feat(mcp-macro): fetch_cot_disaggregated async fetcher with cache
This commit is contained in:
@@ -318,3 +318,46 @@ async def test_fetch_cot_tff_unknown_symbol():
|
||||
assert out.get("error") == "unknown_symbol"
|
||||
assert "ES" in out.get("available", [])
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fetch_cot_disagg_happy_path(httpx_mock: pytest_httpx.HTTPXMock):
|
||||
from mcp_macro.fetchers import fetch_cot_disaggregated
|
||||
httpx_mock.add_response(
|
||||
url=httpx.URL(
|
||||
"https://publicreporting.cftc.gov/resource/72hh-3qpy.json",
|
||||
params={
|
||||
"cftc_contract_market_code": "067651",
|
||||
"$order": "report_date_as_yyyy_mm_dd DESC",
|
||||
"$limit": "52",
|
||||
},
|
||||
),
|
||||
json=[
|
||||
{
|
||||
"report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
|
||||
"prod_merc_positions_long_all": "100000",
|
||||
"prod_merc_positions_short_all": "300000",
|
||||
"swap_positions_long_all": "50000",
|
||||
"swap_positions_short_all": "60000",
|
||||
"m_money_positions_long_all": "200000",
|
||||
"m_money_positions_short_all": "80000",
|
||||
"other_rept_positions_long_all": "10000",
|
||||
"other_rept_positions_short_all": "10000",
|
||||
"open_interest_all": "1500000",
|
||||
},
|
||||
],
|
||||
)
|
||||
out = await fetch_cot_disaggregated("CL", lookback_weeks=52)
|
||||
assert out["symbol"] == "CL"
|
||||
assert out["report_type"] == "disaggregated"
|
||||
assert len(out["rows"]) == 1
|
||||
assert out["rows"][0]["managed_money_net"] == 120000
|
||||
assert out["rows"][0]["producer_net"] == -200000
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_fetch_cot_disagg_unknown_symbol():
|
||||
from mcp_macro.fetchers import fetch_cot_disaggregated
|
||||
out = await fetch_cot_disaggregated("XYZ", lookback_weeks=52)
|
||||
assert out.get("error") == "unknown_symbol"
|
||||
assert "CL" in out.get("available", [])
|
||||
|
||||
|
||||
Reference in New Issue
Block a user