require "test_helper" require "ostruct" class Security::Price::ImporterTest < ActiveSupport::TestCase include ProviderTestHelper setup do @provider = mock @security = Security.create!(ticker: "AAPL") end test "syncs missing prices from provider" do Security::Price.delete_all provider_response = provider_success_response([ OpenStruct.new(security: @security, date: 2.days.ago.to_date, price: 150, currency: "USD"), OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 155, currency: "USD"), OpenStruct.new(security: @security, date: Date.current, price: 160, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: 2.days.ago.to_date, end_date: Date.current ).import_provider_prices db_prices = Security::Price.where(security: @security, date: 2.days.ago.to_date..Date.current).order(:date) assert_equal 3, db_prices.count assert_equal [ 150, 155, 160 ], db_prices.map(&:price) end test "syncs diff when some prices already exist" do Security::Price.delete_all # Pre-populate DB with first two days Security::Price.create!(security: @security, date: 3.days.ago.to_date, price: 140, currency: "USD") Security::Price.create!(security: @security, date: 2.days.ago.to_date, price: 145, currency: "USD") provider_response = provider_success_response([ OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 150, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(1.day.ago.to_date), end_date: Date.current) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: 3.days.ago.to_date, end_date: Date.current ).import_provider_prices db_prices = Security::Price.where(security: @security).order(:date) assert_equal 4, db_prices.count assert_equal [ 140, 145, 150, 150 ], db_prices.map(&:price) end test "no provider calls when all prices exist" do Security::Price.delete_all (3.days.ago.to_date..Date.current).each_with_index do |date, idx| Security::Price.create!(security: @security, date:, price: 100 + idx, currency: "USD") end @provider.expects(:fetch_security_prices).never Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: 3.days.ago.to_date, end_date: Date.current ).import_provider_prices end test "writes post-listing prices when holding predates provider history" do # Regression: a 2018-06-15 trade for a pair the provider only has from # 2020-01-03 onwards (e.g. BTCEUR on Binance) used to hit the # `return 0` bail in start_price_value and write zero rows for the # entire range. The fallback now advances fill_start_date to the # earliest provider date and writes all post-listing prices. Security::Price.delete_all start_date = Date.parse("2018-06-15") listing = Date.parse("2020-01-03") end_date = listing + 2.days provider_response = provider_success_response([ OpenStruct.new(security: @security, date: listing, price: 6568, currency: "EUR"), OpenStruct.new(security: @security, date: listing + 1.day, price: 6700, currency: "EUR"), OpenStruct.new(security: @security, date: listing + 2.days, price: 6800, currency: "EUR") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(start_date), end_date: end_date) .returns(provider_response) upserted = Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: start_date, end_date: end_date ).import_provider_prices db_prices = Security::Price.where(security: @security).order(:date) # Post-listing rows are all written assert_equal 3, db_prices.count assert_equal [ listing, listing + 1.day, listing + 2.days ], db_prices.map(&:date) assert_equal [ 6568, 6700, 6800 ], db_prices.map { |p| p.price.to_i } assert db_prices.all? { |p| p.currency == "EUR" } # Pre-listing gap is intentionally empty — no rows written before the # earliest available provider price. assert_equal 0, Security::Price.where(security: @security).where("date < ?", listing).count assert_equal 3, upserted # The earliest-available date is persisted on the Security so the next # sync can short-circuit via all_prices_exist? instead of re-iterating # the full (start_date..end_date) range every run. assert_equal listing, @security.reload.first_provider_price_on end test "pre-listing fallback picks earliest VALID provider row, skipping nil/zero leaders" do # Regression: if the provider returns a row with a nil/zero price as its # earliest entry (e.g. a listing-day or halted-day placeholder), the # fallback used to bail with MissingStartPriceError and drop every later # valid row. It must now skip past invalid leaders and anchor on the # earliest positive-price row instead. Security::Price.delete_all start_date = Date.parse("2018-06-15") listing = Date.parse("2020-01-03") end_date = listing + 3.days provider_response = provider_success_response([ OpenStruct.new(security: @security, date: listing, price: 0, currency: "EUR"), OpenStruct.new(security: @security, date: listing + 1.day, price: nil, currency: "EUR"), OpenStruct.new(security: @security, date: listing + 2.days, price: 6700, currency: "EUR"), OpenStruct.new(security: @security, date: listing + 3.days, price: 6800, currency: "EUR") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(start_date), end_date: end_date) .returns(provider_response) upserted = Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: start_date, end_date: end_date ).import_provider_prices # 2 valid provider rows + LOCF for each of the 2 invalid dates before them # would ALSO get skipped entirely since fill_start_date advances past them # (honest gap before earliest VALID date). db_prices = Security::Price.where(security: @security).order(:date) assert_equal 2, db_prices.count assert_equal [ listing + 2.days, listing + 3.days ], db_prices.map(&:date) assert_equal [ 6700, 6800 ], db_prices.map { |p| p.price.to_i } assert_equal 2, upserted assert_equal listing + 2.days, @security.reload.first_provider_price_on end test "first_provider_price_on is moved earlier when provider extends backward coverage" do # Regression: a previous sync captured first_provider_price_on = 2024-10-01 # (e.g. provider only had limited history then). The provider has now # backfilled earlier data. A clear_cache sync should detect the new # earlier date and update the column so subsequent non-clear_cache # syncs use the correct wider clamp. Security::Price.delete_all @security.update!(first_provider_price_on: Date.parse("2024-10-01")) start_date = Date.parse("2018-06-15") earlier = Date.parse("2020-01-03") end_date = earlier + 2.days provider_response = provider_success_response([ OpenStruct.new(security: @security, date: earlier, price: 6568, currency: "EUR"), OpenStruct.new(security: @security, date: earlier + 1.day, price: 6700, currency: "EUR"), OpenStruct.new(security: @security, date: earlier + 2.days, price: 6800, currency: "EUR") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(start_date), end_date: end_date) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: start_date, end_date: end_date, clear_cache: true ).import_provider_prices assert_equal earlier, @security.reload.first_provider_price_on end test "first_provider_price_on is NOT moved forward when provider shrinks coverage" do # Provider previously had data back to 2020-01-03, which we captured. # A later clear_cache sync discovers the provider can now only serve # from 2022-06-01 (e.g. free tier shrunk). We must NOT move the column # forward, since that would silently hide older rows already in the DB. Security::Price.delete_all @security.update!(first_provider_price_on: Date.parse("2020-01-03")) start_date = Date.parse("2018-06-15") later = Date.parse("2022-06-01") end_date = later + 2.days provider_response = provider_success_response([ OpenStruct.new(security: @security, date: later, price: 20000, currency: "EUR"), OpenStruct.new(security: @security, date: later + 1.day, price: 20500, currency: "EUR"), OpenStruct.new(security: @security, date: later + 2.days, price: 21000, currency: "EUR") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(start_date), end_date: end_date) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: start_date, end_date: end_date, clear_cache: true ).import_provider_prices # Column stays at the earlier stored value — shrink is ignored. assert_equal Date.parse("2020-01-03"), @security.reload.first_provider_price_on end test "incremental sync on pre-listing holding does NOT re-fetch pre-listing window" do # Regression: when first_provider_price_on was set but a new day was # missing (typical daily sync), effective_start_date iterated from the # original (unclamped) start_date and immediately found the pre-listing # date missing. That caused the provider to be called with the full # pre-listing start_date every sync AND the gap-fill loop to re-upsert # every row from listing..end_date. The clamp must shrink the iteration # window to (first_provider_price_on..end_date). Security::Price.delete_all travel_to Date.parse("2024-06-01") do listing = Date.parse("2024-05-25") start_date = Date.parse("2018-06-15") end_date = Date.current @security.update!(first_provider_price_on: listing) (listing..(end_date - 1.day)).each do |d| Security::Price.create!(security: @security, date: d, price: 6568, currency: "EUR") end provider_response = provider_success_response([ OpenStruct.new(security: @security, date: end_date, price: 70_000, currency: "EUR") ]) # After fix: provider is called with start_date = clamped_start_date - 7 days, # NOT with the original pre-listing start_date - 7 days (= 2018-06-08). @provider.expects(:fetch_security_prices) .with( symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: end_date - Security::Price::Importer::PROVISIONAL_LOOKBACK_DAYS.days, end_date: end_date ) .returns(provider_response) upserted = Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: start_date, end_date: end_date ).import_provider_prices # Only today's row is upserted — not the full (listing..end_date) range. assert_equal 1, upserted end end test "skips re-sync for pre-listing holding once first_provider_price_on is set" do # Previous sync already advanced the clamp and wrote all post-listing # prices. The next sync should see all_prices_exist? return true (because # expected_count is clamped to [first_provider_price_on, end_date]) and # never call the provider. Security::Price.delete_all listing = Date.parse("2020-01-03") end_date = listing + 2.days @security.update!(first_provider_price_on: listing) (listing..end_date).each do |date| Security::Price.create!(security: @security, date: date, price: 6568, currency: "EUR") end @provider.expects(:fetch_security_prices).never result = Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: Date.parse("2018-06-15"), end_date: end_date ).import_provider_prices assert_equal 0, result end test "full upsert if clear_cache is true" do Security::Price.delete_all # Seed DB with stale prices (2.days.ago.to_date..Date.current).each do |date| Security::Price.create!(security: @security, date:, price: 100, currency: "USD") end provider_response = provider_success_response([ OpenStruct.new(security: @security, date: 2.days.ago.to_date, price: 150, currency: "USD"), OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 155, currency: "USD"), OpenStruct.new(security: @security, date: Date.current, price: 160, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: 2.days.ago.to_date, end_date: Date.current, clear_cache: true ).import_provider_prices db_prices = Security::Price.where(security: @security).order(:date) assert_equal [ 150, 155, 160 ], db_prices.map(&:price) end test "clamps end_date to today when future date is provided" do Security::Price.delete_all future_date = Date.current + 3.days provider_response = provider_success_response([ OpenStruct.new(security: @security, date: Date.current, price: 165, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(Date.current), end_date: Date.current) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: Date.current, end_date: future_date ).import_provider_prices assert_equal 1, Security::Price.count end test "marks prices as not provisional when from provider" do Security::Price.delete_all provider_response = provider_success_response([ OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 150, currency: "USD"), OpenStruct.new(security: @security, date: Date.current, price: 155, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(1.day.ago.to_date), end_date: Date.current) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: 1.day.ago.to_date, end_date: Date.current ).import_provider_prices db_prices = Security::Price.where(security: @security).order(:date) assert db_prices.all? { |p| p.provisional == false }, "All prices from provider should not be provisional" end test "marks gap-filled weekend prices as provisional" do Security::Price.delete_all # Find a recent Saturday saturday = Date.current saturday -= 1.day until saturday.saturday? friday = saturday - 1.day # Provider only returns Friday's price, not Saturday provider_response = provider_success_response([ OpenStruct.new(security: @security, date: friday, price: 150, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(friday), end_date: saturday) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: friday, end_date: saturday ).import_provider_prices saturday_price = Security::Price.find_by(security: @security, date: saturday) # 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 Security::Price.delete_all # Find a recent weekday that's not today weekday = 1.day.ago.to_date weekday -= 1.day while weekday.saturday? || weekday.sunday? # Start from 2 days before the weekday start_date = weekday - 1.day start_date -= 1.day while start_date.saturday? || start_date.sunday? # Provider only returns start_date price, not the weekday provider_response = provider_success_response([ OpenStruct.new(security: @security, date: start_date, price: 150, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(start_date), end_date: weekday) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: start_date, end_date: weekday ).import_provider_prices weekday_price = Security::Price.find_by(security: @security, date: weekday) # Only recent weekdays should be provisional if weekday >= 3.days.ago.to_date assert weekday_price.provisional, "Gap-filled recent weekday price should be provisional" else assert_not weekday_price.provisional, "Gap-filled old weekday price should not be provisional" end end test "retries fetch when refetchable provisional prices exist" do Security::Price.delete_all # Skip if today is a weekend return if Date.current.saturday? || Date.current.sunday? # Pre-populate with provisional price for today Security::Price.create!( security: @security, date: Date.current, price: 100, currency: "USD", provisional: true ) # Provider now returns today's actual price provider_response = provider_success_response([ OpenStruct.new(security: @security, date: Date.current, price: 165, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(Date.current), end_date: Date.current) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: Date.current, end_date: Date.current ).import_provider_prices db_price = Security::Price.find_by(security: @security, date: Date.current) assert_equal 165, db_price.price, "Price should be updated from provider" assert_not db_price.provisional, "Price should no longer be provisional after provider returns real price" end test "skips fetch when all prices are non-provisional" do Security::Price.delete_all # Create non-provisional prices for the range (3.days.ago.to_date..Date.current).each_with_index do |date, idx| Security::Price.create!(security: @security, date: date, price: 100 + idx, currency: "USD", provisional: false) end @provider.expects(:fetch_security_prices).never Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: 3.days.ago.to_date, end_date: Date.current ).import_provider_prices end test "does not mark old gap-filled prices as provisional" do Security::Price.delete_all # Use dates older than the lookback window old_date = 10.days.ago.to_date old_date -= 1.day while old_date.saturday? || old_date.sunday? start_date = old_date - 1.day start_date -= 1.day while start_date.saturday? || start_date.sunday? # Provider only returns start_date price provider_response = provider_success_response([ OpenStruct.new(security: @security, date: start_date, price: 150, currency: "USD") ]) @provider.expects(:fetch_security_prices) .with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic, start_date: get_provider_fetch_start_date(start_date), end_date: old_date) .returns(provider_response) Security::Price::Importer.new( security: @security, security_provider: @provider, start_date: start_date, end_date: old_date ).import_provider_prices old_price = Security::Price.find_by(security: @security, date: old_date) 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 - Security::Price::Importer::PROVISIONAL_LOOKBACK_DAYS.days end end