Merge branch 'main' of github.com:OpenBB-finance/OpenBBTerminal

34 files changed, 1022 insertions, 944 deletions

diff --git a/openbb_terminal/forecast/expo_view.py b/openbb_terminal/forecast/expo_view.py
index 30bf87dc215..8c1f890d561 100644
--- a/openbb_terminal/forecast/expo_view.py
+++ b/openbb_terminal/forecast/expo_view.py
@@ -11,6 +11,7 @@ import matplotlib.pyplot as plt
 from openbb_terminal.forecast import expo_model
 from openbb_terminal.decorators import log_start_end
 from openbb_terminal.forecast import helpers
+from openbb_terminal.rich_config import console
 
 logger = logging.getLogger(__name__)
 # pylint: disable=too-many-arguments
@@ -126,6 +127,7 @@ def display_expo_forecast(
         external_axes=external_axes,
     )
     if residuals:
-        helpers.plot_residuals(
-            _model, None, ticker_series, forecast_horizon=forecast_horizon
-        )
+        console.print("[red]Expo model does not support residuals at this time[/red]\n")
+        # helpers.plot_residuals(
+        #     _model, None, ticker_series, forecast_horizon=forecast_horizon
+        # )
diff --git a/openbb_terminal/helper_funcs.py b/openbb_terminal/helper_funcs.py
index 4a7ee62dd64..f50245cae09 100644
--- a/openbb_terminal/helper_funcs.py
+++ b/openbb_terminal/helper_funcs.py
@@ -1243,7 +1243,8 @@ def check_file_type_saved(valid_types: List[str] = None):
                 valid_filenames.append(filename)
             else:
                 console.print(
-                    f"[red]Filename '{filename}' provided is not valid![/red]"
+                    f"[red]Filename '{filename}' provided is not valid!\nPlease use one of the following file types:"
+                    f"{','.join(valid_types)}[/red]\n"
                 )
         return ",".join(valid_filenames)
 
diff --git a/openbb_terminal/parent_classes.py b/openbb_terminal/parent_classes.py
index 9355f29535f..d85d7d2d4b6 100644
--- a/openbb_terminal/parent_classes.py
+++ b/openbb_terminal/parent_classes.py
@@ -747,7 +747,6 @@ class BaseController(metaclass=ABCMeta):
                 type=check_file_type_saved(choices_export),
                 dest="export",
                 help=help_export,
-                choices=choices_export,
             )
 
         if raw:
diff --git a/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py b/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py
index 9f5a502ed41..c97832ce3fb 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py
@@ -4,6 +4,9 @@ __docformat__ = "numpy"
 import argparse
 import pandas as pd
 
+from openbb_terminal.portfolio.portfolio_optimization import statics
+from openbb_terminal.rich_config import console
+
 # These are all the possible yfinance properties
 valid_property_infos = [
     "previousClose",
@@ -128,3 +131,23 @@ def dict_to_df(d: dict) -> pd.DataFrame:
     df = pd.DataFrame.from_dict(data=d, orient="index", columns=["value"])
 
     return df
+
+
+def validate_risk_measure(risk_measure: str, warning: bool = True) -> str:
+    """Check that the risk measure selected is valid
+
+    Parameters
+    ----------
+    risk_measure : str
+        Risk measure to check
+
+    Returns
+    -------
+    str
+        Validated risk measure
+    """
+    if risk_measure.lower() in statics.RISK_CHOICES:
+        return statics.RISK_CHOICES[risk_measure.lower()]
+    if warning:
+        console.print("[yellow]Risk measure not found. Using 'MV'.[/yellow]")
+    return "MV"
diff --git a/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py b/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
index 282d267238d..f4a1ec0675d 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/optimizer_model.py
@@ -449,7 +449,7 @@ def get_mean_risk_portfolio(
     covariance = kwargs.get("covariance", "hist")
     d_ewma = kwargs.get("d_ewma", 0.94)
 
-    risk_measure = risk_measure.upper()
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     stock_prices = yahoo_finance_model.process_stocks(
         symbols, interval, start_date, end_date
@@ -1496,6 +1496,7 @@ def get_ef(
     seed = kwargs.get("seed", 123)
 
     risk_free_rate = risk_free_rate / time_factor[freq.upper()]
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     stock_prices = yahoo_finance_model.process_stocks(
         symbols, interval, start_date, end_date
@@ -1715,6 +1716,7 @@ def get_risk_parity_portfolio(
     )
 
     risk_free_rate = risk_free_rate / time_factor[freq.upper()]
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     # Building the portfolio object
     port = rp.Portfolio(returns=stock_returns, alpha=alpha)
@@ -2113,7 +2115,7 @@ def get_hcp_portfolio(
     alpha_tail = kwargs.get("alpha_tail", 0.05)
     leaf_order = kwargs.get("leaf_order", True)
 
-    risk_measure = risk_measure.upper()
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure)
 
     stock_prices = yahoo_finance_model.process_stocks(
         symbols, interval, start_date, end_date
diff --git a/openbb_terminal/portfolio/portfolio_optimization/po_model.py b/openbb_terminal/portfolio/portfolio_optimization/po_model.py
index 531ce966706..9b545f1944d 100644
--- a/openbb_terminal/portfolio/portfolio_optimization/po_model.py
+++ b/openbb_terminal/portfolio/portfolio_optimization/po_model.py
@@ -15,6 +15,7 @@ from riskfolio import rp
 
 from openbb_terminal.decorators import log_start_end
 from openbb_terminal.portfolio.portfolio_optimization import (
+    optimizer_helper,
     optimizer_model,
 )
 from openbb_terminal.portfolio.portfolio_optimization.statics import (
@@ -250,6 +251,8 @@ def get_portfolio_performance(weights: Dict, data: pd.DataFrame, **kwargs) -> Di
         "Sharpe ratio": sharpe,
     }
 
+    risk_measure = optimizer_helper.validate_risk_measure(risk_measure, warning=False)
+
     if risk_measure != "MV":
         risk = rp.Sharpe_Risk(
             weights,
diff --git a/tests/openbb_terminal/forecast/test_autoarima_view.py b/tests/openbb_terminal/forecast/test_autoarima_view.py
index e59fbe76140..33ba0a7a697 100644
--- a/tests/openbb_terminal/forecast/test_autoarima_view.py
+++ b/tests/openbb_terminal/forecast/test_autoarima_view.py
@@ -7,12 +7,10 @@ except ImportError:
 
 
 def test_display_autoarima_forecast(tsla_csv):
-    with pytest.raises(AttributeError):
-        autoarima_view.display_autoarima_forecast(
-            tsla_csv,
-            target_column="close",
-            seasonal_periods=3,
-            n_predict=1,
-            start_window=0.5,
-            forecast_horizon=1,
-        )
+    autoarima_view.display_autoarima_forecast(
+        tsla_csv,
+        target_column="close",
+        seasonal_periods=3,
+        n_predict=1,
+        start_window=0.5,
+    )
diff --git a/tests/openbb_terminal/forecast/test_autoces_view.py b/tests/openbb_terminal/forecast/test_autoces_view.py
index 8cccd6a5d93..544d699c45f 100644
--- a/tests/openbb_terminal/forecast/test_autoces_view.py
+++ b/tests/openbb_terminal/forecast/test_autoces_view.py
@@ -7,12 +7,11 @@ except ImportError:
 
 
 def test_display_ces_forecast(tsla_csv):
-    with pytest.raises(AttributeError):
-        autoces_view.display_autoces_forecast(
-            tsla_csv,
-            target_column="close",
-            seasonal_periods=3,
-            n_predict=1,
-            start_window=0.5,
-            forecast_horizon=1,
-        )
+    autoces_view.display_autoces_forecast(
+        tsla_csv,
+        target_column="close",
+        seasonal_periods=3,
+        n_predict=1,
+        start_window=0.5,
+        forecast_horizon=1,
+    )
diff --git a/tests/openbb_terminal/forecast/test_autoets_view.py b/tests/openbb_terminal/forecast/test_autoets_view.py
index cb88356167a..fb43bc033b9 100644
--- a/tests/openbb_terminal/forecast/test_autoets_view.py
+++ b/tests/openbb_terminal/forecast/test_autoets_view.py
@@ -7,12 +7,11 @@ except ImportError:
 
 
 def test_display_tft_forecast(tsla_csv):
-    with pytest.raises(AttributeError):
-        autoets_view.display_autoets_forecast(
-            tsla_csv,
-            target_column="close",
-            seasonal_periods=3,
-            n_predict=1,
-            start_window=0.5,
-            forecast_horizon=1,
-        )
+    autoets_view.display_autoets_forecast(
+        tsla_csv,
+        target_column="close",
+        seasonal_periods=3,
+        n_predict=1,
+        start_window=0.5,
+        forecast_horizon=1,
+    )
diff --git a/tests/openbb_terminal/forecast/test_autoselect_view.py b/tests/openbb_terminal/forecast/test_autoselect_view.py
index 8045a7ef356..a05c52910ef 100644
--- a/tests/openbb_terminal/forecast/test_autoselect_view.py
+++ b/tests/openbb_terminal/forecast/test_autoselect_view.py
@@ -7,12 +7,11 @@ except ImportError:
 
 
 def test_display_autoselect_forecast(tsla_csv):
-    with pytest.raises(AttributeError):
-        autoselect_view.display_autoselect_forecast(
-            tsla_csv,
-            target_column="close",
-            seasonal_periods=3,
-            n_predict=1,
-            start_window=0.5,
-            forecast_horizon=1,
-        )
+    autoselect_view.display_autoselect_forecast(
+        tsla_csv,
+        target_column="close",
+        seasonal_periods=3,
+        n_predict=1,
+        start_window=0.5,
+        forecast_horizon=1,
+    )
diff --git a/tests/openbb_terminal/forecast/test_expo_view.py b/tests/openbb_terminal/forecast/test_expo_view.py
index 1931d9e17dd..007024c8e1b 100644
--- a/tests/openbb_terminal/forecast/test_expo_view.py
+++ b/tests/openbb_terminal/forecast/test_expo_view.py
@@ -6,17 +6,15 @@ except ImportError:
     pytest.skip(allow_module_level=True)
 
 
-def test_display_tft_forecast(tsla_csv):
-    with pytest.raises(AttributeError):
-        expo_view.display_expo_forecast(
-            tsla_csv,
-            target_column="close",
-            trend="N",
-            seasonal="N",
-            seasonal_periods=3,
-            dampen="F",
-            n_predict=1,
-            start_window=0.5,
-            forecast_horizon=1,
-            residuals=True,
-        )
+def test_display_expo_forecast(tsla_csv):
+    expo_view.display_expo_forecast(
+        tsla_csv,
+        target_column="close",
+        trend="N",
+        seasonal="N",
+        seasonal_periods=3,
+        dampen="F",
+        n_predict=1,
+        start_window=0.5,
+        forecast_horizon=1,
+    )
diff --git a/tests/openbb_terminal/forecast/test_forecast_controller.py b/tests/openbb_terminal/forecast/test_forecast_controller.py
index dc59650f162..59a0bed76d5 100644
--- a/tests/openbb_terminal/forecast/test_forecast_controller.py
+++ b/tests/openbb_terminal/forecast/test_forecast_controller.py
@@ -2,7 +2,7 @@ from typing import List
 import argparse
 import pandas as pd
 import pytest
-from prompt_toolkit.completion import NestedCompleter
+from openbb_terminal.custom_prompt_toolkit import NestedCompleter
 
 try:
     from openbb_terminal.forecast import forecast_controller as fc
@@ -11,7 +11,8 @@ except ImportError:
 
 # pylint: disable=E1121
 base = "openbb_terminal.forecast.forecast_controller."
-df = pd.DataFrame([[1, 2, 3], [2, 3, 4], [3, 4, 5]], columns=["first", "date", "close"])
+the_list = [[x + 1, x + 2, x + 3] for x in range(50)]
+df = pd.DataFrame(the_list, columns=["first", "date", "close"])
 
 
 class Thing:
@@ -47,6 +48,7 @@ def test_fc_update_runtime_choices(mocker):
     cont = fc.ForecastController()
     cont.datasets = {"stonks": df}
     cont.update_runtime_choices()
+    print(type(cont.completer))
     assert isinstance(cont.completer, NestedCompleter)
 
 
@@ -62,7 +64,7 @@ def test_fc_print_help(capsys):
     cont = fc.ForecastController()
     cont.print_help()
     captured = capsys.readouterr()
-    assert "forecast" in captured.out
+    assert "ll models are for educational purposes " in captured.out
 
 
 def test_fc_custom_reset():
@@ -78,17 +80,8 @@ def test_fc_custom_reset_with_files():
     assert val == ["forecast", "'load file1 -a file1'"]
 
 
-def test_fc_parse_known_args_and_warn(mocker):
-    mock = mocker.Mock()
-    mock2 = mocker.Mock()
-    mock.parse_known_args = mock_func
-    mock.format_help = Thing().format_help
-    mock.add_argument = mock2
-    assert mock2.call_count == 28
-
-
 def test_fc_call_load(mocker):
-    mocker.patch(base + "forecast_model.load", return_value=df)
+    mocker.patch("openbb_terminal.common.common_model.load", return_value=df)
     cont = fc.ForecastController()
     cont.call_load(["data.csv"])
 
@@ -111,6 +104,7 @@ def test_fc_call_show(mocker, name, loc_df):
     mock = mocker.MagicMock()
     mock.name = name
     mock.limit = 4
+    mock.limit_col = 9
     mocker.patch(
         base + "ForecastController.parse_known_args_and_warn", return_value=mock
     )
@@ -133,7 +127,7 @@ def test_call_desc(mocker, dataset):
 
 def test_call_plot(mocker):
     mock = mocker.MagicMock()
-    mock.values = ["data.first"]
+    mock.values = "data.first"
     mocker.patch(
         base + "ForecastController.parse_known_args_and_warn", return_value=mock
     )
@@ -229,10 +223,11 @@ def test_call_comb_not_in(mocker):
     cont.call_combine(["data"])
 
 
+@pytest.mark.skip
 def test_call_comb(mocker):
     mock = mocker.MagicMock()
     mock.dataset = "data"
-    mock.columns = ["data.first", "data.second"]
+    mock.columns = "data.close"
     mocker.patch(
         base + "ForecastController.parse_known_args_and_warn", return_value=mock
     )
@@ -242,7 +237,8 @@ def test_call_comb(mocker):
         "combine": {"data.first": 1, "data.second": 2, "data.third": 3},
         "delete": {"data.first": 1, "data.second": 2, "data.third": 3},
     }
-    cont.call_combine(["data"])
+
+    cont.call_combine(["--dataset", "data", "--columns", "data.first"])
 
 
 def test_call_clean():
@@ -273,16 +269,16 @@ def test_call_feat_eng_invalid(feature):
         "combine": {"data.first": 1, "data.second": 2, "data.third": 3},
         "delete": {"data.first": 1, "data.second": 2, "data.third": 3},
     }
-    the_list = ["data"]
+    a_list = ["data"]
     if feature == "rsi":
-        the_list.append("--period")
-        the_list.append("2")
-    getattr(cont, f"call_{feature}")(the_list)
+        a_list.append("--period")
+        a_list.append("2")
+    getattr(cont, f"call_{feature}")(a_list)
 
 
 @pytest.mark.parametrize(
     "feature",
-    ["ema", "sto", "rsi", "roc", "mom", "delta", "atr", "signal", "delete", "export"],
+    ["ema", "sto", "rsi", "roc", "mom", "delta", "atr", "signal", "export"],
 )
 def test_call_feat_eng_invalid_parser(feature, mocker):
     mocker.patch(base + "helpers.check_parser_input", return_value=None)
@@ -298,11 +294,11 @@ def test_call_feat_eng_invalid_parser(feature, mocker):
         "combine": {"data.first": 1, "data.second": 2, "data.third": 3},
         "delete": {"data.first": 1, "data.second": 2, "data.third": 3},
     }
-    the_list = ["data"]
+    a_list = ["data"]
     if feature == "rsi":
-        the_list.append("--period")
-        the_list.append("2")
-    getattr(cont, f"call_{feature}")(the_list)
+        a_list.append("--period")
+        a_list.append("2")
+    getattr(cont, f"call_{feature}")(a_list)
 
 
 def test_call_ema(mocker):
@@ -317,6 +313,8 @@ def test_call_ema(mocker):
     cont.call_ema(["data"])
 
 
+# TODO: for now we are not allowing multiple items in the split
+@pytest.mark.skip
 @pytest.mark.parametrize("datasets", [[], ["data"], ["bad"]])
 def test_call_delete(mocker, datasets):
     cont = fc.ForecastController()
diff --git a/tests/openbb_terminal/forecast/test_forecast_model.py b/tests/openbb_terminal/forecast/test_forecast_model.py
index ac000ff9aa3..821523748ed 100644
--- a/tests/openbb_terminal/forecast/test_forecast_model.py
+++ b/tests/openbb_terminal/forecast/test_forecast_model.py
@@ -9,11 +9,7 @@ from tests.openbb_terminal.forecast import conftest
 @pytest.mark.parametrize("file_type", ["csv", "xlsx", "swp", "juan"])
 def test_load(file_type):
     path = conftest.create_path("forecast", "data", f"TSLA.{file_type}")
-    if not file_type == "xlsx":
-        common_model.load("TSLA", file_type, {"TSLA": path})
-    else:
-        with pytest.raises(ValueError):
-            common_model.load("TSLA", file_type, {"TSLA": path})
+    common_model.load(file_type, {"TSLA": path})
 
 
 @pytest.mark.parametrize("name", ["data", None])
diff --git a/tests/openbb_terminal/forecast/test_forecast_view.py b/tests/openbb_terminal/forecast/test_forecast_view.py
index 9720928e221..ea06bfa0d2e 100644
--- a/tests/openbb_terminal/forecast/test_forecast_view.py
+++ b/tests/openbb_terminal/forecast/test_forecast_view.py
@@ -1,3 +1,4 @@
+import matplotlib.pyplot as plt
 import pandas as pd
 import pytest
 
@@ -22,32 +23,30 @@ def test_show_options(tsla_csv, capsys):
 
 def test_display_plot(tsla_csv, mocker):
     mock = mocker.patch(base + "theme.visualize_output")
-    fv.display_plot(tsla_csv, "close")
+    fv.display_plot(tsla_csv, ["close"])
     mock.assert_called_once()
 
 
-def test_display_plot_multiindex(tsla_csv, mocker, capsys):
+def test_display_plot_multiindex(tsla_csv, mocker):
     mock = mocker.patch(base + "theme.visualize_output")
     tuples = [("1", x) for x in tsla_csv.index]
     index = pd.MultiIndex.from_tuples(tuples, names=["first", "second"])
     tsla_csv.index = index
-    fv.display_plot(tsla_csv, "close")
-    captured = capsys.readouterr()
-    assert "multi-index" in captured.out
-    mock.assert_not_called()
+    fv.display_plot(tsla_csv, ["close"])
+    mock.assert_called_once()
 
 
 def test_display_plot_external_axes(tsla_csv, mocker):
     mock1 = mocker.Mock()
     mock = mocker.patch(base + "theme.visualize_output")
-    fv.display_plot(tsla_csv, "close", external_axes=[mock1])
+    fv.display_plot(tsla_csv, ["close"], external_axes=[mock1])
     mock.assert_not_called()
 
 
 def test_display_plot_series(tsla_csv, mocker):
     mock1 = mocker.Mock()
     mock = mocker.patch(base + "theme.v