert any(article.get("body") for article in articles)
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@pytest.mark.integration
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class TestOptionsAnalysis:
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"""Strategy pricing over the loaded chain, answered as plain rows."""
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def test_the_spreads_are_priced(self, obb):
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rows = obb.tmx.derivatives.options.spreads(symbol="AC", spread_type="both")
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assert isinstance(rows, list)
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assert rows
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@pytest.mark.parametrize(
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("path", "params"),
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[
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("derivatives.options.straddle", {"symbol": "AC"}),
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("derivatives.options.strangle", {"symbol": "AC"}),
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],
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)
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def test_a_strategy_answers_with_whatever_qualifies(self, path, params, obb):
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"""A chain that prices no qualifying pair is an empty list, not an error."""
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rows = _call(obb, path, params)
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assert isinstance(rows, list)
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assert all(row["expiration"] and row["strike_1"] for row in rows)
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@pytest.mark.parametrize("expiry_list", [True, False])
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def test_the_dropdown_choices_are_offered(self, expiry_list, obb):
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choices = obb.tmx.derivatives.options.get_tickers(
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symbol="AC", expiry_list=expiry_list, strike_list=not expiry_list
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)
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assert isinstance(choices, list)
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assert choices[0]["label"]
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@pytest.mark.integration
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class TestOptionsChains:
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"""The chain covers every expiry, with greeks."""
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@pytest.mark.parametrize("symbol", ["AC", "AAPL:US"])
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def test_the_chain_carries_its_greeks(self, symbol, obb):
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result = obb.tmx.derivatives.options.chains(symbol=symbol, provider="tmx")
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assert isinstance(result, OBBject)
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assert len(result.results.contract_symbol) > 0
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assert any(d is not None for d in result.results.delta)
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assert any(v is not None for v in result.results.implied_volatility)
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@pytest.mark.integration
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class TestSymbology:
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"""Every prefix and suffix the quote feed addresses."""
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@pytest.mark.parametrize(
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"symbol",
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[
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"AC",
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"IBM:US",
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"AIR:PA",
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"ASML:AS",
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"SAP:DB",
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"$USDCAD",
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"^TSX",
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"/CGB",
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"~BTCUSD:US",
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],
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)
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def test_history_resolves_across_markets(self, symbol, obb):
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result = obb.tmx.equity.historical(symbol=symbol, provider="tmx")
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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def test_an_option_contract_resolves(self, obb):
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"""A contract is addressed by the symbol the chain publishes."""
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chain = obb.tmx.derivatives.options.chains(symbol="AC", provider="tmx")
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contract = chain.results.contract_symbol[0]
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result = obb.tmx.equity.quote(symbol=contract, provider="tmx")
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assert isinstance(result, OBBject)
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assert result.results[0].last_price is not None
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