mirror of
https://github.com/OpenBB-finance/OpenBB.git
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a7edda330d
* add model file for Montreal Options Exchange * mypy fixes * define attributes under __init__ * type error fix * another pylint fix * adds tests for tmx_model * black * mypy * adds expirations test and re-records * black * capture error message in test * mypy * add __docformat__ line * improves get_all_ticker_symbols * removes python magic command for new cell * adds TMX as source for SDK chains * starts on a new method for loading options data returning a standardized object * add load_options as SDK endpoint * intrinio response - not complete * adds tradier to load_options * add source attribute to options object * restore legacy nasdaq last price function * yFinance underlying_price fixes * yFinance model fix * adds cboe to sdk options load * table fix * creates options_chains_model.py and updates SDK map * docstrings added for the class. * updates tmx_model tests * fix options_controller test * adds cboe_model tests * spelling in docstring * ruff - unused import * mypy fixes * more mypy fixes * pylint * attempt to manually resolve merge conflict. * nasdaq_model fix * adds test coverage for options/nasdaq_model * docstrings update for nasdaq_model * mypy fix * adds unit testing for options_chains_model * adds additional tests for intrinio_model * unused import fix * fix for .TO symbol and TMX EOD chains * make CBOE Pydantic * cboe update * adds switch for pydantic output from all sources * black * index options error handling for Intrinio * add warning message for index options from Intrinio * tmx_model enhancements * cleans up get_ticker_iv() in cboe_model * fix ticker info for index symbols from cboe * typo in comments * adds test for tradier_model.load_options * cboe optionType as lower case * add function for calculating chains stats * black * trailmap for calculate_chains_stats * adds test for calculate_stats() * more details to nasdaq.underlying_price * typo in docstrings * mypy - options_chains_model.py * black - options_chains_model.py * pylint options_chains_model.py * standardize response from intrinio underlying price * add function to validate input of function * missed type hint * additional error handling for stats * adds DTE as column for all sources * adds strategies function and input validation * add yFinance test for load_options() * add Nasdaq test for load_options() * tests for new functions in options_chains_model * update sdk trailmap * rewrite tests * fixes for tests * fix tmx_model test * more pytest * pytest.. * add vertical call spread function * some cleanup * update nasdaq tests * more cleanup * black * pylint * black * ruff * black * pylint * black * pylint.. * tests rewrite * more pytest * recapture tests * Different tests were collected between gw1 and gw0 * adds vertical spreads * vertical_put_spread * improve calculate_stats * mypy * edge cases * black * update tmx,yfinance tests * new cboe tests * new tmx_model tests * fix nasdaq test * test updates * fix nasdaq tests * add test_options_chains_model * refactor data sources * black * pylint * fixing stuff * forgot a file.. * codespell * linting * mypy... * refactor OptionsChains class * pylint * reconfigure SDK entry point * fix error handling when data request fails * ruff * pylint * pylint * Add inheritance and a repr string * add method for skew * add method for skew * fix nasdaq test * add skew to tests --------- Co-authored-by: James Maslek <jmaslek11@gmail.com>
83 lines
2.3 KiB
Python
83 lines
2.3 KiB
Python
# IMPORTATION STANDARD
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# IMPORTATION THIRDPARTY
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import pandas as pd
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import pytest
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# IMPORTATION INTERNAL
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from openbb_terminal.stocks.options import cboe_model
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@pytest.mark.vcr
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def test_symbol_directory():
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result_df = cboe_model.get_cboe_directory()
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assert isinstance(result_df, pd.DataFrame)
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assert not result_df.empty
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@pytest.mark.vcr
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def test_underlying_price():
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result_df = cboe_model.load_options("QQQ")
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hasattr(result_df, "underlying_price")
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assert isinstance(result_df.underlying_price, pd.Series)
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assert isinstance(result_df.underlying_price["price"], float)
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@pytest.mark.vcr
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@pytest.mark.record_stdout
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def test_underlying_price_bad_symbol():
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data = cboe_model.load_options("BAD_SYMBOL")
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assert hasattr(data, "underlying_name") is False
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@pytest.mark.vcr
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def test_underlying_name():
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ticker = cboe_model.load_options("SPX")
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assert hasattr(ticker, "underlying_name")
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assert isinstance(ticker.underlying_name, str)
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assert ticker.underlying_name == "SPX"
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@pytest.mark.vcr
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def test_last_price():
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ticker = cboe_model.load_options("AAPL")
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assert hasattr(ticker, "last_price")
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assert isinstance(ticker.last_price, float)
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assert ticker.last_price == ticker.underlying_price["price"]
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@pytest.mark.vcr
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def test_chains():
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ticker = cboe_model.load_options("JPM")
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assert hasattr(ticker, "chains")
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assert ticker.symbol == "JPM"
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assert isinstance(ticker.chains, pd.DataFrame)
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assert ticker.expirations[0] == ticker.chains["expiration"][0]
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@pytest.mark.vcr
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def test_strikes():
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ticker = cboe_model.load_options("TSLA")
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results_df = ticker
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assert hasattr(results_df, "strikes")
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assert isinstance(results_df.strikes, list)
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assert isinstance(results_df.strikes[0], float)
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assert len(results_df.strikes) > 1
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@pytest.mark.vcr
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def test_expirations():
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ticker = cboe_model.load_options("OXY")
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assert hasattr(ticker, "expirations")
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assert isinstance(ticker.expirations, list)
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assert isinstance(ticker.expirations[0], str)
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assert ticker.expirations[0] == ticker.chains["expiration"].iloc[0]
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@pytest.mark.vcr
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def test_hasGreeks_hasIV():
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ticker = cboe_model.load_options("TSLA")
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assert ticker.underlying_name != "TSLA"
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assert ticker.hasGreeks is True
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assert ticker.hasIV is True
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