File size: 6,700 Bytes
a2afe2f | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 | """API integration tests for the derivatives extension."""
import base64
import pytest
import requests
from extensions.tests.conftest import parametrize
from openbb_core.env import Env
from openbb_core.provider.utils.helpers import get_querystring
# pylint: disable=too-many-lines,redefined-outer-name
@pytest.fixture(scope="session")
def headers():
"""Get the headers for the API request."""
userpass = f"{Env().API_USERNAME}:{Env().API_PASSWORD}"
userpass_bytes = userpass.encode("ascii")
base64_bytes = base64.b64encode(userpass_bytes)
return {"Authorization": f"Basic {base64_bytes.decode('ascii')}"}
@parametrize(
"params",
[
(
{
"provider": "intrinio",
"symbol": "AAPL",
"date": "2023-01-25",
"option_type": None,
"moneyness": "all",
"strike_gt": None,
"strike_lt": None,
"volume_gt": None,
"volume_lt": None,
"oi_gt": None,
"oi_lt": None,
"model": "black_scholes",
"show_extended_price": False,
"include_related_symbols": False,
"delay": "delayed",
}
),
({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),
({"provider": "tradier", "symbol": "AAPL"}),
({"provider": "yfinance", "symbol": "AAPL"}),
({"provider": "deribit", "symbol": "BTC"}),
(
{
"provider": "tmx",
"symbol": "SHOP",
"date": "2022-12-28",
"use_cache": False,
}
),
],
)
@pytest.mark.integration
def test_derivatives_options_chains(params, headers):
"""Test the options chains endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/options/chains?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
(
{
"symbol": "AAPL",
"provider": "intrinio",
"start_date": "2023-11-20",
"end_date": None,
"min_value": None,
"max_value": None,
"trade_type": None,
"sentiment": "neutral",
"limit": 1000,
"source": "delayed",
}
)
],
)
@pytest.mark.integration
def test_derivatives_options_unusual(params, headers):
"""Test the unusual options endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/options/unusual?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
(
{
"provider": "yfinance",
"interval": "1d",
"symbol": "CL,BZ",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
"expiration": "2025-12",
}
),
(
{
"provider": "deribit",
"interval": "1d",
"symbol": "BTC,ETH",
"start_date": "2023-01-01",
"end_date": "2023-06-06",
}
),
],
)
@pytest.mark.integration
def test_derivatives_futures_historical(params, headers):
"""Test the futures historical endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/futures/historical?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
(
{
"provider": "yfinance",
"symbol": "ES",
"date": None,
}
),
(
{
"provider": "cboe",
"symbol": "VX_EOD",
"date": "2024-06-25",
}
),
({"provider": "deribit", "date": None, "symbol": "BTC", "hours_ago": 12}),
],
)
@pytest.mark.integration
def test_derivatives_futures_curve(params, headers):
"""Test the futures curve endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/futures/curve?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
({"provider": "intrinio", "date": None, "only_traded": True}),
],
)
@pytest.mark.skip(
reason="This test is skipped because the download is excessively large."
)
def test_derivatives_options_snapshots(params, headers):
"""Test the options snapshots endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/options/snapshots?{query_str}"
result = requests.get(url, headers=headers, timeout=60)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
({"provider": "deribit"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_instruments(params, headers):
"""Test the futures instruments endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/futures/instruments?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
@parametrize(
"params",
[
({"provider": "deribit", "symbol": "ETH-PERPETUAL"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_info(params, headers):
"""Test the futures info endpoint."""
params = {p: v for p, v in params.items() if v}
query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/derivatives/futures/info?{query_str}"
result = requests.get(url, headers=headers, timeout=10)
assert isinstance(result, requests.Response)
assert result.status_code == 200
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