Initial public release

tests/test_backfill.py

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+import pytest
+from unittest.mock import AsyncMock
+from hydra.data.models import Candle
+from hydra.data.backfill import Backfiller
+from hydra.data.storage.base import OhlcvStore
+
+
+def make_raw_ohlcv(base_time: int, count: int) -> list:
+    """Return ccxt fetch_ohlcv-style rows: [ts_ms, o, h, l, c, v]."""
+    return [
+        [base_time + i * 60_000, 50000.0, 50100.0, 49900.0, 50050.0, 1.5]
+        for i in range(count)
+    ]
+
+
+@pytest.fixture
+def mock_store():
+    store = AsyncMock(spec=OhlcvStore)
+    store.get_last_time.return_value = None
+    store.save.return_value = None
+    return store
+
+
+async def test_backfill_one_saves_candles(mock_store):
+    fetch_fn = AsyncMock(return_value=make_raw_ohlcv(1_000_000, 5))
+    filler = Backfiller(mock_store)
+    await filler._backfill_one("binance", "BTC/USDT", "1m", fetch_fn=fetch_fn, limit=5)
+
+    mock_store.save.assert_awaited_once()
+    saved: list[Candle] = mock_store.save.call_args[0][0]
+    assert len(saved) == 5
+    assert isinstance(saved[0], Candle)
+    assert saved[0].open_time == 1_000_000
+    assert saved[0].market == "binance"
+    assert saved[0].symbol == "BTC/USDT"
+    assert saved[0].timeframe == "1m"
+    assert saved[0].close_time == 1_000_000 + 60_000 - 1
+
+
+async def test_backfill_one_skips_empty_response(mock_store):
+    fetch_fn = AsyncMock(return_value=[])
+    filler = Backfiller(mock_store)
+    await filler._backfill_one("binance", "BTC/USDT", "1m", fetch_fn=fetch_fn)
+    mock_store.save.assert_not_awaited()
+
+
+async def test_gap_backfill_uses_last_time(mock_store):
+    mock_store.get_last_time.return_value = 1_060_000
+    fetch_fn = AsyncMock(return_value=make_raw_ohlcv(1_060_000, 3))
+    filler = Backfiller(mock_store)
+    await filler.gap_backfill("binance", "BTC/USDT", "1m", fetch_fn=fetch_fn)
+
+    kwargs = fetch_fn.call_args[1]
+    assert kwargs.get("since") == 1_060_000
+
+
+async def test_gap_backfill_fetches_500_when_no_history(mock_store):
+    mock_store.get_last_time.return_value = None
+    fetch_fn = AsyncMock(return_value=make_raw_ohlcv(1_000_000, 500))
+    filler = Backfiller(mock_store)
+    await filler.gap_backfill("binance", "BTC/USDT", "1m", fetch_fn=fetch_fn)
+
+    kwargs = fetch_fn.call_args[1]
+    assert kwargs.get("limit") == 500