Files
upo-app-agents/tests/utils/test_market_aggregator.py
Giacomo Bertolazzi d2fbc0ceea 12 fix docs (#13)
* fix dependencies uv.lock

* refactor test markers for clarity

* refactor: clean up imports and remove unused files

* refactor: remove unused agent files and clean up market API instructions

* refactor: enhance wrapper initialization with keyword arguments and clean up tests

* refactor: remove PublicBinanceAgent

* refactor: aggregator
- simplified MarketDataAggregator and related models to functions

* refactor: update README and .env.example to reflect the latest changes to the project

* refactor: simplify product info and price creation in YFinanceWrapper

* refactor: remove get_all_products method from market API wrappers and update documentation

* fix: environment variable assertions

* refactor: remove status attribute from ProductInfo and update related methods to use timestamp_ms

* feat: implement aggregate_history_prices function to calculate hourly price averages

* refactor: update docker-compose and app.py for improved environment variable handling and compatibility

* feat: add detailed market instructions and improve error handling in price aggregation methods

* feat: add aggregated news retrieval methods for top headlines and latest news

* refactor: improve error messages in WrapperHandler for better clarity

* fix: correct quote currency extraction in create_product_info and remove debug prints from tests
2025-10-02 01:40:59 +02:00

121 lines
4.7 KiB
Python

import pytest
from app.markets.base import ProductInfo, Price
from app.utils.market_aggregation import aggregate_history_prices, aggregate_product_info
@pytest.mark.aggregator
@pytest.mark.market
class TestMarketDataAggregator:
def __product(self, symbol: str, price: float, volume: float, currency: str) -> ProductInfo:
prod = ProductInfo()
prod.id=f"{symbol}-{currency}"
prod.symbol=symbol
prod.price=price
prod.volume_24h=volume
prod.quote_currency=currency
return prod
def __price(self, timestamp_ms: int, high: float, low: float, open: float, close: float, volume: float) -> Price:
price = Price()
price.timestamp_ms = timestamp_ms
price.high = high
price.low = low
price.open = open
price.close = close
price.volume = volume
return price
def test_aggregate_product_info(self):
products: dict[str, list[ProductInfo]] = {
"Provider1": [self.__product("BTC", 50000.0, 1000.0, "USD")],
"Provider2": [self.__product("BTC", 50100.0, 1100.0, "USD")],
"Provider3": [self.__product("BTC", 49900.0, 900.0, "USD")],
}
aggregated = aggregate_product_info(products)
assert len(aggregated) == 1
info = aggregated[0]
assert info is not None
assert info.symbol == "BTC"
avg_weighted_price = (50000.0 * 1000.0 + 50100.0 * 1100.0 + 49900.0 * 900.0) / (1000.0 + 1100.0 + 900.0)
assert info.price == pytest.approx(avg_weighted_price, rel=1e-3)
assert info.volume_24h == pytest.approx(1000.0, rel=1e-3)
assert info.quote_currency == "USD"
def test_aggregate_product_info_multiple_symbols(self):
products = {
"Provider1": [
self.__product("BTC", 50000.0, 1000.0, "USD"),
self.__product("ETH", 4000.0, 2000.0, "USD"),
],
"Provider2": [
self.__product("BTC", 50100.0, 1100.0, "USD"),
self.__product("ETH", 4050.0, 2100.0, "USD"),
],
}
aggregated = aggregate_product_info(products)
assert len(aggregated) == 2
btc_info = next((p for p in aggregated if p.symbol == "BTC"), None)
eth_info = next((p for p in aggregated if p.symbol == "ETH"), None)
assert btc_info is not None
avg_weighted_price_btc = (50000.0 * 1000.0 + 50100.0 * 1100.0) / (1000.0 + 1100.0)
assert btc_info.price == pytest.approx(avg_weighted_price_btc, rel=1e-3)
assert btc_info.volume_24h == pytest.approx(1050.0, rel=1e-3)
assert btc_info.quote_currency == "USD"
assert eth_info is not None
avg_weighted_price_eth = (4000.0 * 2000.0 + 4050.0 * 2100.0) / (2000.0 + 2100.0)
assert eth_info.price == pytest.approx(avg_weighted_price_eth, rel=1e-3)
assert eth_info.volume_24h == pytest.approx(2050.0, rel=1e-3)
assert eth_info.quote_currency == "USD"
def test_aggregate_product_info_with_no_data(self):
products = {
"Provider1": [],
"Provider2": [],
}
aggregated = aggregate_product_info(products)
assert len(aggregated) == 0
def test_aggregate_product_info_with_partial_data(self):
products = {
"Provider1": [self.__product("BTC", 50000.0, 1000.0, "USD")],
"Provider2": [],
}
aggregated = aggregate_product_info(products)
assert len(aggregated) == 1
info = aggregated[0]
assert info.symbol == "BTC"
assert info.price == pytest.approx(50000.0, rel=1e-3)
assert info.volume_24h == pytest.approx(1000.0, rel=1e-3)
assert info.quote_currency == "USD"
def test_aggregate_history_prices(self):
"""Test aggregazione di prezzi storici usando aggregate_history_prices"""
prices = {
"Provider1": [
self.__price(1685577600000, 50000.0, 49500.0, 49600.0, 49900.0, 150.0),
self.__price(1685581200000, 50200.0, 49800.0, 50000.0, 50100.0, 200.0),
],
"Provider2": [
self.__price(1685577600000, 50100.0, 49600.0, 49700.0, 50000.0, 180.0),
self.__price(1685581200000, 50300.0, 49900.0, 50100.0, 50200.0, 220.0),
],
}
aggregated = aggregate_history_prices(prices)
assert len(aggregated) == 2
assert aggregated[0].timestamp_ms == 1685577600000
assert aggregated[0].high == pytest.approx(50050.0, rel=1e-3)
assert aggregated[0].low == pytest.approx(49550.0, rel=1e-3)
assert aggregated[1].timestamp_ms == 1685581200000
assert aggregated[1].high == pytest.approx(50250.0, rel=1e-3)
assert aggregated[1].low == pytest.approx(49850.0, rel=1e-3)