root
c94312d79f
Introduce common/candles.py with a Pydantic Candle model enforcing OHLC consistency (high≥max, low≤min), non-negative volume and positive timestamp. validate_candles() coerces upstream rows, sorts by timestamp and raises HTTPException(502) on malformed data — surfacing upstream data corruption as a retryable envelope instead of silently returning nonsense. Wired into all five exchange historical endpoints (Bybit, Hyperliquid, Deribit, Alpaca, IBKR). BREAKING: Alpaca get_bars and IBKR get_bars now return 'candles' (was 'bars') to align with the other exchanges. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
418 lines
12 KiB
Python
418 lines
12 KiB
Python
"""Test AlpacaClient httpx-based (V2.0.0).
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Mockano gli endpoint REST tramite pytest-httpx. Coprono account/positions,
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ordini (place/cancel/limit-error), close position, clock, asset class
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invalida → ValueError.
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"""
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from __future__ import annotations
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import re
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import pytest
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from cerbero_mcp.exchanges.alpaca.client import AlpacaClient
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from pytest_httpx import HTTPXMock
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PAPER = "https://paper-api.alpaca.markets"
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DATA = "https://data.alpaca.markets"
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@pytest.mark.asyncio
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async def test_init_paper_mode(client: AlpacaClient):
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assert client.paper is True
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assert client.base_url is None
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assert client._trading_base == PAPER
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@pytest.mark.asyncio
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async def test_init_live_mode(client_live: AlpacaClient):
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assert client_live.paper is False
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assert client_live._trading_base == "https://api.alpaca.markets"
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@pytest.mark.asyncio
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async def test_init_base_url_override():
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c = AlpacaClient(
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api_key="k",
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secret_key="s",
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paper=True,
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base_url="https://alpaca-custom.example.com",
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)
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try:
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assert c.base_url == "https://alpaca-custom.example.com"
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assert c._trading_base == "https://alpaca-custom.example.com"
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# Data endpoint NON viene overridato
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assert c._data_base == DATA
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finally:
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await c.aclose()
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@pytest.mark.asyncio
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async def test_get_account(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=f"{PAPER}/v2/account",
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json={"id": "abc", "equity": "100000.00", "buying_power": "200000.00"},
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)
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result = await client.get_account()
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assert result["id"] == "abc"
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assert result["equity"] == "100000.00"
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@pytest.mark.asyncio
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async def test_get_account_sends_auth_headers(
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httpx_mock: HTTPXMock, client: AlpacaClient
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):
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httpx_mock.add_response(url=f"{PAPER}/v2/account", json={"id": "x"})
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await client.get_account()
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req = httpx_mock.get_requests()[0]
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assert req.headers["APCA-API-KEY-ID"] == "test_key"
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assert req.headers["APCA-API-SECRET-KEY"] == "test_secret"
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assert req.headers["Accept"] == "application/json"
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@pytest.mark.asyncio
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async def test_get_positions_returns_list(
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httpx_mock: HTTPXMock, client: AlpacaClient
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):
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httpx_mock.add_response(
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url=f"{PAPER}/v2/positions",
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json=[{"symbol": "AAPL", "qty": "10", "side": "long"}],
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)
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result = await client.get_positions()
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assert len(result) == 1
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assert result[0]["symbol"] == "AAPL"
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@pytest.mark.asyncio
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async def test_place_market_order_stocks(
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httpx_mock: HTTPXMock, client: AlpacaClient
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):
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httpx_mock.add_response(
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method="POST",
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url=f"{PAPER}/v2/orders",
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json={"id": "o123", "symbol": "AAPL", "status": "accepted"},
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)
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result = await client.place_order(
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symbol="AAPL", side="buy", qty=1, order_type="market", asset_class="stocks"
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)
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assert result["id"] == "o123"
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# body POST corretto
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req = httpx_mock.get_requests()[0]
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import json as _j
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body = _j.loads(req.content)
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assert body["symbol"] == "AAPL"
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assert body["side"] == "buy"
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assert body["type"] == "market"
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assert body["qty"] == "1"
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assert body["time_in_force"] == "day"
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@pytest.mark.asyncio
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async def test_place_limit_order_requires_price(client: AlpacaClient):
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with pytest.raises(ValueError, match="limit_price"):
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await client.place_order(
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symbol="AAPL", side="buy", qty=1, order_type="limit"
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)
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@pytest.mark.asyncio
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async def test_place_stop_order_requires_price(client: AlpacaClient):
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with pytest.raises(ValueError, match="stop_price"):
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await client.place_order(
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symbol="AAPL", side="buy", qty=1, order_type="stop"
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)
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@pytest.mark.asyncio
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async def test_place_unsupported_order_type(client: AlpacaClient):
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with pytest.raises(ValueError, match="unsupported order_type"):
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await client.place_order(
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symbol="AAPL", side="buy", qty=1, order_type="trailing_stop"
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)
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@pytest.mark.asyncio
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async def test_cancel_order(httpx_mock: HTTPXMock, client: AlpacaClient):
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# 204 No Content su success
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httpx_mock.add_response(
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method="DELETE",
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url=f"{PAPER}/v2/orders/o1",
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status_code=204,
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)
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result = await client.cancel_order("o1")
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assert result == {"order_id": "o1", "canceled": True}
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@pytest.mark.asyncio
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async def test_cancel_all_orders(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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method="DELETE",
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url=f"{PAPER}/v2/orders",
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json=[
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{"id": "a", "status": 200},
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{"id": "b", "status": 200},
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],
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)
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result = await client.cancel_all_orders()
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assert len(result) == 2
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@pytest.mark.asyncio
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async def test_close_position_no_options(
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httpx_mock: HTTPXMock, client: AlpacaClient
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):
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httpx_mock.add_response(
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method="DELETE",
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url=f"{PAPER}/v2/positions/AAPL",
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json={"id": "close-1", "symbol": "AAPL"},
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)
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result = await client.close_position("AAPL")
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assert result["id"] == "close-1"
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@pytest.mark.asyncio
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async def test_close_position_with_qty(
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httpx_mock: HTTPXMock, client: AlpacaClient
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):
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httpx_mock.add_response(
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method="DELETE",
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url=f"{PAPER}/v2/positions/AAPL?qty=5.0",
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json={"id": "close-2"},
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)
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result = await client.close_position("AAPL", qty=5.0)
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assert result["id"] == "close-2"
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@pytest.mark.asyncio
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async def test_close_all_positions(
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httpx_mock: HTTPXMock, client: AlpacaClient
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):
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httpx_mock.add_response(
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method="DELETE",
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url=f"{PAPER}/v2/positions?cancel_orders=true",
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json=[{"symbol": "AAPL", "status": 200}],
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)
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result = await client.close_all_positions(cancel_orders=True)
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assert len(result) == 1
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assert result[0]["symbol"] == "AAPL"
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@pytest.mark.asyncio
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async def test_get_clock(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=f"{PAPER}/v2/clock",
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json={"is_open": True, "next_close": "2026-04-21T20:00:00Z"},
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)
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result = await client.get_clock()
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assert result["is_open"] is True
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@pytest.mark.asyncio
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async def test_invalid_asset_class(client: AlpacaClient):
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with pytest.raises(ValueError, match="invalid asset_class"):
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await client.get_ticker("AAPL", asset_class="forex")
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@pytest.mark.asyncio
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async def test_get_ticker_stocks(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=f"{DATA}/v2/stocks/AAPL/trades/latest",
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json={
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"symbol": "AAPL",
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"trade": {"p": 175.50, "s": 100, "t": "2026-04-18T15:30:00Z"},
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},
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)
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httpx_mock.add_response(
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url=f"{DATA}/v2/stocks/AAPL/quotes/latest",
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json={
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"symbol": "AAPL",
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"quote": {
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"bp": 175.40,
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"ap": 175.55,
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"bs": 50,
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"as": 25,
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"t": "2026-04-18T15:30:00Z",
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},
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},
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)
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result = await client.get_ticker("AAPL", asset_class="stocks")
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assert result["asset_class"] == "stocks"
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assert result["last_price"] == 175.50
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assert result["bid"] == 175.40
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assert result["ask"] == 175.55
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@pytest.mark.asyncio
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async def test_get_bars_stocks(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=re.compile(rf"^{DATA}/v2/stocks/bars\?.*"),
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json={
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"bars": {
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"AAPL": [
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{
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"t": "2026-04-17T00:00:00Z",
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"o": 170.0,
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"h": 176.0,
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"l": 169.5,
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"c": 175.0,
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"v": 1000000,
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}
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]
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}
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},
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)
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result = await client.get_bars(
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symbol="AAPL",
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asset_class="stocks",
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interval="1d",
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start="2026-04-17T00:00:00",
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end="2026-04-18T00:00:00",
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limit=10,
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)
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assert result["symbol"] == "AAPL"
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assert result["interval"] == "1d"
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assert len(result["candles"]) == 1
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assert result["candles"][0]["close"] == 175.0
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@pytest.mark.asyncio
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async def test_get_bars_unsupported_timeframe(client: AlpacaClient):
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with pytest.raises(ValueError, match="unsupported timeframe"):
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await client.get_bars(
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symbol="AAPL",
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asset_class="stocks",
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interval="3min",
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)
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@pytest.mark.asyncio
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async def test_get_bars_invalid_asset_class(client: AlpacaClient):
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with pytest.raises(ValueError, match="invalid asset_class"):
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await client.get_bars(symbol="AAPL", asset_class="forex")
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@pytest.mark.asyncio
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async def test_get_assets(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=re.compile(rf"^{PAPER}/v2/assets\?.*"),
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json=[
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{"symbol": "AAPL", "tradable": True, "class": "us_equity"},
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{"symbol": "GOOG", "tradable": True, "class": "us_equity"},
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],
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)
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result = await client.get_assets(asset_class="stocks", status="active")
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assert len(result) == 2
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assert result[0]["symbol"] == "AAPL"
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@pytest.mark.asyncio
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async def test_get_assets_invalid_class(client: AlpacaClient):
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with pytest.raises(ValueError, match="invalid asset_class"):
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await client.get_assets(asset_class="forex")
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@pytest.mark.asyncio
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async def test_get_open_orders(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=re.compile(rf"^{PAPER}/v2/orders\?.*"),
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json=[{"id": "o1", "status": "open", "symbol": "AAPL"}],
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)
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result = await client.get_open_orders(limit=10)
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assert len(result) == 1
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assert result[0]["id"] == "o1"
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@pytest.mark.asyncio
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async def test_amend_order(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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method="PATCH",
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url=f"{PAPER}/v2/orders/o1",
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json={"id": "o1", "qty": "5", "limit_price": "180.0"},
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)
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result = await client.amend_order(
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"o1", qty=5, limit_price=180.0, tif="gtc"
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)
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assert result["id"] == "o1"
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req = httpx_mock.get_requests()[0]
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import json as _j
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body = _j.loads(req.content)
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assert body["qty"] == "5"
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assert body["limit_price"] == "180.0"
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assert body["time_in_force"] == "gtc"
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@pytest.mark.asyncio
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async def test_get_calendar(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=re.compile(rf"^{PAPER}/v2/calendar.*"),
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json=[{"date": "2026-04-20", "open": "09:30", "close": "16:00"}],
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)
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result = await client.get_calendar(start="2026-04-20", end="2026-04-20")
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assert len(result) == 1
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assert result[0]["date"] == "2026-04-20"
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@pytest.mark.asyncio
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async def test_get_calendar_no_filters(
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httpx_mock: HTTPXMock, client: AlpacaClient
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):
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httpx_mock.add_response(
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url=f"{PAPER}/v2/calendar",
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json=[{"date": "2026-04-20"}],
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)
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result = await client.get_calendar()
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assert len(result) == 1
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@pytest.mark.asyncio
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async def test_get_snapshot(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=re.compile(rf"^{DATA}/v2/stocks/snapshots\?.*"),
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json={
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"AAPL": {
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"latestTrade": {"p": 175.0},
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"latestQuote": {"bp": 174.9, "ap": 175.1},
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}
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},
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)
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result = await client.get_snapshot("AAPL")
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assert result["latestTrade"]["p"] == 175.0
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@pytest.mark.asyncio
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async def test_get_option_chain(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=re.compile(rf"^{DATA}/v1beta1/options/snapshots/AAPL.*"),
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json={
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"snapshots": {
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"AAPL250620C00200000": {
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"latestQuote": {"bp": 1.20, "ap": 1.30}
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}
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}
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},
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)
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result = await client.get_option_chain("AAPL", expiry="2026-06-20")
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assert result["underlying"] == "AAPL"
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assert result["expiry"] == "2026-06-20"
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assert "AAPL250620C00200000" in result["contracts"]
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@pytest.mark.asyncio
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async def test_get_activities(httpx_mock: HTTPXMock, client: AlpacaClient):
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httpx_mock.add_response(
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url=re.compile(rf"^{PAPER}/v2/account/activities.*"),
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json=[
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{"id": "1", "activity_type": "FILL"},
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{"id": "2", "activity_type": "TRANS"},
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],
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)
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result = await client.get_activities(limit=10)
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assert len(result) == 2
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@pytest.mark.asyncio
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async def test_aclose_idempotent(client: AlpacaClient):
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await client.aclose()
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await client.aclose() # nessun raise
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