mirror of
https://github.com/TauricResearch/TradingAgents.git
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de7e43fc4a
- gap filling keeps indicators on a continuous series, but put the previous session's open, high and low under an unsettled bar's date - load_ohlcv takes fill_gaps, and the snapshot reads the frame as reported
77 lines
3.3 KiB
Python
77 lines
3.3 KiB
Python
"""Tests for the deterministic market-data verification snapshot (#830/#881)."""
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from __future__ import annotations
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import pandas as pd
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import pytest
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import tradingagents.dataflows.market_data_validator as validator
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def _sample_ohlcv() -> pd.DataFrame:
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dates = pd.bdate_range("2026-04-01", "2026-05-20")
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closes = [100 + i for i in range(len(dates))]
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return pd.DataFrame({
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"Date": dates,
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"Open": [c - 0.5 for c in closes],
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"High": [c + 1.0 for c in closes],
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"Low": [c - 1.0 for c in closes],
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"Close": closes,
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"Volume": [1_000_000 + i for i in range(len(dates))],
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})
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@pytest.mark.unit
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class TestVerifiedSnapshot:
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def test_excludes_future_rows(self, monkeypatch):
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data = pd.concat([
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_sample_ohlcv(),
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pd.DataFrame({"Date": [pd.Timestamp("2026-06-01")], "Open": [999.0],
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"High": [999.0], "Low": [999.0], "Close": [999.0], "Volume": [999]}),
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], ignore_index=True)
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monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: data)
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snap = validator.build_verified_market_snapshot("COF", "2026-05-13")
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assert "Verified market data snapshot for COF" in snap
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assert "Requested analysis date: 2026-05-13" in snap
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assert "Latest trading row used: 2026-05-13" in snap
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assert "999.00" not in snap # future row excluded
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assert "boll_lb" in snap # indicators present
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def test_uses_previous_trading_day_when_date_is_weekend(self, monkeypatch):
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monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
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# 2026-05-16 is a Saturday; latest row should be Fri 2026-05-15
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snap = validator.build_verified_market_snapshot("COF", "2026-05-16")
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assert "Latest trading row used: 2026-05-15" in snap
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assert "Recent verified closes" in snap
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def test_raises_when_no_rows_on_or_before_date(self, monkeypatch):
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monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
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with pytest.raises(ValueError):
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validator.build_verified_market_snapshot("COF", "2020-01-01")
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def test_raises_on_empty_data(self, monkeypatch):
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monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: pd.DataFrame())
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with pytest.raises(ValueError):
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validator.build_verified_market_snapshot("COF", "2026-05-13")
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def test_look_back_window_capped_at_30(self, monkeypatch):
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monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
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snap = validator.build_verified_market_snapshot("COF", "2026-05-20", look_back_days=999)
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# last-N closes table has at most 30 data rows
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close_rows = [ln for ln in snap.splitlines() if ln.startswith("| 2026-")]
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assert 0 < len(close_rows) <= 30
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@pytest.mark.unit
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class TestTool:
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def test_tool_delegates_to_builder(self, monkeypatch):
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from tradingagents.agents.utils.market_data_validation_tools import (
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get_verified_market_snapshot,
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)
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monkeypatch.setattr(validator, "load_ohlcv", lambda s, d, fill_gaps=True: _sample_ohlcv())
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out = get_verified_market_snapshot.invoke(
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{"symbol": "COF", "curr_date": "2026-05-20"}
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)
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assert "Verified market data snapshot for COF" in out
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