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First pass at security price reference (#1388)
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* First pass at security price reference

* Data cleanup

* Synth security fetching does better with a mic_code

* Update test suite

😭

* Update schema.rb

* Update generator.rb
This commit is contained in:
Josh Pigford 2024-10-29 15:37:59 -04:00 committed by GitHub
parent bf695972e4
commit 490f44589e
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16 changed files with 155 additions and 88 deletions

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@ -18,54 +18,63 @@ class Security::PriceTest < ActiveSupport::TestCase
test "finds single security price in DB" do
@provider.expects(:fetch_security_prices).never
security = securities(:aapl)
price = security_prices(:one)
assert_equal price, Security::Price.find_price(ticker: price.ticker, date: price.date)
assert_equal price, Security::Price.find_price(security: security, date: price.date)
end
test "caches prices to DB" do
expected_price = 314.34
@provider.expects(:fetch_security_prices)
.once
.returns(
OpenStruct.new(
success?: true,
prices: [ { date: Date.current, price: expected_price } ]
)
)
security = securities(:aapl)
tomorrow = Date.current + 1.day
fetched_rate = Security::Price.find_price(ticker: "NVDA", date: Date.current, cache: true)
refetched_rate = Security::Price.find_price(ticker: "NVDA", date: Date.current, cache: true)
@provider.expects(:fetch_security_prices)
.with(ticker: security.ticker, mic_code: security.exchange_mic, start_date: tomorrow, end_date: tomorrow)
.once
.returns(
OpenStruct.new(
success?: true,
prices: [ { date: tomorrow, price: expected_price } ]
)
)
fetched_rate = Security::Price.find_price(security: security, date: tomorrow, cache: true)
refetched_rate = Security::Price.find_price(security: security, date: tomorrow, cache: true)
assert_equal expected_price, fetched_rate.price
assert_equal expected_price, refetched_rate.price
end
test "returns nil if no price found in DB or from provider" do
security = securities(:aapl)
Security::Price.delete_all # Clear any existing prices
@provider.expects(:fetch_security_prices)
.with(ticker: "NVDA", start_date: Date.current, end_date: Date.current)
.with(ticker: security.ticker, mic_code: security.exchange_mic, start_date: Date.current, end_date: Date.current)
.once
.returns(OpenStruct.new(success?: false))
assert_not Security::Price.find_price(ticker: "NVDA", date: Date.current)
assert_not Security::Price.find_price(security: security, date: Date.current)
end
test "returns nil if price not found in DB and provider disabled" do
Security::Price.unstub(:security_prices_provider)
security = Security.new(ticker: "NVDA")
with_env_overrides SYNTH_API_KEY: nil do
assert_not Security::Price.find_price(ticker: "NVDA", date: Date.current)
assert_not Security::Price.find_price(security: security, date: Date.current)
end
end
test "fetches multiple dates at once" do
@provider.expects(:fetch_security_prices).never
security = securities(:aapl)
price1 = security_prices(:one) # AAPL today
price2 = security_prices(:two) # AAPL yesterday
fetched_prices = Security::Price.find_prices(start_date: 1.day.ago.to_date, end_date: Date.current, ticker: "AAPL").sort_by(&:date)
fetched_prices = Security::Price.find_prices(security: security, start_date: 1.day.ago.to_date, end_date: Date.current).sort_by(&:date)
assert_equal price1, fetched_prices[1]
assert_equal price2, fetched_prices[0]
@ -73,26 +82,33 @@ class Security::PriceTest < ActiveSupport::TestCase
test "caches multiple prices to DB" do
missing_price = 213.21
security = securities(:aapl)
@provider.expects(:fetch_security_prices)
.with(ticker: "AAPL", start_date: 2.days.ago.to_date, end_date: 2.days.ago.to_date)
.with(ticker: security.ticker,
mic_code: security.exchange_mic,
start_date: 2.days.ago.to_date,
end_date: 2.days.ago.to_date)
.returns(OpenStruct.new(success?: true, prices: [ { date: 2.days.ago.to_date, price: missing_price } ]))
.once
price1 = security_prices(:one) # AAPL today
price2 = security_prices(:two) # AAPL yesterday
fetched_prices = Security::Price.find_prices(ticker: "AAPL", start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
refetched_prices = Security::Price.find_prices(ticker: "AAPL", start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
fetched_prices = Security::Price.find_prices(security: security, start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
refetched_prices = Security::Price.find_prices(security: security, start_date: 2.days.ago.to_date, end_date: Date.current, cache: true)
assert_equal [ missing_price, price2.price, price1.price ], fetched_prices.sort_by(&:date).map(&:price)
assert_equal [ missing_price, price2.price, price1.price ], refetched_prices.sort_by(&:date).map(&:price)
assert Security::Price.exists?(security: security, date: 2.days.ago.to_date, price: missing_price)
end
test "returns empty array if no prices found in DB or from provider" do
Security::Price.unstub(:security_prices_provider)
with_env_overrides SYNTH_API_KEY: nil do
assert_equal [], Security::Price.find_prices(ticker: "NVDA", start_date: 10.days.ago.to_date, end_date: Date.current)
assert_equal [], Security::Price.find_prices(security: Security.new(ticker: "NVDA"), start_date: 10.days.ago.to_date, end_date: Date.current)
end
end
end