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f1eee44cab
* add options_chains_view * vsurf charts * skew for strike vs contract * doc string * add chart_volatility * linting * codespell * mypy * types * tmx mypy * update test file * add synthetic long/short to strategies * updates test_options_chains_model.py * updates some docstrings * update documentation * actually commit the documentation page * update documentation screenshots * try catch for 403 error * add tests for options_chains_view * int64 * SPX error handling * add cboe options dashboard for terminal * codespell * enable mouse scroll wheel zoom for charts * declare key values for all widgets * add some more streamlit charts and tables * fix test_yfinance_view.py * conflict resolution * test --------- Co-authored-by: James Maslek <jmaslek11@gmail.com>
57 lines
2.2 KiB
Python
57 lines
2.2 KiB
Python
# pylint: disable=no-member
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# 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 options_sdk_helper
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@pytest.mark.vcr
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def test_OptionsChains(recorder):
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df1 = options_sdk_helper.load_options_chains("AAPL")
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df2 = options_sdk_helper.load_options_chains("AAPL", "YahooFinance", pydantic=True)
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assert hasattr(df1, "chains")
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assert hasattr(df2, "underlying_price")
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assert isinstance(df1.underlying_price, pd.Series)
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assert isinstance(df2.chains, dict)
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recorder.capture(
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[df1.chains.columns.to_list(), df1.underlying_price.index.to_list()]
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)
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recorder.capture([df1.underlying_name, df2.underlying_name])
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stats1 = df1.get_stats()
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stats2 = df2.get_stats("strike")
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recorder.capture(stats1.columns.to_list())
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recorder.capture(stats2.columns.to_list())
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straddle = df1.get_straddle()
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recorder.capture([straddle.index.to_list(), straddle.columns.to_list()])
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strangle = df1.get_strangle(days=90, moneyness=20)
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recorder.capture([strangle.index.to_list(), strangle.columns.to_list()])
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call_spread = df1.get_vertical_call_spread()
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recorder.capture([call_spread.index.to_list(), call_spread.columns.to_list()])
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put_spread = df1.get_vertical_put_spread()
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recorder.capture([put_spread.index.to_list(), put_spread.columns.to_list()])
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synthetic_long = df1.get_synthetic_long()
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recorder.capture([synthetic_long.index.to_list(), synthetic_long.columns.to_list()])
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synthetic_short = df1.get_synthetic_short()
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recorder.capture(
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[synthetic_short.index.to_list(), synthetic_short.columns.to_list()]
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)
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strategies = df1.get_strategies(
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days=[30, 60, 90, 180],
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straddle_strike=df1.last_price,
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strangle_moneyness=[5, 10, 20],
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synthetic_longs=[df1.last_price],
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synthetic_shorts=[df1.last_price],
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vertical_calls=[200, 180],
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vertical_puts=[150, 180],
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)
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recorder.capture(strategies["Strategy"].unique().tolist())
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vertical_skew = df1.get_skew()
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recorder.capture(vertical_skew.columns.to_list())
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horizontal_skew = df2.get_skew(moneyness=10)
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recorder.capture(horizontal_skew.columns.to_list())
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