Make samples runnable as tests part 3

neurallayer · Dec 24, 2023 · 565a861 · 565a861
1 parent 3fc39f2
commit 565a861
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Showing 9 changed files with 51 additions and 23 deletions.
diff --git a/roboquant-alpaca/src/test/kotlin/org/roboquant/samples/AlpacaSamples.kt b/roboquant-alpaca/src/test/kotlin/org/roboquant/samples/AlpacaSamples.kt
@@ -14,8 +14,6 @@
  * limitations under the License.
  */
 
-@file:Suppress("KotlinConstantConditions")
-
 package org.roboquant.samples
 
 import org.roboquant.Roboquant
@@ -33,6 +31,7 @@ import org.roboquant.metrics.ProgressMetric
 import org.roboquant.orders.MarketOrder
 import org.roboquant.strategies.EMAStrategy
 import java.time.Instant
+import kotlin.test.Ignore
 import kotlin.test.Test
 
 internal class AlpacaSamples {
@@ -55,12 +54,14 @@ internal class AlpacaSamples {
     )
 
     @Test
+    @Ignore
     internal fun alpacaBroker() {
         val broker = AlpacaBroker()
         println(broker.account.fullSummary())
     }
 
     @Test
+    @Ignore
     internal fun alpacaPaperTradeStocks() {
         val broker = AlpacaBroker()
         val account = broker.account
@@ -85,6 +86,7 @@ internal class AlpacaSamples {
 
 
     @Test
+    @Ignore
     internal fun alpacaTradeCrypto() {
         val feed = AlpacaLiveFeed()
         val symbols = feed.availableCrypto.random(10).symbols
@@ -102,6 +104,7 @@ internal class AlpacaSamples {
 
 
     @Test
+    @Ignore
     internal fun alpacaTradeStocks() {
         val feed = AlpacaLiveFeed()
 
@@ -117,6 +120,7 @@ internal class AlpacaSamples {
 
 
     @Test
+    @Ignore
     internal fun alpacaLiveFeed() {
         val feed = AlpacaLiveFeed()
         feed.heartbeatInterval = 10_000
@@ -130,6 +134,7 @@ internal class AlpacaSamples {
 
 
     @Test
+    @Ignore
     internal fun alpacaHistoricFeed2() {
         val symbols = arrayOf(
             "AAPL",
@@ -162,6 +167,7 @@ internal class AlpacaSamples {
     }
 
     @Test
+    @Ignore
     internal fun singleOrder() {
         val broker = AlpacaBroker {
             extendedHours = true

diff --git a/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt b/roboquant-avro/src/test/kotlin/org/roboquant/samples/AvroSamples.kt
@@ -51,13 +51,15 @@ import java.time.format.DateTimeFormatter
 import kotlin.io.path.Path
 import kotlin.io.path.div
 import kotlin.system.measureTimeMillis
+import kotlin.test.Ignore
 import kotlin.test.Test
 import kotlin.test.assertEquals
 import kotlin.test.assertTrue
 
 internal class AvroSamples {
 
     @Test
+    @Ignore
     internal fun multiCurrency() {
         val feed = CSVFeed("data/US") {
             priceParser = PriceBarParser(priceAdjust = true)
@@ -87,6 +89,7 @@ internal class AvroSamples {
     }
 
     @Test
+    @Ignore
     internal fun multiRun() {
         val feed = AvroFeed.sp500()
         val logger = LastEntryLogger()
@@ -103,6 +106,7 @@ internal class AvroSamples {
     }
 
     @Test
+    @Ignore
     internal fun walkForwardParallel() = runBlocking {
         val feed = AvroFeed.sp500()
         val logger = LastEntryLogger()
@@ -123,6 +127,7 @@ internal class AvroSamples {
 
 
     @Test
+    @Ignore
     internal fun testingStrategies() {
         val strategy = EMAStrategy()
         val roboquant = Roboquant(strategy)

diff --git a/roboquant-binance/src/test/kotlin/org/roboquant/samples/BinanceSamples.kt b/roboquant-binance/src/test/kotlin/org/roboquant/samples/BinanceSamples.kt
@@ -14,8 +14,6 @@
  * limitations under the License.
  */
 
-@file:Suppress("KotlinConstantConditions")
-
 package org.roboquant.samples
 
 
@@ -32,12 +30,14 @@ import org.roboquant.metrics.ProgressMetric
 import org.roboquant.metrics.ScorecardMetric
 import org.roboquant.policies.FlexPolicy
 import org.roboquant.strategies.EMAStrategy
+import kotlin.test.Ignore
 import kotlin.test.Test
 
 
 internal class BinanceSamples {
 
     @Test
+    @Ignore
     fun binanceLiveFeed() {
         val feed = BinanceLiveFeed()
         feed.subscribePriceBar("BTCBUSD", "ETHBUSD", interval = Interval.ONE_MINUTE)
@@ -49,6 +49,7 @@ internal class BinanceSamples {
     }
 
     @Test
+    @Ignore
     fun binanceForwardTest() {
         val feed = BinanceLiveFeed()
 
@@ -66,6 +67,7 @@ internal class BinanceSamples {
     }
 
     @Test
+    @Ignore
     fun binanceTestBack() {
         val strategy = EMAStrategy()
         val initialDeposit = Amount("BUSD", 100_000).toWallet()
@@ -80,6 +82,7 @@ internal class BinanceSamples {
     }
 
     @Test
+    @Ignore
     fun multiplier() {
         val feed = BinanceLiveFeed()
 

diff --git a/roboquant-ibkr/src/test/kotlin/org/roboquant/samples/IBKRSamples.kt b/roboquant-ibkr/src/test/kotlin/org/roboquant/samples/IBKRSamples.kt
@@ -14,8 +14,6 @@
  * limitations under the License.
  */
 
-@file:Suppress("KotlinConstantConditions")
-
 package org.roboquant.samples
 
 import org.roboquant.Roboquant

diff --git a/...test/kotlin/org/roboquant/samples/main.kt → ...n/org/roboquant/samples/PolygonSamples.kt b/...test/kotlin/org/roboquant/samples/main.kt → ...n/org/roboquant/samples/PolygonSamples.kt
@@ -22,22 +22,25 @@ import org.roboquant.common.minutes
 import org.roboquant.feeds.PriceAction
 import org.roboquant.feeds.filter
 import org.roboquant.polygon.PolygonLiveFeed
+import kotlin.test.Ignore
+import kotlin.test.Test
 
+internal class PolygonSamples {
 
-private fun testLiveFeed() = runBlocking {
-    val feed = PolygonLiveFeed {
-        this.delayed = true
+    @Test
+    @Ignore
+    internal fun testLiveFeed() = runBlocking {
+        System.setProperty(org.slf4j.simple.SimpleLogger.DEFAULT_LOG_LEVEL_KEY, "TRACE")
+        val feed = PolygonLiveFeed {
+            this.delayed = true
+        }
+        feed.subscribe("IBM", "AAPL")
+        val actions = feed.filter<PriceAction>(timeframe = Timeframe.next(5.minutes)) {
+            println(it)
+            true
+        }
+        assert(actions.isNotEmpty())
+        feed.disconnect()
     }
-    feed.subscribe("IBM", "AAPL")
-    val actions = feed.filter<PriceAction>(timeframe = Timeframe.next(5.minutes)) {
-        println(it)
-        true
-    }
-    assert(actions.isNotEmpty())
-    feed.disconnect()
-}
 
-fun main() {
-    System.setProperty(org.slf4j.simple.SimpleLogger.DEFAULT_LOG_LEVEL_KEY, "TRACE")
-    testLiveFeed()
 }
diff --git a/roboquant-server/src/test/kotlin/org/roboquant/samples/ServerSamples.kt b/roboquant-server/src/test/kotlin/org/roboquant/samples/ServerSamples.kt
@@ -25,6 +25,7 @@ import org.roboquant.metrics.PriceMetric
 import org.roboquant.server.WebServer
 import org.roboquant.strategies.EMAStrategy
 import kotlin.system.exitProcess
+import kotlin.test.Ignore
 import kotlin.test.Test
 
 
@@ -37,6 +38,7 @@ internal class ServerSamples {
      * You can run this sample to start a server with three runs
      */
     @Test
+    @Ignore
     internal fun run() {
         val server = WebServer()
 

diff --git a/roboquant-ssr/src/test/kotlin/org/roboquant/samples/SSRSamples.kt b/roboquant-ssr/src/test/kotlin/org/roboquant/samples/SSRSamples.kt
@@ -6,6 +6,7 @@ import org.roboquant.charts.PriceBarChart
 import org.roboquant.charts.transcodeSVG2PNG
 import org.roboquant.feeds.random.RandomWalkFeed
 import java.io.File
+import kotlin.test.Ignore
 import kotlin.test.Test
 
 /*
@@ -30,6 +31,7 @@ class SSRSamples {
      * The output is saved in /tmp/
      */
     @Test
+    @Ignore
     internal fun run() {
         val feed = RandomWalkFeed.lastYears(2, nAssets = 5)
         val chart = CorrelationChart(feed, feed.assets)

diff --git a/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt b/roboquant-ta/src/test/kotlin/org/roboquant/samples/TaSamples.kt
@@ -36,11 +36,13 @@ import org.roboquant.ta.*
 import org.ta4j.core.indicators.bollinger.BollingerBandFacade
 import org.ta4j.core.indicators.helpers.ClosePriceIndicator
 import org.ta4j.core.rules.CrossedUpIndicatorRule
+import kotlin.test.Ignore
 import kotlin.test.Test
 
 internal class TaSamples {
 
     @Test
+    @Ignore
     internal fun macd() {
         val strategy = TaLibSignalStrategy { asset, prices ->
             val (_, _, diff) = macd(prices, 12, 26, 9)
@@ -60,6 +62,7 @@ internal class TaSamples {
     }
 
     @Test
+    @Ignore
     internal fun ta4j() {
         // How big a look-back period should we use
         val period = 20
@@ -85,6 +88,7 @@ internal class TaSamples {
     }
 
     @Test
+    @Ignore
     internal fun customPolicy() {
 
         /**
@@ -136,6 +140,7 @@ internal class TaSamples {
     }
 
     @Test
+    @Ignore
     internal fun atrPolicy() {
         val strategy = EMAStrategy.PERIODS_5_15
         val policy = AtrPolicy(10, 6.0, 3.0, null) {
@@ -152,6 +157,7 @@ internal class TaSamples {
 
     @Suppress("CyclomaticComplexMethod")
     @Test
+    @Ignore
     internal fun tenkan() {
 
         /**

diff --git a/roboquant/src/test/kotlin/org/roboquant/samples/RoboquantSamples.kt b/roboquant/src/test/kotlin/org/roboquant/samples/RoboquantSamples.kt
@@ -14,8 +14,6 @@
  * limitations under the License.
  */
 
-@file:Suppress("KotlinConstantConditions")
-
 package org.roboquant.samples
 
 import kotlinx.coroutines.*
@@ -41,11 +39,13 @@ import org.roboquant.strategies.EMAStrategy
 import java.time.Instant
 import java.time.LocalDateTime
 import java.time.format.DateTimeFormatter
+import kotlin.test.Ignore
 import kotlin.test.Test
 
 internal class RoboquantSamples {
 
     @Test
+    @Ignore
     internal fun multiCurrency() {
         val feed = CSVFeed("data/US") {
             priceParser = PriceBarParser(priceAdjust = true)
@@ -75,6 +75,7 @@ internal class RoboquantSamples {
     }
 
     @Test
+    @Ignore
     internal fun testingStrategies() {
         val strategy = EMAStrategy()
         val roboquant = Roboquant(strategy)
@@ -98,6 +99,7 @@ internal class RoboquantSamples {
     }
 
     @Test
+    @Ignore
     internal fun cfd() {
         val dtf = DateTimeFormatter.ofPattern("yyyy.MM.dd HH:mm:ss")
 
@@ -107,7 +109,7 @@ internal class RoboquantSamples {
             return asset.exchange.getInstant(dt)
         }
 
-        val feed = CSVFeed("/tmp/DE40CASH.csv") {
+        val feed = CSVFeed("tmp/DE40CASH.csv") {
             template = Asset("TEMPLATE", AssetType.CFD, Currency.EUR, Exchange.DEX)
             separator = '\t'
             timeParser = TimeParser { a, b -> parse(a, b) }
@@ -140,6 +142,7 @@ internal class RoboquantSamples {
     }
 
     @Test
+    @Ignore
     internal fun largeTest() {
 
         class MyLiveFeed : LiveFeed() {