"""Test econometrics extension.""" import base64 import json import random from typing import Dict, Literal import pytest import requests from openbb_core.env import Env from openbb_core.provider.utils.helpers import get_querystring data: Dict = {} def get_headers(): """Get the headers for the API request.""" if "headers" in data: return data["headers"] userpass = f"{Env().API_USERNAME}:{Env().API_PASSWORD}" userpass_bytes = userpass.encode("ascii") base64_bytes = base64.b64encode(userpass_bytes) data["headers"] = {"Authorization": f"Basic {base64_bytes.decode('ascii')}"} return data["headers"] def request_data(menu: str, symbol: str, provider: str): """Randomly pick a symbol and a provider and get data from the selected menu.""" url = f"http://0.0.0.0:8000/api/v1/{menu}/price/historical?symbol={symbol}&provider={provider}" result = requests.get(url, headers=get_headers(), timeout=10) return result.json()["results"] def get_equity_data(): """Get equity data.""" if "equity_data" in data: return data["equity_data"] symbol = random.choice(["AAPL", "NVDA", "MSFT", "TSLA", "AMZN", "V"]) # noqa: S311 provider = random.choice(["fmp", "intrinio", "polygon"]) # noqa: S311 data["equity_data"] = request_data("equity", symbol=symbol, provider=provider) return data["equity_data"] def get_crypto_data(): """Get crypto data.""" if "crypto_data" in data: return data["crypto_data"] # TODO : add more crypto providers and symbols symbol = random.choice(["BTCUSD"]) # noqa: S311 provider = random.choice(["fmp"]) # noqa: S311 data["crypto_data"] = request_data( menu="crypto", symbol=symbol, provider=provider, ) return data["crypto_data"] def get_data(menu: Literal["equity", "crypto"]): """Get data based on the selected menu.""" funcs = {"equity": get_equity_data, "crypto": get_crypto_data} return funcs[menu]() @pytest.mark.parametrize( "params, data_type", [ ({"data": "", "method": "pearson"}, "equity"), ({"data": "", "method": "pearson"}, "crypto"), ], ) @pytest.mark.integration def test_econometrics_correlation_matrix(params, data_type): """Test the correlation matrix endpoint.""" params = {p: v for p, v in params.items() if v} body = json.dumps(get_data(data_type)) query_str = get_querystring(params, []) url = f"http://0.0.0.0:8000/api/v1/econometrics/correlation_matrix?{query_str}" result = requests.post(url, headers=get_headers(), timeout=10, data=body) assert isinstance(result, requests.Response) assert result.status_code == 200 @pytest.mark.parametrize( "params, data_type", [ ( {"data": "", "y_column": "close", "x_columns": ["high"]}, "equity", ), ( {"data": "", "y_column": "close", "x_columns": ["high"]}, "crypto", ), ], ) @pytest.mark.integration def test_econometrics_ols_regression_summary(params, data_type): """Test the OLS regression summary endpoint.""" params = {p: v for p, v in params.items() if v} body = json.dumps( { "data": get_data(data_type), "x_columns": params.pop("x_columns"), } ) query_str = get_querystring(params, []) url = f"http://0.0.0.0:8000/api/v1/econometrics/ols_regression_summary?{query_str}" result = requests.post(url, headers=get_headers(), timeout=20, data=body) assert isinstance(result, requests.Response) assert result.status_code == 200 @pytest.mark.parametrize( "params, data_type", [ ( {"data": "", "y_column": "volume", "x_columns": ["close"]}, "equity", ), ( {"data": "", "y_column": "volume", "x_columns": ["close"]}, "crypto", ), ], ) @pytest.mark.integration def test_econometrics_autocorrelation(params, data_type): """Test the autocorrelation endpoint.""" params = {p: v for p, v in params.items() if v} body = json.dumps( { "data": get_data(data_type), "x_columns": params.pop("x_columns"), } ) query_str = get_querystring(params, []) url = f"http://0.0.0.0:8000/api/v1/econometrics/autocorrelation?{query_str}" result = requests.post(url, headers=get_headers(), timeout=10, data=body) assert isinstance(result, requests.Response) assert result.status_code == 200 @pytest.mark.parametrize( "params, data_type", [ ( { "data": "", "y_column": "volume", "x_columns": ["close"], "lags": "", }, "equity", ), ( { "data": "", "y_column": "volume", "x_columns": ["close"], "lags": "2", }, "crypto", ), ], ) @pytest.mark.integration def test_econometrics_residual_autocorrelation(params, data_type): """Test the residual autocorrelation endpoint.""" params = {p: v for p, v in params.items() if v} body = json.dumps( { "data": get_data(data_type), "x_columns": params.pop("x_columns"), } ) query_str = get_querystring(params, []) url = ( f"http://0.0.0.0:8000/api/v1/econometrics/residual_autocorrelation?{query_str}" ) result = requests.post(url, headers=get_headers(), timeout=10, data=body) assert isinstance(result, requests.Response) assert result.status_code == 200 @pytest.mark.parametrize( "params, data_type", [ ( { "data": "", "columns": ["close", "volume"], }, "equity", ), ( { "data": "", "columns": ["close", "volume"], }, "crypto", ), ], ) @pytest.mark.integration def test_econometrics_cointegration(params, data_type): """Test the cointegration endpoint.""" params = {p: v for p, v in params.items() if v} body = json.dumps( { "data": get_data(data_type), "columns": params.pop("columns"), } ) query_str = get_querystring(params, []) url = f"http://0.0.0.0:8000/api/v1/econometrics/cointegration?{query_str}" result = requests.post(url, headers=get_headers(), timeout=10, data=body) assert isinstance(result, requests.Response) assert result.status_code == 200 @pytest.mark.parametrize( "params, data_type", [ ( {"data": "", "y_column": "volume", "x_column": "close", "lag": ""}, "equity", ), ( {"data": "", "y_column": "volume", "x_column": "close", "lag": "2"}, "crypto", ), ], ) @pytest.mark.integration def test_econometrics_causality(params, data_type): """Test the causality endpoint.""" params = {p: v for p, v in params.items() if v} body = json.dumps(get_data(data_type)) query_str = get_querystring(params, []) url = f"http://0.0.0.0:8000/api/v1/econometrics/causality?{query_str}" result = requests.post(url, headers=get_headers(), timeout=10, data=body) assert isinstance(result, requests.Response) assert result.status_code == 200 @pytest.mark.parametrize( "params, data_type", [({"data": "", "column": "high", "regression": "c"}, "equity")], ) @pytest.mark.integration def test_econometrics_unit_root(params, data_type): """Test the unit root endpoint.""" params = {p: v for p, v in params.items() if v} body = json.dumps(get_data(data_type)) query_str = get_querystring(params, []) url = f"http://0.0.0.0:8000/api/v1/econometrics/unit_root?{query_str}" result = requests.post(url, headers=get_headers(), timeout=10, data=body) assert isinstance(result, requests.Response) assert result.status_code == 200