Merge pull request #3 from quantmind/ls-fix

Fix missing plotly

.github/workflows/build.yml

@@ -24,6 +24,12 @@ jobs:
         uses: actions/setup-python@v3
         with:
           python-version: ${{ matrix.python-version }}
+      - name: Install poetry
+        run: pip install -U pip poetry
+      - name: Install dependencies no book
+        run: poetry install
+      - name: run tests no book
+        run: make tests
       - name: Install dependencies
         run: make install-dev
       - name: run lint

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "quantflow"
-version = "0.2.2"
+version = "0.2.3"
 description = "quantitative analysis"
 authors = ["Luca <[email protected]>"]
 license = "BSD-3-Clause"

quantflow/__init__.py

@@ -1,2 +1,2 @@
 """Quantitative analysis and pricing"""
-__version__ = "0.2.2"
+__version__ = "0.2.3"

quantflow/utils/plot.py

@@ -139,7 +139,7 @@ def plot_vol_cross(
     data2: pd.DataFrame | None = None,
     series: str = "implied_vol",
     marker_size: int = 10,
-    fig: go.Figure | None = None,
+    fig: Any | None = None,
     name: str = "model",
     **kwargs: Any
 ) -> Any:

tests/test_data.py

@@ -2,9 +2,14 @@
 
 import pytest
 
-from quantflow.data.fmp import FMP
-
-pytestmark = pytest.mark.skipif(FMP().key is None, reason="No FMP API key found")
+try:
+    from quantflow.data.fmp import FMP
+except ImportError:
+    FMP = None  # type: ignore
+
+pytestmark = pytest.mark.skipif(
+    FMP is None or FMP().key is None, reason="No FMP API key found"
+)
 
 
 @pytest.fixture

tests/test_options.py

@@ -14,6 +14,7 @@
     surface_from_inputs,
 )
 from quantflow.sp.heston import Heston
+from tests.utils import has_plotly
 
 a = np.asarray
 CROSS_SECTIONS = 8
@@ -132,4 +133,5 @@ def test_calibration(vol_surface: VolSurface, heston: OptionPricer[Heston]):
         pricer=heston, vol_surface=vol_surface
     ).remove_implied_above(0.95)
     cal.fit()
-    assert cal.plot(index=2) is not None
+    if has_plotly:
+        assert cal.plot(index=2) is not None

tests/test_options_pricer.py

@@ -2,13 +2,15 @@
 
 from quantflow.options.pricer import OptionPricer
 from quantflow.sp.heston import HestonJ
+from tests.utils import has_plotly
 
 
 @pytest.fixture
 def pricer() -> OptionPricer[HestonJ]:
     return OptionPricer(HestonJ.create(vol=0.5, kappa=1, sigma=0.8, rho=0))
 
 
+@pytest.mark.skipif(not has_plotly, reason="Plotly not installed")
 def test_plot_surface(pricer: OptionPricer):
     fig = pricer.plot3d()
     surface = fig.data[0]

tests/utils.py

@@ -4,6 +4,13 @@
 
 from quantflow.sp.base import StochasticProcess1D
 from quantflow.utils.marginal import Marginal1D
+from quantflow.utils.plot import check_plotly
+
+try:
+    check_plotly()
+    has_plotly = True
+except ImportError:
+    has_plotly = False
 
 
 def characteristic_tests(m: Marginal1D):