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>
109 lines
2.9 KiB
Python
109 lines
2.9 KiB
Python
# IMPORTATION STANDARD
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import pandas as pd
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# IMPORTATION THIRDPARTY
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import pytest
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# IMPORTATION INTERNAL
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from openbb_terminal.stocks.options import yfinance_model
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@pytest.fixture(scope="module")
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def vcr_config():
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return {
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"filter_headers": [("User-Agent", None)],
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"filter_query_parameters": [
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("period1", "MOCK_PERIOD_1"),
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("period2", "MOCK_PERIOD_2"),
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("date", "MOCK_DATE"),
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("before", "MOCK_BEFORE"),
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("after", "MOCK_AFTER"),
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],
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}
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@pytest.mark.vcr(record_mode="none")
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@pytest.mark.record_stdout
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def test_option_expirations_no_dates(mocker):
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# MOCK TICKER
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mocker.patch(
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target="openbb_terminal.stocks.options.yfinance_model.yf.Ticker",
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)
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# MOCK OPTION
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mocker.patch(
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target="openbb_terminal.stocks.options.yfinance_model.yf.Ticker.option",
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return_value=(),
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)
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yfinance_model.option_expirations(symbol="PM")
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@pytest.mark.vcr
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def test_get_option_chain(mocker, recorder):
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# FORCE SINGLE THREADING
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yf_download = yfinance_model.yf.download
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def mock_yf_download(*args, **kwargs):
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kwargs["threads"] = False
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return yf_download(*args, **kwargs)
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mocker.patch("yfinance.download", side_effect=mock_yf_download)
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result_tuple = yfinance_model.get_option_chain(symbol="AAPL", expiry="2023-07-21")
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result_tuple = (result_tuple.calls, result_tuple.puts)
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recorder.capture_list(result_tuple)
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@pytest.mark.vcr
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@pytest.mark.parametrize(
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"func",
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[
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"option_expirations",
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"get_dividend",
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"get_price",
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"get_closing",
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"get_iv_surface",
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],
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)
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def test_call_func(func, mocker, recorder):
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# FORCE SINGLE THREADING
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yf_download = yfinance_model.yf.download
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def mock_yf_download(*args, **kwargs):
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kwargs["threads"] = False
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return yf_download(*args, **kwargs)
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mocker.patch("yfinance.download", side_effect=mock_yf_download)
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# MOCK OPTION
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mocker.patch(
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target="openbb_terminal.stocks.options.yfinance_model.get_dte",
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return_value=1,
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)
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result = getattr(yfinance_model, func)(symbol="PM")
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recorder.capture(result)
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@pytest.mark.vcr
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def test_load_options(recorder):
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data = yfinance_model.load_options(symbol="OXY")
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assert isinstance(data.chains, pd.DataFrame)
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assert isinstance(data.last_price, float)
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assert isinstance(data.underlying_price, pd.Series)
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assert data.hasIV
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df1 = data.chains
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data2 = yfinance_model.load_options(symbol="OXY", pydantic=True)
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assert isinstance(data2.chains, dict)
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assert isinstance(data2.underlying_price, dict)
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assert data2.hasIV
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assert isinstance(data2.expirations, list)
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assert isinstance(data2.strikes, list)
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df2 = pd.DataFrame(data2.chains)
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assert df1.equals(df2)
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recorder.capture(data.underlying_price.index.to_list())
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recorder.capture(df2.columns.to_list())
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