Files
sure/test/models/security/price/importer_test.rb
soky srm 5750e69acf Provider investment fixes (#600)
* 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>
2026-01-10 15:43:07 +01:00

420 lines
16 KiB
Ruby

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 "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