app tests

.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 }}

app/__main__.py

@@ -64,12 +64,16 @@ async def api_redoc() -> HTMLResponse:
     api.include_router(volatility_router)
     app.include_router(api)
     app.include_router(status_router, include_in_schema=False)
-    app.mount(
-        "/examples",
-        HtmlFallbackStaticFiles(directory=APP_PATH / "examples", html=True),
-        name="examples",
-    )
-    app.mount("/", StaticFiles(directory=APP_PATH / "docs", html=True), name="static")
+    examples_dir = APP_PATH / "examples"
+    if examples_dir.is_dir():
+        app.mount(
+            "/examples",
+            HtmlFallbackStaticFiles(directory=examples_dir, html=True),
+            name="examples",
+        )
+    docs_dir = APP_PATH / "docs"
+    if docs_dir.is_dir():
+        app.mount("/", StaticFiles(directory=docs_dir, html=True), name="static")
     return app
 
 

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):

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",

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