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fix(technical): snap missing fib start_date to the date nearest start_date #7583

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fix(technical): snap missing fib start_date to the date nearest start_date #7583

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4 changes: 3 additions & 1 deletion openbb_platform/extensions/technical/openbb_technical/helpers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -555,7 +555,9 @@ def calculate_fib_levels(

if start_date and end_date:
if start_date not in data.index:
date0 = data.index[data.index.get_indexer([end_date], method="nearest")[0]]
date0 = data.index[
data.index.get_indexer([start_date], method="nearest")[0]
]
warn(f"Start date not in data. Using nearest: {date0}")
else:
date0 = start_date
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16 changes: 16 additions & 0 deletions openbb_platform/extensions/technical/tests/test_helpers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -160,6 +160,22 @@ def test_raises_on_quantile_out_of_range(self, ohlcv_df):


class TestCalculateFibLevels:
def test_snaps_missing_start_date_to_nearest(self):
"""Resolve a missing start date against itself when choosing the endpoint."""
index = pd.bdate_range("2024-01-01", periods=60)
data = pd.DataFrame({"close": np.linspace(100, 160, 60)}, index=index)
start_date = pd.Timestamp("2024-01-06") # Saturday, not in the index.
end_date = index[-1]

with pytest.warns(UserWarning, match="Start date not in data"):
_, min_date, max_date, min_pr, max_pr, _ = calculate_fib_levels(
data, "close", start_date=start_date, end_date=end_date
)

assert min_date == pd.Timestamp("2024-01-05")
assert max_date == end_date
assert max_pr > min_pr

def test_default_branch(self, ohlcv_df):
result = calculate_fib_levels(ohlcv_df, "close")
assert result is not None
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