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Update the quantitative extension to make more sense #6087

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Feb 21, 2024
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this should be all of them
jmaslek committed Feb 20, 2024
commit 46ab5f42a772b047ac97c2afc648a14e7a823755
Original file line number Diff line number Diff line change
@@ -284,6 +284,60 @@ def test_quantitative_rolling_skew(params, data_type):
assert result.status_code == 200


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "window": "220", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_rolling_variance(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/rolling/variance?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "window": "220", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_rolling_stdev(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/rolling/stdev?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "window": "220", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_rolling_mean(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/rolling/mean?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
@@ -338,3 +392,133 @@ def test_quantitative_summary(params, data_type):
result = requests.post(url, headers=get_headers(), timeout=10, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


############
# quantitative/stats
############


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_skew(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/stats/skew?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_kurtosis(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/stats/kurtosis?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_mean(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/stats/mean?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_stdev(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/stats/stdev?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
({"data": "", "target": "close", "index": "date"}, "equity"),
],
)
@pytest.mark.integration
def test_quantitative_stats_variance(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/stats/variance?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=60, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200


@parametrize(
"params, data_type",
[
(
{
"data": "",
"target": "close",
"quantile_pct": "",
"index": "date",
},
"equity",
),
(
{
"data": "",
"target": "high",
"quantile_pct": "0.6",
"index": "date",
},
"crypto",
),
],
)
@pytest.mark.integration
def test_quantitative_stats_quantile(params, data_type):
params = {p: v for p, v in params.items() if v}
data = json.dumps(get_data(data_type))

query_str = get_querystring(params, [])
url = f"http://0.0.0.0:8000/api/v1/quantitative/stats/quantile?{query_str}"
result = requests.post(url, headers=get_headers(), timeout=10, data=data)
assert isinstance(result, requests.Response)
assert result.status_code == 200
Original file line number Diff line number Diff line change
@@ -425,3 +425,120 @@ def test_quantitative_rolling_variance(params, data_type, obb):
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):
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):
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):
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):
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):
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):
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