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Provider investment fixes (#600)

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* FIX issue with stock price retrieval on weekend

* make weekend provisional and increase lookback

* FIX query error

* fix gap fill

The bug: When a price is provisional but the provider doesn't return a new value (weekends), we fall back to the existing DB value instead of gap-filling from Friday's correct price.

* Update importer.rb

Align provider fetch to use PROVISIONAL_LOOKBACK_DAYS for consistency. In the DB fallback, derive currency from provider_prices or db_prices and filter the query accordingly.

* Update 20260110122603_mark_suspicious_prices_provisional.rb

* Delete db/migrate/20260110122603_mark_suspicious_prices_provisional.rb

Signed-off-by: soky srm <sokysrm@gmail.com>

* Update importer.rb

* FIX tests

* FIX last tests

* Update importer_test.rb

The test doesn't properly force effective_start_date to skip old dates because there are many missing dates between the old date and recent dates. Let me fix it to properly test the subset processing scenario.

---------

Signed-off-by: soky srm <sokysrm@gmail.com>
This commit is contained in:
soky srm
2026-01-10 15:43:07 +01:00
committed by GitHub
parent 2f4e2eab8d
commit 5750e69acf
8 changed files with 180 additions and 37 deletions
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107
test/models/security/price/importer_test.rb
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@@ -160,7 +160,7 @@ class Security::Price::ImporterTest < ActiveSupport::TestCase
assert db_prices.all? { |p| p.provisional == false }, "All prices from provider should not be provisional"
end
test "marks gap-filled weekend prices as not provisional" do
test "marks gap-filled weekend prices as provisional" do
Security::Price.delete_all
# Find a recent Saturday
@@ -186,7 +186,9 @@ class Security::Price::ImporterTest < ActiveSupport::TestCase
).import_provider_prices
saturday_price = Security::Price.find_by(security: @security, date: saturday)
assert_not saturday_price.provisional, "Weekend gap-filled price should not be provisional"
# Weekend gap-filled prices are now provisional so they can be fixed
# via cascade when the next weekday sync fetches the correct Friday price
assert saturday_price.provisional, "Weekend gap-filled price should be provisional"
end
test "marks gap-filled recent weekday prices as provisional" do
@@ -311,8 +313,107 @@ class Security::Price::ImporterTest < ActiveSupport::TestCase
assert_not old_price.provisional, "Old gap-filled price should not be provisional"
end
test "provisional weekend prices get fixed via cascade from Friday" do
Security::Price.delete_all
# Find a recent Monday
monday = Date.current
monday += 1.day until monday.monday?
friday = monday - 3.days
saturday = monday - 2.days
sunday = monday - 1.day
travel_to monday do
# Create provisional weekend prices with WRONG values (simulating stale data)
Security::Price.create!(security: @security, date: saturday, price: 50, currency: "USD", provisional: true)
Security::Price.create!(security: @security, date: sunday, price: 50, currency: "USD", provisional: true)
# Provider returns Friday and Monday prices, but NOT weekend (markets closed)
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: friday, price: 150, currency: "USD"),
OpenStruct.new(security: @security, date: monday, price: 155, currency: "USD")
])
@provider.expects(:fetch_security_prices).returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: friday,
end_date: monday
).import_provider_prices
# Friday should have real price from provider
friday_price = Security::Price.find_by(security: @security, date: friday)
assert_equal 150, friday_price.price
assert_not friday_price.provisional, "Friday should not be provisional (real price)"
# Saturday should be gap-filled from Friday (150), not old wrong value (50)
saturday_price = Security::Price.find_by(security: @security, date: saturday)
assert_equal 150, saturday_price.price, "Saturday should use Friday's price via cascade"
assert saturday_price.provisional, "Saturday should be provisional (gap-filled)"
# Sunday should be gap-filled from Saturday (150)
sunday_price = Security::Price.find_by(security: @security, date: sunday)
assert_equal 150, sunday_price.price, "Sunday should use Friday's price via cascade"
assert sunday_price.provisional, "Sunday should be provisional (gap-filled)"
# Monday should have real price from provider
monday_price = Security::Price.find_by(security: @security, date: monday)
assert_equal 155, monday_price.price
assert_not monday_price.provisional, "Monday should not be provisional (real price)"
end
end
test "uses recent prices for gap-fill when effective_start_date skips old dates" do
Security::Price.delete_all
# Use travel_to to ensure we're on a weekday for consistent test behavior
# Find the next weekday if today is a weekend
test_date = Date.current
test_date += 1.day while test_date.saturday? || test_date.sunday?
travel_to test_date do
# Simulate: old price exists from first trade date (30 days ago) with STALE value
old_date = 30.days.ago.to_date
stale_price = 50
# Fully populate DB from old_date through yesterday so effective_start_date = today
# Use stale price for old dates, then recent price for recent dates
(old_date..1.day.ago.to_date).each do |date|
# Use stale price for dates older than lookback window, recent price for recent dates
price = date < 7.days.ago.to_date ? stale_price : 150
Security::Price.create!(security: @security, date: date, price: price, currency: "USD")
end
# Provider returns yesterday's price (155) - DIFFERENT from DB (150) to prove we use provider
# Provider does NOT return today (simulating market closed)
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 155, currency: "USD")
])
@provider.expects(:fetch_security_prices).returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: old_date,
end_date: Date.current
).import_provider_prices
today_price = Security::Price.find_by(security: @security, date: Date.current)
# effective_start_date should be today (only missing date)
# start_price_value should use provider's yesterday (155), not stale old DB price (50)
# Today should gap-fill from that recent price
assert_equal 155, today_price.price, "Gap-fill should use recent provider price, not stale old price"
# Should be provisional since gap-filled for recent weekday
assert today_price.provisional, "Current weekday gap-filled price should be provisional"
end
end
private
def get_provider_fetch_start_date(start_date)
start_date - 5.days
start_date - Security::Price::Importer::PROVISIONAL_LOOKBACK_DAYS.days
end
end