fix: unblock python ci
This commit is contained in:
@@ -10,11 +10,27 @@ Run with:
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from __future__ import annotations
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import importlib.util
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import sys
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from pathlib import Path
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import numpy as np
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import pytest
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from ferro_ta.analysis.options import implied_volatility, option_price
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# Ensure direct benchmark test runs can import local package from `python/`.
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ROOT = Path(__file__).resolve().parents[1]
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PYTHON_SRC = ROOT / "python"
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if str(PYTHON_SRC) not in sys.path:
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sys.path.insert(0, str(PYTHON_SRC))
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HAS_FERRO_EXTENSION = True
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try:
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from ferro_ta.analysis.options import implied_volatility, option_price
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except ModuleNotFoundError:
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HAS_FERRO_EXTENSION = False
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pytestmark = pytest.mark.skipif(
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not HAS_FERRO_EXTENSION, reason="ferro_ta extension is not built"
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)
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def _sample_chain(n: int = 1000) -> tuple[np.ndarray, ...]:
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@@ -104,6 +104,7 @@ ignore = ["E501", "UP006", "UP045", "UP007"]
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"tests/unit/*" = ["N801", "N802", "N806", "E402", "E741", "F811"]
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"tests/integration/*" = ["N801", "N802", "N806", "E402", "E741", "F811"]
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"python/ferro_ta/*.py" = ["N802"] # Public API: SMA, RSI, ATR, etc.
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"python/ferro_ta/__init__.py" = ["E402", "N802"] # Re-export surface by design
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"python/ferro_ta/__init__.pyi" = ["N802", "E402"]
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[tool.ruff.format]
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@@ -59,11 +59,11 @@ array([ nan, nan, 11. , 12. , 13. , 13.5, 13.33...])
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from __future__ import annotations
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import re as _re
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import sys as _sys
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from importlib.metadata import PackageNotFoundError as _PackageNotFoundError
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from importlib.metadata import version as _dist_version
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from pathlib import Path as _Path
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import re as _re
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import sys as _sys
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try:
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import tomllib as _tomllib
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@@ -13,6 +13,8 @@ from numpy.typing import ArrayLike, NDArray
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_F = TypeVar("_F", bound=Callable[..., Any])
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__version__: str
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# ---------------------------------------------------------------------------
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# Overlap Studies
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# ---------------------------------------------------------------------------
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@@ -739,8 +741,10 @@ class FerroTAInputError(FerroTAError, ValueError):
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# API discovery (ferro_ta.api_info)
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# ---------------------------------------------------------------------------
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def about() -> dict[str, Any]: ...
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def indicators(category: str | None = None) -> list[dict[str, Any]]: ...
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def info(func_or_name: Callable[..., Any] | str) -> dict[str, Any]: ...
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def methods(category: str | None = None) -> list[dict[str, Any]]: ...
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# ---------------------------------------------------------------------------
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# Logging utilities (ferro_ta.logging_utils)
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@@ -233,7 +233,9 @@ def test_methods_returns_public_callables():
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result = ferro_ta.methods()
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assert isinstance(result, list)
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assert any(d["name"] == "SMA" and d["category"] == "top_level" for d in result)
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assert any(d["name"] == "option_price" and d["category"] == "options" for d in result)
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assert any(
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d["name"] == "option_price" and d["category"] == "options" for d in result
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)
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def test_about_reports_version_and_counts():
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@@ -1,3 +1,7 @@
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import subprocess
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import sys
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from pathlib import Path
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import numpy as np
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import pytest
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@@ -220,19 +224,30 @@ class TestStrategyAndPayoff:
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class TestDerivativesBenchmarking:
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def test_derivatives_benchmark_smoke(self, tmp_path):
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from benchmarks.bench_derivatives_compare import run_benchmark
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root = Path(__file__).resolve().parents[2]
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script = root / "benchmarks" / "bench_derivatives_compare.py"
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output_path = tmp_path / "derivatives_benchmark.json"
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result = run_benchmark(
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sizes=[32],
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accuracy_size=16,
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json_path=str(output_path),
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completed = subprocess.run(
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[
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sys.executable,
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str(script),
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"--sizes",
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"32",
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"--accuracy-size",
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"16",
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"--json",
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str(output_path),
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],
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cwd=root,
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check=False,
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capture_output=True,
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text=True,
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)
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assert completed.returncode == 0, completed.stdout + completed.stderr
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assert output_path.is_file()
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assert result["accuracy"]["results"]
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assert result["speed"]["results"]
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assert any(
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row["provider"] == "ferro_ta" for row in result["accuracy"]["results"]
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)
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assert any(row["provider"] == "ferro_ta" for row in result["speed"]["results"])
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payload = output_path.read_text(encoding="utf-8")
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assert '"accuracy"' in payload
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assert '"speed"' in payload
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assert '"provider": "ferro_ta"' in payload
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