mirror of
https://github.com/maybe-finance/maybe.git
synced 2025-08-04 21:15:19 +02:00
Market data sync refinements (#2252)
* Exchange rate syncer implementation * Security price syncer * Fix issues with provider API * Add back prod schedule * Add back price and exchange rate syncs to account syncs * Remove unused stock_exchanges table
This commit is contained in:
Zach Gollwitzer
GitHub
parent
6917cecf33
commit
6dc1d22672
38 changed files with 1206 additions and 1615 deletions
|
|
@ -1,52 +0,0 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class Account::ConvertibleTest < ActiveSupport::TestCase
|
||||
include EntriesTestHelper, ProviderTestHelper
|
||||
|
||||
setup do
|
||||
@family = families(:empty)
|
||||
@family.update!(currency: "USD")
|
||||
|
||||
# Foreign account (currency is not in the family's primary currency, so it will require exchange rates for net worth rollups)
|
||||
@account = @family.accounts.create!(name: "Test Account", currency: "EUR", balance: 10000, accountable: Depository.new)
|
||||
|
||||
@provider = mock
|
||||
ExchangeRate.stubs(:provider).returns(@provider)
|
||||
end
|
||||
|
||||
test "syncs required exchange rates for an account" do
|
||||
create_valuation(account: @account, date: 1.day.ago.to_date, amount: 9500, currency: "EUR")
|
||||
|
||||
# Since we had a valuation 1 day ago, this account starts 2 days ago and needs daily exchange rates looking forward
|
||||
assert_equal 2.days.ago.to_date, @account.start_date
|
||||
|
||||
ExchangeRate.delete_all
|
||||
|
||||
provider_response = provider_success_response(
|
||||
[
|
||||
OpenStruct.new(from: "EUR", to: "USD", date: 2.days.ago.to_date, rate: 1.1),
|
||||
OpenStruct.new(from: "EUR", to: "USD", date: 1.day.ago.to_date, rate: 1.2),
|
||||
OpenStruct.new(from: "EUR", to: "USD", date: Date.current, rate: 1.3)
|
||||
]
|
||||
)
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "EUR", to: "USD", start_date: 2.days.ago.to_date, end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
assert_difference "ExchangeRate.count", 3 do
|
||||
@account.sync_required_exchange_rates
|
||||
end
|
||||
end
|
||||
|
||||
test "does not sync rates for a domestic account" do
|
||||
@account.update!(currency: "USD")
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).never
|
||||
|
||||
assert_no_difference "ExchangeRate.count" do
|
||||
@account.sync_required_exchange_rates
|
||||
end
|
||||
end
|
||||
end
|
||||
107
test/models/account/market_data_syncer_test.rb
Normal file
107
test/models/account/market_data_syncer_test.rb
Normal file
|
|
@ -0,0 +1,107 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class Account::MarketDataSyncerTest < ActiveSupport::TestCase
|
||||
include ProviderTestHelper
|
||||
|
||||
PROVIDER_BUFFER = 5.days
|
||||
|
||||
setup do
|
||||
# Ensure a clean slate for deterministic assertions
|
||||
Security::Price.delete_all
|
||||
ExchangeRate.delete_all
|
||||
Trade.delete_all
|
||||
Holding.delete_all
|
||||
Security.delete_all
|
||||
Entry.delete_all
|
||||
|
||||
@provider = mock("provider")
|
||||
Provider::Registry.any_instance
|
||||
.stubs(:get_provider)
|
||||
.with(:synth)
|
||||
.returns(@provider)
|
||||
end
|
||||
|
||||
test "syncs required exchange rates for a foreign-currency account" do
|
||||
family = Family.create!(name: "Smith", currency: "USD")
|
||||
|
||||
account = family.accounts.create!(
|
||||
name: "Chequing",
|
||||
currency: "CAD",
|
||||
balance: 100,
|
||||
accountable: Depository.new
|
||||
)
|
||||
|
||||
# Seed a rate for the first required day so that the syncer only needs the next day forward
|
||||
existing_date = account.start_date
|
||||
ExchangeRate.create!(from_currency: "CAD", to_currency: "USD", date: existing_date, rate: 2.0)
|
||||
|
||||
expected_start_date = (existing_date + 1.day) - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "CAD",
|
||||
to: "USD",
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(from: "CAD", to: "USD", date: existing_date, rate: 1.5)
|
||||
]))
|
||||
|
||||
before = ExchangeRate.count
|
||||
Account::MarketDataSyncer.new(account).sync_market_data
|
||||
after = ExchangeRate.count
|
||||
|
||||
assert_operator after, :>, before, "Should insert at least one new exchange-rate row"
|
||||
end
|
||||
|
||||
test "syncs security prices for securities traded by the account" do
|
||||
family = Family.create!(name: "Smith", currency: "USD")
|
||||
|
||||
account = family.accounts.create!(
|
||||
name: "Brokerage",
|
||||
currency: "USD",
|
||||
balance: 0,
|
||||
accountable: Investment.new
|
||||
)
|
||||
|
||||
security = Security.create!(ticker: "AAPL", exchange_operating_mic: "XNAS")
|
||||
|
||||
trade_date = 10.days.ago.to_date
|
||||
trade = Trade.new(security: security, qty: 1, price: 100, currency: "USD")
|
||||
|
||||
account.entries.create!(
|
||||
name: "Buy AAPL",
|
||||
date: trade_date,
|
||||
amount: 100,
|
||||
currency: "USD",
|
||||
entryable: trade
|
||||
)
|
||||
|
||||
expected_start_date = trade_date - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: security.ticker,
|
||||
exchange_operating_mic: security.exchange_operating_mic,
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(security: security,
|
||||
date: trade_date,
|
||||
price: 100,
|
||||
currency: "USD")
|
||||
]))
|
||||
|
||||
@provider.stubs(:fetch_security_info)
|
||||
.with(symbol: security.ticker, exchange_operating_mic: security.exchange_operating_mic)
|
||||
.returns(provider_success_response(OpenStruct.new(name: "Apple", logo_url: "logo")))
|
||||
|
||||
# Ignore exchange-rate calls for this test
|
||||
@provider.stubs(:fetch_exchange_rates).returns(provider_success_response([]))
|
||||
|
||||
Account::MarketDataSyncer.new(account).sync_market_data
|
||||
|
||||
assert_equal 1, Security::Price.where(security: security, date: trade_date).count
|
||||
end
|
||||
end
|
||||
148
test/models/exchange_rate/syncer_test.rb
Normal file
148
test/models/exchange_rate/syncer_test.rb
Normal file
|
|
@ -0,0 +1,148 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class ExchangeRate::SyncerTest < ActiveSupport::TestCase
|
||||
include ProviderTestHelper
|
||||
|
||||
setup do
|
||||
@provider = mock
|
||||
end
|
||||
|
||||
test "syncs missing rates from provider" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.4),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_rates
|
||||
|
||||
db_rates = ExchangeRate.where(from_currency: "USD", to_currency: "EUR", date: 2.days.ago.to_date..Date.current)
|
||||
.order(:date)
|
||||
|
||||
assert_equal 3, db_rates.count
|
||||
assert_equal 1.3, db_rates[0].rate
|
||||
assert_equal 1.4, db_rates[1].rate
|
||||
assert_equal 1.5, db_rates[2].rate
|
||||
end
|
||||
|
||||
test "syncs diff when some rates already exist" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
# Pre-populate DB with the first two days
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: 3.days.ago.to_date, rate: 1.2)
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: 2.days.ago.to_date, rate: 1.25)
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.3)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(1.day.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_rates
|
||||
|
||||
db_rates = ExchangeRate.order(:date)
|
||||
assert_equal 4, db_rates.count
|
||||
assert_equal [ 1.2, 1.25, 1.3, 1.3 ], db_rates.map(&:rate)
|
||||
end
|
||||
|
||||
test "no provider calls when all rates exist" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
(3.days.ago.to_date..Date.current).each_with_index do |date, idx|
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date:, rate: 1.2 + idx * 0.01)
|
||||
end
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).never
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_provider_rates
|
||||
end
|
||||
|
||||
# A helpful "reset" option for when we need to refresh provider data
|
||||
test "full upsert if clear_cache is true" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
# Seed DB with stale data
|
||||
(2.days.ago.to_date..Date.current).each do |date|
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date:, rate: 1.0)
|
||||
end
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.4),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(2.days.ago.to_date), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current,
|
||||
clear_cache: true
|
||||
).sync_provider_rates
|
||||
|
||||
db_rates = ExchangeRate.where(from_currency: "USD", to_currency: "EUR").order(:date)
|
||||
assert_equal [ 1.3, 1.4, 1.5 ], db_rates.map(&:rate)
|
||||
end
|
||||
|
||||
test "clamps end_date to today when future date is provided" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
future_date = Date.current + 3.days
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.6)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: get_provider_fetch_start_date(Date.current), end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Syncer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: Date.current,
|
||||
end_date: future_date
|
||||
).sync_provider_rates
|
||||
|
||||
assert_equal 1, ExchangeRate.count
|
||||
end
|
||||
|
||||
private
|
||||
def get_provider_fetch_start_date(start_date)
|
||||
# We fetch with a 5 day buffer to account for weekends and holidays
|
||||
start_date - 5.days
|
||||
end
|
||||
end
|
||||
|
|
@ -67,26 +67,4 @@ class ExchangeRateTest < ActiveSupport::TestCase
|
|||
|
||||
assert_nil ExchangeRate.find_or_fetch_rate(from: "USD", to: "EUR", date: Date.current, cache: true)
|
||||
end
|
||||
|
||||
test "upserts rates for currency pair and date range" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
ExchangeRate.create!(date: 1.day.ago.to_date, from_currency: "USD", to_currency: "EUR", rate: 0.9)
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.4),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: 2.days.ago.to_date, end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate.sync_provider_rates(from: "USD", to: "EUR", start_date: 2.days.ago.to_date)
|
||||
|
||||
assert_equal 1.3, ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: Date.current).rate
|
||||
assert_equal 1.4, ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: 1.day.ago.to_date).rate
|
||||
assert_equal 1.5, ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: 2.days.ago.to_date).rate
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -2,70 +2,84 @@ require "test_helper"
|
|||
require "ostruct"
|
||||
|
||||
class MarketDataSyncerTest < ActiveSupport::TestCase
|
||||
include EntriesTestHelper, ProviderTestHelper
|
||||
include ProviderTestHelper
|
||||
|
||||
test "syncs exchange rates with upsert" do
|
||||
empty_db
|
||||
SNAPSHOT_START_DATE = MarketDataSyncer::SNAPSHOT_DAYS.days.ago.to_date
|
||||
PROVIDER_BUFFER = 5.days
|
||||
|
||||
family1 = Family.create!(name: "Family 1", currency: "USD")
|
||||
account1 = family1.accounts.create!(name: "Account 1", currency: "USD", balance: 100, accountable: Depository.new)
|
||||
account2 = family1.accounts.create!(name: "Account 2", currency: "CAD", balance: 100, accountable: Depository.new)
|
||||
setup do
|
||||
Security::Price.delete_all
|
||||
ExchangeRate.delete_all
|
||||
Trade.delete_all
|
||||
Holding.delete_all
|
||||
Security.delete_all
|
||||
|
||||
family2 = Family.create!(name: "Family 2", currency: "EUR")
|
||||
account3 = family2.accounts.create!(name: "Account 3", currency: "EUR", balance: 100, accountable: Depository.new)
|
||||
account4 = family2.accounts.create!(name: "Account 4", currency: "USD", balance: 100, accountable: Depository.new)
|
||||
|
||||
mock_provider = mock
|
||||
Provider::Registry.any_instance.expects(:get_provider).with(:synth).returns(mock_provider).at_least_once
|
||||
|
||||
start_date = 1.month.ago.to_date
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
# Put an existing rate in DB to test upsert
|
||||
ExchangeRate.create!(from_currency: "CAD", to_currency: "USD", date: start_date, rate: 2.0)
|
||||
|
||||
mock_provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "CAD", to: "USD", start_date: start_date, end_date: end_date)
|
||||
.returns(provider_success_response([ OpenStruct.new(from: "CAD", to: "USD", date: start_date, rate: 1.0) ]))
|
||||
|
||||
mock_provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR", start_date: start_date, end_date: end_date)
|
||||
.returns(provider_success_response([ OpenStruct.new(from: "USD", to: "EUR", date: start_date, rate: 1.0) ]))
|
||||
|
||||
assert_difference "ExchangeRate.count", 1 do
|
||||
MarketDataSyncer.new.sync_exchange_rates
|
||||
end
|
||||
|
||||
assert_equal 1.0, ExchangeRate.where(from_currency: "CAD", to_currency: "USD", date: start_date).first.rate
|
||||
@provider = mock("provider")
|
||||
Provider::Registry.any_instance
|
||||
.stubs(:get_provider)
|
||||
.with(:synth)
|
||||
.returns(@provider)
|
||||
end
|
||||
|
||||
test "syncs security prices with upsert" do
|
||||
empty_db
|
||||
test "syncs required exchange rates" do
|
||||
family = Family.create!(name: "Smith", currency: "USD")
|
||||
family.accounts.create!(name: "Chequing",
|
||||
currency: "CAD",
|
||||
balance: 100,
|
||||
accountable: Depository.new)
|
||||
|
||||
aapl = Security.create!(ticker: "AAPL", exchange_operating_mic: "XNAS")
|
||||
# Seed stale rate so only the next missing day is fetched
|
||||
ExchangeRate.create!(from_currency: "CAD",
|
||||
to_currency: "USD",
|
||||
date: SNAPSHOT_START_DATE,
|
||||
rate: 2.0)
|
||||
|
||||
family = Family.create!(name: "Family 1", currency: "USD")
|
||||
account = family.accounts.create!(name: "Account 1", currency: "USD", balance: 100, accountable: Investment.new)
|
||||
expected_start_date = (SNAPSHOT_START_DATE + 1.day) - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
mock_provider = mock
|
||||
Provider::Registry.any_instance.expects(:get_provider).with(:synth).returns(mock_provider).at_least_once
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "CAD",
|
||||
to: "USD",
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(from: "CAD", to: "USD", date: SNAPSHOT_START_DATE, rate: 1.5)
|
||||
]))
|
||||
|
||||
start_date = 1.month.ago.to_date
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
before = ExchangeRate.count
|
||||
MarketDataSyncer.new(mode: :snapshot).sync_exchange_rates
|
||||
after = ExchangeRate.count
|
||||
|
||||
mock_provider.expects(:fetch_security_prices)
|
||||
.with(aapl, start_date: start_date, end_date: end_date)
|
||||
.returns(provider_success_response([ OpenStruct.new(security: aapl, date: start_date, price: 100, currency: "USD") ]))
|
||||
|
||||
assert_difference "Security::Price.count", 1 do
|
||||
MarketDataSyncer.new.sync_prices
|
||||
end
|
||||
assert_operator after, :>, before, "Should insert at least one new exchange-rate row"
|
||||
end
|
||||
|
||||
private
|
||||
def empty_db
|
||||
Invitation.destroy_all
|
||||
Family.destroy_all
|
||||
Security.destroy_all
|
||||
end
|
||||
test "syncs security prices" do
|
||||
security = Security.create!(ticker: "AAPL", exchange_operating_mic: "XNAS")
|
||||
|
||||
expected_start_date = SNAPSHOT_START_DATE - PROVIDER_BUFFER
|
||||
end_date = Date.current.in_time_zone("America/New_York").to_date
|
||||
|
||||
@provider.expects(:fetch_security_prices)
|
||||
.with(symbol: security.ticker,
|
||||
exchange_operating_mic: security.exchange_operating_mic,
|
||||
start_date: expected_start_date,
|
||||
end_date: end_date)
|
||||
.returns(provider_success_response([
|
||||
OpenStruct.new(security: security,
|
||||
date: SNAPSHOT_START_DATE,
|
||||
price: 100,
|
||||
currency: "USD")
|
||||
]))
|
||||
|
||||
@provider.stubs(:fetch_security_info)
|
||||
.with(symbol: "AAPL", exchange_operating_mic: "XNAS")
|
||||
.returns(provider_success_response(OpenStruct.new(name: "Apple", logo_url: "logo")))
|
||||
|
||||
# Ignore exchange rate calls for this test
|
||||
@provider.stubs(:fetch_exchange_rates).returns(provider_success_response([]))
|
||||
|
||||
MarketDataSyncer.new(mode: :snapshot).sync_prices
|
||||
|
||||
assert_equal 1, Security::Price.where(security: security, date: SNAPSHOT_START_DATE).count
|
||||
end
|
||||
end
|
||||
|
|
|
|||
143
test/models/security/price/syncer_test.rb
Normal file
143
test/models/security/price/syncer_test.rb
Normal file
|
|
@ -0,0 +1,143 @@
|
|||
require "test_helper"
|
||||
require "ostruct"
|
||||
|
||||
class Security::Price::SyncerTest < 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::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_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::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_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::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).sync_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::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current,
|
||||
clear_cache: true
|
||||
).sync_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::Syncer.new(
|
||||
security: @security,
|
||||
security_provider: @provider,
|
||||
start_date: Date.current,
|
||||
end_date: future_date
|
||||
).sync_provider_prices
|
||||
|
||||
assert_equal 1, Security::Price.count
|
||||
end
|
||||
|
||||
private
|
||||
def get_provider_fetch_start_date(start_date)
|
||||
start_date - 5.days
|
||||
end
|
||||
end
|
||||
Loading…
Add table
Add a link
Reference in a new issue