mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-27 12:40:35 +00:00
875 lines
20 KiB
Python
875 lines
20 KiB
Python
"""Test ta extension."""
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import random
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from typing import Literal
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import pytest
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from openbb_core.app.model.obbject import OBBject
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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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data = {}
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def get_stocks_data():
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import openbb # pylint:disable=import-outside-toplevel
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if "stocks_data" in data:
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return data["stocks_data"]
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symbol = random.choice(["AAPL", "NVDA", "MSFT", "TSLA", "AMZN", "V"]) # noqa: S311
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provider = random.choice(["fmp", "intrinio", "polygon", "yfinance"]) # noqa: S311
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data["stocks_data"] = openbb.obb.stocks.load(
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symbol=symbol, provider=provider
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).results
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return data["stocks_data"]
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def get_crypto_data():
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import openbb # pylint:disable=import-outside-toplevel
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if "crypto_data" in data:
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return data["crypto_data"]
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# TODO : add more crypto providers and symbols
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symbol = random.choice(["BTC"]) # noqa: S311
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provider = random.choice(["fmp"]) # noqa: S311
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data["crypto_data"] = openbb.obb.crypto.load(
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symbol=symbol, provider=provider
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).results
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return data["crypto_data"]
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def get_data(menu: Literal["stocks", "crypto"]):
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funcs = {"stocks": get_stocks_data, "crypto": get_crypto_data}
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return funcs[menu]()
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"index": "",
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"length": "",
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"mamode": "",
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"drift": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"index": "date",
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"length": "15",
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"mamode": "rma",
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"drift": "2",
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"offset": "1",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_atr(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.atr(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"index": "",
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"close_column": "",
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"period": "",
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"start_date": "",
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"end_date": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"index": "date",
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"close_column": "adj_close",
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"period": "125",
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"start_date": "",
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"end_date": "",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_fib(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.fib(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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({"data": "", "index": "", "offset": ""}, "stocks"),
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({"data": "", "index": "date", "offset": "1"}, "crypto"),
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],
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)
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@pytest.mark.integration
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def test_ta_obv(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.obv(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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({"data": "", "index": "", "length": "", "signal": ""}, "stocks"),
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({"data": "", "index": "date", "length": "15", "signal": "2"}, "crypto"),
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],
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)
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@pytest.mark.integration
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def test_ta_fisher(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.fisher(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"index": "",
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"fast": "",
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"slow": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"index": "date",
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"fast": "5",
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"slow": "15",
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"offset": "2",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_adosc(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.adosc(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"target": "",
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"index": "",
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"length": "",
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"std": "",
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"mamode": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"target": "high",
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"index": "date",
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"length": "55",
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"std": "3",
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"mamode": "wma",
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"offset": "1",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_bbands(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.bbands(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"target": "",
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"index": "",
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"length": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"target": "high",
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"index": "date",
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"length": "55",
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"offset": "5",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_zlma(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.zlma(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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({"data": "", "index": "", "length": "", "scalar": ""}, "stocks"),
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(
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{
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"data": "",
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"index": "date",
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"length": "30",
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"scalar": "110",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_aroon(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.aroon(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"target": "",
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"index": "",
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"length": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"target": "high",
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"index": "date",
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"length": "55",
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"offset": "2",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_sma(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.sma(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"index": "",
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"target": "",
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"show_all": "",
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"asint": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"index": "date",
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"target": "high",
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"show_all": "true",
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"asint": "true",
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"offset": "5",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_demark(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.demark(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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({"data": "", "index": "", "anchor": "", "offset": ""}, "stocks"),
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({"data": "", "index": "date", "anchor": "W", "offset": "5"}, "crypto"),
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],
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)
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@pytest.mark.integration
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def test_ta_vwap(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.vwap(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"target": "",
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"index": "",
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"fast": "",
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"slow": "",
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"signal": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"target": "high",
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"index": "date",
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"fast": "10",
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"slow": "30",
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"signal": "10",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_macd(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.macd(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"target": "",
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"index": "",
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"length": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"target": "high",
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"index": "date",
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"length": "55",
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"offset": "2",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_hma(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.hma(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"index": "",
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"lower_length": "",
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"upper_length": "",
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"offset": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"index": "date",
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"lower_length": "30",
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"upper_length": "40",
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"offset": "5",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_donchian(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.donchian(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"index": "",
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"conversion": "",
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"base": "",
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"lagging": "",
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"offset": "",
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"lookahead": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"index": "date",
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"conversion": "10",
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"base": "30",
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"lagging": "50",
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"offset": "30",
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"lookahead": "true",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_ichimoku(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.ichimoku(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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({"data": "", "index": "", "target": "", "period": ""}, "stocks"),
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(
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{
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"data": "",
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"index": "date",
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"target": "close",
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"period": "95",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_clenow(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.clenow(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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@pytest.mark.parametrize(
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"params, data_type",
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[
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(
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{
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"data": "",
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"index": "",
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"length": "",
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"scalar": "",
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"drift": "",
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},
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"stocks",
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),
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(
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{
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"data": "",
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"index": "date",
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"length": "60",
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"scalar": "90.0",
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"drift": "2",
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},
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"crypto",
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),
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],
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)
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@pytest.mark.integration
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def test_ta_adx(params, data_type, obb):
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params = {p: v for p, v in params.items() if v}
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params["data"] = get_data(data_type)
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result = obb.ta.adx(**params)
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assert result
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assert isinstance(result, OBBject)
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assert len(result.results) > 0
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|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
(
|
|
{
|
|
"data": "",
|
|
"target": "",
|
|
"index": "",
|
|
"length": "",
|
|
"offset": "",
|
|
},
|
|
"stocks",
|
|
),
|
|
(
|
|
{
|
|
"data": "",
|
|
"target": "high",
|
|
"index": "date",
|
|
"length": "60",
|
|
"offset": "10",
|
|
},
|
|
"crypto",
|
|
),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_wma(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.wma(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
({"data": "", "index": "", "length": "", "scalar": ""}, "stocks"),
|
|
(
|
|
{
|
|
"data": "",
|
|
"index": "date",
|
|
"length": "16",
|
|
"scalar": "0.02",
|
|
},
|
|
"crypto",
|
|
),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_cci(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.cci(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
(
|
|
{
|
|
"data": "",
|
|
"target": "",
|
|
"index": "",
|
|
"length": "",
|
|
"scalar": "",
|
|
"drift": "",
|
|
},
|
|
"stocks",
|
|
),
|
|
(
|
|
{
|
|
"data": "",
|
|
"target": "high",
|
|
"index": "date",
|
|
"length": "16",
|
|
"scalar": "90.0",
|
|
"drift": "2",
|
|
},
|
|
"crypto",
|
|
),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_rsi(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.rsi(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
(
|
|
{
|
|
"data": "",
|
|
"index": "",
|
|
"fast_k_period": "",
|
|
"slow_d_period": "",
|
|
"slow_k_period": "",
|
|
},
|
|
"stocks",
|
|
),
|
|
(
|
|
{
|
|
"data": "",
|
|
"index": "date",
|
|
"fast_k_period": "12",
|
|
"slow_d_period": "2",
|
|
"slow_k_period": "2",
|
|
},
|
|
"crypto",
|
|
),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_stoch(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.stoch(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
(
|
|
{
|
|
"data": "",
|
|
"index": "",
|
|
"length": "",
|
|
"scalar": "",
|
|
"mamode": "",
|
|
"offset": "",
|
|
},
|
|
"stocks",
|
|
),
|
|
(
|
|
{
|
|
"data": "",
|
|
"index": "date",
|
|
"length": "22",
|
|
"scalar": "24",
|
|
"mamode": "sma",
|
|
"offset": "5",
|
|
},
|
|
"crypto",
|
|
),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_kc(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.kc(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
({"data": "", "index": "", "length": ""}, "stocks"),
|
|
({"data": "", "index": "date", "length": "20"}, "crypto"),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_cg(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.cg(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
(
|
|
{
|
|
"data": "",
|
|
"index": "",
|
|
"lower_q": "",
|
|
"upper_q": "",
|
|
"model": "",
|
|
"is_crypto": "",
|
|
},
|
|
"stocks",
|
|
),
|
|
(
|
|
{
|
|
"data": "",
|
|
"index": "date",
|
|
"lower_q": "0.3",
|
|
"upper_q": "0.7",
|
|
"model": "Parkinson",
|
|
"is_crypto": "true",
|
|
},
|
|
"crypto",
|
|
),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_cones(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.cones(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|
|
|
|
|
|
@pytest.mark.parametrize(
|
|
"params, data_type",
|
|
[
|
|
(
|
|
{
|
|
"data": "",
|
|
"target": "close",
|
|
"index": "date",
|
|
"length": "",
|
|
"offset": "",
|
|
},
|
|
"stocks",
|
|
),
|
|
(
|
|
{
|
|
"data": "",
|
|
"target": "high",
|
|
"index": "",
|
|
"length": "60",
|
|
"offset": "10",
|
|
},
|
|
"crypto",
|
|
),
|
|
],
|
|
)
|
|
@pytest.mark.integration
|
|
def test_ta_ema(params, data_type, obb):
|
|
params = {p: v for p, v in params.items() if v}
|
|
params["data"] = get_data(data_type)
|
|
|
|
result = obb.ta.ema(**params)
|
|
assert result
|
|
assert isinstance(result, OBBject)
|
|
assert len(result.results) > 0
|