eaa4e699b2
Fix A: `fxhnt fetch --futures` with no DATABENTO_API_KEY now exits 1 with a clear message instead of surfacing a RuntimeError traceback; guard runs before any network call so crypto still proceeds normally. Fix B: `fetch_crypto_pit` writes `funding` as a per-day array aligned to `kd` (same length as `day`/`close`), dropping the separate `funding_day` key that was unaligned with the price axis. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
51 lines
2.3 KiB
Python
51 lines
2.3 KiB
Python
"""Crypto fetch: offline (injected GET) — universe selection, npz keys/shape, <200-bar skip, refresh."""
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from __future__ import annotations
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import numpy as np
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from fxhnt.adapters.data.crypto_fetch import fetch_crypto_pit
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def _fake_get_factory(n_bars: int):
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"""Return a `get(url)` that serves canned Binance fapi JSON for any symbol."""
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def get(url: str):
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if "exchangeInfo" in url:
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return {"symbols": [
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{"symbol": "AAAUSDT", "contractType": "PERPETUAL", "quoteAsset": "USDT", "status": "TRADING"},
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{"symbol": "BBBUSDT", "contractType": "PERPETUAL", "quoteAsset": "USDT", "status": "TRADING"},
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]}
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if "ticker/24hr" in url:
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return [{"symbol": "AAAUSDT", "quoteVolume": "9999"},
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{"symbol": "BBBUSDT", "quoteVolume": "10"}]
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if "klines" in url:
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# n_bars daily klines: [openTime, o,h,l, close, vol, closeTime, quoteVol, ...]
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day_ms = 86_400_000
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return [[i * day_ms, "1", "1", "1", str(100 + i), "1", i * day_ms + 1, "1000", 0, 0, 0, 0]
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for i in range(n_bars)]
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if "fundingRate" in url:
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return []
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return None
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return get
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def test_writes_npz_with_day_and_close(tmp_path) -> None:
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n, total = fetch_crypto_pit(str(tmp_path), top_n=2, get=_fake_get_factory(300), sleep=lambda s: None, dead=[])
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assert n == 2 and total == 2
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z = np.load(tmp_path / "crypto_pit" / "AAAUSDT.npz")
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assert "day" in z and "close" in z
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assert len(z["day"]) == 300 and z["close"][0] == 100.0
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assert len(z["funding"]) == len(z["day"]) # funding is day-aligned
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def test_skips_symbols_with_too_few_bars(tmp_path) -> None:
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n, total = fetch_crypto_pit(str(tmp_path), top_n=2, get=_fake_get_factory(50), sleep=lambda s: None, dead=[])
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assert n == 0 and total == 2 # <200 bars -> skipped
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def test_refresh_overwrites_existing(tmp_path) -> None:
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fetch_crypto_pit(str(tmp_path), top_n=1, get=_fake_get_factory(300), sleep=lambda s: None, dead=[])
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# second run with longer series must overwrite (refresh), not skip
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fetch_crypto_pit(str(tmp_path), top_n=1, get=_fake_get_factory(400), sleep=lambda s: None, dead=[])
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z = np.load(tmp_path / "crypto_pit" / "AAAUSDT.npz")
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assert len(z["day"]) == 400
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