mirror of
https://github.com/OpenBB-finance/OpenBB.git
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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>
145 lines
4.4 KiB
Python
145 lines
4.4 KiB
Python
# IMPORTATION STANDARD
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import pathlib
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# IMPORTATION THIRDPARTY
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import pandas as pd
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import pytest
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from openbb_terminal.stocks.options.op_helpers import Options
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# IMPORTATION INTERNAL
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from openbb_terminal.stocks.options.options_chains_view import (
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display_skew,
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display_stats,
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display_surface,
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display_volatility,
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)
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# pylint: disable=W0621
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# pylint: disable=W0613
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path = pathlib.Path(__file__).parent.absolute()
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MOCK_DATA = Options()
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MOCK_DATA.chains = pd.read_json(
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path / "json" / "test_options_chains_view" / "test_chains.json",
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)
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MOCK_DATA.expirations = pd.read_json(
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path / "json" / "test_options_chains_view" / "test_expirations.json", orient="index"
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)[0].tolist()
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MOCK_DATA.strikes = pd.read_json(
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path / "json" / "test_options_chains_view" / "test_strikes.json", orient="index"
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)[0].tolist()
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MOCK_DATA.symbol = "SPY"
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MOCK_DATA.last_price = pd.read_json(
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path / "json" / "test_options_chains_view" / "test_last_price.json", orient="index"
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)[0][0]
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MOCK_DATA.hasIV = True
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MOCK_DATA.hasGreeks = True
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@pytest.mark.vcr()
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@pytest.mark.record_stdout
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@pytest.mark.parametrize(
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"options, expirations, moneyness, strike, atm, otm_only, raw",
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[
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([MOCK_DATA, None, None, None, False, False, True]),
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([MOCK_DATA, None, 20, None, False, False, True]),
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([MOCK_DATA, None, None, 450, False, False, True]),
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([MOCK_DATA, MOCK_DATA.expirations[1], None, None, True, False, True]),
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([MOCK_DATA, None, None, None, False, True, True]),
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],
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)
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def test_display_skew(options, expirations, moneyness, strike, atm, otm_only, raw):
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display_skew(
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options=options,
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expirations=expirations,
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moneyness=moneyness,
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strike=strike,
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atm=atm,
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otm_only=otm_only,
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raw=raw,
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)
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@pytest.mark.vcr()
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@pytest.mark.record_stdout
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@pytest.mark.parametrize(
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"options, by, expiry, oi, percent, ratios, raw",
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[
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([MOCK_DATA, None, "", False, False, False, True]),
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([MOCK_DATA, None, "", False, True, False, True]),
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([MOCK_DATA, None, "", True, False, False, True]),
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([MOCK_DATA, None, "", True, True, False, True]),
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([MOCK_DATA, "strike", "", True, False, False, True]),
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([MOCK_DATA, "strike", MOCK_DATA.expirations[1], True, False, False, True]),
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([MOCK_DATA, "strike", "", True, True, False, True]),
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([MOCK_DATA, None, "", False, False, True, True]),
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],
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)
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def test_display_stats(options, by, expiry, oi, percent, ratios, raw):
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display_stats(
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options=options,
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by=by,
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expiry=expiry,
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oi=oi,
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percent=percent,
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ratios=ratios,
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raw=raw,
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)
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@pytest.mark.vcr()
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@pytest.mark.record_stdout
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@pytest.mark.parametrize(
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"options, expirations, moneyness, strike, oi, volume, raw",
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[
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([MOCK_DATA, None, None, None, False, False, True]),
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([MOCK_DATA, None, 10, None, False, False, True]),
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([MOCK_DATA, None, None, 450, False, False, True]),
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([MOCK_DATA, None, None, None, True, False, True]),
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([MOCK_DATA, None, None, None, False, True, True]),
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([MOCK_DATA, None, None, None, True, True, True]),
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([MOCK_DATA, MOCK_DATA.expirations[1], None, None, False, False, True]),
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],
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)
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def test_display_volatility(options, expirations, moneyness, strike, oi, volume, raw):
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display_volatility(
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options=options,
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expirations=expirations,
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moneyness=moneyness,
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strike=strike,
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oi=oi,
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volume=volume,
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raw=raw,
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)
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@pytest.mark.vcr()
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@pytest.mark.record_stdout
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@pytest.mark.parametrize(
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"options, option_type, dte_range, strike_range, moneyness, oi, volume, raw",
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[
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([MOCK_DATA, "otm", None, None, None, False, False, True]),
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([MOCK_DATA, "itm", None, None, None, False, False, True]),
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([MOCK_DATA, "calls", None, None, None, False, False, True]),
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([MOCK_DATA, "puts", None, None, None, False, False, True]),
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([MOCK_DATA, "otm", [10, 30], [400, 500], None, True, True, True]),
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([MOCK_DATA, "otm", [10, 30], None, 10, True, True, True]),
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],
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)
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def test_display_surface(
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options, option_type, dte_range, strike_range, moneyness, oi, volume, raw
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):
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display_surface(
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options=options,
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option_type=option_type,
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dte_range=dte_range,
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strike_range=strike_range,
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moneyness=moneyness,
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oi=oi,
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volume=volume,
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raw=raw,
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)
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