feat(mcp-macro): fetch_cot_tff async fetcher with cache

2026-04-29 00:02:06 +02:00
parent e206df49e4
commit 66bcab05f9
2 changed files with 113 additions and 0 deletions
@@ -260,3 +260,61 @@ async def test_breakeven_high_inflation(httpx_mock: pytest_httpx.HTTPXMock):
    out = await fetch_breakeven_inflation(fred_api_key="k")
    assert out["interpretation"] == "high_inflation_expected"

+
+@pytest.mark.asyncio
+async def test_fetch_cot_tff_happy_path(httpx_mock: pytest_httpx.HTTPXMock):
+    from mcp_macro.fetchers import fetch_cot_tff
+    httpx_mock.add_response(
+        url=httpx.URL(
+            "https://publicreporting.cftc.gov/resource/gpe5-46if.json",
+            params={
+                "cftc_contract_market_code": "13874A",
+                "$order": "report_date_as_yyyy_mm_dd DESC",
+                "$limit": "52",
+            },
+        ),
+        json=[
+            {
+                "report_date_as_yyyy_mm_dd": "2026-04-22T00:00:00.000",
+                "dealer_positions_long_all": "12345",
+                "dealer_positions_short_all": "23456",
+                "asset_mgr_positions_long": "654321",
+                "asset_mgr_positions_short": "200000",
+                "lev_money_positions_long": "100000",
+                "lev_money_positions_short": "350000",
+                "other_rept_positions_long": "50000",
+                "other_rept_positions_short": "50000",
+                "open_interest_all": "2500000",
+            },
+            {
+                "report_date_as_yyyy_mm_dd": "2026-04-15T00:00:00.000",
+                "dealer_positions_long_all": "11000",
+                "dealer_positions_short_all": "22000",
+                "asset_mgr_positions_long": "640000",
+                "asset_mgr_positions_short": "210000",
+                "lev_money_positions_long": "110000",
+                "lev_money_positions_short": "320000",
+                "other_rept_positions_long": "48000",
+                "other_rept_positions_short": "52000",
+                "open_interest_all": "2480000",
+            },
+        ],
+    )
+    out = await fetch_cot_tff("ES", lookback_weeks=52)
+    assert out["symbol"] == "ES"
+    assert out["report_type"] == "tff"
+    assert len(out["rows"]) == 2
+    # Ordering ASC by date (oldest first)
+    assert out["rows"][0]["report_date"] == "2026-04-15"
+    assert out["rows"][1]["report_date"] == "2026-04-22"
+    assert out["rows"][1]["lev_funds_net"] == -250000
+    assert "data_timestamp" in out
+
+
+@pytest.mark.asyncio
+async def test_fetch_cot_tff_unknown_symbol():
+    from mcp_macro.fetchers import fetch_cot_tff
+    out = await fetch_cot_tff("INVALID", lookback_weeks=52)
+    assert out.get("error") == "unknown_symbol"
+    assert "ES" in out.get("available", [])
+