mirror of
https://github.com/OpenBB-finance/OpenBB.git
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d3d33a219b
* refactor openbb-technical for v5 * forward refs * linting * no python 3.15 in test matrix * reame * ty * move all params to body --------- Co-authored-by: deeleeramone <>
532 lines
19 KiB
Python
532 lines
19 KiB
Python
"""End-to-end HTTP coverage of every openbb-technical endpoint.
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Hits an in-process uvicorn server (see ``api_server`` fixture) over
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``http://127.0.0.1:<port>/api/v1/technical/...`` with the same CSV fixtures
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used by ``test_technical_python.py``. Each test asserts a 200 response with a
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non-empty ``results`` list (or, for sparse signal endpoints, an OBBject shape
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regardless of length).
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The OpenBB API exposes each endpoint as POST with:
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* a JSON request body whose shape depends on how many "body" arguments the
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function has (a single ``data: list[Data]`` becomes the array body root; two
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or more body args are wrapped in a ``{data, ...}`` object), and
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* every other scalar argument as a query-string parameter.
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``_post`` accepts the body and the query params separately so each test can
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mirror the function's actual call site.
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"""
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import pytest
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import requests
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pytestmark = pytest.mark.integration
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DEFAULT_TIMEOUT = 60.0
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def _post(
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api_server: str,
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path: str,
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*,
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body,
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params: dict | None = None,
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allow_empty: bool = False,
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):
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"""POST to ``{api_server}/technical/{path}`` and assert success.
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Every endpoint now declares a single ``params: XxxQueryParams`` argument,
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which FastAPI exposes as one JSON request body. ``body`` may be the bare
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``data`` list or an already-assembled dict; ``params`` carries the scalar
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arguments. Both are merged into the single ``XxxQueryParams`` body object.
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"""
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url = f"{api_server}/technical/{path}"
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if body is None:
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payload = dict(params or {})
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elif isinstance(body, list):
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payload = {"data": body, **(params or {})}
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else:
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payload = {**body, **(params or {})}
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response = requests.post(url, json=payload, timeout=DEFAULT_TIMEOUT)
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assert response.status_code == 200, (
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f"POST {path} -> {response.status_code}: {response.text[:300]}"
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)
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payload = response.json()
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assert "results" in payload, (
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f"POST {path} response missing 'results' key: {payload}"
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)
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results = payload["results"]
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assert results is not None, f"POST {path} returned 'results=null'"
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if not allow_empty and isinstance(results, list):
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assert len(results) > 0, f"POST {path} returned empty 'results' list"
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return payload
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# --------------------------------------------------------------------------- #
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# Overlays #
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# --------------------------------------------------------------------------- #
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class TestOverlaysAPI:
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def test_sma(self, api_server, spy_daily_or_intraday):
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_post(api_server, "sma", body=spy_daily_or_intraday, params={"length": 20})
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def test_ema(self, api_server, spy_daily_or_intraday):
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_post(api_server, "ema", body=spy_daily_or_intraday, params={"length": 20})
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def test_hma(self, api_server, spy_daily_or_intraday):
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_post(api_server, "hma", body=spy_daily_or_intraday, params={"length": 20})
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def test_wma(self, api_server, spy_daily_or_intraday):
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_post(api_server, "wma", body=spy_daily_or_intraday, params={"length": 20})
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def test_zlma(self, api_server, spy_daily_or_intraday):
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_post(api_server, "zlma", body=spy_daily_or_intraday, params={"length": 20})
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def test_tema(self, api_server, spy_daily_or_intraday):
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_post(api_server, "tema", body=spy_daily_or_intraday, params={"length": 10})
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def test_dema(self, api_server, spy_daily_or_intraday):
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_post(api_server, "dema", body=spy_daily_or_intraday, params={"length": 10})
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def test_kama(self, api_server, spy_daily_or_intraday):
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_post(api_server, "kama", body=spy_daily_or_intraday, params={"length": 10})
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def test_frama(self, api_server, spy_daily_or_intraday):
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_post(api_server, "frama", body=spy_daily_or_intraday, params={"length": 16})
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def test_vwma(self, api_server, spy_daily_or_intraday):
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_post(api_server, "vwma", body=spy_daily_or_intraday, params={"length": 20})
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def test_bbands(self, api_server, spy_daily_or_intraday):
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_post(api_server, "bbands", body=spy_daily_or_intraday, params={"length": 20})
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def test_donchian(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"donchian",
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body=spy_daily_or_intraday,
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params={"lower_length": 20, "upper_length": 20},
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)
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def test_kc(self, api_server, spy_daily_or_intraday):
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_post(api_server, "kc", body=spy_daily_or_intraday, params={"length": 20})
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def test_ichimoku(self, api_server, spy_daily_or_intraday):
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_post(api_server, "ichimoku", body=spy_daily_or_intraday)
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def test_supertrend(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"supertrend",
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body=spy_daily_or_intraday,
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params={"length": 10},
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)
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# --------------------------------------------------------------------------- #
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# Oscillators #
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# --------------------------------------------------------------------------- #
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class TestOscillatorsAPI:
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def test_rsi(self, api_server, spy_daily_or_intraday):
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_post(api_server, "rsi", body=spy_daily_or_intraday, params={"length": 14})
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def test_stoch(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"stoch",
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body=spy_daily_or_intraday,
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params={"fast_k_period": 14, "slow_d_period": 3, "slow_k_period": 3},
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)
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def test_cci(self, api_server, spy_daily_or_intraday):
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_post(api_server, "cci", body=spy_daily_or_intraday, params={"length": 20})
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def test_fisher(self, api_server, spy_daily_or_intraday):
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_post(api_server, "fisher", body=spy_daily_or_intraday, params={"length": 9})
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def test_cg(self, api_server, spy_daily_or_intraday):
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_post(api_server, "cg", body=spy_daily_or_intraday, params={"length": 14})
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def test_williams_r(self, api_server, spy_daily_or_intraday):
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_post(
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api_server, "williams_r", body=spy_daily_or_intraday, params={"length": 14}
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)
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def test_mfi(self, api_server, spy_daily_or_intraday):
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_post(api_server, "mfi", body=spy_daily_or_intraday, params={"length": 14})
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def test_trix(self, api_server, spy_daily_or_intraday):
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_post(api_server, "trix", body=spy_daily_or_intraday, params={"length": 15})
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def test_ultimate_oscillator(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"ultimate_oscillator",
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body=spy_daily_or_intraday,
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params={"fast": 7, "medium": 14, "slow": 28},
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)
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def test_awesome_oscillator(self, api_server, spy_daily_or_intraday):
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_post(api_server, "awesome_oscillator", body=spy_daily_or_intraday)
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# --------------------------------------------------------------------------- #
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# Trend #
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# --------------------------------------------------------------------------- #
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class TestTrendAPI:
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def test_macd(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"macd",
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body=spy_daily_or_intraday,
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params={"fast": 12, "slow": 26, "signal": 9},
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)
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def test_adx(self, api_server, spy_daily_or_intraday):
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_post(api_server, "adx", body=spy_daily_or_intraday, params={"length": 14})
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def test_di(self, api_server, spy_daily_or_intraday):
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_post(api_server, "di", body=spy_daily_or_intraday, params={"length": 14})
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def test_aroon(self, api_server, spy_daily_or_intraday):
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_post(api_server, "aroon", body=spy_daily_or_intraday, params={"length": 14})
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def test_choppiness(self, api_server, spy_daily_or_intraday):
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_post(
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api_server, "choppiness", body=spy_daily_or_intraday, params={"length": 14}
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)
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# --------------------------------------------------------------------------- #
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# Volume #
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# --------------------------------------------------------------------------- #
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class TestVolumeAPI:
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def test_obv(self, api_server, spy_daily_or_intraday):
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_post(api_server, "obv", body=spy_daily_or_intraday)
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def test_ad(self, api_server, spy_daily_or_intraday):
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_post(api_server, "ad", body=spy_daily_or_intraday)
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def test_adosc(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"adosc",
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body=spy_daily_or_intraday,
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params={"fast": 3, "slow": 10},
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)
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def test_vwap(self, api_server, spy_daily_or_intraday):
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_post(api_server, "vwap", body=spy_daily_or_intraday)
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# --------------------------------------------------------------------------- #
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# Volatility #
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# --------------------------------------------------------------------------- #
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class TestVolatilityAPI:
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def test_atr(self, api_server, spy_daily_or_intraday):
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_post(api_server, "atr", body=spy_daily_or_intraday, params={"length": 14})
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def test_realized_volatility(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"realized_volatility",
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body=spy_daily_or_intraday,
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params={"model": "yang_zhang", "window": 30},
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)
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def test_realized_volatility_compare(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"realized_volatility_compare",
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body={"data": spy_daily_or_intraday, "models": ["std", "parkinson"]},
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params={"window": 30},
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)
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def test_cones(self, api_server, spy_daily_or_intraday):
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_post(api_server, "cones", body=spy_daily_or_intraday, params={"model": "std"})
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# --------------------------------------------------------------------------- #
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# Structure #
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# --------------------------------------------------------------------------- #
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class TestStructureAPI:
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def test_fib(self, api_server, spy_daily_or_intraday):
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_post(api_server, "fib", body=spy_daily_or_intraday, params={"period": 120})
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def test_demark(self, api_server, spy_daily_or_intraday):
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_post(api_server, "demark", body=spy_daily_or_intraday)
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@pytest.mark.parametrize(
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"method", ["classic", "fibonacci", "woodie", "camarilla", "demark"]
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)
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def test_pivot_points(self, api_server, spy_1d, method):
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_post(api_server, "pivot_points", body=spy_1d, params={"method": method})
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# --------------------------------------------------------------------------- #
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# Statistics #
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# --------------------------------------------------------------------------- #
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class TestStatisticsAPI:
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def test_clenow(self, api_server, spy_daily_or_intraday):
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_post(api_server, "clenow", body=spy_daily_or_intraday, params={"period": 90})
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def test_drawdown(self, api_server, spy_daily_or_intraday):
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_post(api_server, "drawdown", body=spy_daily_or_intraday)
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def test_returns_stats(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"returns_stats",
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body=spy_daily_or_intraday,
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params={"frequency": "daily"},
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)
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def test_stationarity(self, api_server, spy_daily_or_intraday):
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_post(api_server, "stationarity", body=spy_daily_or_intraday)
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def test_hurst(self, api_server, spy_daily_or_intraday):
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_post(api_server, "hurst", body=spy_daily_or_intraday)
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def test_autocorrelation(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"autocorrelation",
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body=spy_daily_or_intraday,
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params={"max_lag": 20},
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)
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# --------------------------------------------------------------------------- #
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# Signals (/signals subrouter) #
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# --------------------------------------------------------------------------- #
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class TestSignalsAPI:
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def test_crossovers(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"signals/crossovers",
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body=spy_daily_or_intraday,
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params={"fast_length": 20, "slow_length": 50, "mamode": "sma"},
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allow_empty=True,
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)
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@pytest.mark.parametrize("indicator", ["rsi", "mfi", "stoch", "williams_r", "cci"])
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def test_oscillator_signals(self, api_server, spy_1d, indicator):
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_post(
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api_server,
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"signals/oscillator_signals",
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body=spy_1d,
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params={"indicator": indicator, "length": 14},
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)
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@pytest.mark.parametrize("method", ["donchian", "bollinger"])
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def test_breakouts(self, api_server, spy_1d, method):
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_post(
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api_server,
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"signals/breakouts",
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body=spy_1d,
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params={"method": method, "length": 20},
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allow_empty=True,
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)
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@pytest.mark.parametrize("indicator", ["rsi", "macd", "stoch", "cci"])
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def test_divergences(self, api_server, spy_1d, indicator):
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_post(
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api_server,
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"signals/divergences",
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body=spy_1d,
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params={"indicator": indicator, "indicator_length": 14, "lookback": 60},
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allow_empty=True,
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)
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def test_candlestick_patterns(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"signals/candlestick_patterns",
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body={
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"data": spy_daily_or_intraday,
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"patterns": ["doji", "hammer", "shooting_star"],
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},
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allow_empty=True,
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)
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def test_regime(self, api_server, spy_daily_or_intraday):
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_post(
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api_server,
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"signals/regime",
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body=spy_daily_or_intraday,
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params={"length": 14},
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)
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# --------------------------------------------------------------------------- #
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# Multi-symbol endpoints (wrapped body: {data, ...}) #
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# --------------------------------------------------------------------------- #
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class TestMultiSymbolAPI:
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@pytest.mark.parametrize("method", ["pearson", "spearman", "kendall"])
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def test_correlation_methods(self, api_server, dow30_multi, method):
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_post(
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api_server,
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"correlation",
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body={"data": dow30_multi, "pairs": [["AAPL", "MSFT"]]},
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params={"method": method},
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)
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def test_correlation_matrix(self, api_server, dow30_multi):
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_post(api_server, "correlation_matrix", body=dow30_multi)
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def test_correlation_matrix_window(self, api_server, dow30_multi):
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_post(
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api_server,
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"correlation_matrix",
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body=dow30_multi,
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params={"window": 60},
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)
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def test_screen_lt(self, api_server, dow30_multi):
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_post(
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api_server,
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"screen",
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body={
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"data": dow30_multi,
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"conditions": [
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{
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"indicator": "rsi",
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"column": "close_RSI_14",
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"operator": "lt",
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"value": 100.0,
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}
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],
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},
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allow_empty=True,
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)
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def test_screen_between(self, api_server, dow30_multi):
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_post(
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api_server,
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"screen",
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body={
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"data": dow30_multi,
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"conditions": [
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{
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"indicator": "rsi",
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"column": "close_RSI_14",
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"operator": "between",
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"value": [0.0, 100.0],
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}
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],
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},
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allow_empty=True,
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)
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def test_screen_and_combine(self, api_server, dow30_multi):
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_post(
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api_server,
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"screen",
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body={
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"data": dow30_multi,
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"conditions": [
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{
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"indicator": "rsi",
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"column": "close_RSI_14",
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"operator": "lt",
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"value": 100.0,
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},
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{
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"indicator": "sma",
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"column": "close_SMA_20",
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"operator": "gt",
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"value": 0.0,
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},
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],
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},
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params={"combine": "and"},
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allow_empty=True,
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)
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def test_relative_rotation(self, api_server, dow30_multi):
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_post(
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api_server,
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"relative_rotation",
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body={"data": dow30_multi, "chart_params": {}},
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params={"benchmark": "AAPL"},
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)
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# --------------------------------------------------------------------------- #
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# Multi-indicator compose (wrapped body) #
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# --------------------------------------------------------------------------- #
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class TestMultiComposeAPI:
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def test_multi_two_indicators(self, api_server, spy_1d):
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_post(
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api_server,
|
|
"multi",
|
|
body={
|
|
"data": spy_1d,
|
|
"indicators": [
|
|
{"indicator": "rsi", "params": {"length": 14}},
|
|
{"indicator": "sma", "params": {"length": 50}},
|
|
],
|
|
},
|
|
)
|
|
|
|
def test_multi_intraday(self, api_server, spy_30m):
|
|
_post(
|
|
api_server,
|
|
"multi",
|
|
body={
|
|
"data": spy_30m,
|
|
"indicators": [
|
|
{"indicator": "ema", "params": {"length": 20}},
|
|
{
|
|
"indicator": "macd",
|
|
"params": {"fast": 12, "slow": 26, "signal": 9},
|
|
},
|
|
],
|
|
},
|
|
)
|
|
|
|
|
|
# --------------------------------------------------------------------------- #
|
|
# Catalog (GET-like; no body) #
|
|
# --------------------------------------------------------------------------- #
|
|
|
|
|
|
class TestCatalogAPI:
|
|
def test_indicators_all(self, api_server):
|
|
# ``indicators`` has no body args, so an empty body + query params work.
|
|
_post(api_server, "indicators", body=None, params={"category": "all"})
|
|
|
|
@pytest.mark.parametrize(
|
|
"category",
|
|
[
|
|
"overlay",
|
|
"oscillator",
|
|
"volatility",
|
|
"volume",
|
|
"trend",
|
|
"signal",
|
|
"structure",
|
|
"stats",
|
|
"multi",
|
|
],
|
|
)
|
|
def test_indicators_by_category(self, api_server, category):
|
|
_post(api_server, "indicators", body=None, params={"category": category})
|