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