def test_get_fundamentals_unauth():
c = TDClient(authenticated=False)
res = c.get_fundamentals("aapl")
assert isinstance(res, Fundamental)
assert res.symbol == "AAPL"
assert res.peRatio is not None
assert res.marketCap is not None
def test_find_instrument_unauth():
c = TDClient(authenticated=False)
res = c.find_instrument("lyft.*")
# Expecting LYFT
assert len(res.keys()) == 1
assert "LYFT" in res.keys()
assert isinstance(res["LYFT"], Instrument)
assert res["LYFT"].symbol == "LYFT"
assert res["LYFT"].exchange == "NASDAQ"
def test_get_history():
c = TDClient(authenticated=False)
with pytest.raises(InvalidArgument):
c.get_history("aapl",
start_dt=datetime(2019, 1, 31),
end_dt=datetime(2019, 1, 1))
with pytest.raises(InvalidArgument):
c.get_history("aapl")
with pytest.raises(InvalidArgument):
c.get_history(
"aapl",
start_dt=datetime(2019, 1, 1),
end_dt=datetime(2019, 1, 31),
freq="5d",
)
# Ensure that we don't need to pass a end_dt (defaults to datetime.today())
with mock.patch.object(TDClient, "_get_with_retry") as m:
m.return_value.json.return_value = {
"empty": False,
"candles": ["1", "2"]
}
out = c.get_history("aapl", start_dt=datetime(2019, 1, 1))
m.assert_called_once()
assert out == ["1", "2"]
def test_get_option_chain():
c = TDClient(authenticated=False)
sym = "AAPL"
expiry = "2019-08-23"
with pytest.raises(InvalidArgument):
c.get_option_chain()
with pytest.raises(InvalidArgument):
c.get_option_chain(sym)
with pytest.raises(InvalidArgument):
c.get_option_chain(expiry=expiry)
with open("tests/data/aapl_one_expiry.json", "r") as json_file:
chain_resp = json.load(json_file)
responses.add(
responses.GET,
Urls.option_chain +
(f"?apikey={apikey}&symbol={sym}"
f"&strategy=SINGLE&fromDate={expiry}&toDate={expiry}"),
json=chain_resp,
status=200,
)
chain = c.get_option_chain(sym, expiry)
expected_strikes = list(range(130, 150, 5))
expected_strikes.extend([x / 10 for x in range(1500, 2501, 25)])
assert isinstance(chain, OptionChain)
assert len(chain._calls) == len(expected_strikes)
assert len(chain._puts) == len(expected_strikes)
for strike in expected_strikes:
assert isinstance(chain.get(strike, "C"), Option)
assert isinstance(chain.get(strike, "P"), Option)
with pytest.raises(InvalidArgument):
chain.get(200, "")
with pytest.raises(InvalidArgument):
chain.get(200, "call_option")
vs = chain.get_vertical("C", 145, 150)
assert isinstance(vs, VerticalSpread)
assert isinstance(vs.long_option, Option)
assert isinstance(vs.short_option, Option)
assert vs.long_option.strikePrice == 145.0
assert vs.short_option.strikePrice == 150.0
s = chain.get_straddle(200)
assert isinstance(s, Straddle)
assert isinstance(s.call_option, Option)
assert isinstance(s.put_option, Option)
assert s.call_option.strikePrice == 200.0
assert s.put_option.strikePrice == 200.0
s = chain.get_strangle(200, 202.5)
assert isinstance(s, Strangle)
assert isinstance(s.call_option, Option)
assert isinstance(s.put_option, Option)
assert s.call_option.strikePrice == 200.0
assert s.put_option.strikePrice == 202.5
def test_access_token_refresh_fail():
c = TDClient(access_token="Invalid",
refresh_token="Invalid",
app_id="Invalid")
responses.add(responses.GET,
Urls.quote + f"?symbol=FB",
json={},
status=401)
with mock.patch.object(TDClient, "_update_access_token") as m:
with pytest.raises(HTTPError):
c.quote("FB")
m.assert_called_once()
def test_get_fundamentals():
c = TDClient(authenticated=False)
sym = "AAPL"
responses.add(
responses.GET,
Urls.search + f"?apikey={apikey}&symbol={sym}&projection=fundamental",
json=fundamental_resp(sym),
status=200,
)
res = c.get_fundamentals(sym.lower())
assert isinstance(res, Fundamental)
assert res.symbol == sym
assert res.peRatio == 18.15
def test_find_instrument():
c = TDClient(authenticated=False)
# TD API accepts lowercase for the search endpoint
sym = "lyf.*"
responses.add(
responses.GET,
Urls.search + f"?apikey={apikey}&symbol={sym}&projection=symbol-regex",
json=quote_resp("LYFT"),
status=200,
)
res = c.find_instrument(sym)
assert len(res) == 1
assert isinstance(res["LYFT"], Instrument)
def test_quotes_unauth():
c = TDClient(authenticated=False)
# Test Symbol not found
with pytest.raises(SymbolNotFound):
c.quotes(["No Dice", "None Here Too"])
# Test valid case
res = c.quotes(["fb", "msft"])
assert len(res.keys()) == 2
assert "FB" in res.keys()
assert "MSFT" in res.keys()
validate_quote_response(res["FB"], "FB")
validate_quote_response(res["MSFT"], "MSFT")
def test_get_history_unauth():
c = TDClient(authenticated=False)
res = c.get_history("aapl",
start_dt=datetime(2019, 1, 1),
end_dt=datetime(2019, 1, 31))
assert len(res) == 21
assert len(res[0].keys()) == 6
keys = ["open", "high", "low", "close", "volume", "datetime"]
for k in keys:
assert k in res[0].keys()
res = c.get_history("No Dice",
start_dt=datetime(2019, 1, 1),
end_dt=datetime(2019, 1, 31))
assert res is None
def test_quote_auth():
c = TDClient(access_token="Invalid",
refresh_token="Invalid",
app_id="Invalid")
responses.add(
responses.GET,
Urls.quote + f"?symbol=FB",
json={"FB": {
"symbol": "FB"
}},
status=200,
)
res = c.quote("FB")
assert isinstance(res, Quote)
assert res.symbol == "FB"
def test_get_history_df_unauth():
import pandas as pd
c = TDClient(authenticated=False)
res = c.get_history_df("aapl",
start_dt=datetime(2019, 1, 1),
end_dt=datetime(2019, 1, 31))
assert isinstance(res, pd.DataFrame)
assert res.shape == (21, 5)
assert res.index.name == "datetime"
keys = ["open", "high", "low", "close", "volume"]
for k in res.columns:
assert k in keys
res = c.get_history_df("No Dice",
start_dt=datetime(2019, 1, 1),
end_dt=datetime(2019, 1, 31))
assert res is None
def test_auth_refresh():
c = TDClient(access_token="Invalid token")
with mock.patch.object(TDClient,
"_update_access_token",
side_effect=c._update_access_token) as m:
res = c.quote("AAPL")
m.assert_called_once()
assert isinstance(res, Quote)
assert res.bidPrice is not None
assert res.symbol == "AAPL"
assert res.exchangeName == "NASD"
with mock.patch.object(TDClient,
"_update_access_token",
side_effect=c._update_access_token) as m:
res = c.quote("FB")
m.assert_not_called()
assert isinstance(res, Quote)
assert res.bidPrice is not None
assert res.symbol == "FB"
assert res.exchangeName == "NASD"
def test_quote():
c = TDClient(authenticated=False)
sym = "FB"
responses.add(
responses.GET,
Urls.quote + f"?apikey={apikey}&symbol={sym}",
json=quote_resp(sym),
status=200,
)
res = c.quote(sym)
assert res.symbol == sym
# Test the automatic upper casing
res = c.quote("fb")
assert res.symbol == sym
responses.add(
responses.GET,
Urls.quote + f"?apikey={apikey}&symbol=NO DICE",
json={},
status=200,
)
with pytest.raises(SymbolNotFound):
c.quote("No Dice")
def test_access_token_refresh_success():
c = TDClient(access_token="Invalid",
refresh_token="Invalid",
app_id="Invalid")
responses.add(responses.GET,
Urls.quote + f"?symbol=FB",
json={},
status=401)
responses.add(
responses.GET,
Urls.quote + f"?symbol=FB",
json={"FB": {
"symbol": "FB"
}},
status=200,
)
with mock.patch.object(TDClient, "_update_access_token") as m:
res = c.quote("FB")
assert isinstance(res, Quote)
assert res.symbol == "FB"
m.assert_called_once()
def test_get_option():
c = TDClient(authenticated=False)
sym = "AAPL"
expiry = "2019-08-23"
strike = 200
with open("tests/data/aapl_200.json", "r") as json_file:
chain_resp = json.load(json_file)
responses.add(
responses.GET,
Urls.option_chain + (f"?apikey={apikey}&symbol={sym}"
f"&contractType=CALL&strategy=SINGLE&strike=200"
f"&fromDate={expiry}&toDate={expiry}"),
json=chain_resp,
status=200,
)
opt = c.get_option(symbol=sym, expiry=expiry, right="C", strike=strike)
assert isinstance(opt, Option)
assert opt.strikePrice == 200.0
assert opt.putCall == "CALL"
assert opt.lastTradingDay == 1566532800000
assert sym in opt.symbol
responses.add(
responses.GET,
Urls.option_chain + (f"?apikey={apikey}&symbol={sym}"
f"&contractType=PUT&strategy=SINGLE&strike=200"
f"&fromDate={expiry}&toDate={expiry}"),
json=chain_resp,
status=200,
)
opt = c.get_option(symbol=sym, expiry=expiry, right="P", strike=strike)
assert isinstance(opt, Option)
assert opt.strikePrice == 200.0
assert opt.putCall == "PUT"
assert opt.lastTradingDay == 1566532800000
assert sym in opt.symbol
with open("tests/data/no_dice.json", "r") as json_file:
chain_resp = json.load(json_file)
sym = "NO DICE"
responses.add(
responses.GET,
Urls.option_chain + (f"?apikey={apikey}&symbol={sym}"
f"&contractType=CALL&strategy=SINGLE&strike=200"
f"&fromDate={expiry}&toDate={expiry}"),
json=chain_resp,
status=200,
)
with pytest.raises(SymbolNotFound):
c.get_option(symbol="NO DICE", expiry=expiry, right="C", strike=strike)
def test_get_intraday_history_df_unauth():
import pandas as pd
c = TDClient(authenticated=False)
res = c.get_history_df(
"aapl",
start_dt=datetime.today() - timedelta(4),
end_dt=datetime.today(),
freq="30min",
)
assert isinstance(res, pd.DataFrame)
assert res.shape[1] == 5
assert res.index.name == "datetime"
keys = ["open", "high", "low", "close", "volume"]
for k in res.columns:
assert k in keys
with pytest.raises(InvalidArgument):
res = c.get_history_df(
"AAPL",
start_dt=datetime.today() - timedelta(60),
end_dt=datetime.today() - timedelta(55),
freq="30min",
)
def test_get_expirations():
c = TDClient(authenticated=False)
sym = "AAPL"
with open("tests/data/aapl_all_exp_calls.json", "r") as json_file:
chain_resp = json.load(json_file)
responses.add(
responses.GET,
Urls.option_chain + (f"?apikey={apikey}&symbol={sym}"
f"&contractType=CALL&strategy=SINGLE&range=NTM"),
json=chain_resp,
status=200,
)
expiries = c.get_expirations(sym)
expected = [
"2019-08-23",
"2019-08-30",
"2019-09-06",
"2019-09-13",
"2019-09-20",
"2019-09-27",
"2019-10-18",
"2019-11-15",
"2019-12-20",
"2020-01-17",
"2020-03-20",
"2020-04-17",
"2020-06-19",
"2020-09-18",
"2021-01-15",
"2021-06-18",
]
assert sorted(expiries) == sorted(expected)
def test_quote_unauth():
c = TDClient(authenticated=False)
# Test Symbol not found
with pytest.raises(SymbolNotFound):
c.quote("No Dice")
# Test valid case
res = c.quote("fb")
assert isinstance(res, Quote)
validate_quote_response(res, "FB")
res = c.stock("fb")
assert isinstance(res, Stock)
validate_quote_response(res, "FB")
def test_auth_required():
c = TDClient(authenticated=False)
with pytest.raises(AuthenticationRequired):
c._update_access_token()
def test_missing_credentials():
with mock.patch.dict("os.environ", clear=True):
with pytest.raises(Exception) as exc_info:
c = TDClient()
assert c is None
assert "Missing Credentials" in str(exc_info.value)
def test_stock():
c = TDClient(authenticated=False)
with mock.patch.object(TDClient, "quote") as m:
c.stock("fb")
m.assert_called_once()
m.assert_called_with("fb")