From da78b0841606522377b7ae9388f07c389c32a788 Mon Sep 17 00:00:00 2001 From: Luca Date: Sat, 23 May 2026 18:47:47 +0100 Subject: [PATCH 1/3] app tests --- app/api/hurst.py | 14 +++- pyproject.toml | 7 ++ quantflow_tests/test_app.py | 156 ++++++++++++++++++++++++++++++++++++ uv.lock | 58 +++++++++++++- 4 files changed, 230 insertions(+), 5 deletions(-) create mode 100644 quantflow_tests/test_app.py diff --git a/app/api/hurst.py b/app/api/hurst.py index 65c83a10..e2e446db 100644 --- a/app/api/hurst.py +++ b/app/api/hurst.py @@ -13,8 +13,18 @@ hurst_router = APIRouter() -DEFAULT_PERIODS = ("10s", "20s", "30s", "1m", "2m", "3m", "5m", "10m", "30m") -VASICEK_PERIODS = ("10m", "20m", "30m", "1h") +DEFAULT_PERIODS = ( + "10s", + "20s", + "30s", + "1min", + "2min", + "3min", + "5min", + "10min", + "30min", +) +VASICEK_PERIODS = ("10min", "20min", "30min", "1h") class HurstWienerResponse(BaseModel): diff --git a/pyproject.toml b/pyproject.toml index 13c61f12..fdb83c5c 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -88,6 +88,7 @@ docs = [ "mkdocs-redirects>=1.2.1", "mkdocstrings[python]==1.0.0", "plotly>=6.2.0", + "pyarrow>=19.0.0", ] ml = [ "torch>=2.10.0", @@ -127,6 +128,12 @@ testpaths = [ "quantflow_tests", ] +[tool.coverage.run] +source = [ + "quantflow", + "app", +] + [tool.coverage.report] exclude_also = [ "@abstractmethod", diff --git a/quantflow_tests/test_app.py b/quantflow_tests/test_app.py new file mode 100644 index 00000000..28814d63 --- /dev/null +++ b/quantflow_tests/test_app.py @@ -0,0 +1,156 @@ +from datetime import date, timedelta +from unittest.mock import AsyncMock + +import numpy as np +import pandas as pd +import pytest +from fastapi import FastAPI +from fastapi.testclient import TestClient + +from app.__main__ import crate_app + + +@pytest.fixture +def mock_fmp() -> AsyncMock: + fmp = AsyncMock() + start = date.today() - timedelta(days=30) + dates = [start + timedelta(days=i) for i in range(30)] + prices_df = pd.DataFrame( + { + "date": dates, + "close": np.linspace(90.0, 110.0, 30).tolist(), + } + ) + fmp.prices = AsyncMock(return_value=prices_df) + return fmp + + +@pytest.fixture +def app(mock_fmp: AsyncMock) -> FastAPI: + application = crate_app() + application.state.fmp = mock_fmp + return application + + +@pytest.fixture +def client(app: FastAPI) -> TestClient: + return TestClient(app) + + +def test_status(client: TestClient) -> None: + response = client.get("/status") + assert response.status_code == 200 + assert response.json() == {"status": "ok"} + + +def test_ready(client: TestClient) -> None: + response = client.get("/ready") + assert response.status_code == 200 + assert response.json() == {"status": "ok"} + + +def test_supersmoother(client: TestClient) -> None: + response = client.get("/.api/supersmoother?period=10&symbol=BTCUSD") + assert response.status_code == 200 + data = response.json() + assert "data" in data + assert len(data["data"]) == 30 + point = data["data"][0] + assert "date" in point + assert "close" in point + assert "supersmoother" in point + assert "ewma" in point + + +def test_supersmoother_custom_period(client: TestClient) -> None: + response = client.get("/.api/supersmoother?period=20&symbol=ETHUSD") + assert response.status_code == 200 + data = response.json() + assert len(data["data"]) == 30 + + +def test_supersmoother_invalid_period(client: TestClient) -> None: + response = client.get("/.api/supersmoother?period=1&symbol=BTCUSD") + assert response.status_code == 422 + + +def test_gaussian_sampling(client: TestClient) -> None: + response = client.get("/.api/gaussian-sampling?kappa=1.0&samples=100") + assert response.status_code == 200 + data = response.json() + assert "x" in data + assert "simulation" in data + assert "analytical" in data + assert len(data["x"]) == len(data["simulation"]) + + +def test_poisson_sampling(client: TestClient) -> None: + response = client.get("/.api/poisson-sampling?intensity=2.0&samples=100") + assert response.status_code == 200 + data = response.json() + assert "x" in data + assert "simulation" in data + assert "analytical" in data + + +def test_double_exponential_sampling(client: TestClient) -> None: + response = client.get("/.api/double-exponential-sampling?log_kappa=0.1&samples=100") + assert response.status_code == 200 + data = response.json() + assert "x" in data + assert "simulation" in data + assert "analytical" in data + assert "char_x" in data + assert "char_y" in data + + +def test_heston_vol_surface_jd(client: TestClient) -> None: + response = client.get("/.api/heston-vol-surface?model=jd&vol=0.4&sigma=0.5") + assert response.status_code == 200 + data = response.json() + assert "moneyness" in data + assert "ttm" in data + assert "iv" in data + assert len(data["ttm"]) == 10 + assert len(data["moneyness"]) == 51 + + +def test_heston_vol_surface_hj(client: TestClient) -> None: + response = client.get( + "/.api/heston-vol-surface?model=hj&vol=0.4&sigma=0.5&kappa=1.0&rho=-0.3" + ) + assert response.status_code == 200 + data = response.json() + assert "iv" in data + + +def test_hurst_wiener(client: TestClient) -> None: + response = client.get("/.api/hurst-wiener?sigma=2.0") + assert response.status_code == 200 + data = response.json() + assert "dates" in data + assert "values" in data + assert "hurst_exponent" in data + assert "estimator_periods" in data + + +def test_hurst_vasicek(client: TestClient) -> None: + response = client.get("/.api/hurst-vasicek?kappa=10.0") + assert response.status_code == 200 + data = response.json() + assert "dates" in data + assert "values" in data + assert "hurst_realized" in data + assert "hurst_pk" in data + + +def test_yield_curve(client: TestClient) -> None: + response = client.get( + "/.api/yield-curve?ttm=0.25&ttm=0.5&ttm=1.0&ttm=2.0" + "&rates=0.04&rates=0.042&rates=0.045&rates=0.048" + ) + assert response.status_code == 200 + data = response.json() + assert "curve" in data + assert "ttm" in data + assert "rates" in data diff --git 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"docs" + if docs_dir.is_dir(): + app.mount("/", StaticFiles(directory=docs_dir, html=True), name="static") return app From a2794190a64b6353d812168f0cb2e51250f05c6b Mon Sep 17 00:00:00 2001 From: Luca Date: Sat, 23 May 2026 21:19:58 +0100 Subject: [PATCH 3/3] Add redis to ci --- .github/workflows/build.yml | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml index 1ca8a86a..76520395 100644 --- a/.github/workflows/build.yml +++ b/.github/workflows/build.yml @@ -10,6 +10,16 @@ on: jobs: build: runs-on: ubuntu-latest + services: + redis: + image: redis:7 + ports: + - 6379:6379 + options: >- + --health-cmd "redis-cli ping" + --health-interval 10s + --health-timeout 5s + --health-retries 5 env: PYTHON_ENV: ci GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}