"""Test qa extension.""" import random from typing import Literal import pytest from extensions.tests.conftest import parametrize from openbb_core.app.model.obbject import OBBject # pylint:disable=inconsistent-return-statements @pytest.fixture(scope="session") def obb(pytestconfig): """Fixture to setup obb.""" if pytestconfig.getoption("markexpr") != "not integration": import openbb # pylint:disable=import-outside-toplevel return openbb.obb # pylint:disable=redefined-outer-name data: dict = {} def get_stocks_data(): """Get stocks data.""" import openbb # pylint:disable=import-outside-toplevel if "stocks_data" in data: return data["stocks_data"] symbol = random.choice(["AAPL", "NVDA", "MSFT", "TSLA", "AMZN", "V"]) # noqa: S311 provider = random.choice(["fmp", "polygon", "yfinance"]) # noqa: S311 data["stocks_data"] = openbb.obb.equity.price.historical( symbol=symbol, provider=provider ).results return data["stocks_data"] def get_crypto_data(): """Get crypto data.""" import openbb # pylint:disable=import-outside-toplevel 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"] = openbb.obb.crypto.price.historical( symbol=symbol, provider=provider ).results return data["crypto_data"] def get_data(menu: Literal["equity", "crypto"]): """Get data.""" funcs = {"equity": get_stocks_data, "crypto": get_crypto_data} return funcs[menu]() @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ({"data": "", "target": "high"}, "crypto"), ], ) @pytest.mark.integration def test_quantitative_normality(params, data_type, obb): """Test normality.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.normality(**params) assert result assert isinstance(result, OBBject) @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ({"data": "", "target": "high"}, "crypto"), ], ) @pytest.mark.integration def test_quantitative_capm(params, data_type, obb): """Test capm.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.capm(**params) assert result assert isinstance(result, OBBject) @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "threshold_start": "", "threshold_end": "", }, "equity", ), ( { "data": "", "target": "high", "threshold_start": "0.1", "threshold_end": "1.6", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_performance_omega_ratio(params, data_type, obb): """Test omega ratio.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.performance.omega_ratio(**params) assert result assert isinstance(result, OBBject) @parametrize( "params, data_type", [ ({"data": "", "target": "close", "window": "5", "index": "date"}, "equity"), ({"data": "", "target": "high", "window": "10", "index": "date"}, "crypto"), ], ) @pytest.mark.integration def test_quantitative_rolling_kurtosis(params, data_type, obb): """Test rolling kurtosis.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.rolling.kurtosis(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "fuller_reg": "c", "kpss_reg": "ct", }, "equity", ), ( { "data": "", "target": "high", "fuller_reg": "ct", "kpss_reg": "c", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_unitroot_test(params, data_type, obb): """Test unitroot test.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.unitroot_test(**params) assert result assert isinstance(result, OBBject) @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "rfr": "", "window": "100", "index": "date", }, "equity", ), ( { "data": "", "target": "high", "rfr": "0.5", "window": "100", "index": "date", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_performance_sharpe_ratio(params, data_type, obb): """Test sharpe ratio.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.performance.sharpe_ratio(**params) assert result assert isinstance(result, OBBject) @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "target_return": "", "window": "100", "adjusted": "", "index": "date", }, "equity", ), ( { "data": "", "target": "close", "target_return": "", "window": "100", "adjusted": "true", "index": "date", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_performance_sortino_ratio(params, data_type, obb): """Test sortino ratio.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.performance.sortino_ratio(**params) assert result assert isinstance(result, OBBject) @parametrize( "params, data_type", [ ({"data": "", "target": "close", "window": "220", "index": "date"}, "equity"), ], ) @pytest.mark.integration def test_quantitative_rolling_skew(params, data_type, obb): """Test rolling skew.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.rolling.skew(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "window": "10", "quantile_pct": "", "index": "date", }, "equity", ), ( { "data": "", "target": "high", "window": "50", "quantile_pct": "0.6", "index": "date", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_rolling_quantile(params, data_type, obb): """Test rolling quantile.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.rolling.quantile(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ({"data": "", "target": "high"}, "crypto"), ], ) @pytest.mark.integration def test_quantitative_summary(params, data_type, obb): """Test summary.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.summary(**params) assert result assert isinstance(result, OBBject) @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "window": "10", "index": "date", }, "equity", ), ( { "data": "", "target": "high", "window": "50", "index": "date", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_rolling_stdev(params, data_type, obb): """Test rolling stdev.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.rolling.stdev(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "window": "10", "index": "date", }, "equity", ), ( { "data": "", "target": "high", "window": "50", "index": "date", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_rolling_mean(params, data_type, obb): """Test rolling mean.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.rolling.mean(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "window": "10", "index": "date", }, "equity", ), ( { "data": "", "target": "high", "window": "50", "index": "date", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_rolling_variance(params, data_type, obb): """Test rolling variance.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.rolling.variance(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ], ) @pytest.mark.integration def test_quantitative_stats_skew(params, data_type, obb): """Test skew.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.stats.skew(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ], ) @pytest.mark.integration def test_quantitative_stats_kurtosis(params, data_type, obb): """Test kurtosis.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.stats.kurtosis(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ], ) @pytest.mark.integration def test_quantitative_stats_variance(params, data_type, obb): """Test variance.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.stats.variance(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ], ) @pytest.mark.integration def test_quantitative_stats_stdev(params, data_type, obb): """Test stdev.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.stats.stdev(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ({"data": "", "target": "close"}, "equity"), ], ) @pytest.mark.integration def test_quantitative_stats_mean(params, data_type, obb): """Test mean.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.stats.mean(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0 @parametrize( "params, data_type", [ ( { "data": "", "target": "close", "quantile_pct": "", }, "equity", ), ( { "data": "", "target": "close", "quantile_pct": "0.6", }, "crypto", ), ], ) @pytest.mark.integration def test_quantitative_stats_quantile(params, data_type, obb): """Test quantile.""" params = {p: v for p, v in params.items() if v} params["data"] = get_data(data_type) result = obb.quantitative.stats.quantile(**params) assert result assert isinstance(result, OBBject) assert len(result.results) > 0