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Add test for stocks->quotes, reformatted option_chains, fixed typo #8

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merged 3 commits into from
Jul 20, 2024
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Add test for stocks->quotes, reformatted option_chains, fixed typo #8

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c1f178a
Add test for stocks->quotes, reformatted option_chains, fixed typo
KerryJones Jul 20, 2024
271bc2f
Update options integration test to match new structure
KerryJones Jul 20, 2024
7234a95
Made indices->quote change/changepct nullable
KerryJones Jul 20, 2024
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4 changes: 2 additions & 2 deletions src/Endpoints/Responses/Indices/Quote.php
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Expand Up @@ -18,10 +18,10 @@ class Quote

// The difference in price in dollars (or the index's native currency if different from dollars) compared to the
// closing price of the previous day.
public float $change;
public float|null $change;

// The difference in price in percent compared to the closing price of the previous day.
public float $change_percent;
public float|null $change_percent;

// The 52-week high for the index.
public float|null $fifty_two_week_high = null;
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2 changes: 1 addition & 1 deletion ...dpoints/Responses/Options/OptionChain.php → ...s/Responses/Options/OptionChainStrike.php
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Expand Up @@ -5,7 +5,7 @@
use Carbon\Carbon;
use MarketDataApp\Enums\Side;

class OptionChain
class OptionChainStrike
{

public function __construct(
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7 changes: 4 additions & 3 deletions src/Endpoints/Responses/Options/OptionChains.php
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Expand Up @@ -17,7 +17,7 @@ class OptionChains
// Time of the previous quote if there is no data in the requested period, but there is data in a previous period.
public Carbon $prev_time;

/** @var OptionChain[] $option_chains */
/** @var array[array[OptionChainStrike[]]] $option_chains */
public array $option_chains = [];

public function __construct(object $response)
Expand All @@ -28,10 +28,11 @@ public function __construct(object $response)
switch ($this->status) {
case 'ok':
for ($i = 0; $i < count($response->optionSymbol); $i++) {
$this->option_chains[] = new OptionChain(
$expiration = Carbon::parse($response->expiration[$i]);
$this->option_chains[$expiration->toDateString()][] = new OptionChainStrike(
option_symbol: $response->optionSymbol[$i],
underlying: $response->underlying[$i],
expiration: Carbon::parse($response->expiration[$i]),
expiration: $expiration,
side: Side::from($response->side[$i]),
strike: $response->strike[$i],
first_traded: Carbon::parse($response->firstTraded[$i]),
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4 changes: 2 additions & 2 deletions src/Endpoints/Stocks.php
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Expand Up @@ -167,12 +167,12 @@ public function quote(string $symbol, bool $fifty_two_week = false): Quote
*
* @throws \Throwable
*/
public function quotes(array $symbols, bool $fifty_two_week = false): Quotes|BulkQuotes
public function quotes(array $symbols, bool $fifty_two_week = false): Quotes
{
// Execute standard quotes in parallel
$calls = [];
foreach ($symbols as $symbol) {
$calls[] = ["/stocks/quotes/$symbol", ['52week' => $fifty_two_week]];
$calls[] = [self::BASE_URL . "quotes/$symbol", ['52week' => $fifty_two_week]];
}

return new Quotes($this->client->executeInParallel($calls));
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2 changes: 1 addition & 1 deletion src/Enums/Range.php
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Expand Up @@ -6,6 +6,6 @@ enum Range: string
{

case IN_THE_MONEY = 'itm';
case OUT_THE_MONEY = 'otm';
case OUT_OF_THE_MONEY = 'otm';
case ALL = 'all';
}
59 changes: 31 additions & 28 deletions tests/Integration/OptionsTest.php
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Expand Up @@ -6,7 +6,7 @@
use MarketDataApp\Client;
use MarketDataApp\Endpoints\Responses\Options\Expirations;
use MarketDataApp\Endpoints\Responses\Options\Lookup;
use MarketDataApp\Endpoints\Responses\Options\OptionChain;
use MarketDataApp\Endpoints\Responses\Options\OptionChainStrike;
use MarketDataApp\Endpoints\Responses\Options\OptionChains;
use MarketDataApp\Endpoints\Responses\Options\Quote;
use MarketDataApp\Endpoints\Responses\Options\Quotes;
Expand Down Expand Up @@ -104,34 +104,37 @@ public function testOptionChain_success()
// Verify that the response is an object of the correct type.
$this->assertInstanceOf(OptionChains::class, $response);
$this->assertNotEmpty($response->option_chains);
$option_chain = array_pop($response->option_chains);
$this->assertNotEmpty($option_chain);

// Verify each item in the response is an object of the correct type and has the correct values.
$this->assertInstanceOf(OptionChain::class, $response->option_chains[0]);
$this->assertEquals('string', gettype($response->option_chains[0]->option_symbol));
$this->assertEquals('string', gettype($response->option_chains[0]->underlying));
$this->assertInstanceOf(Carbon::class, $response->option_chains[0]->expiration);
$this->assertInstanceOf(Side::class, $response->option_chains[0]->side);
$this->assertEquals('double', gettype($response->option_chains[0]->strike));
$this->assertInstanceOf(Carbon::class, $response->option_chains[0]->first_traded);
$this->assertEquals('integer', gettype($response->option_chains[0]->dte));
$this->assertInstanceOf(Carbon::class, $response->option_chains[0]->updated);
$this->assertEquals('double', gettype($response->option_chains[0]->bid));
$this->assertEquals('integer', gettype($response->option_chains[0]->bid_size));
$this->assertEquals('double', gettype($response->option_chains[0]->mid));
$this->assertEquals('double', gettype($response->option_chains[0]->ask));
$this->assertEquals('integer', gettype($response->option_chains[0]->ask_size));
$this->assertTrue(in_array(gettype($response->option_chains[0]->last), ['double', 'NULL']));
$this->assertEquals('integer', gettype($response->option_chains[0]->open_interest));
$this->assertEquals('integer', gettype($response->option_chains[0]->volume));
$this->assertEquals('boolean', gettype($response->option_chains[0]->in_the_money));
$this->assertEquals('double', gettype($response->option_chains[0]->intrinsic_value));
$this->assertEquals('double', gettype($response->option_chains[0]->extrinsic_value));
$this->assertEquals('double', gettype($response->option_chains[0]->implied_volatility));
$this->assertTrue(in_array(gettype($response->option_chains[0]->delta), ['double', 'NULL']));
$this->assertEquals('double', gettype($response->option_chains[0]->gamma));
$this->assertEquals('double', gettype($response->option_chains[0]->theta));
$this->assertEquals('double', gettype($response->option_chains[0]->vega));
$this->assertEquals('double', gettype($response->option_chains[0]->rho));
$this->assertEquals('double', gettype($response->option_chains[0]->underlying_price));
$option_strike = array_pop($option_chain);
$this->assertInstanceOf(OptionChainStrike::class, $option_strike);
$this->assertEquals('string', gettype($option_strike->option_symbol));
$this->assertEquals('string', gettype($option_strike->underlying));
$this->assertInstanceOf(Carbon::class, $option_strike->expiration);
$this->assertInstanceOf(Side::class, $option_strike->side);
$this->assertEquals('double', gettype($option_strike->strike));
$this->assertInstanceOf(Carbon::class, $option_strike->first_traded);
$this->assertEquals('integer', gettype($option_strike->dte));
$this->assertInstanceOf(Carbon::class, $option_strike->updated);
$this->assertEquals('double', gettype($option_strike->bid));
$this->assertEquals('integer', gettype($option_strike->bid_size));
$this->assertEquals('double', gettype($option_strike->mid));
$this->assertEquals('double', gettype($option_strike->ask));
$this->assertEquals('integer', gettype($option_strike->ask_size));
$this->assertTrue(in_array(gettype($option_strike->last), ['double', 'NULL']));
$this->assertEquals('integer', gettype($option_strike->open_interest));
$this->assertEquals('integer', gettype($option_strike->volume));
$this->assertEquals('boolean', gettype($option_strike->in_the_money));
$this->assertEquals('double', gettype($option_strike->intrinsic_value));
$this->assertEquals('double', gettype($option_strike->extrinsic_value));
$this->assertEquals('double', gettype($option_strike->implied_volatility));
$this->assertTrue(in_array(gettype($option_strike->delta), ['double', 'NULL']));
$this->assertEquals('double', gettype($option_strike->gamma));
$this->assertEquals('double', gettype($option_strike->theta));
$this->assertEquals('double', gettype($option_strike->vega));
$this->assertEquals('double', gettype($option_strike->rho));
$this->assertEquals('double', gettype($option_strike->underlying_price));
}
}
21 changes: 21 additions & 0 deletions tests/Integration/StocksTest.php
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Expand Up @@ -99,6 +99,27 @@ public function testQuote_success()
$this->assertInstanceOf(Carbon::class, $response->updated);
}

public function testQuotes_success()
{
$response = $this->client->stocks->quotes(['AAPL']);

$this->assertInstanceOf(Quote::class, $response->quotes[0]);
$this->assertEquals('string', gettype($response->quotes[0]->status));
$this->assertEquals('string', gettype($response->quotes[0]->symbol));
$this->assertEquals('double', gettype($response->quotes[0]->ask));
$this->assertEquals('integer', gettype($response->quotes[0]->ask_size));
$this->assertEquals('double', gettype($response->quotes[0]->bid));
$this->assertEquals('integer', gettype($response->quotes[0]->bid_size));
$this->assertEquals('double', gettype($response->quotes[0]->mid));
$this->assertEquals('double', gettype($response->quotes[0]->last));
$this->assertTrue(in_array(gettype($response->quotes[0]->change), ['double', 'NULL']));
$this->assertTrue(in_array(gettype($response->quotes[0]->change_percent), ['double', 'NULL']));
$this->assertNull($response->quotes[0]->fifty_two_week_high);
$this->assertNull($response->quotes[0]->fifty_two_week_low);
$this->assertEquals('integer', gettype($response->quotes[0]->volume));
$this->assertInstanceOf(Carbon::class, $response->quotes[0]->updated);
}

/**
* @throws \Throwable
*/
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114 changes: 57 additions & 57 deletions tests/Unit/OptionsTest.php
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Expand Up @@ -7,7 +7,7 @@
use MarketDataApp\Client;
use MarketDataApp\Endpoints\Responses\Options\Expirations;
use MarketDataApp\Endpoints\Responses\Options\Lookup;
use MarketDataApp\Endpoints\Responses\Options\OptionChain;
use MarketDataApp\Endpoints\Responses\Options\OptionChainStrike;
use MarketDataApp\Endpoints\Responses\Options\OptionChains;
use MarketDataApp\Endpoints\Responses\Options\Quote;
use MarketDataApp\Endpoints\Responses\Options\Quotes;
Expand Down Expand Up @@ -212,77 +212,77 @@ public function testOptionChain_success()
{
$mocked_response = [
's' => 'ok',
'optionSymbol' => ['AAPL230616C00060000', 'AAPL230616C00065000'],
'underlying' => ['AAPL', 'AAPL'],
'expiration' => [1686945600, 1686945600],
'side' => ['call', 'call'],
'strike' => [60, 65],
'firstTraded' => [1617197400, 1616592600],
'dte' => [26, 26],
'updated' => [1684702875, 1684702875],
'bid' => [114.1, 108.6],
'bidSize' => [90, 90],
'mid' => [115.5, 110.38],
'ask' => [116.9, 112.15],
'askSize' => [90, 90],
'last' => [115, 107.82],
'openInterest' => [21957, 3012],
'volume' => [0, 0],
'inTheMoney' => [true, true],
'intrinsicValue' => [115.13, 110.13],
'extrinsicValue' => [0.37, 0.25],
'underlyingPrice' => [175.13, 175.13],
'iv' => [1.629, 1.923],
'delta' => [1, 1],
'gamma' => [0, 0],
'theta' => [-0.009, -0.009],
'vega' => [0, 0],
'rho' => [0.046, 0.05]
'optionSymbol' => ['AAPL230616C00060000', 'AAPL230616C00065000', 'AAPL230616C00075000'],
'underlying' => ['AAPL', 'AAPL', 'AAPL'],
'expiration' => [1686945600, 1686945600, 1687045600],
'side' => ['call', 'call', 'call'],
'strike' => [60, 65, 60],
'firstTraded' => [1617197400, 1616592600, 1616602600],
'dte' => [26, 26, 33],
'updated' => [1684702875, 1684702875, 1684702876],
'bid' => [114.1, 108.6, 120.5],
'bidSize' => [90, 90, 95],
'mid' => [115.5, 110.38, 120.5],
'ask' => [116.9, 112.15, 118.5],
'askSize' => [90, 90, 95],
'last' => [115, 107.82, 119.3],
'openInterest' => [21957, 3012, 5000],
'volume' => [0, 0, 100],
'inTheMoney' => [true, true, true],
'intrinsicValue' => [115.13, 110.13, 119.13],
'extrinsicValue' => [0.37, 0.25, 0.13],
'underlyingPrice' => [175.13, 175.13, 118.5],
'iv' => [1.629, 1.923, 1.753],
'delta' => [1, 1, -0.95],
'gamma' => [0, 0, 0.3],
'theta' => [-0.009, -0.009, -.3],
'vega' => [0, 0, 0.3],
'rho' => [0.046, 0.05, 0.4]
];
$this->setMockResponses([new Response(200, [], json_encode($mocked_response))]);

$response = $this->client->options->option_chain(
symbol: 'AAPL',
expiration: '2025-01-17',
side: Side::CALL,
);

// Verify that the response is an object of the correct type.
$this->assertInstanceOf(OptionChains::class, $response);
$this->assertCount(2, $response->option_chains);
$this->assertCount(2, $response->option_chains['2023-06-16']);
$this->assertCount(1, $response->option_chains['2023-06-17']);

// Verify each item in the response is an object of the correct type and has the correct values.
for ($i = 0; $i < count($response->option_chains); $i++) {
$this->assertInstanceOf(OptionChain::class, $response->option_chains[$i]);
$this->assertEquals($mocked_response['optionSymbol'][$i], $response->option_chains[$i]->option_symbol);
$this->assertEquals($mocked_response['underlying'][$i], $response->option_chains[$i]->underlying);
foreach (array_merge(...array_values($response->option_chains)) as $i => $option_strike) {
$this->assertInstanceOf(OptionChainStrike::class, $option_strike);
$this->assertEquals($mocked_response['optionSymbol'][$i], $option_strike->option_symbol);
$this->assertEquals($mocked_response['underlying'][$i], $option_strike->underlying);
$this->assertEquals(Carbon::parse($mocked_response['expiration'][$i]),
$response->option_chains[$i]->expiration);
$this->assertEquals(Side::from($mocked_response['side'][$i]), $response->option_chains[$i]->side);
$this->assertEquals($mocked_response['strike'][$i], $response->option_chains[$i]->strike);
$option_strike->expiration);
$this->assertEquals(Side::from($mocked_response['side'][$i]), $option_strike->side);
$this->assertEquals($mocked_response['strike'][$i], $option_strike->strike);
$this->assertEquals(Carbon::parse($mocked_response['firstTraded'][$i]),
$response->option_chains[$i]->first_traded);
$this->assertEquals($mocked_response['dte'][$i], $response->option_chains[$i]->dte);
$this->assertEquals(Carbon::parse($mocked_response['updated'][$i]), $response->option_chains[$i]->updated);
$this->assertEquals($mocked_response['bid'][$i], $response->option_chains[$i]->bid);
$this->assertEquals($mocked_response['bidSize'][$i], $response->option_chains[$i]->bid_size);
$this->assertEquals($mocked_response['mid'][$i], $response->option_chains[$i]->mid);
$this->assertEquals($mocked_response['ask'][$i], $response->option_chains[$i]->ask);
$this->assertEquals($mocked_response['askSize'][$i], $response->option_chains[$i]->ask_size);
$this->assertEquals($mocked_response['last'][$i], $response->option_chains[$i]->last);
$this->assertEquals($mocked_response['openInterest'][$i], $response->option_chains[$i]->open_interest);
$this->assertEquals($mocked_response['volume'][$i], $response->option_chains[$i]->volume);
$this->assertEquals($mocked_response['inTheMoney'][$i], $response->option_chains[$i]->in_the_money);
$this->assertEquals($mocked_response['intrinsicValue'][$i], $response->option_chains[$i]->intrinsic_value);
$this->assertEquals($mocked_response['extrinsicValue'][$i], $response->option_chains[$i]->extrinsic_value);
$this->assertEquals($mocked_response['iv'][$i], $response->option_chains[$i]->implied_volatility);
$this->assertEquals($mocked_response['delta'][$i], $response->option_chains[$i]->delta);
$this->assertEquals($mocked_response['gamma'][$i], $response->option_chains[$i]->gamma);
$this->assertEquals($mocked_response['theta'][$i], $response->option_chains[$i]->theta);
$this->assertEquals($mocked_response['vega'][$i], $response->option_chains[$i]->vega);
$this->assertEquals($mocked_response['rho'][$i], $response->option_chains[$i]->rho);
$option_strike->first_traded);
$this->assertEquals($mocked_response['dte'][$i], $option_strike->dte);
$this->assertEquals(Carbon::parse($mocked_response['updated'][$i]), $option_strike->updated);
$this->assertEquals($mocked_response['bid'][$i], $option_strike->bid);
$this->assertEquals($mocked_response['bidSize'][$i], $option_strike->bid_size);
$this->assertEquals($mocked_response['mid'][$i], $option_strike->mid);
$this->assertEquals($mocked_response['ask'][$i], $option_strike->ask);
$this->assertEquals($mocked_response['askSize'][$i], $option_strike->ask_size);
$this->assertEquals($mocked_response['last'][$i], $option_strike->last);
$this->assertEquals($mocked_response['openInterest'][$i], $option_strike->open_interest);
$this->assertEquals($mocked_response['volume'][$i], $option_strike->volume);
$this->assertEquals($mocked_response['inTheMoney'][$i], $option_strike->in_the_money);
$this->assertEquals($mocked_response['intrinsicValue'][$i], $option_strike->intrinsic_value);
$this->assertEquals($mocked_response['extrinsicValue'][$i], $option_strike->extrinsic_value);
$this->assertEquals($mocked_response['iv'][$i], $option_strike->implied_volatility);
$this->assertEquals($mocked_response['delta'][$i], $option_strike->delta);
$this->assertEquals($mocked_response['gamma'][$i], $option_strike->gamma);
$this->assertEquals($mocked_response['theta'][$i], $option_strike->theta);
$this->assertEquals($mocked_response['vega'][$i], $option_strike->vega);
$this->assertEquals($mocked_response['rho'][$i], $option_strike->rho);
$this->assertEquals($mocked_response['underlyingPrice'][$i],
$response->option_chains[$i]->underlying_price);
$option_strike->underlying_price);
}
}

Expand Down