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"""Python interface integration tests for the derivatives extension."""
import pytest
from extensions.tests.conftest import parametrize
from openbb_core.app.model.obbject import OBBject
# pylint: disable=too-many-lines,redefined-outer-name
# pylint: disable=import-outside-toplevel,inconsistent-return-statements
@pytest.fixture(scope="session")
def obb(pytestconfig):
"""Fixture to setup obb."""
if pytestconfig.getoption("markexpr") != "not integration":
import openbb
return openbb.obb
@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, obb):
"""Test the options chains endpoint."""
result = obb.derivatives.options.chains(**params)
assert result
assert isinstance(result, OBBject)
result = result.results # type: ignore
list_msg = "Unexpected data format, expected List"
oi_msg = "Unexpected keys in total_oi property, expected ['total', 'expiration', 'strike']"
assert isinstance(result.expirations, list), list_msg # type: ignore
assert isinstance(result.strikes, list), list_msg # type: ignore
assert isinstance(result.contract_symbol, list), list_msg # type: ignore
assert hasattr(result, "total_oi"), "Missing total_oi property" # type: ignore
assert isinstance(result.total_oi, dict), "Unexpected property format, expected dictionary." # type: ignore
assert list(result.total_oi) == ["total", "expiration", "strike"], oi_msg # type: ignore
assert hasattr(result, "dataframe"), "Missing dataframe attribute" # type: ignore
assert result.has_iv, "Expected implied volatility data" # type: ignore
assert len(getattr(result, "dataframe", [])) == len(result.contract_symbol) # type: ignore
@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, obb):
"""Test the unusual options endpoint."""
result = obb.derivatives.options.unusual(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@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, obb):
"""Test the futures historical endpoint."""
result = obb.derivatives.futures.historical(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
({"provider": "yfinance", "symbol": "ES", "date": None}),
({"provider": "cboe", "symbol": "VX", "date": "2024-06-25"}),
({"provider": "deribit", "date": None, "symbol": "BTC", "hours_ago": 12}),
],
)
@pytest.mark.integration
def test_derivatives_futures_curve(params, obb):
"""Test the futures curve endpoint."""
result = obb.derivatives.futures.curve(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@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, obb):
"""Test the options snapshots endpoint."""
result = obb.derivatives.options.snapshots(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
({"provider": "deribit"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_instruments(params, obb):
"""Test the futures instruments endpoint."""
result = obb.derivatives.futures.instruments(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
@parametrize(
"params",
[
({"provider": "deribit", "symbol": "ETH-PERPETUAL"}),
],
)
@pytest.mark.integration
def test_derivatives_futures_info(params, obb):
"""Test the futures info endpoint."""
result = obb.derivatives.futures.info(**params)
assert result
assert isinstance(result, OBBject)
assert len(result.results) > 0
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