Files
sure/test/models/security/price/importer_test.rb
soky srm 0aca297e9c Add binance security provider for crypto (#1424)
* Binance as securities provider

* Disable twelve data crypto results

* Add logo support and new currency pairs

* FIX importer fallback

* Add price clamping and optiimize retrieval

* Review

* Update adding-a-securities-provider.md

* day gap miss fix

* New fixes

* Brandfetch doesn't support crypto. add new CDN

* Update _investment_performance.html.erb
2026-04-10 15:43:22 +02:00

659 lines
27 KiB
Ruby

require "test_helper"
require "ostruct"
class Security::Price::ImporterTest < 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::Importer.new(
security: @security,
security_provider: @provider,
start_date: 2.days.ago.to_date,
end_date: Date.current
).import_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::Importer.new(
security: @security,
security_provider: @provider,
start_date: 3.days.ago.to_date,
end_date: Date.current
).import_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::Importer.new(
security: @security,
security_provider: @provider,
start_date: 3.days.ago.to_date,
end_date: Date.current
).import_provider_prices
end
test "writes post-listing prices when holding predates provider history" do
# Regression: a 2018-06-15 trade for a pair the provider only has from
# 2020-01-03 onwards (e.g. BTCEUR on Binance) used to hit the
# `return 0` bail in start_price_value and write zero rows for the
# entire range. The fallback now advances fill_start_date to the
# earliest provider date and writes all post-listing prices.
Security::Price.delete_all
start_date = Date.parse("2018-06-15")
listing = Date.parse("2020-01-03")
end_date = listing + 2.days
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: listing, price: 6568, currency: "EUR"),
OpenStruct.new(security: @security, date: listing + 1.day, price: 6700, currency: "EUR"),
OpenStruct.new(security: @security, date: listing + 2.days, price: 6800, currency: "EUR")
])
@provider.expects(:fetch_security_prices)
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
.returns(provider_response)
upserted = Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: start_date,
end_date: end_date
).import_provider_prices
db_prices = Security::Price.where(security: @security).order(:date)
# Post-listing rows are all written
assert_equal 3, db_prices.count
assert_equal [ listing, listing + 1.day, listing + 2.days ], db_prices.map(&:date)
assert_equal [ 6568, 6700, 6800 ], db_prices.map { |p| p.price.to_i }
assert db_prices.all? { |p| p.currency == "EUR" }
# Pre-listing gap is intentionally empty — no rows written before the
# earliest available provider price.
assert_equal 0, Security::Price.where(security: @security).where("date < ?", listing).count
assert_equal 3, upserted
# The earliest-available date is persisted on the Security so the next
# sync can short-circuit via all_prices_exist? instead of re-iterating
# the full (start_date..end_date) range every run.
assert_equal listing, @security.reload.first_provider_price_on
end
test "pre-listing fallback picks earliest VALID provider row, skipping nil/zero leaders" do
# Regression: if the provider returns a row with a nil/zero price as its
# earliest entry (e.g. a listing-day or halted-day placeholder), the
# fallback used to bail with MissingStartPriceError and drop every later
# valid row. It must now skip past invalid leaders and anchor on the
# earliest positive-price row instead.
Security::Price.delete_all
start_date = Date.parse("2018-06-15")
listing = Date.parse("2020-01-03")
end_date = listing + 3.days
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: listing, price: 0, currency: "EUR"),
OpenStruct.new(security: @security, date: listing + 1.day, price: nil, currency: "EUR"),
OpenStruct.new(security: @security, date: listing + 2.days, price: 6700, currency: "EUR"),
OpenStruct.new(security: @security, date: listing + 3.days, price: 6800, currency: "EUR")
])
@provider.expects(:fetch_security_prices)
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
.returns(provider_response)
upserted = Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: start_date,
end_date: end_date
).import_provider_prices
# 2 valid provider rows + LOCF for each of the 2 invalid dates before them
# would ALSO get skipped entirely since fill_start_date advances past them
# (honest gap before earliest VALID date).
db_prices = Security::Price.where(security: @security).order(:date)
assert_equal 2, db_prices.count
assert_equal [ listing + 2.days, listing + 3.days ], db_prices.map(&:date)
assert_equal [ 6700, 6800 ], db_prices.map { |p| p.price.to_i }
assert_equal 2, upserted
assert_equal listing + 2.days, @security.reload.first_provider_price_on
end
test "first_provider_price_on is moved earlier when provider extends backward coverage" do
# Regression: a previous sync captured first_provider_price_on = 2024-10-01
# (e.g. provider only had limited history then). The provider has now
# backfilled earlier data. A clear_cache sync should detect the new
# earlier date and update the column so subsequent non-clear_cache
# syncs use the correct wider clamp.
Security::Price.delete_all
@security.update!(first_provider_price_on: Date.parse("2024-10-01"))
start_date = Date.parse("2018-06-15")
earlier = Date.parse("2020-01-03")
end_date = earlier + 2.days
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: earlier, price: 6568, currency: "EUR"),
OpenStruct.new(security: @security, date: earlier + 1.day, price: 6700, currency: "EUR"),
OpenStruct.new(security: @security, date: earlier + 2.days, price: 6800, currency: "EUR")
])
@provider.expects(:fetch_security_prices)
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
.returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: start_date,
end_date: end_date,
clear_cache: true
).import_provider_prices
assert_equal earlier, @security.reload.first_provider_price_on
end
test "first_provider_price_on is NOT moved forward when provider shrinks coverage" do
# Provider previously had data back to 2020-01-03, which we captured.
# A later clear_cache sync discovers the provider can now only serve
# from 2022-06-01 (e.g. free tier shrunk). We must NOT move the column
# forward, since that would silently hide older rows already in the DB.
Security::Price.delete_all
@security.update!(first_provider_price_on: Date.parse("2020-01-03"))
start_date = Date.parse("2018-06-15")
later = Date.parse("2022-06-01")
end_date = later + 2.days
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: later, price: 20000, currency: "EUR"),
OpenStruct.new(security: @security, date: later + 1.day, price: 20500, currency: "EUR"),
OpenStruct.new(security: @security, date: later + 2.days, price: 21000, currency: "EUR")
])
@provider.expects(:fetch_security_prices)
.with(symbol: @security.ticker, exchange_operating_mic: @security.exchange_operating_mic,
start_date: get_provider_fetch_start_date(start_date), end_date: end_date)
.returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: start_date,
end_date: end_date,
clear_cache: true
).import_provider_prices
# Column stays at the earlier stored value — shrink is ignored.
assert_equal Date.parse("2020-01-03"), @security.reload.first_provider_price_on
end
test "incremental sync on pre-listing holding does NOT re-fetch pre-listing window" do
# Regression: when first_provider_price_on was set but a new day was
# missing (typical daily sync), effective_start_date iterated from the
# original (unclamped) start_date and immediately found the pre-listing
# date missing. That caused the provider to be called with the full
# pre-listing start_date every sync AND the gap-fill loop to re-upsert
# every row from listing..end_date. The clamp must shrink the iteration
# window to (first_provider_price_on..end_date).
Security::Price.delete_all
travel_to Date.parse("2024-06-01") do
listing = Date.parse("2024-05-25")
start_date = Date.parse("2018-06-15")
end_date = Date.current
@security.update!(first_provider_price_on: listing)
(listing..(end_date - 1.day)).each do |d|
Security::Price.create!(security: @security, date: d, price: 6568, currency: "EUR")
end
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: end_date, price: 70_000, currency: "EUR")
])
# After fix: provider is called with start_date = clamped_start_date - 7 days,
# NOT with the original pre-listing start_date - 7 days (= 2018-06-08).
@provider.expects(:fetch_security_prices)
.with(
symbol: @security.ticker,
exchange_operating_mic: @security.exchange_operating_mic,
start_date: end_date - Security::Price::Importer::PROVISIONAL_LOOKBACK_DAYS.days,
end_date: end_date
)
.returns(provider_response)
upserted = Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: start_date,
end_date: end_date
).import_provider_prices
# Only today's row is upserted — not the full (listing..end_date) range.
assert_equal 1, upserted
end
end
test "skips re-sync for pre-listing holding once first_provider_price_on is set" do
# Previous sync already advanced the clamp and wrote all post-listing
# prices. The next sync should see all_prices_exist? return true (because
# expected_count is clamped to [first_provider_price_on, end_date]) and
# never call the provider.
Security::Price.delete_all
listing = Date.parse("2020-01-03")
end_date = listing + 2.days
@security.update!(first_provider_price_on: listing)
(listing..end_date).each do |date|
Security::Price.create!(security: @security, date: date, price: 6568, currency: "EUR")
end
@provider.expects(:fetch_security_prices).never
result = Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: Date.parse("2018-06-15"),
end_date: end_date
).import_provider_prices
assert_equal 0, result
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::Importer.new(
security: @security,
security_provider: @provider,
start_date: 2.days.ago.to_date,
end_date: Date.current,
clear_cache: true
).import_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::Importer.new(
security: @security,
security_provider: @provider,
start_date: Date.current,
end_date: future_date
).import_provider_prices
assert_equal 1, Security::Price.count
end
test "marks prices as not provisional when from provider" do
Security::Price.delete_all
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 150, currency: "USD"),
OpenStruct.new(security: @security, date: Date.current, price: 155, 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::Importer.new(
security: @security,
security_provider: @provider,
start_date: 1.day.ago.to_date,
end_date: Date.current
).import_provider_prices
db_prices = Security::Price.where(security: @security).order(:date)
assert db_prices.all? { |p| p.provisional == false }, "All prices from provider should not be provisional"
end
test "marks gap-filled weekend prices as provisional" do
Security::Price.delete_all
# Find a recent Saturday
saturday = Date.current
saturday -= 1.day until saturday.saturday?
friday = saturday - 1.day
# Provider only returns Friday's price, not Saturday
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: friday, 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(friday), end_date: saturday)
.returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: friday,
end_date: saturday
).import_provider_prices
saturday_price = Security::Price.find_by(security: @security, date: saturday)
# Weekend gap-filled prices are now provisional so they can be fixed
# via cascade when the next weekday sync fetches the correct Friday price
assert saturday_price.provisional, "Weekend gap-filled price should be provisional"
end
test "marks gap-filled recent weekday prices as provisional" do
Security::Price.delete_all
# Find a recent weekday that's not today
weekday = 1.day.ago.to_date
weekday -= 1.day while weekday.saturday? || weekday.sunday?
# Start from 2 days before the weekday
start_date = weekday - 1.day
start_date -= 1.day while start_date.saturday? || start_date.sunday?
# Provider only returns start_date price, not the weekday
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: start_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(start_date), end_date: weekday)
.returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: start_date,
end_date: weekday
).import_provider_prices
weekday_price = Security::Price.find_by(security: @security, date: weekday)
# Only recent weekdays should be provisional
if weekday >= 3.days.ago.to_date
assert weekday_price.provisional, "Gap-filled recent weekday price should be provisional"
else
assert_not weekday_price.provisional, "Gap-filled old weekday price should not be provisional"
end
end
test "retries fetch when refetchable provisional prices exist" do
Security::Price.delete_all
# Skip if today is a weekend
return if Date.current.saturday? || Date.current.sunday?
# Pre-populate with provisional price for today
Security::Price.create!(
security: @security,
date: Date.current,
price: 100,
currency: "USD",
provisional: true
)
# Provider now returns today's actual price
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::Importer.new(
security: @security,
security_provider: @provider,
start_date: Date.current,
end_date: Date.current
).import_provider_prices
db_price = Security::Price.find_by(security: @security, date: Date.current)
assert_equal 165, db_price.price, "Price should be updated from provider"
assert_not db_price.provisional, "Price should no longer be provisional after provider returns real price"
end
test "skips fetch when all prices are non-provisional" do
Security::Price.delete_all
# Create non-provisional prices for the range
(3.days.ago.to_date..Date.current).each_with_index do |date, idx|
Security::Price.create!(security: @security, date: date, price: 100 + idx, currency: "USD", provisional: false)
end
@provider.expects(:fetch_security_prices).never
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: 3.days.ago.to_date,
end_date: Date.current
).import_provider_prices
end
test "does not mark old gap-filled prices as provisional" do
Security::Price.delete_all
# Use dates older than the lookback window
old_date = 10.days.ago.to_date
old_date -= 1.day while old_date.saturday? || old_date.sunday?
start_date = old_date - 1.day
start_date -= 1.day while start_date.saturday? || start_date.sunday?
# Provider only returns start_date price
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: start_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(start_date), end_date: old_date)
.returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: start_date,
end_date: old_date
).import_provider_prices
old_price = Security::Price.find_by(security: @security, date: old_date)
assert_not old_price.provisional, "Old gap-filled price should not be provisional"
end
test "provisional weekend prices get fixed via cascade from Friday" do
Security::Price.delete_all
# Find a recent Monday
monday = Date.current
monday += 1.day until monday.monday?
friday = monday - 3.days
saturday = monday - 2.days
sunday = monday - 1.day
travel_to monday do
# Create provisional weekend prices with WRONG values (simulating stale data)
Security::Price.create!(security: @security, date: saturday, price: 50, currency: "USD", provisional: true)
Security::Price.create!(security: @security, date: sunday, price: 50, currency: "USD", provisional: true)
# Provider returns Friday and Monday prices, but NOT weekend (markets closed)
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: friday, price: 150, currency: "USD"),
OpenStruct.new(security: @security, date: monday, price: 155, currency: "USD")
])
@provider.expects(:fetch_security_prices).returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: friday,
end_date: monday
).import_provider_prices
# Friday should have real price from provider
friday_price = Security::Price.find_by(security: @security, date: friday)
assert_equal 150, friday_price.price
assert_not friday_price.provisional, "Friday should not be provisional (real price)"
# Saturday should be gap-filled from Friday (150), not old wrong value (50)
saturday_price = Security::Price.find_by(security: @security, date: saturday)
assert_equal 150, saturday_price.price, "Saturday should use Friday's price via cascade"
assert saturday_price.provisional, "Saturday should be provisional (gap-filled)"
# Sunday should be gap-filled from Saturday (150)
sunday_price = Security::Price.find_by(security: @security, date: sunday)
assert_equal 150, sunday_price.price, "Sunday should use Friday's price via cascade"
assert sunday_price.provisional, "Sunday should be provisional (gap-filled)"
# Monday should have real price from provider
monday_price = Security::Price.find_by(security: @security, date: monday)
assert_equal 155, monday_price.price
assert_not monday_price.provisional, "Monday should not be provisional (real price)"
end
end
test "uses recent prices for gap-fill when effective_start_date skips old dates" do
Security::Price.delete_all
# Use travel_to to ensure we're on a weekday for consistent test behavior
# Find the next weekday if today is a weekend
test_date = Date.current
test_date += 1.day while test_date.saturday? || test_date.sunday?
travel_to test_date do
# Simulate: old price exists from first trade date (30 days ago) with STALE value
old_date = 30.days.ago.to_date
stale_price = 50
# Fully populate DB from old_date through yesterday so effective_start_date = today
# Use stale price for old dates, then recent price for recent dates
(old_date..1.day.ago.to_date).each do |date|
# Use stale price for dates older than lookback window, recent price for recent dates
price = date < 7.days.ago.to_date ? stale_price : 150
Security::Price.create!(security: @security, date: date, price: price, currency: "USD")
end
# Provider returns yesterday's price (155) - DIFFERENT from DB (150) to prove we use provider
# Provider does NOT return today (simulating market closed)
provider_response = provider_success_response([
OpenStruct.new(security: @security, date: 1.day.ago.to_date, price: 155, currency: "USD")
])
@provider.expects(:fetch_security_prices).returns(provider_response)
Security::Price::Importer.new(
security: @security,
security_provider: @provider,
start_date: old_date,
end_date: Date.current
).import_provider_prices
today_price = Security::Price.find_by(security: @security, date: Date.current)
# effective_start_date should be today (only missing date)
# start_price_value should use provider's yesterday (155), not stale old DB price (50)
# Today should gap-fill from that recent price
assert_equal 155, today_price.price, "Gap-fill should use recent provider price, not stale old price"
# Should be provisional since gap-filled for recent weekday
assert today_price.provisional, "Current weekday gap-filled price should be provisional"
end
end
private
def get_provider_fetch_start_date(start_date)
start_date - Security::Price::Importer::PROVISIONAL_LOOKBACK_DAYS.days
end
end