mirror of
https://github.com/OpenBB-finance/OpenBB.git
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869cfed125
* merge branch develop with main * bump desktop version * fix the merge * sync Cargo.lock to desktop 2.0.0 * fix cli conftest.py --------- Co-authored-by: deeleeramone <>
418 lines
13 KiB
Python
418 lines
13 KiB
Python
import asyncio
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import copy
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import json
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from datetime import date
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import pytest
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from openbb_core.app.model.abstract.error import OpenBBError
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from openbb_core.provider.utils.errors import EmptyDataError
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from openbb_cftc.utils import cfets, store
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BULLETIN = {
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"head": {"rep_code": "200"},
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"data": {
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"endDate": "2026-07-29",
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"startDate": "2026-07-16",
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"lastDate": "2026-07-29",
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"lastDateEn": "29 Jul 2026",
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},
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"records": [
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{
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"refIntrstRateNm": "CDB10",
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"refIntrstRateNmEn": "CDB10",
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"rateList": [
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{
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"prd": "6M",
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"wghtdAvgFxngRate": "1.7900",
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"trdVol": "900.00",
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"sortNo": 180,
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}
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],
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},
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{
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"refIntrstRateNm": "FR007",
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"refIntrstRateNmEn": "FR007",
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"rateList": [
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{
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"prd": "1Y",
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"wghtdAvgFxngRate": "1.4262",
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"trdVol": "59400.00",
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"sortNo": 365,
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},
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{
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"prd": "1M",
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"wghtdAvgFxngRate": "1.4445",
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"trdVol": "24100.00",
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"sortNo": 30,
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},
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{
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"prd": "3M",
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"wghtdAvgFxngRate": "1.4421",
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"trdVol": "29010.00",
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"sortNo": 90,
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},
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{
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"prd": "6M",
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"wghtdAvgFxngRate": "1.4383",
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"trdVol": "22250.00",
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"sortNo": 180,
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},
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{
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"prd": "9M",
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"wghtdAvgFxngRate": "1.4300",
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"trdVol": "30600.00",
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"sortNo": 270,
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},
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{
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"prd": "2Y",
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"wghtdAvgFxngRate": "1.4321",
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"trdVol": "3450.00",
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"sortNo": 730,
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},
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{
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"prd": "3Y",
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"wghtdAvgFxngRate": "1.4526",
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"trdVol": "1700.00",
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"sortNo": 1095,
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},
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{
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"prd": "5Y",
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"wghtdAvgFxngRate": "1.5125",
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"trdVol": "20600.00",
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"sortNo": 1825,
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},
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{
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"prd": "??",
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"wghtdAvgFxngRate": "bad",
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"trdVol": "1.00",
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"sortNo": 9999,
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},
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{
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"prd": "4Y",
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"wghtdAvgFxngRate": "1.48",
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"trdVol": "n/a",
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"sortNo": 1461,
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},
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],
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},
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{
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"refIntrstRateNm": "Shibor3M",
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"refIntrstRateNmEn": "Shibor3M",
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"rateList": [
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{
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"prd": "1Y",
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"wghtdAvgFxngRate": "1.4650",
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"trdVol": "50.00",
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"sortNo": 365,
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}
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],
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},
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],
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}
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class _Response:
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def __init__(self, body, status=200):
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self._body = body
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self.status = status
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def raise_for_status(self):
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if self.status >= 400:
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raise OpenBBError(f"status {self.status}")
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async def text(self):
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return self._body
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async def __aenter__(self):
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return self
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async def __aexit__(self, *args):
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return False
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class _Session:
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def __init__(self, body, seen):
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self._body = body
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self._seen = seen
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def post(self, url, **kwargs):
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self._seen.append(kwargs.get("data"))
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return _Response(self._body)
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async def __aenter__(self):
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return self
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async def __aexit__(self, *args):
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return False
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def _patch(monkeypatch, payload):
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import aiohttp
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seen: list = []
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body = json.dumps(payload) if isinstance(payload, dict) else payload
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monkeypatch.setattr(aiohttp, "ClientSession", lambda *a, **k: _Session(body, seen))
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monkeypatch.setattr(aiohttp, "TCPConnector", lambda *a, **k: None)
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return seen
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def test_normalize_reference():
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assert cfets.normalize_reference("Shibor 3M") == "SHIBOR3M"
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assert cfets.normalize_reference("fr007") == "FR007"
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assert cfets.normalize_reference(None) == ""
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def test_today_cct_is_a_date():
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assert isinstance(cfets._today_cct(), date)
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def test_download_bulletin_posts_the_search_date(monkeypatch):
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seen = _patch(monkeypatch, BULLETIN)
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payload = asyncio.run(cfets._download_bulletin("2026-07-29"))
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assert payload["data"]["lastDate"] == "2026-07-29"
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assert seen == ["lang=en&searchDate=2026-07-29"]
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@pytest.mark.parametrize(
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"payload",
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[
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{"head": {"rep_code": "500"}, "records": [{"x": 1}]},
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{"head": {"rep_code": "200"}, "records": []},
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],
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)
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def test_download_bulletin_rejects_bad_responses(monkeypatch, payload):
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_patch(monkeypatch, payload)
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with pytest.raises(OpenBBError, match="Unexpected IRS bulletin response"):
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asyncio.run(cfets._download_bulletin("2026-07-29"))
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def test_fetch_irs_bulletin_caches_a_closed_date(monkeypatch):
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_patch(monkeypatch, BULLETIN)
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monkeypatch.setattr(cfets, "_today_cct", lambda: date(2026, 7, 30))
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first = asyncio.run(cfets.fetch_irs_bulletin(date(2026, 7, 29)))
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def _forbidden(*args, **kwargs):
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raise AssertionError("the bulletin must be served from the document store")
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monkeypatch.setattr(cfets, "_download_bulletin", _forbidden)
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second = asyncio.run(cfets.fetch_irs_bulletin(date(2026, 7, 29)))
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assert first == second
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assert store.get_document("cfets-irs-bulletin:2026-07-29") == first
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def test_fetch_irs_bulletin_caches_a_walked_back_date_under_both_keys(monkeypatch):
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_patch(monkeypatch, BULLETIN)
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monkeypatch.setattr(cfets, "_today_cct", lambda: date(2026, 8, 3))
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asyncio.run(cfets.fetch_irs_bulletin(date(2026, 8, 1)))
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assert store.get_document("cfets-irs-bulletin:2026-07-29") is not None
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assert store.get_document("cfets-irs-bulletin:2026-08-01") is not None
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def test_fetch_irs_bulletin_does_not_cache_todays_bulletin(monkeypatch):
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_patch(monkeypatch, BULLETIN)
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monkeypatch.setattr(cfets, "_today_cct", lambda: date(2026, 7, 29))
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asyncio.run(cfets.fetch_irs_bulletin(None))
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assert store.get_document("cfets-irs-bulletin:2026-07-29") is None
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def test_fetch_irs_bulletin_without_cache_skips_the_store(monkeypatch):
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seen = _patch(monkeypatch, BULLETIN)
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monkeypatch.setattr(cfets, "_today_cct", lambda: date(2026, 7, 30))
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store.put_document("cfets-irs-bulletin:2026-07-29", {"stale": True})
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payload = asyncio.run(cfets.fetch_irs_bulletin(date(2026, 7, 29), use_cache=False))
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assert payload["data"]["lastDate"] == "2026-07-29"
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assert seen
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assert store.get_document("cfets-irs-bulletin:2026-07-29") == {"stale": True}
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def test_bulletin_nodes_sorts_and_scales_fr007():
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nodes = cfets.bulletin_nodes(BULLETIN, "fr007")
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days = [node["tenor_days"] for node in nodes]
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assert len(nodes) == 9
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assert days == sorted(days)
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assert [node["tenor"] for node in nodes] == [
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"1M",
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"3M",
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"6M",
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"9M",
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"1Y",
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"2Y",
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"3Y",
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"4Y",
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"5Y",
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]
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one_month = nodes[0]
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assert one_month["tenor"] == "1M"
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assert one_month["par_rate"] == pytest.approx(0.014445)
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assert one_month["volume"] == pytest.approx(24100.0)
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assert one_month["day_count"] == "ACT/365F"
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assert one_month["day_count_basis"] == 365.0
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assert one_month["payment_period_days"] == 91
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four_year = next(node for node in nodes if node["tenor"] == "4Y")
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assert four_year["volume"] is None
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def test_bulletin_nodes_leaves_bond_reference_conventions_unset():
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nodes = cfets.bulletin_nodes(BULLETIN, "CDB10")
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assert len(nodes) == 1
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assert nodes[0]["day_count"] is None
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assert nodes[0]["day_count_basis"] is None
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def test_bulletin_nodes_rejects_an_unpublished_reference():
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with pytest.raises(EmptyDataError, match="LPR1Y.*Published reference rates"):
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cfets.bulletin_nodes(BULLETIN, "LPR1Y")
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def test_bulletin_reference_names_reads_the_published_order():
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assert cfets.bulletin_reference_names(BULLETIN) == ["CDB10", "FR007", "Shibor3M"]
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def test_bulletin_nodes_falls_back_to_the_local_name():
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payload = copy.deepcopy(BULLETIN)
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del payload["records"][1]["refIntrstRateNmEn"]
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assert len(cfets.bulletin_nodes(payload, "FR007")) == 9
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def test_fetch_irs_bulletin_walks_back_to_a_published_day(monkeypatch):
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monkeypatch.setattr(cfets, "_today_cct", lambda: date(2026, 7, 30))
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seen: list = []
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async def _bulletin(search_date):
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seen.append(search_date)
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if search_date != "2026-07-29":
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raise OpenBBError(f"Unexpected IRS bulletin response for {search_date}.")
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return BULLETIN
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monkeypatch.setattr(cfets, "_download_bulletin", _bulletin)
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payload = asyncio.run(cfets.fetch_irs_bulletin(None))
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assert payload["data"]["lastDate"] == "2026-07-29"
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assert seen == ["2026-07-30", "2026-07-29"]
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def test_fetch_irs_bulletin_raises_after_exhausting_the_lookback(monkeypatch):
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monkeypatch.setattr(cfets, "_today_cct", lambda: date(2026, 7, 30))
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async def _empty(search_date):
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raise OpenBBError(f"Unexpected IRS bulletin response for {search_date}.")
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monkeypatch.setattr(cfets, "_download_bulletin", _empty)
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with pytest.raises(OpenBBError, match="Unexpected IRS bulletin response"):
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asyncio.run(cfets.fetch_irs_bulletin(None))
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def test_cny_curve_records_shapes_the_fr007_strip(monkeypatch):
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async def _bulletin(search_date, use_cache=True):
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return BULLETIN
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monkeypatch.setattr(cfets, "fetch_irs_bulletin", _bulletin)
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records = asyncio.run(cfets.cny_curve_records(date(2026, 7, 29)))
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assert len(records) == 9
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first = records[0]
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assert first["UPI FISN"] == "NA/Swap Fxd Flt CNY"
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assert first["Notional currency-Leg 1"] == "CNY"
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assert first["Effective Date"] == "2026-07-29"
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assert first["Expiration Date"] == "2026-08-28"
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assert float(first["Fixed rate-Leg 1"]) == pytest.approx(0.014445)
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assert first["Notional amount-Leg 1"] == "24,100,000,000"
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assert first["Fixed rate day count convention-leg 1"] == "A005"
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assert first["Dissemination Timestamp"] == "2026-07-29T00:00:00Z"
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four_year = next(r for r in records if r["Expiration Date"] == "2030-07-29")
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assert four_year["Notional amount-Leg 1"] == "1,000,000"
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def test_cny_curve_records_returns_empty_on_an_outage(monkeypatch):
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async def _broken(search_date, use_cache=True):
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raise OpenBBError("service down")
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monkeypatch.setattr(cfets, "fetch_irs_bulletin", _broken)
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assert asyncio.run(cfets.cny_curve_records(date(2026, 7, 29))) == []
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def test_cny_curve_records_returns_empty_without_fr007(monkeypatch):
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payload = {
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"head": {"rep_code": "200"},
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"data": {"lastDate": "2026-07-29"},
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"records": [BULLETIN["records"][0]],
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}
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async def _bulletin(search_date, use_cache=True):
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return payload
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monkeypatch.setattr(cfets, "fetch_irs_bulletin", _bulletin)
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assert asyncio.run(cfets.cny_curve_records(date(2026, 7, 29))) == []
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def test_mentions_cny_reads_both_fields():
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assert cfets.mentions_cny({"UPI Underlier Name": "CNY USD"}) is True
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assert cfets.mentions_cny({"UPI FISN": "NA/Fwd NDF CNY USD"}) is True
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assert cfets.mentions_cny({"UPI Underlier Name": "EUR USD"}) is False
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assert cfets.mentions_cny({}) is False
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def test_download_bulletin_wraps_transport_errors(monkeypatch):
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import aiohttp
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class _Broken:
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def post(self, url, **kwargs):
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raise RuntimeError("dns down")
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async def __aenter__(self):
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return self
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async def __aexit__(self, *args):
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return False
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monkeypatch.setattr(aiohttp, "ClientSession", lambda *a, **k: _Broken())
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monkeypatch.setattr(aiohttp, "TCPConnector", lambda *a, **k: None)
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with pytest.raises(OpenBBError, match="Failed to fetch the IRS bulletin"):
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asyncio.run(cfets._download_bulletin("2026-07-29"))
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def test_download_bulletin_passes_through_http_failures(monkeypatch):
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import aiohttp
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class _Http500:
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def post(self, url, **kwargs):
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return _Response("", status=500)
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async def __aenter__(self):
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return self
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async def __aexit__(self, *args):
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return False
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monkeypatch.setattr(aiohttp, "ClientSession", lambda *a, **k: _Http500())
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monkeypatch.setattr(aiohttp, "TCPConnector", lambda *a, **k: None)
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with pytest.raises(OpenBBError, match="status 500"):
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asyncio.run(cfets._download_bulletin("2026-07-29"))
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