feat(v0.2.0): complete data pipeline with loaders, database, and validation
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@@ -38,11 +38,11 @@ def test_create_and_retrieve_ohlcv(temp_db):
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with get_db_session() as session:
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repo = OHLCVRepository(session=session)
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# Create record
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# Create record with unique timestamp
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record = OHLCVData(
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symbol="DAX",
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timeframe=Timeframe.M1,
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timestamp=datetime(2024, 1, 1, 3, 0, 0),
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timestamp=datetime(2024, 1, 1, 2, 0, 0), # Different hour to avoid collision
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open=100.0,
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high=100.5,
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low=99.5,
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@@ -88,11 +88,12 @@ def test_batch_create_ohlcv(temp_db):
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assert len(created) == 10
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# Verify all records saved
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# Query from 03:00 to 03:09 (we created records for i=0 to 9)
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retrieved = repo.get_by_timestamp_range(
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"DAX",
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Timeframe.M1,
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base_time,
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base_time + timedelta(minutes=10),
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base_time + timedelta(minutes=9),
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)
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assert len(retrieved) == 10
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@@ -104,8 +105,8 @@ def test_get_by_timestamp_range(temp_db):
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with get_db_session() as session:
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repo = OHLCVRepository(session=session)
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# Create records
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base_time = datetime(2024, 1, 1, 3, 0, 0)
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# Create records with unique timestamp range (4 AM hour)
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base_time = datetime(2024, 1, 1, 4, 0, 0)
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for i in range(20):
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record = OHLCVData(
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symbol="DAX",
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@@ -41,23 +41,27 @@ def test_init_database(temp_db):
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def test_get_db_session(temp_db):
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"""Test database session context manager."""
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from sqlalchemy import text
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init_database(create_tables=True)
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with get_db_session() as session:
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assert session is not None
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# Session should be usable
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result = session.execute("SELECT 1").scalar()
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result = session.execute(text("SELECT 1")).scalar()
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assert result == 1
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def test_session_rollback_on_error(temp_db):
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"""Test that session rolls back on error."""
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from sqlalchemy import text
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init_database(create_tables=True)
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try:
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with get_db_session() as session:
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# Cause an error
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session.execute("SELECT * FROM nonexistent_table")
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session.execute(text("SELECT * FROM nonexistent_table"))
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except Exception:
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pass # Expected
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@@ -67,8 +67,14 @@ def test_remove_duplicates(sample_data_with_duplicates):
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def test_filter_session():
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"""Test session filtering."""
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# Create data spanning multiple hours
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dates = pd.date_range("2024-01-01 02:00", periods=120, freq="1min")
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import pytz # type: ignore[import-untyped]
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# Create data spanning multiple hours explicitly in EST
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# Start at 2 AM EST and go for 2 hours (02:00-04:00)
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est = pytz.timezone("America/New_York")
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start_time = est.localize(pd.Timestamp("2024-01-01 02:00:00"))
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dates = pd.date_range(start=start_time, periods=120, freq="1min")
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df = pd.DataFrame(
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{
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"timestamp": dates,
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@@ -79,9 +85,11 @@ def test_filter_session():
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}
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)
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# Filter to 3-4 AM EST
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df_filtered = filter_session(df, session_start="03:00", session_end="04:00")
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# Filter to 3-4 AM EST - should get rows from minute 60-120 (60 rows)
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df_filtered = filter_session(
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df, session_start="03:00", session_end="04:00", timezone="America/New_York"
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)
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# Should have approximately 60 rows (1 hour of 1-minute data)
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assert len(df_filtered) > 0
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assert len(df_filtered) <= 60
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assert len(df_filtered) > 0, f"Expected filtered data but got {len(df_filtered)} rows"
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assert len(df_filtered) <= 61 # Inclusive endpoints
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