mirror of
https://github.com/we-promise/sure
synced 2026-04-25 17:15:07 +02:00
Add improvements from security providers to FX providers also (#1445)
* FIX prefer provider rate always - add debugging also * Move logic from securities over * FIXes * Review fixes * Update provided.rb --------- Signed-off-by: soky srm <sokysrm@gmail.com>
This commit is contained in:
soky srm
11
test/fixtures/exchange_rate_pairs.yml
vendored
Normal file
11
test/fixtures/exchange_rate_pairs.yml
vendored
Normal file
@@ -0,0 +1,11 @@
|
||||
eur_gbp:
|
||||
from_currency: EUR
|
||||
to_currency: GBP
|
||||
first_provider_rate_on: <%= 10.years.ago.to_date %>
|
||||
provider_name: twelve_data
|
||||
|
||||
usd_jpy_fresh:
|
||||
from_currency: USD
|
||||
to_currency: JPY
|
||||
first_provider_rate_on:
|
||||
provider_name:
|
||||
@@ -169,6 +169,90 @@ class ExchangeRate::ImporterTest < ActiveSupport::TestCase
|
||||
assert_in_delta (1.0 / 0.85), inverse.rate.to_f, 0.0001
|
||||
end
|
||||
|
||||
test "fresh provider values overwrite stale DB rows within the sync window" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
# Day 1: correct, Day 2: missing (gap), Day 3: stale/wrong, Today: missing.
|
||||
# The gap at day 2 causes effective_start_date = day 2, so the LOCF loop
|
||||
# covers days 2-4. Day 3's stale value should be overwritten by the
|
||||
# provider's fresh value (provider wins over DB).
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: 3.days.ago.to_date, rate: 0.86)
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: 1.day.ago.to_date, rate: 0.9253)
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 0.87),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 0.88),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 0.89)
|
||||
])
|
||||
|
||||
@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::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 3.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
|
||||
db_rates = ExchangeRate.where(from_currency: "USD", to_currency: "EUR").order(:date)
|
||||
assert_equal 4, db_rates.count
|
||||
assert_equal [ 0.86, 0.87, 0.88, 0.89 ], db_rates.map(&:rate)
|
||||
end
|
||||
|
||||
test "backfills missing inverse rates when forward rates already exist" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
# Create forward rates without inverses (simulating pre-inverse-computation data)
|
||||
(2.days.ago.to_date..Date.current).each_with_index do |date, idx|
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: date, rate: 0.85 + idx * 0.01)
|
||||
end
|
||||
|
||||
# All forward rates exist, so no provider call — but inverse backfill should fire
|
||||
@provider.expects(:fetch_exchange_rates).never
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
|
||||
inverse_rates = ExchangeRate.where(from_currency: "EUR", to_currency: "USD").order(:date)
|
||||
assert_equal 3, inverse_rates.count
|
||||
|
||||
inverse_rates.each do |inv|
|
||||
forward = ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: inv.date)
|
||||
assert_in_delta (1.0 / forward.rate.to_f), inv.rate.to_f, 0.0001
|
||||
end
|
||||
end
|
||||
|
||||
test "logs error and imports nothing when provider returns only zero and nil rates" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 0),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: nil),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 0)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).returns(provider_response)
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 2.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
|
||||
assert_equal 0, ExchangeRate.where(from_currency: "USD", to_currency: "EUR").count
|
||||
end
|
||||
|
||||
test "handles rate limit error gracefully" do
|
||||
ExchangeRate.delete_all
|
||||
|
||||
@@ -190,9 +274,222 @@ class ExchangeRate::ImporterTest < ActiveSupport::TestCase
|
||||
assert_equal 0, ExchangeRate.count, "No rates should be imported on rate limit error"
|
||||
end
|
||||
|
||||
# === Clamping tests (Phase 2) ===
|
||||
|
||||
test "advances gapfill start when pair predates provider history" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
# Provider only returns rates starting 5 days ago (simulating limited history).
|
||||
# start_date is 30 days ago — provider can't serve anything before 5 days ago.
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 5.days.ago.to_date, rate: 1.1),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 4.days.ago.to_date, rate: 1.2),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 3.days.ago.to_date, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 2.days.ago.to_date, rate: 1.4),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 1.day.ago.to_date, rate: 1.5),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.6)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).returns(provider_response)
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 30.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
|
||||
forward_rates = ExchangeRate.where(from_currency: "USD", to_currency: "EUR").order(:date)
|
||||
assert_equal 6, forward_rates.count
|
||||
assert_equal 5.days.ago.to_date, forward_rates.first.date
|
||||
|
||||
pair = ExchangeRatePair.find_by(from_currency: "USD", to_currency: "EUR")
|
||||
assert_equal 5.days.ago.to_date, pair.first_provider_rate_on
|
||||
end
|
||||
|
||||
test "pre-coverage fallback picks earliest valid provider row, skipping zero leaders" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 4.days.ago.to_date, rate: 0),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 3.days.ago.to_date, rate: nil),
|
||||
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).returns(provider_response)
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 30.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
|
||||
pair = ExchangeRatePair.find_by(from_currency: "USD", to_currency: "EUR")
|
||||
assert_equal 2.days.ago.to_date, pair.first_provider_rate_on
|
||||
end
|
||||
|
||||
test "first_provider_rate_on is moved earlier when provider extends backward coverage" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
ExchangeRatePair.create!(
|
||||
from_currency: "USD", to_currency: "EUR",
|
||||
first_provider_rate_on: 3.days.ago.to_date,
|
||||
provider_name: Setting.exchange_rate_provider.to_s
|
||||
)
|
||||
|
||||
# Provider now returns an earlier date with clear_cache
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 10.days.ago.to_date, rate: 1.0),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 9.days.ago.to_date, rate: 1.1),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).returns(provider_response)
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 30.days.ago.to_date,
|
||||
end_date: Date.current,
|
||||
clear_cache: true
|
||||
).import_provider_rates
|
||||
|
||||
pair = ExchangeRatePair.find_by!(from_currency: "USD", to_currency: "EUR")
|
||||
assert_equal 10.days.ago.to_date, pair.first_provider_rate_on
|
||||
end
|
||||
|
||||
test "first_provider_rate_on is NOT moved forward when provider shrinks coverage" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
ExchangeRatePair.create!(
|
||||
from_currency: "USD", to_currency: "EUR",
|
||||
first_provider_rate_on: 10.days.ago.to_date,
|
||||
provider_name: Setting.exchange_rate_provider.to_s
|
||||
)
|
||||
|
||||
# Provider now only returns from 3 days ago (shrunk window)
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: 3.days.ago.to_date, rate: 1.3),
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.5)
|
||||
])
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).returns(provider_response)
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 30.days.ago.to_date,
|
||||
end_date: Date.current,
|
||||
clear_cache: true
|
||||
).import_provider_rates
|
||||
|
||||
pair = ExchangeRatePair.find_by!(from_currency: "USD", to_currency: "EUR")
|
||||
assert_equal 10.days.ago.to_date, pair.first_provider_rate_on
|
||||
end
|
||||
|
||||
test "incremental sync on pre-coverage pair skips pre-coverage window" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
clamp_date = 5.days.ago.to_date
|
||||
ExchangeRatePair.create!(
|
||||
from_currency: "USD", to_currency: "EUR",
|
||||
first_provider_rate_on: clamp_date,
|
||||
provider_name: Setting.exchange_rate_provider.to_s
|
||||
)
|
||||
|
||||
# Seed DB with rates from clamp to yesterday
|
||||
(clamp_date..1.day.ago.to_date).each_with_index do |date, idx|
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: date, rate: 1.0 + idx * 0.01)
|
||||
end
|
||||
|
||||
# Provider returns today's rate
|
||||
provider_response = provider_success_response([
|
||||
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(Date.current),
|
||||
end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 30.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
|
||||
assert_equal 1.5, ExchangeRate.find_by(from_currency: "USD", to_currency: "EUR", date: Date.current).rate
|
||||
end
|
||||
|
||||
test "skips provider call when all rates exist in clamped range" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
clamp_date = 3.days.ago.to_date
|
||||
ExchangeRatePair.create!(
|
||||
from_currency: "USD", to_currency: "EUR",
|
||||
first_provider_rate_on: clamp_date,
|
||||
provider_name: Setting.exchange_rate_provider.to_s
|
||||
)
|
||||
|
||||
(clamp_date..Date.current).each_with_index do |date, idx|
|
||||
ExchangeRate.create!(from_currency: "USD", to_currency: "EUR", date: date, rate: 1.0 + idx * 0.01)
|
||||
end
|
||||
|
||||
@provider.expects(:fetch_exchange_rates).never
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 30.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
end
|
||||
|
||||
test "clamps provider fetch to max_history_days when provider exposes limit" do
|
||||
ExchangeRate.delete_all
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
@provider.stubs(:max_history_days).returns(10)
|
||||
|
||||
provider_response = provider_success_response([
|
||||
OpenStruct.new(from: "USD", to: "EUR", date: Date.current, rate: 1.5)
|
||||
])
|
||||
|
||||
expected_start = Date.current - 10.days
|
||||
@provider.expects(:fetch_exchange_rates)
|
||||
.with(from: "USD", to: "EUR",
|
||||
start_date: expected_start,
|
||||
end_date: Date.current)
|
||||
.returns(provider_response)
|
||||
|
||||
ExchangeRate::Importer.new(
|
||||
exchange_rate_provider: @provider,
|
||||
from: "USD",
|
||||
to: "EUR",
|
||||
start_date: 60.days.ago.to_date,
|
||||
end_date: Date.current
|
||||
).import_provider_rates
|
||||
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
|
||||
start_date - ExchangeRate::Importer::PROVISIONAL_LOOKBACK_DAYS.days
|
||||
end
|
||||
end
|
||||
|
||||
78
test/models/exchange_rate_pair_test.rb
Normal file
78
test/models/exchange_rate_pair_test.rb
Normal file
@@ -0,0 +1,78 @@
|
||||
require "test_helper"
|
||||
|
||||
class ExchangeRatePairTest < ActiveSupport::TestCase
|
||||
test "for_pair creates a new pair if none exists" do
|
||||
ExchangeRatePair.delete_all
|
||||
pair = ExchangeRatePair.for_pair(from: "USD", to: "EUR")
|
||||
|
||||
assert_equal "USD", pair.from_currency
|
||||
assert_equal "EUR", pair.to_currency
|
||||
assert_nil pair.first_provider_rate_on
|
||||
end
|
||||
|
||||
test "for_pair returns existing pair idempotently" do
|
||||
ExchangeRatePair.delete_all
|
||||
pair1 = ExchangeRatePair.for_pair(from: "USD", to: "EUR")
|
||||
pair2 = ExchangeRatePair.for_pair(from: "USD", to: "EUR")
|
||||
|
||||
assert_equal pair1.id, pair2.id
|
||||
end
|
||||
|
||||
test "for_pair auto-resets clamp when provider changes" do
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
original_provider = Setting.exchange_rate_provider
|
||||
begin
|
||||
Setting.exchange_rate_provider = "twelve_data"
|
||||
ExchangeRatePair.create!(
|
||||
from_currency: "USD",
|
||||
to_currency: "EUR",
|
||||
first_provider_rate_on: 1.year.ago.to_date,
|
||||
provider_name: "twelve_data"
|
||||
)
|
||||
|
||||
Setting.exchange_rate_provider = "yahoo_finance"
|
||||
refreshed = ExchangeRatePair.for_pair(from: "USD", to: "EUR")
|
||||
|
||||
assert_nil refreshed.first_provider_rate_on
|
||||
assert_equal "yahoo_finance", refreshed.provider_name
|
||||
ensure
|
||||
Setting.exchange_rate_provider = original_provider
|
||||
end
|
||||
end
|
||||
|
||||
test "record_first_provider_rate_on sets date on NULL" do
|
||||
ExchangeRatePair.delete_all
|
||||
ExchangeRatePair.for_pair(from: "USD", to: "EUR")
|
||||
|
||||
ExchangeRatePair.record_first_provider_rate_on(from: "USD", to: "EUR", date: 6.months.ago.to_date)
|
||||
|
||||
pair = ExchangeRatePair.find_by!(from_currency: "USD", to_currency: "EUR")
|
||||
assert_equal 6.months.ago.to_date, pair.first_provider_rate_on
|
||||
end
|
||||
|
||||
test "record_first_provider_rate_on moves earlier but not forward" do
|
||||
ExchangeRatePair.delete_all
|
||||
|
||||
original_provider = Setting.exchange_rate_provider
|
||||
begin
|
||||
Setting.exchange_rate_provider = "twelve_data"
|
||||
ExchangeRatePair.create!(
|
||||
from_currency: "USD",
|
||||
to_currency: "EUR",
|
||||
first_provider_rate_on: 6.months.ago.to_date,
|
||||
provider_name: "twelve_data"
|
||||
)
|
||||
|
||||
ExchangeRatePair.record_first_provider_rate_on(from: "USD", to: "EUR", date: 1.year.ago.to_date)
|
||||
pair = ExchangeRatePair.find_by!(from_currency: "USD", to_currency: "EUR")
|
||||
assert_equal 1.year.ago.to_date, pair.first_provider_rate_on
|
||||
|
||||
ExchangeRatePair.record_first_provider_rate_on(from: "USD", to: "EUR", date: 3.months.ago.to_date)
|
||||
pair.reload
|
||||
assert_equal 1.year.ago.to_date, pair.first_provider_rate_on
|
||||
ensure
|
||||
Setting.exchange_rate_provider = original_provider
|
||||
end
|
||||
end
|
||||
end
|
||||
Reference in New Issue
Block a user