Adriano
b977c371e5
Adjust .gitignore to keep src/multi_swarm/data/ tracked (only top-level /data/ cache directory remains ignored). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
65 lines
2.1 KiB
Python
65 lines
2.1 KiB
Python
from datetime import UTC, datetime
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from pathlib import Path
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import pandas as pd
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import pytest
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from multi_swarm.data.ohlcv_loader import OHLCVLoader, OHLCVRequest
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@pytest.fixture
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def sample_ohlcv_rows():
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base_ts = int(datetime(2024, 1, 1, tzinfo=UTC).timestamp() * 1000)
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rows = []
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for i in range(48):
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rows.append(
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[base_ts + i * 3600 * 1000, 40000 + i, 40100 + i, 39900 + i, 40050 + i, 100.0 + i]
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)
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return rows
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def test_loader_fetches_and_caches(tmp_path: Path, mocker, sample_ohlcv_rows):
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fake_exchange = mocker.MagicMock()
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fake_exchange.fetch_ohlcv.return_value = sample_ohlcv_rows
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mocker.patch("multi_swarm.data.ohlcv_loader.ccxt.binance", return_value=fake_exchange)
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loader = OHLCVLoader(cache_dir=tmp_path)
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req = OHLCVRequest(
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symbol="BTC/USDT",
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timeframe="1h",
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start=datetime(2024, 1, 1, tzinfo=UTC),
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end=datetime(2024, 1, 3, tzinfo=UTC),
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)
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df = loader.load(req)
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assert isinstance(df, pd.DataFrame)
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assert list(df.columns) == ["open", "high", "low", "close", "volume"]
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assert len(df) == 48
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assert df.index.is_monotonic_increasing
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cache_files = list(tmp_path.glob("*.parquet"))
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assert len(cache_files) == 1
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def test_loader_uses_cache_on_second_call(tmp_path: Path, mocker, sample_ohlcv_rows):
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fake_exchange = mocker.MagicMock()
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fake_exchange.fetch_ohlcv.return_value = sample_ohlcv_rows
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mocker.patch("multi_swarm.data.ohlcv_loader.ccxt.binance", return_value=fake_exchange)
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loader = OHLCVLoader(cache_dir=tmp_path)
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req = OHLCVRequest(
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symbol="BTC/USDT",
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timeframe="1h",
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start=datetime(2024, 1, 1, tzinfo=UTC),
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end=datetime(2024, 1, 3, tzinfo=UTC),
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)
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df1 = loader.load(req)
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df2 = loader.load(req)
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assert fake_exchange.fetch_ohlcv.call_count == 2 # paginazione interna, non caching
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pd.testing.assert_frame_equal(df1, df2)
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# Seconda chiamata legge da cache, non chiama exchange
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fake_exchange.fetch_ohlcv.reset_mock()
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df3 = loader.load(req)
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assert fake_exchange.fetch_ohlcv.call_count == 0
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pd.testing.assert_frame_equal(df1, df3)
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