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* Step one: error handle Option class * Step one: error handle Option class * Handle unfindable
38 lines
1.1 KiB
Python
38 lines
1.1 KiB
Python
import pytest
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from openbb_terminal.stocks.options.op_helpers import Option
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@pytest.mark.parametrize("s", [0, 1])
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@pytest.mark.parametrize("k", [0, 1])
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@pytest.mark.parametrize("rf", [-1, 0, 0.05])
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@pytest.mark.parametrize("div_cont", [0, 0.05])
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@pytest.mark.parametrize("expiry", [0, 0.05])
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@pytest.mark.parametrize("vol", [0, 0.05])
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@pytest.mark.parametrize("is_call", [True, False])
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def test_option_class(s, k, rf, div_cont, expiry, vol, is_call):
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if expiry <= 0 or vol <= 0 or s <= 0 or k <= 0:
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with pytest.raises(ValueError):
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opt = Option(
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s=s,
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k=k,
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rf=rf,
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div_cont=div_cont,
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expiry=expiry,
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vol=vol,
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is_call=is_call,
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)
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else:
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opt = Option(
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s=s, k=k, rf=rf, div_cont=div_cont, expiry=expiry, vol=vol, is_call=is_call
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)
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opt.Delta()
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opt.Gamma()
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opt.Vega()
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opt.Theta()
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opt.Rho()
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opt.Phi()
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opt.Charm()
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opt.Vanna(0.01)
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opt.Vomma(0.01)
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