60 lines
1.9 KiB
Python
60 lines
1.9 KiB
Python
import json
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from pathlib import Path
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import httpx
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import pytest
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from app.bars.models import Timeframe
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from app.market.yahoo import MAX_1M_WINDOW_SECONDS, YahooSource, parse_chart
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FIXTURE = Path(__file__).parent / "fixtures" / "yahoo_es_1h.json"
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def test_parser_filters_null_ohlc_rows():
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payload = json.loads(FIXTURE.read_text())
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raw_count = len(payload["chart"]["result"][0]["timestamp"])
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bars = parse_chart(payload, Timeframe.H1)
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assert len(bars) == raw_count - 1
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assert all(None not in (bar.o, bar.h, bar.l, bar.c) for bar in bars)
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assert all(bar.source == "yahoo" and bar.symbol == "ES=F" for bar in bars)
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@pytest.mark.asyncio
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async def test_one_minute_history_is_windowed_and_deduplicated():
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payload = json.loads(FIXTURE.read_text())
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calls = []
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async def handler(request: httpx.Request):
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calls.append(request)
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return httpx.Response(200, json=payload)
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async with httpx.AsyncClient(transport=httpx.MockTransport(handler)) as client:
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source = YahooSource(client=client)
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bars = await source.history(
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"ES=F", Timeframe.M1, 0, MAX_1M_WINDOW_SECONDS * 2 + 1
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)
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assert len(calls) == 3
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assert len(bars) == len({bar.t for bar in parse_chart(payload, Timeframe.M1)})
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@pytest.mark.asyncio
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async def test_thirty_minute_history_uses_yahoos_native_interval():
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payload = json.loads(FIXTURE.read_text())
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calls = []
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async def handler(request: httpx.Request):
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calls.append(request)
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return httpx.Response(200, json=payload)
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async with httpx.AsyncClient(transport=httpx.MockTransport(handler)) as client:
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bars = await YahooSource(client=client).history(
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"ES=F", Timeframe.M30, range_="60d"
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)
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assert len(calls) == 1
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assert calls[0].url.params["interval"] == "30m"
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assert calls[0].url.params["range"] == "60d"
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assert bars and all(bar.tf is Timeframe.M30 for bar in bars)
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