mirror of
https://github.com/TauricResearch/TradingAgents.git
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Yijia-Xiao
6097b582d9
- vendors/yahoo: ohlcv (loader and cache), market (prices, indicators), fundamentals (profile, statements, insider), news, snapshot - vendors/alpha_vantage is a package; sec_edgar, fred, polymarket, reddit and stocktwits sit beside it - the one-method StockstatsUtils class is a function; the duplicate Yahoo host constant is gone - tests are named after the modules they cover: test_ohlcv_date_column, test_yahoo_snapshot, and the ohlcv and snapshot aliases
112 lines
4.3 KiB
Python
112 lines
4.3 KiB
Python
"""The OHLCV cache: one file per symbol, fresh only on the day it was written.
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A current-day request also refetches past a TTL, so a run started before the
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day's bar was final is not served that snapshot all day (#1150). Keying the file
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by symbol rather than by day keeps the cache from growing a file per symbol per
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day (#1330).
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"""
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from __future__ import annotations
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import os
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import pandas as pd
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import pytest
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from tradingagents.dataflows.vendors.yahoo import ohlcv
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NOW = pd.Timestamp("2026-07-18 12:00")
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STALE = ohlcv.OHLCV_CACHE_TTL_SECONDS + 60
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def _stamp(path, ts):
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"""Set ``path``'s mtime to the wall-clock ``ts``, read back in local time as
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the cache does. A naive ``pd.Timestamp.timestamp()`` would be taken as UTC."""
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t = ts.to_pydatetime().timestamp()
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os.utime(path, (t, t))
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def _write(tmp_path, name="AAPL-YFin-data.csv", age_seconds=0.0, last_date="2026-07-17"):
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f = tmp_path / name
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pd.DataFrame({"Date": [last_date], "Close": [100.0]}).to_csv(f, index=False)
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_stamp(f, NOW - pd.Timedelta(seconds=age_seconds))
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return f
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def _load(tmp_path, monkeypatch, curr_date, download):
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monkeypatch.setattr(ohlcv, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
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monkeypatch.setattr(ohlcv.pd.Timestamp, "today", staticmethod(lambda: NOW))
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monkeypatch.setattr(ohlcv.yf, "download", download)
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return ohlcv.load_ohlcv("AAPL", curr_date)
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def _fail_download(*a, **k):
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raise AssertionError("fresh cache must not refetch")
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@pytest.mark.unit
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def test_current_day_cache_past_ttl_is_not_fresh(tmp_path):
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# Today's bar missing or still in progress: row inspection can't tell, so the TTL governs.
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assert ohlcv._cache_is_fresh(_write(tmp_path, age_seconds=STALE), NOW.normalize(), NOW) is False
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f = _write(tmp_path, age_seconds=STALE, last_date="2026-07-18")
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assert ohlcv._cache_is_fresh(f, NOW.normalize(), NOW) is False
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@pytest.mark.unit
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def test_recent_cache_is_fresh(tmp_path):
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# Written moments ago: don't hammer the vendor (weekend/holiday guard).
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assert ohlcv._cache_is_fresh(_write(tmp_path), NOW.normalize(), NOW) is True
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@pytest.mark.unit
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def test_historical_request_uses_todays_cache_past_the_ttl(tmp_path):
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f = _write(tmp_path, age_seconds=STALE, last_date="2026-04-30")
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assert ohlcv._cache_is_fresh(f, pd.Timestamp("2026-05-01"), NOW) is True
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@pytest.mark.unit
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def test_a_download_from_an_earlier_day_is_not_fresh(tmp_path):
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f = _write(tmp_path, age_seconds=13 * 3600) # yesterday 23:00
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assert ohlcv._cache_is_fresh(f, pd.Timestamp("2026-05-01"), NOW) is False
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@pytest.mark.unit
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def test_load_ohlcv_refetches_stale_same_day_cache(tmp_path, monkeypatch):
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"""End-to-end: the freshness check is wired into load_ohlcv's cache branch."""
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_write(tmp_path, age_seconds=STALE)
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calls = []
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def _fake_download(*a, **k):
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calls.append(1)
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return pd.DataFrame(
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{"Date": pd.to_datetime(["2026-07-17", "2026-07-18"]), "Close": [100.0, 222.0]}
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).set_index("Date")
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out = _load(tmp_path, monkeypatch, "2026-07-18", _fake_download)
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assert calls, "stale same-day cache must trigger a refetch"
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assert 222.0 in out["Close"].values, "refreshed close must reach the caller"
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@pytest.mark.unit
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def test_load_ohlcv_reuses_fresh_same_day_cache(tmp_path, monkeypatch):
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_write(tmp_path, last_date="2026-07-18")
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_load(tmp_path, monkeypatch, "2026-07-18", _fail_download)
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@pytest.mark.unit
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def test_one_cache_file_per_symbol_across_days(tmp_path, monkeypatch):
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"""A later day's download replaces the symbol's file instead of adding one (#1330)."""
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monkeypatch.setattr(ohlcv, "get_config", lambda: {"data_cache_dir": str(tmp_path)})
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frame = pd.DataFrame({"Date": pd.to_datetime(["2026-07-16", "2026-07-17"]), "Close": [1.0, 2.0]})
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downloads = []
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monkeypatch.setattr(ohlcv.yf, "download", lambda *a, **k: downloads.append(1) or frame.set_index("Date"))
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for day in ("2026-07-18 10:00", "2026-07-19 10:00", "2026-07-20 10:00"):
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now = pd.Timestamp(day)
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monkeypatch.setattr(ohlcv.pd.Timestamp, "today", staticmethod(lambda now=now: now))
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ohlcv.load_ohlcv("AAPL", "2026-07-17")
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written = list(tmp_path.glob("AAPL-*.csv"))
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_stamp(written[0], now)
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assert len(downloads) == 3, "each new day refetches"
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assert [p.name for p in tmp_path.iterdir()] == ["AAPL-YFin-data.csv"]
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