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d3d33a219b
* refactor openbb-technical for v5 * forward refs * linting * no python 3.15 in test matrix * reame * ty * move all params to body --------- Co-authored-by: deeleeramone <>
453 lines
16 KiB
Python
453 lines
16 KiB
Python
"""End-to-end coverage of every openbb-technical endpoint against real CSV data.
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Single-symbol endpoints run against one daily and one intraday SPY fixture
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(``spy_daily_or_intraday``) so both date and datetime code paths are exercised
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without a full 6-interval matrix explosion. Multi-symbol endpoints use the
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``dow30_multi`` fixture loaded from ``multi.csv``. The catalog endpoint takes
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no data and is exercised once per category.
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Every test asserts the response is an ``OBBject`` whose ``results`` is a
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non-empty list (or, for sparse signal endpoints, ``allow_empty=True``).
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"""
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import pytest
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from openbb_core.app.model.obbject import OBBject
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pytestmark = pytest.mark.integration
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def _assert_obbject(result, *, allow_empty: bool = False) -> None:
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"""Assert ``result`` is an OBBject with usable ``results``."""
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assert isinstance(result, OBBject), f"expected OBBject, got {type(result).__name__}"
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res = result.results
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assert res is not None, "OBBject.results is None"
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if not allow_empty and isinstance(res, list):
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assert len(res) > 0, "OBBject.results is empty list"
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# --------------------------------------------------------------------------- #
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# Overlays #
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# --------------------------------------------------------------------------- #
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class TestOverlays:
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def test_sma(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.sma(data=spy_daily_or_intraday, length=20))
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def test_ema(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.ema(data=spy_daily_or_intraday, length=20))
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def test_hma(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.hma(data=spy_daily_or_intraday, length=20))
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def test_wma(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.wma(data=spy_daily_or_intraday, length=20))
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def test_zlma(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.zlma(data=spy_daily_or_intraday, length=20))
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def test_tema(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.tema(data=spy_daily_or_intraday, length=10))
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def test_dema(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.dema(data=spy_daily_or_intraday, length=10))
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def test_kama(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.kama(data=spy_daily_or_intraday, length=10))
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def test_frama(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.frama(data=spy_daily_or_intraday, length=16))
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def test_vwma(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.vwma(data=spy_daily_or_intraday, length=20))
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def test_bbands(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.bbands(data=spy_daily_or_intraday, length=20))
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def test_donchian(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.donchian(
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data=spy_daily_or_intraday, lower_length=20, upper_length=20
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)
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)
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def test_kc(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.kc(data=spy_daily_or_intraday, length=20))
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def test_ichimoku(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.ichimoku(data=spy_daily_or_intraday))
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def test_supertrend(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.supertrend(data=spy_daily_or_intraday, length=10))
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# --------------------------------------------------------------------------- #
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# Oscillators #
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# --------------------------------------------------------------------------- #
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class TestOscillators:
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def test_rsi(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.rsi(data=spy_daily_or_intraday, length=14))
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def test_stoch(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.stoch(
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data=spy_daily_or_intraday,
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fast_k_period=14,
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slow_d_period=3,
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slow_k_period=3,
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)
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)
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def test_cci(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.cci(data=spy_daily_or_intraday, length=20))
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def test_fisher(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.fisher(data=spy_daily_or_intraday, length=9))
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def test_cg(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.cg(data=spy_daily_or_intraday, length=14))
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def test_williams_r(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.williams_r(data=spy_daily_or_intraday, length=14))
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def test_mfi(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.mfi(data=spy_daily_or_intraday, length=14))
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def test_trix(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.trix(data=spy_daily_or_intraday, length=15))
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def test_ultimate_oscillator(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.ultimate_oscillator(
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data=spy_daily_or_intraday, fast=7, medium=14, slow=28
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)
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)
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def test_awesome_oscillator(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.awesome_oscillator(data=spy_daily_or_intraday))
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# --------------------------------------------------------------------------- #
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# Trend #
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# --------------------------------------------------------------------------- #
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class TestTrend:
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def test_macd(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.macd(data=spy_daily_or_intraday, fast=12, slow=26, signal=9)
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)
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def test_adx(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.adx(data=spy_daily_or_intraday, length=14))
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def test_di(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.di(data=spy_daily_or_intraday, length=14))
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def test_aroon(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.aroon(data=spy_daily_or_intraday, length=14))
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def test_choppiness(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.choppiness(data=spy_daily_or_intraday, length=14))
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# --------------------------------------------------------------------------- #
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# Volume #
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# --------------------------------------------------------------------------- #
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class TestVolume:
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def test_obv(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.obv(data=spy_daily_or_intraday))
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def test_ad(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.ad(data=spy_daily_or_intraday))
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def test_adosc(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.adosc(data=spy_daily_or_intraday, fast=3, slow=10)
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)
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def test_vwap(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.vwap(data=spy_daily_or_intraday))
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# --------------------------------------------------------------------------- #
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# Volatility #
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# --------------------------------------------------------------------------- #
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class TestVolatility:
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def test_atr(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.atr(data=spy_daily_or_intraday, length=14))
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def test_realized_volatility(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.realized_volatility(
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data=spy_daily_or_intraday, model="yang_zhang", window=30
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)
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)
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def test_realized_volatility_compare(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.realized_volatility_compare(
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data=spy_daily_or_intraday, window=30
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)
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)
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def test_cones(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.cones(data=spy_daily_or_intraday, model="std"))
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# --------------------------------------------------------------------------- #
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# Structure #
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# --------------------------------------------------------------------------- #
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class TestStructure:
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def test_fib(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.fib(data=spy_daily_or_intraday, period=120))
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def test_demark(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.demark(data=spy_daily_or_intraday))
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@pytest.mark.parametrize(
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"method", ["classic", "fibonacci", "woodie", "camarilla", "demark"]
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)
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def test_pivot_points(self, obb, spy_1d, method):
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_assert_obbject(obb.technical.pivot_points(data=spy_1d, method=method))
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# --------------------------------------------------------------------------- #
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# Statistics #
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# --------------------------------------------------------------------------- #
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class TestStatistics:
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def test_clenow(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.clenow(data=spy_daily_or_intraday, period=90))
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def test_drawdown(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.drawdown(data=spy_daily_or_intraday))
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def test_returns_stats(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.returns_stats(data=spy_daily_or_intraday, frequency="daily")
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)
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def test_stationarity(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.stationarity(data=spy_daily_or_intraday))
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def test_hurst(self, obb, spy_daily_or_intraday):
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_assert_obbject(obb.technical.hurst(data=spy_daily_or_intraday))
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def test_autocorrelation(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.autocorrelation(data=spy_daily_or_intraday, max_lag=20)
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)
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# --------------------------------------------------------------------------- #
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# Signals (/signals subrouter) #
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# --------------------------------------------------------------------------- #
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class TestSignals:
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def test_crossovers(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.signals.crossovers(
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data=spy_daily_or_intraday,
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fast_length=20,
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slow_length=50,
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mamode="sma",
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),
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allow_empty=True,
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)
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@pytest.mark.parametrize("indicator", ["rsi", "mfi", "stoch", "williams_r", "cci"])
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def test_oscillator_signals(self, obb, spy_1d, indicator):
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_assert_obbject(
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obb.technical.signals.oscillator_signals(
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data=spy_1d, indicator=indicator, length=14
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)
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)
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@pytest.mark.parametrize("method", ["donchian", "bollinger"])
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def test_breakouts(self, obb, spy_1d, method):
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_assert_obbject(
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obb.technical.signals.breakouts(data=spy_1d, method=method, length=20),
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allow_empty=True,
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)
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@pytest.mark.parametrize("indicator", ["rsi", "macd", "stoch", "cci"])
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def test_divergences(self, obb, spy_1d, indicator):
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_assert_obbject(
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obb.technical.signals.divergences(
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data=spy_1d,
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indicator=indicator,
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indicator_length=14,
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lookback=60,
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),
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allow_empty=True,
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)
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def test_candlestick_patterns(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.signals.candlestick_patterns(data=spy_daily_or_intraday),
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allow_empty=True,
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)
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def test_regime(self, obb, spy_daily_or_intraday):
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_assert_obbject(
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obb.technical.signals.regime(data=spy_daily_or_intraday, length=14)
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)
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# --------------------------------------------------------------------------- #
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# Multi-symbol endpoints (/multi subrouter + relative_rotation) #
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# --------------------------------------------------------------------------- #
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class TestMultiSymbol:
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def test_correlation_pearson(self, obb, dow30_multi):
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_assert_obbject(
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obb.technical.correlation(
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data=dow30_multi,
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pairs=[("AAPL", "MSFT")],
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method="pearson",
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)
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)
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@pytest.mark.parametrize("method", ["pearson", "spearman", "kendall"])
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def test_correlation_methods(self, obb, dow30_multi, method):
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_assert_obbject(
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obb.technical.correlation(
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data=dow30_multi,
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pairs=[("AAPL", "MSFT"), ("AAPL", "NVDA")],
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method=method,
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)
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)
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def test_correlation_matrix(self, obb, dow30_multi):
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_assert_obbject(obb.technical.correlation_matrix(data=dow30_multi))
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def test_correlation_matrix_window(self, obb, dow30_multi):
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_assert_obbject(obb.technical.correlation_matrix(data=dow30_multi, window=60))
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def test_screen_oversold_rsi(self, obb, dow30_multi):
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result = obb.technical.screen(
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data=dow30_multi,
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conditions=[
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{
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"indicator": "rsi",
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"column": "close_RSI_14",
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"operator": "lt",
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"value": 100.0,
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}
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],
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)
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_assert_obbject(result, allow_empty=True)
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def test_screen_between(self, obb, dow30_multi):
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result = obb.technical.screen(
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data=dow30_multi,
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conditions=[
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{
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"indicator": "rsi",
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"column": "close_RSI_14",
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"operator": "between",
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"value": [0.0, 100.0],
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}
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],
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)
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_assert_obbject(result, allow_empty=True)
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def test_screen_and_combine(self, obb, dow30_multi):
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result = obb.technical.screen(
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data=dow30_multi,
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conditions=[
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{
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"indicator": "rsi",
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"column": "close_RSI_14",
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"operator": "lt",
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"value": 100.0,
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},
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{
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"indicator": "sma",
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"column": "close_SMA_20",
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"operator": "gt",
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"value": 0.0,
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},
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],
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combine="and",
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)
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_assert_obbject(result, allow_empty=True)
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def test_relative_rotation(self, obb, dow30_multi):
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# relative_rotation requires daily data with >252 bars; multi.csv is daily
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# with ~1600 bars per symbol so it satisfies the constraint.
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_assert_obbject(
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obb.technical.relative_rotation(
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data=dow30_multi,
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benchmark="AAPL",
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)
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)
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# --------------------------------------------------------------------------- #
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# Multi-indicator compose #
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# --------------------------------------------------------------------------- #
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class TestMultiCompose:
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def test_multi_two_indicators(self, obb, spy_1d):
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result = obb.technical.multi(
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data=spy_1d,
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indicators=[
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{"indicator": "rsi", "params": {"length": 14}},
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{"indicator": "sma", "params": {"length": 50}},
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],
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)
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_assert_obbject(result)
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def test_multi_intraday(self, obb, spy_30m):
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result = obb.technical.multi(
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data=spy_30m,
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indicators=[
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{"indicator": "ema", "params": {"length": 20}},
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{"indicator": "macd", "params": {"fast": 12, "slow": 26, "signal": 9}},
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],
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)
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_assert_obbject(result)
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# --------------------------------------------------------------------------- #
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# Catalog #
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# --------------------------------------------------------------------------- #
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class TestCatalog:
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def test_indicators_all(self, obb):
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result = obb.technical.indicators(category="all")
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_assert_obbject(result)
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@pytest.mark.parametrize(
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"category",
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[
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"overlay",
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"oscillator",
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"volatility",
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"volume",
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"trend",
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"signal",
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"structure",
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"stats",
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"multi",
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],
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)
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def test_indicators_by_category(self, obb, category):
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result = obb.technical.indicators(category=category)
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_assert_obbject(result)
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