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be42988adf
* Add throttling and cross-rate for twelve data * FIX yahoo precision also * FIXES * Update importer.rb * Fixes * Revert job * Fixes
93 lines
3.5 KiB
Ruby
93 lines
3.5 KiB
Ruby
require "test_helper"
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require "ostruct"
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class MarketDataImporterTest < ActiveSupport::TestCase
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include ProviderTestHelper
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SNAPSHOT_START_DATE = MarketDataImporter::SNAPSHOT_DAYS.days.ago.to_date
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SECURITY_PRICE_BUFFER = Security::Price::Importer::PROVISIONAL_LOOKBACK_DAYS.days
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EXCHANGE_RATE_BUFFER = 5.days
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setup do
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Security::Price.delete_all
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ExchangeRate.delete_all
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Trade.delete_all
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Holding.delete_all
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Security.delete_all
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@provider = mock("provider")
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Provider::Registry.any_instance
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.stubs(:get_provider)
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.with(:twelve_data)
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.returns(@provider)
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end
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test "syncs required exchange rates" do
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family = Family.create!(name: "Smith", currency: "USD")
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family.accounts.create!(name: "Chequing",
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currency: "CAD",
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balance: 100,
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accountable: Depository.new)
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# Seed stale rate so only the next missing day is fetched
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ExchangeRate.create!(from_currency: "CAD",
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to_currency: "USD",
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date: SNAPSHOT_START_DATE,
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rate: 2.0)
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ExchangeRate.create!(from_currency: "USD",
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to_currency: "CAD",
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date: SNAPSHOT_START_DATE,
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rate: 0.5)
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expected_start_date = (SNAPSHOT_START_DATE + 1.day) - EXCHANGE_RATE_BUFFER
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end_date = Date.current.in_time_zone("America/New_York").to_date
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# Only the forward pair (CAD→USD) should be fetched; inverse (USD→CAD) is computed automatically
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@provider.expects(:fetch_exchange_rates)
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.with(from: "CAD",
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to: "USD",
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start_date: expected_start_date,
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end_date: end_date)
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.returns(provider_success_response([
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OpenStruct.new(from: "CAD", to: "USD", date: SNAPSHOT_START_DATE, rate: 1.5)
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]))
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before = ExchangeRate.count
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MarketDataImporter.new(mode: :snapshot).import_exchange_rates
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after = ExchangeRate.count
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assert_operator after, :>, before + 1, "Should insert at least two new exchange-rate rows (forward + computed inverse)"
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end
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test "syncs security prices" do
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security = Security.create!(ticker: "AAPL", exchange_operating_mic: "XNAS")
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expected_start_date = SNAPSHOT_START_DATE - SECURITY_PRICE_BUFFER
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end_date = Date.current.in_time_zone("America/New_York").to_date
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@provider.expects(:fetch_security_prices)
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.with(symbol: security.ticker,
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exchange_operating_mic: security.exchange_operating_mic,
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start_date: expected_start_date,
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end_date: end_date)
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.returns(provider_success_response([
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OpenStruct.new(security: security,
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date: SNAPSHOT_START_DATE,
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price: 100,
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currency: "USD")
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]))
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@provider.stubs(:fetch_security_info)
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.with(symbol: "AAPL", exchange_operating_mic: "XNAS")
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.returns(provider_success_response(OpenStruct.new(name: "Apple", logo_url: "logo")))
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# Ignore exchange rate calls for this test
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@provider.stubs(:fetch_exchange_rates).returns(provider_success_response([]))
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MarketDataImporter.new(mode: :snapshot).import_security_prices
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assert_equal 1, Security::Price.where(security: security, date: SNAPSHOT_START_DATE).count
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end
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end
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