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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 <>
45 lines
1.6 KiB
Python
45 lines
1.6 KiB
Python
"""Shared fixtures for the ``openbb_technical.multi`` tests."""
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from __future__ import annotations
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import numpy as np
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import pandas as pd
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import pytest
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from openbb_core.app.utils import df_to_basemodel
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@pytest.fixture(scope="module")
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def multi_symbol_records() -> list:
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"""Long-format ``list[Data]`` with 3 symbols x 300 daily bars.
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The series are independent geometric random walks so correlations are
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finite but non-trivial, and indicators have enough rows to warm up.
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"""
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periods = 300
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rng = np.random.default_rng(42)
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dates = pd.date_range("2021-01-01", periods=periods, freq="D", name="date")
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frames: list[pd.DataFrame] = []
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for symbol, drift in [("AAA", 0.001), ("BBB", 0.0005), ("CCC", -0.0005)]:
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rets = rng.normal(loc=drift, scale=0.02, size=periods)
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close = 100.0 * np.exp(np.cumsum(rets))
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df = pd.DataFrame(
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{
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"date": dates,
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"symbol": symbol,
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"open": close * (1 + rng.normal(0, 0.001, periods)),
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"high": close * (1 + np.abs(rng.normal(0, 0.005, periods))),
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"low": close * (1 - np.abs(rng.normal(0, 0.005, periods))),
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"close": close,
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"volume": rng.integers(1_000_000, 5_000_000, periods).astype(float),
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}
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)
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frames.append(df)
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big = pd.concat(frames, ignore_index=True)
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return df_to_basemodel(big)
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@pytest.fixture(scope="module")
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def single_symbol_records(multi_symbol_records: list) -> list:
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"""Single-symbol slice (AAA only) for compose/screen tests."""
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return [r for r in multi_symbol_records if r.symbol == "AAA"]
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