mirror of
https://github.com/TauricResearch/TradingAgents.git
synced 2026-08-01 19:34:24 +03:00
fix(dataflows): refresh the same-day OHLCV cache
- the per-day cache was reused unconditionally, so a run started before the day's bar was final served that snapshot to every later run, feeding a stale close into technical analysis - a present row is not sufficient either, since Yahoo publishes a partial intraday candle; a TTL now governs every current-day cache while historical caches stay immutable #1150
This commit is contained in:
109
tests/test_ohlcv_cache_freshness.py
Normal file
109
tests/test_ohlcv_cache_freshness.py
Normal file
@@ -0,0 +1,109 @@
|
||||
"""Same-day OHLCV cache must not serve a stale snapshot all day (#1150).
|
||||
|
||||
The cache file is keyed per day, so a run started before the day's bar was final
|
||||
would be reused by every later run, feeding a stale close into technical
|
||||
analysis. Two cases matter for a current-day request: the bar may be missing, or
|
||||
present but still in progress (Yahoo publishes a partial daily candle intraday).
|
||||
Refresh is bounded by a TTL so repeated runs cannot hammer the vendor.
|
||||
"""
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import time
|
||||
|
||||
import pandas as pd
|
||||
import pytest
|
||||
|
||||
import tradingagents.dataflows.stockstats_utils as su
|
||||
|
||||
TODAY = pd.Timestamp("2026-07-18")
|
||||
STALE = su.OHLCV_CACHE_TTL_SECONDS + 60
|
||||
|
||||
|
||||
def _write(tmp_path, name="cache.csv", age_seconds=0.0, last_date="2026-07-17"):
|
||||
f = tmp_path / name
|
||||
pd.DataFrame({"Date": [last_date], "Close": [1.0]}).to_csv(f, index=False)
|
||||
if age_seconds:
|
||||
old = time.time() - age_seconds
|
||||
os.utime(f, (old, old))
|
||||
return str(f)
|
||||
|
||||
|
||||
@pytest.mark.unit
|
||||
def test_current_day_cache_past_ttl_is_refreshed(tmp_path):
|
||||
# Bar missing (rows stop at yesterday) and file older than the TTL -> refetch.
|
||||
assert su._needs_same_day_refresh(_write(tmp_path, age_seconds=STALE), TODAY, TODAY) is True
|
||||
|
||||
|
||||
@pytest.mark.unit
|
||||
def test_partial_current_day_bar_is_still_refreshed(tmp_path):
|
||||
# Today's row is present but may be an in-progress candle whose Close is not
|
||||
# the closing price. Row inspection can't distinguish it, so the TTL governs.
|
||||
f = _write(tmp_path, age_seconds=STALE, last_date="2026-07-18")
|
||||
assert su._needs_same_day_refresh(f, TODAY, TODAY) is True
|
||||
|
||||
|
||||
@pytest.mark.unit
|
||||
def test_recent_cache_is_not_refetched(tmp_path):
|
||||
# Written moments ago: don't hammer the vendor (weekend/holiday guard).
|
||||
assert su._needs_same_day_refresh(_write(tmp_path), TODAY, TODAY) is False
|
||||
|
||||
|
||||
@pytest.mark.unit
|
||||
def test_historical_request_always_uses_cache(tmp_path):
|
||||
# Past dates are immutable: never refetch, however old the file is.
|
||||
past = pd.Timestamp("2026-05-01")
|
||||
f = _write(tmp_path, age_seconds=STALE, last_date="2026-04-30")
|
||||
assert su._needs_same_day_refresh(f, past, TODAY) is False
|
||||
|
||||
|
||||
@pytest.mark.unit
|
||||
def test_load_ohlcv_refetches_stale_same_day_cache(tmp_path, monkeypatch):
|
||||
"""End-to-end: the helper is actually wired into load_ohlcv's cache branch.
|
||||
|
||||
Without this, the unit tests above would still pass if the helper were never
|
||||
called from the real code path.
|
||||
"""
|
||||
monkeypatch.setattr(su, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
|
||||
monkeypatch.setattr(su.pd.Timestamp, "today", staticmethod(lambda: TODAY))
|
||||
|
||||
# Pre-seed the cache file load_ohlcv will look for, aged past the TTL.
|
||||
start = (TODAY - pd.DateOffset(years=5)).strftime("%Y-%m-%d")
|
||||
end = (TODAY + pd.Timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
cache_file = tmp_path / f"AAPL-YFin-data-{start}-{end}.csv"
|
||||
pd.DataFrame({"Date": ["2026-07-17"], "Close": [100.0]}).to_csv(cache_file, index=False)
|
||||
old = time.time() - STALE
|
||||
os.utime(cache_file, (old, old))
|
||||
|
||||
calls = []
|
||||
|
||||
def _fake_download(*a, **k):
|
||||
calls.append(1)
|
||||
return pd.DataFrame(
|
||||
{"Date": pd.to_datetime(["2026-07-17", "2026-07-18"]), "Close": [100.0, 222.0]}
|
||||
).set_index("Date")
|
||||
|
||||
monkeypatch.setattr(su.yf, "download", _fake_download)
|
||||
|
||||
out = su.load_ohlcv("AAPL", TODAY.strftime("%Y-%m-%d"))
|
||||
|
||||
assert calls, "stale same-day cache must trigger a refetch"
|
||||
assert 222.0 in out["Close"].values, "refreshed close must reach the caller"
|
||||
|
||||
|
||||
@pytest.mark.unit
|
||||
def test_load_ohlcv_reuses_fresh_same_day_cache(tmp_path, monkeypatch):
|
||||
# Mirror image: a fresh cache must NOT trigger a download.
|
||||
monkeypatch.setattr(su, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
|
||||
monkeypatch.setattr(su.pd.Timestamp, "today", staticmethod(lambda: TODAY))
|
||||
|
||||
start = (TODAY - pd.DateOffset(years=5)).strftime("%Y-%m-%d")
|
||||
end = (TODAY + pd.Timedelta(days=1)).strftime("%Y-%m-%d")
|
||||
cache_file = tmp_path / f"AAPL-YFin-data-{start}-{end}.csv"
|
||||
pd.DataFrame({"Date": ["2026-07-18"], "Close": [100.0]}).to_csv(cache_file, index=False)
|
||||
|
||||
def _fail_download(*a, **k):
|
||||
raise AssertionError("fresh cache must not refetch")
|
||||
|
||||
monkeypatch.setattr(su.yf, "download", _fail_download)
|
||||
su.load_ohlcv("AAPL", TODAY.strftime("%Y-%m-%d"))
|
||||
@@ -19,6 +19,12 @@ logger = logging.getLogger(__name__)
|
||||
# enough to catch the year-old frames yfinance occasionally returns (#1021).
|
||||
MAX_OHLCV_STALE_DAYS = 10
|
||||
|
||||
# How long a same-day cache that does not yet reach the requested day may be
|
||||
# reused before it is refetched (#1150). Short enough that an intraday run picks
|
||||
# up today's close soon after it publishes, long enough that a day with no bar
|
||||
# at all (weekend, holiday) cannot trigger a download on every call.
|
||||
OHLCV_CACHE_TTL_SECONDS = 900
|
||||
|
||||
|
||||
def yf_retry(func, max_retries=3, base_delay=2.0):
|
||||
"""Execute a yfinance call with exponential backoff on rate limits.
|
||||
@@ -122,6 +128,23 @@ def _assert_ohlcv_not_stale(
|
||||
)
|
||||
|
||||
|
||||
def _needs_same_day_refresh(data_file, curr_date_dt, today_date) -> bool:
|
||||
"""Whether a cached frame must be refetched to reflect the requested day.
|
||||
|
||||
The cache file is keyed per day, so without this a run started before the
|
||||
day's bar was final keeps serving that snapshot to every later run (#1150).
|
||||
Two distinct staleness cases exist for a current-day request: the bar may be
|
||||
missing entirely, or present but still in progress — Yahoo publishes a
|
||||
partial daily candle during market hours, whose ``Close`` is not the closing
|
||||
price. Row inspection cannot tell a partial bar from a final one, so the TTL
|
||||
governs every current-day cache. Historical requests always reuse the cache,
|
||||
since those rows are immutable.
|
||||
"""
|
||||
if curr_date_dt.date() < today_date.date():
|
||||
return False
|
||||
return time.time() - os.path.getmtime(data_file) > OHLCV_CACHE_TTL_SECONDS
|
||||
|
||||
|
||||
def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
|
||||
"""Fetch OHLCV data with caching, filtered to prevent look-ahead bias.
|
||||
|
||||
@@ -159,7 +182,13 @@ def load_ohlcv(symbol: str, curr_date: str) -> pd.DataFrame:
|
||||
data = None
|
||||
if os.path.exists(data_file):
|
||||
cached = pd.read_csv(data_file, on_bad_lines="skip", encoding="utf-8")
|
||||
if not cached.empty and "Close" in cached.columns:
|
||||
# Serve the cache only when it is usable and not a stale snapshot of the
|
||||
# day being requested (#1150); otherwise fall through and refetch.
|
||||
if (
|
||||
not cached.empty
|
||||
and "Close" in cached.columns
|
||||
and not _needs_same_day_refresh(data_file, curr_date_dt, today_date)
|
||||
):
|
||||
data = cached
|
||||
|
||||
if data is None:
|
||||
|
||||
Reference in New Issue
Block a user