quantrs 0.1.8

A tiny Rust library for quantitative finance
Documentation 
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use quantrs::data::{AlphaVantageSource, DataProvider};

mod data_tests {
    use super::*;

    #[test]
    fn test_alpha_vantage() {
        let _source = AlphaVantageSource::new("demo");
    }

    #[test]
    fn test_get_stock_quote_success() {
        let source = DataProvider::alpha_vantage("demo");

        tokio_test::block_on(async {
            let result = source.get_stock_quote("IBM").await;
            assert!(result.is_ok());
        });
    }

    #[test]
    fn test_get_company_overview_success() {
        let source = DataProvider::alpha_vantage("demo");

        tokio_test::block_on(async {
            let result = source.get_company_overview("IBM").await;
            assert!(result.is_ok());
        });
    }

    #[test]
    fn test_get_stock_quote_fail() {
        let source = DataProvider::alpha_vantage("abc");

        tokio_test::block_on(async {
            let result = source.get_stock_quote("").await;
            assert!(result.is_err());
            let err_msg = format!("{}", result.unwrap_err());
            assert!(err_msg.contains("Failed to parse JSON"));
        });
    }

    #[test]
    fn test_get_company_overview_fail() {
        let source = DataProvider::alpha_vantage("abc");

        tokio_test::block_on(async {
            let result = source.get_company_overview("").await;
            assert!(result.is_err());
            let err_msg = format!("{}", result.unwrap_err());
            assert!(err_msg.contains("Failed to parse JSON"));
        });
    }
}