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"""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,
}
),
({"provider": "cboe", "symbol": "AAPL", "use_cache": False}),
({"provider": "tradier", "symbol": "AAPL"}),
({"provider": "yfinance", "symbol": "AAPL"}),
(
{
"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",
}
),
],
)
@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",
}
),
],
)
@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.integration
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
|
