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 <>
501 lines
16 KiB
Python
501 lines
16 KiB
Python
"""Tests for openbb_technical.technical_views."""
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from __future__ import annotations
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import sys
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import types
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from unittest.mock import MagicMock
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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.provider.abstract.data import Data
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@pytest.fixture(autouse=True)
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def stub_openbb_charting(monkeypatch):
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"""Stub openbb_charting module tree so technical_views imports succeed."""
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mod_names = [
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"openbb_charting",
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"openbb_charting.charts",
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"openbb_charting.charts.relative_rotation",
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"openbb_charting.core",
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"openbb_charting.core.chart_style",
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"openbb_charting.core.openbb_figure",
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"openbb_charting.core.plotly_ta",
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"openbb_charting.core.plotly_ta.ta_class",
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"openbb_charting.core.to_chart",
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"openbb_charting.styles",
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"openbb_charting.styles.colors",
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]
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fake_modules = {name: types.ModuleType(name) for name in mod_names}
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def _make_figure(*_args, **_kwargs):
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figure = MagicMock(name="OpenBBFigure")
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figure.create_subplots.return_value = figure
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figure.show.return_value.to_plotly_json.return_value = {"plotly": "json"}
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figure.to_plotly_json.return_value = {"plotly": "json"}
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return figure
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def _make_ta(*_args, **_kwargs):
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ta = MagicMock(name="PlotlyTA")
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ta.plot.return_value = _make_figure()
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return ta
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def _make_style(*_args, **_kwargs):
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style = MagicMock(name="ChartStyle")
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style.plotly_template = {"layout": {}}
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style.plt_style = "light"
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return style
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fake_modules["openbb_charting.core.openbb_figure"].OpenBBFigure = _make_figure
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fake_modules["openbb_charting.core.plotly_ta.ta_class"].PlotlyTA = _make_ta
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fake_modules["openbb_charting.core.chart_style"].ChartStyle = _make_style
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fake_modules["openbb_charting.core.to_chart"].to_chart = MagicMock(
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return_value=(_make_figure(), MagicMock())
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)
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fake_modules["openbb_charting.styles.colors"].LARGE_CYCLER = [
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"red",
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"blue",
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"green",
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] * 50
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rr_module = fake_modules["openbb_charting.charts.relative_rotation"]
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rr_module.create_rrg_with_tails = MagicMock(return_value=MagicMock())
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rr_module.create_rrg_without_tails = MagicMock(return_value=MagicMock())
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fake_modules["openbb_charting.charts"].relative_rotation = rr_module
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for name, mod in fake_modules.items():
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monkeypatch.setitem(sys.modules, name, mod)
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monkeypatch.delitem(sys.modules, "openbb_technical.technical_views", raising=False)
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@pytest.fixture
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def ta_accessor(monkeypatch):
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"""Patch the pandas_ta DataFrame accessor used by _ta_ma."""
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class _FakeTa:
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def __init__(self, df):
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self._df = df
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def __getattr__(self, _name):
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def _runner(length=None, offset=None):
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values = np.arange(1, len(self._df) + 1, dtype="float64")
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return pd.Series(values, index=self._df.index)
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return _runner
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monkeypatch.setattr(
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pd.DataFrame,
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"ta",
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property(lambda self: _FakeTa(self)),
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raising=False,
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)
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def _records_to_data(records):
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return [Data(**row) for row in records]
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def _rr_obbject(empty=False):
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obb = MagicMock()
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if empty:
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obb.rs_ratios = []
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obb.rs_momentum = []
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else:
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obb.rs_ratios = [
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Data(date="2021-01-01", SPY=1.0, QQQ=1.1),
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Data(date="2021-01-02", SPY=1.2, QQQ=1.3),
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]
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obb.rs_momentum = [
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Data(date="2021-01-01", SPY=0.5, QQQ=0.6),
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Data(date="2021-01-02", SPY=0.7, QQQ=0.8),
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]
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obb.benchmark = "SPY"
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obb.study = "price"
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return obb
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class TestTechnicalSma:
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def test_uses_dataframe_input(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import TechnicalViews
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fig, content = TechnicalViews.technical_sma(data=ohlcv_df.reset_index())
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assert fig is not None
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assert isinstance(content, dict)
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def test_existing_ma_type_kwarg_preserved(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_sma(data=ohlcv_df, ma_type="ema")
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assert fig is not None
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class TestTechnicalEma:
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def test_default_ma_type_set(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_ema(data=ohlcv_df)
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assert fig is not None
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class TestTechnicalHma:
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def test_default_ma_type_set(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_hma(data=ohlcv_df)
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assert fig is not None
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class TestTechnicalWma:
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def test_default_ma_type_set(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_wma(data=ohlcv_df)
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assert fig is not None
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class TestTechnicalZlma:
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def test_default_ma_type_set(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_zlma(data=ohlcv_df)
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assert fig is not None
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class TestTaMaHelper:
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def test_from_obbject_item(self, ohlcv_records, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, content = _ta_ma(obbject_item=_records_to_data(ohlcv_records))
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assert fig is not None
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assert isinstance(content, dict)
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def test_from_list_of_data(self, ohlcv_records, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(data=_records_to_data(ohlcv_records))
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assert fig is not None
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def test_with_index_column_already_set(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(data=ohlcv_df, index="date")
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assert fig is not None
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def test_multiple_ma_types_and_windows(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(
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data=ohlcv_df.reset_index(),
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ma_type="sma,ema",
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length=[10, 20],
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offset=0,
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title="Custom",
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)
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assert fig is not None
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def test_target_fallback_to_close(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(data=ohlcv_df.reset_index(), target="not_a_column")
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assert fig is not None
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def test_missing_target_and_close_raises(self, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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df = pd.DataFrame({"price": np.arange(1.0, 100.0)})
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with pytest.raises(ValueError, match="not found"):
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_ta_ma(data=df, target="missing")
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def test_dropnan_branch(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(data=ohlcv_df.reset_index(), dropnan=True)
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assert fig is not None
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def test_candles_branch(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(
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data=ohlcv_df.reset_index(),
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candles=True,
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volume=True,
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)
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assert fig is not None
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def test_ma_type_none_defaults_to_sma(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(data=ohlcv_df, ma_type=None, length=None, target=None)
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assert fig is not None
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def test_dark_theme_branch(self, ohlcv_df, ta_accessor, monkeypatch):
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from openbb_technical import technical_views
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def _dark_style(*_a, **_k):
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style = MagicMock()
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style.plotly_template = {"layout": {}}
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style.plt_style = "dark"
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return style
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monkeypatch.setattr(
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sys.modules["openbb_charting.core.chart_style"],
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"ChartStyle",
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_dark_style,
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)
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fig, _ = technical_views._ta_ma(data=ohlcv_df)
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assert fig is not None
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def test_scalar_window_int(self, ohlcv_df, ta_accessor):
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from openbb_technical.technical_views import _ta_ma
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fig, _ = _ta_ma(data=ohlcv_df, length=10)
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assert fig is not None
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class TestTechnicalAroon:
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def test_with_dataframe(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, content = TechnicalViews.technical_aroon(
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data=ohlcv_df, symbol="SPY", volume=True
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)
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assert fig is not None
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assert isinstance(content, dict)
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def test_with_obbject_item(self, ohlcv_records):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_aroon(
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obbject_item=_records_to_data(ohlcv_records)
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)
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assert fig is not None
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def test_date_column_reset(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_aroon(data=ohlcv_df.reset_index())
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assert fig is not None
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def test_multi_symbol_raises(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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df = ohlcv_df.copy()
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df["symbol"] = ["A", "B"] * (len(df) // 2) + ["A"]
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with pytest.raises(ValueError, match="one symbol"):
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TechnicalViews.technical_aroon(data=df)
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class TestTechnicalMacd:
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def test_with_dataframe(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, content = TechnicalViews.technical_macd(
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data=ohlcv_df, symbol="spy", volume=True
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)
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assert fig is not None
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assert isinstance(content, dict)
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def test_with_obbject_item(self, ohlcv_records):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_macd(
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obbject_item=_records_to_data(ohlcv_records)
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)
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assert fig is not None
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def test_date_column_reset(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_macd(data=ohlcv_df.reset_index())
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assert fig is not None
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def test_multi_symbol_raises(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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df = ohlcv_df.copy()
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df["symbol"] = ["A", "B"] * (len(df) // 2) + ["A"]
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with pytest.raises(ValueError, match="one symbol"):
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TechnicalViews.technical_macd(data=df)
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class TestTechnicalAdx:
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def test_with_dataframe(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, content = TechnicalViews.technical_adx(data=ohlcv_df, symbol="SPY")
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assert fig is not None
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assert isinstance(content, dict)
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def test_with_obbject_item(self, ohlcv_records):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_adx(
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obbject_item=_records_to_data(ohlcv_records)
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)
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assert fig is not None
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def test_date_column_reset(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_adx(data=ohlcv_df.reset_index())
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assert fig is not None
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def test_multi_symbol_raises(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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df = ohlcv_df.copy()
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df["symbol"] = ["A", "B"] * (len(df) // 2) + ["A"]
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with pytest.raises(ValueError, match="one symbol"):
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TechnicalViews.technical_adx(data=df)
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class TestTechnicalRsi:
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def test_with_dataframe(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, content = TechnicalViews.technical_rsi(data=ohlcv_df, symbol="spy")
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assert fig is not None
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assert isinstance(content, dict)
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def test_with_obbject_item(self, ohlcv_records):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_rsi(
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obbject_item=_records_to_data(ohlcv_records)
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)
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assert fig is not None
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def test_date_column_reset(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_rsi(data=ohlcv_df.reset_index())
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assert fig is not None
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def test_multi_symbol_raises(self, ohlcv_df):
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from openbb_technical.technical_views import TechnicalViews
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df = ohlcv_df.copy()
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df["symbol"] = ["A", "B"] * (len(df) // 2) + ["A"]
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with pytest.raises(ValueError, match="one symbol"):
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TechnicalViews.technical_rsi(data=df)
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class TestTechnicalCones:
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def _cones_df(self):
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return pd.DataFrame(
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{
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"window": [3, 10, 30, 60, 90],
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"realized": [0.1, 0.2, 0.3, 0.25, 0.2],
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"min": [0.05, 0.1, 0.15, 0.12, 0.1],
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"median": [0.1, 0.2, 0.25, 0.22, 0.18],
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"max": [0.2, 0.3, 0.4, 0.35, 0.3],
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}
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)
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def test_with_dataframe(self):
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from openbb_technical.technical_views import TechnicalViews
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fig, content = TechnicalViews.technical_cones(
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data=self._cones_df(), symbol="SPY", model="std", title="Cones"
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)
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assert fig is not None
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assert isinstance(content, dict)
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def test_with_obbject_item(self):
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from openbb_technical.technical_views import TechnicalViews
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records = self._cones_df().to_dict(orient="records")
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items = [Data(**row) for row in records]
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fig, _ = TechnicalViews.technical_cones(obbject_item=items)
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assert fig is not None
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def test_defaults_branch(self):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_cones(data=self._cones_df())
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assert fig is not None
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def test_invalid_format_raises(self):
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from openbb_technical.technical_views import TechnicalViews
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df = pd.DataFrame({"window": [1, 2], "foo": [0.1, 0.2]})
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with pytest.raises(ValueError, match="expected format"):
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TechnicalViews.technical_cones(data=df)
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def test_dark_theme_branch(self, monkeypatch):
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from openbb_technical.technical_views import TechnicalViews
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def _dark_style(*_a, **_k):
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style = MagicMock()
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style.plotly_template = {"layout": {}}
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style.plt_style = "dark"
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return style
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monkeypatch.setattr(
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sys.modules["openbb_charting.core.chart_style"],
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"ChartStyle",
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_dark_style,
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)
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fig, _ = TechnicalViews.technical_cones(data=self._cones_df())
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assert fig is not None
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class TestTechnicalRelativeRotation:
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def test_with_tails_default(self):
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from openbb_technical.technical_views import TechnicalViews
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fig, content = TechnicalViews.technical_relative_rotation(
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obbject_item=_rr_obbject(), title="RRG"
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)
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assert fig is not None
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assert isinstance(content, dict)
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def test_show_tails_false_with_date(self):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_relative_rotation(
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obbject_item=_rr_obbject(),
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show_tails=False,
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date="2021-01-02",
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study="price",
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)
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assert fig is not None
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def test_date_forces_no_tails(self):
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from openbb_technical.technical_views import TechnicalViews
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fig, _ = TechnicalViews.technical_relative_rotation(
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obbject_item=_rr_obbject(),
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date="2021-01-02",
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tail_periods=8,
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tail_interval="day",
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)
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assert fig is not None
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def test_empty_data_raises(self):
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from openbb_technical.technical_views import TechnicalViews
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with pytest.raises(RuntimeError, match="No data"):
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TechnicalViews.technical_relative_rotation(
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obbject_item=_rr_obbject(empty=True)
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)
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def test_dark_theme_branch(self, monkeypatch):
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from openbb_technical.technical_views import TechnicalViews
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def _dark_style(*_a, **_k):
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style = MagicMock()
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style.plotly_template = {"layout": {}}
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style.plt_style = "dark"
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|
return style
|
|
|
|
monkeypatch.setattr(
|
|
sys.modules["openbb_charting.core.chart_style"],
|
|
"ChartStyle",
|
|
_dark_style,
|
|
)
|
|
fig, _ = TechnicalViews.technical_relative_rotation(obbject_item=_rr_obbject())
|
|
assert fig is not None
|