wehub-resource-sync
164 lines
6.2 KiB
Python
164 lines
6.2 KiB
Python
"""Tests for fmp_loader: auth gating, symbol mapping, parsing, batch resilience.
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All HTTP is mocked at :func:`backtest.loaders._http.throttled_get_json` (imported
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into the loader module), so no test touches a live FMP endpoint.
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"""
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from unittest.mock import patch
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import pandas as pd
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import pytest
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from backtest.loaders import fmp_loader as fl
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from backtest.loaders.fmp_loader import DataLoader, _fmp_symbol, _parse_historical
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def _body(symbol, bars):
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"""Build a minimal FMP historical-price-full body."""
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return {"symbol": symbol, "historical": bars}
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_AAPL_BARS = [
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{"date": "2024-01-04", "open": 3.0, "high": 4.0, "low": 2.5, "close": 3.5, "volume": 200.0},
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{"date": "2024-01-03", "open": 1.0, "high": 2.0, "low": 0.5, "close": 1.5, "volume": 100.0},
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]
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class TestRegistration:
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"""Loader self-registers with the expected metadata."""
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def test_registered_in_registry(self):
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from backtest.loaders import registry
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registry._ensure_registered()
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# Importing the module fired @register regardless of registry bootstrap.
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assert registry.LOADER_REGISTRY.get("fmp") is DataLoader
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def test_metadata(self):
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assert DataLoader.name == "fmp"
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assert DataLoader.markets == {"us_equity"}
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assert DataLoader.requires_auth is True
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class TestIsAvailable:
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"""Availability is gated purely on FMP_API_KEY presence."""
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def test_available_with_key(self, monkeypatch):
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monkeypatch.setenv("FMP_API_KEY", "secret")
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assert DataLoader().is_available() is True
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def test_unavailable_without_key(self, monkeypatch):
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monkeypatch.delenv("FMP_API_KEY", raising=False)
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assert DataLoader().is_available() is False
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def test_unavailable_with_blank_key(self, monkeypatch):
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monkeypatch.setenv("FMP_API_KEY", " ")
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assert DataLoader().is_available() is False
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class TestSymbolMapping:
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"""US tickers are bare; the .US project suffix is dropped."""
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def test_strips_us_suffix(self):
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assert _fmp_symbol("AAPL.US") == "AAPL"
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def test_bare_ticker_uppercased(self):
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assert _fmp_symbol("msft") == "MSFT"
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def test_passthrough_other(self):
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assert _fmp_symbol("brk-b") == "BRK-B"
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class TestParseHistorical:
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"""Pure parsing of the JSON body needs no network."""
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def test_sorts_ascending_and_typed(self):
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df = _parse_historical(_body("AAPL", _AAPL_BARS))
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assert list(df.index) == [pd.Timestamp("2024-01-03"), pd.Timestamp("2024-01-04")]
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assert list(df.columns) == ["open", "high", "low", "close", "volume"]
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assert df.index.name == "trade_date"
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assert df["close"].iloc[0] == 1.5
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for col in df.columns:
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assert df[col].dtype == float
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def test_integer_volume_cast_to_float(self):
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# FMP often returns integer volume; the float-OHLCV contract requires
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# every numeric column (incl. volume) to be float, not int64.
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bars = [
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{"date": "2024-01-03", "open": 1, "high": 2, "low": 0, "close": 1, "volume": 100},
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{"date": "2024-01-04", "open": 3, "high": 4, "low": 2, "close": 3, "volume": 200},
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]
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df = _parse_historical(_body("AAPL", bars))
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assert df["volume"].dtype == float
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for col in df.columns:
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assert df[col].dtype == float
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def test_empty_historical_returns_none(self):
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assert _parse_historical(_body("AAPL", [])) is None
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def test_missing_historical_key_returns_none(self):
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assert _parse_historical({"symbol": "AAPL"}) is None
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def test_non_dict_payload_returns_none(self):
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assert _parse_historical(None) is None
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assert _parse_historical([]) is None
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def test_rows_with_incomplete_ohlc_dropped(self):
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bars = [
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{"date": "2024-01-03", "open": None, "high": 2.0, "low": 0.5, "close": 1.5, "volume": 100.0},
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]
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assert _parse_historical(_body("AAPL", bars)) is None
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class TestFetch:
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"""End-to-end fetch with the HTTP layer mocked."""
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def test_fetch_one_symbol(self, monkeypatch):
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monkeypatch.setenv("FMP_API_KEY", "secret")
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with patch.object(fl, "throttled_get_json", return_value=_body("AAPL", _AAPL_BARS)) as mock_get:
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out = DataLoader().fetch(["AAPL.US"], "2024-01-01", "2024-01-31")
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assert set(out) == {"AAPL.US"}
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assert len(out["AAPL.US"]) == 2
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# .US suffix stripped in the request URL.
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url = mock_get.call_args[0][0]
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assert url.endswith("/AAPL")
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params = mock_get.call_args.kwargs["params"]
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assert params == {"from": "2024-01-01", "to": "2024-01-31", "apikey": "secret"}
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def test_one_failing_symbol_does_not_abort_batch(self, monkeypatch):
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monkeypatch.setenv("FMP_API_KEY", "secret")
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def _side(url, **kwargs):
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if url.endswith("/BAD"):
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raise RuntimeError("boom")
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return _body("AAPL", _AAPL_BARS)
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with patch.object(fl, "throttled_get_json", side_effect=_side):
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out = DataLoader().fetch(["BAD.US", "AAPL.US"], "2024-01-01", "2024-01-31")
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assert set(out) == {"AAPL.US"}
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def test_empty_result_symbol_omitted(self, monkeypatch):
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monkeypatch.setenv("FMP_API_KEY", "secret")
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with patch.object(fl, "throttled_get_json", return_value=_body("ZZZZ", [])):
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out = DataLoader().fetch(["ZZZZ.US"], "2024-01-01", "2024-01-31")
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assert out == {}
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def test_non_daily_interval_returns_empty(self, monkeypatch):
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monkeypatch.setenv("FMP_API_KEY", "secret")
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with patch.object(fl, "throttled_get_json") as mock_get:
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out = DataLoader().fetch(["AAPL.US"], "2024-01-01", "2024-01-31", interval="5m")
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assert out == {}
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mock_get.assert_not_called()
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def test_invalid_date_range_raises(self, monkeypatch):
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monkeypatch.setenv("FMP_API_KEY", "secret")
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with pytest.raises(ValueError):
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DataLoader().fetch(["AAPL.US"], "2024-02-01", "2024-01-01")
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def test_missing_key_at_fetch_time_skips_symbol(self, monkeypatch):
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monkeypatch.delenv("FMP_API_KEY", raising=False)
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with patch.object(fl, "throttled_get_json") as mock_get:
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out = DataLoader().fetch(["AAPL.US"], "2024-01-01", "2024-01-31")
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assert out == {}
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mock_get.assert_not_called()
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