bbstrader 0.3.5__py3-none-any.whl → 0.3.7__py3-none-any.whl

tests/metatrader/test_rates.py

@@ -0,0 +1,292 @@
+from datetime import datetime
+from unittest.mock import MagicMock, patch
+
+import numpy as np
+import pandas as pd
+import pytest
+
+mock_mt5_module = MagicMock()
+mock_mt5_module.TIMEFRAME_M1 = 1
+mock_mt5_module.TIMEFRAME_D1 = 16408
+mock_mt5_module.TIMEFRAME_W1 = 32769
+mock_mt5_module.TIMEFRAME_H12 = 16396
+mock_mt5_module.TIMEFRAME_MN1 = 49153
+
+
+from bbstrader.metatrader.rates import (  # noqa: E402
+    Rates,
+    download_historical_data,
+    get_data_from_date,  # noqa: F401
+    get_data_from_pos,  # noqa: F401
+)
+from bbstrader.metatrader.utils import SymbolType  # noqa: E402
+
+
+@pytest.fixture
+def mock_mt5_api(mocker):
+    """Fixture to configure the mocked MetaTrader5 API calls."""
+    rates_data = np.array(
+        [
+            (1672617600, 1.06, 1.09, 1.05, 1.07, 1200),  # 2023-01-02 00:00:00 UTC
+            (1672704000, 1.07, 1.10, 1.06, 1.08, 1100),  # 2023-01-03 00:00:00 UTC
+            (1672790400, 1.08, 1.11, 1.07, 1.09, 1300),  # 2023-01-04 00:00:00 UTC
+        ],
+        dtype=[
+            ("time", "<i8"),
+            ("open", "<f8"),
+            ("high", "<f8"),
+            ("low", "<f8"),
+            ("close", "<f8"),
+            ("tick_volume", "<i8"),
+        ],
+    )
+
+    # 1. Mock for bbstrader.metatrader.rates.Mt5 (data fetching)
+    # This is the Mt5 alias used in rates.py
+    mock_rates_mt5 = mocker.patch("bbstrader.metatrader.rates.Mt5")
+    mock_rates_mt5.copy_rates_from_pos.return_value = rates_data
+    mock_rates_mt5.copy_rates_range.return_value = rates_data
+    mock_rates_mt5.copy_rates_from.return_value = rates_data
+
+    # 2. Mock for bbstrader.metatrader.utils.MT5 (for last_error and TIMEFRAME constants)
+    mock_utils_mt5 = mocker.patch("bbstrader.metatrader.utils.MT5")
+    mock_utils_mt5.last_error.return_value = (0, "Success")  # Default success
+
+    
+    mock_utils_mt5.TIMEFRAME_M1 = 1
+    mock_utils_mt5.TIMEFRAME_M2 = 2
+    mock_utils_mt5.TIMEFRAME_M3 = 3
+    mock_utils_mt5.TIMEFRAME_M4 = 4
+    mock_utils_mt5.TIMEFRAME_M5 = 5
+    mock_utils_mt5.TIMEFRAME_M6 = 6
+    mock_utils_mt5.TIMEFRAME_M10 = 10
+    mock_utils_mt5.TIMEFRAME_M12 = 12
+    mock_utils_mt5.TIMEFRAME_M15 = 15
+    mock_utils_mt5.TIMEFRAME_M20 = 20
+    mock_utils_mt5.TIMEFRAME_M30 = 30
+    mock_utils_mt5.TIMEFRAME_H1 = 16385
+    mock_utils_mt5.TIMEFRAME_H2 = 16386
+    mock_utils_mt5.TIMEFRAME_H3 = 16387
+    mock_utils_mt5.TIMEFRAME_H4 = 16388
+    mock_utils_mt5.TIMEFRAME_H6 = 16390
+    mock_utils_mt5.TIMEFRAME_H8 = 16392
+    mock_utils_mt5.TIMEFRAME_H12 = (
+        mock_mt5_module.TIMEFRAME_H12
+    )  # Use value from global mock
+    mock_utils_mt5.TIMEFRAME_D1 = (
+        mock_mt5_module.TIMEFRAME_D1
+    )  # Use value from global mock
+    mock_utils_mt5.TIMEFRAME_W1 = (
+        mock_mt5_module.TIMEFRAME_W1
+    )  # Use value from global mock
+    mock_utils_mt5.TIMEFRAME_MN1 = (
+        mock_mt5_module.TIMEFRAME_MN1
+    )  # Use value from global mock
+
+    # 3. Patch bbstrader.metatrader.utils.TIMEFRAMES directly to ensure it uses correct integer values
+    patched_timeframes = {
+        "1m": mock_utils_mt5.TIMEFRAME_M1,
+        "2m": mock_utils_mt5.TIMEFRAME_M2,
+        "3m": mock_utils_mt5.TIMEFRAME_M3,
+        "4m": mock_utils_mt5.TIMEFRAME_M4,
+        "5m": mock_utils_mt5.TIMEFRAME_M5,
+        "6m": mock_utils_mt5.TIMEFRAME_M6,
+        "10m": mock_utils_mt5.TIMEFRAME_M10,
+        "12m": mock_utils_mt5.TIMEFRAME_M12,
+        "15m": mock_utils_mt5.TIMEFRAME_M15,
+        "20m": mock_utils_mt5.TIMEFRAME_M20,
+        "30m": mock_utils_mt5.TIMEFRAME_M30,
+        "1h": mock_utils_mt5.TIMEFRAME_H1,
+        "2h": mock_utils_mt5.TIMEFRAME_H2,
+        "3h": mock_utils_mt5.TIMEFRAME_H3,
+        "4h": mock_utils_mt5.TIMEFRAME_H4,
+        "6h": mock_utils_mt5.TIMEFRAME_H6,
+        "8h": mock_utils_mt5.TIMEFRAME_H8,
+        "12h": mock_utils_mt5.TIMEFRAME_H12,
+        "D1": mock_utils_mt5.TIMEFRAME_D1,
+        "W1": mock_utils_mt5.TIMEFRAME_W1,
+        "MN1": mock_utils_mt5.TIMEFRAME_MN1,
+    }
+    mocker.patch.dict("bbstrader.metatrader.utils.TIMEFRAMES", patched_timeframes)
+
+    # The fixture should return the mock that is directly called by the Rates class for data fetching.
+    return mock_rates_mt5
+
+
+@pytest.fixture
+def mock_account(mocker):
+    """
+    Fixture to mock the Account class *specifically where it's used in the rates module*.
+    This is the key change.
+    """
+    mock_account_instance = MagicMock()
+    mock_account_instance.get_symbol_type.return_value = SymbolType.FOREX
+    mock_account_instance.get_symbol_info.return_value = MagicMock(
+        path="Group\\Forex\\EURUSD"
+    )
+    mock_account_instance.get_currency_rates.return_value = {"mc": "USD"}
+
+    mocker.patch(
+        "bbstrader.metatrader.rates.Account", return_value=mock_account_instance
+    )
+
+    return mock_account_instance
+
+
+@pytest.fixture
+def mock_check_connection(mocker):
+    """Fixture to mock the check_mt5_connection function."""
+    return mocker.patch("bbstrader.metatrader.rates.check_mt5_connection")
+
+
+def test_rates_initialization(mock_mt5_api, mock_account, mock_check_connection):
+    """
+    Test the successful initialization of the Rates class with proper mocks.
+    """
+    rates = Rates(symbol="EURUSD", timeframe="D1", start_pos=0, count=100)
+
+    # 1. Check if MT5 connection was checked
+    mock_check_connection.assert_called_once()
+
+    # 2. Check if Account was instantiated (the patch in mock_account handles this)
+    # We can check its methods were NOT called since filter=False by default.
+    mock_account.get_symbol_type.assert_not_called()
+
+    # 3. Check if data was fetched on initialization
+    # Access TIMEFRAME_D1 from mock_mt5_module as it's defined there for tests
+    mock_mt5_api.copy_rates_from_pos.assert_called_once_with(
+        "EURUSD", mock_mt5_module.TIMEFRAME_D1, 0, 100
+    )
+
+    # 4. Check if the internal data DataFrame is correctly populated
+    assert isinstance(rates._Rates__data, pd.DataFrame)
+    assert not rates._Rates__data.empty
+    assert "Close" in rates._Rates__data.columns
+    assert rates._Rates__data.index.name == "Date"
+
+
+def test_rates_initialization_invalid_timeframe():
+    """
+    Test that initializing with an invalid timeframe raises a ValueError.
+    """
+    with pytest.raises(ValueError, match="Unsupported time frame 'INVALID_TF'"):
+        # We don't need full mocks for this, as it fails before they are used.
+        Rates(symbol="EURUSD", timeframe="INVALID_TF")
+
+
+def test_get_start_pos_with_string_date(
+    mocker, mock_check_connection, mock_account, mock_mt5_api
+):
+    """
+    Test the _get_pos_index calculation for a string date start_pos.
+    """
+    mock_dt = mocker.patch("bbstrader.metatrader.rates.datetime")
+    mock_dt.now.return_value = datetime(2023, 12, 31)
+
+    rates = Rates(
+        symbol="EURUSD", timeframe="D1", start_pos="2023-12-20", session_duration=24
+    )
+    assert rates.start_pos == 6
+
+
+def test_get_historical_data(mock_mt5_api, mock_account, mock_check_connection):
+    """
+    Test the get_historical_data method.
+    """
+    rates = Rates("GBPUSD", "D1")
+    date_from = datetime(2023, 1, 1)
+    date_to = datetime(2023, 1, 31)
+
+    df = rates.get_historical_data(
+        date_from=date_from, date_to=date_to, lower_colnames=True
+    )
+
+    mock_mt5_api.copy_rates_range.assert_called_once_with(
+        "GBPUSD", mock_mt5_module.TIMEFRAME_D1, date_from, date_to
+    )
+    assert isinstance(df, pd.DataFrame)
+    assert "close" in df.columns
+    assert df.index.name == "date"
+
+
+def test_data_filtering_for_stock(mock_mt5_api, mock_account, mock_check_connection):
+    """
+    Test the filtering mechanism for a stock symbol.
+    """
+    mock_account.get_symbol_type.return_value = SymbolType.STOCKS
+    mock_account.get_stocks_from_exchange.return_value = ["AAPL"]
+
+    with patch("bbstrader.metatrader.rates.AMG_EXCHANGES", ["'XNYS'"]):
+        rates = Rates("AAPL", "D1")
+        date_from = pd.Timestamp("2023-01-01")
+        date_to = pd.Timestamp("2023-01-04")
+
+        df = rates.get_historical_data(
+            date_from=date_from, date_to=date_to, filter=True
+        )
+
+    mock_account.get_symbol_type.assert_called()
+    mock_account.get_stocks_from_exchange.assert_called()
+
+    assert not df.isnull().values.any()
+
+
+def test_data_filtering_with_fill_na(mock_mt5_api, mock_account, mock_check_connection):
+    """
+    Test filtering with fill_na=True for a D1 timeframe.
+    """
+    mock_account.get_symbol_type.return_value = SymbolType.FOREX  # Use a 24/5 calendar
+
+    rates = Rates("EURUSD", "D1")
+    date_from = pd.Timestamp("2023-01-01")
+    date_to = pd.Timestamp("2023-01-04")
+
+    df = rates.get_historical_data(
+        date_from=date_from, date_to=date_to, filter=True, fill_na=True
+    )
+
+    # The 'us_futures' calendar (used for FOREX) is closed on Jan 2nd.
+    # With fill_na=True, this day should be present and filled.
+    assert not df.isnull().values.any()
+
+
+def test_properties_access(mock_mt5_api, mock_account, mock_check_connection):
+    """
+    Test the data properties like .open, .close, .returns.
+    """
+    rates = Rates("EURUSD", "D1")
+
+    pd.testing.assert_series_equal(
+        rates.close, rates._Rates__data["Close"], check_names=False
+    )
+
+    returns = rates.returns
+    assert isinstance(returns, pd.Series)
+    assert not returns.isnull().any()
+    expected_return = (1.08 - 1.07) / 1.07
+    assert np.isclose(returns.iloc[0], expected_return)
+
+
+def test_download_historical_data_wrapper(mocker):
+    """
+    Test the wrapper function to ensure it instantiates Rates and calls the correct method.
+    """
+    # Here, we mock the entire Rates class since we are testing the wrapper function, not the class itself.
+    mock_rates_class = mocker.patch("bbstrader.metatrader.rates.Rates")
+    mock_rates_instance = mock_rates_class.return_value
+
+    date_from = datetime(2022, 1, 1)
+
+    download_historical_data(
+        symbol="USDCAD", timeframe="H12", date_from=date_from, filter=True
+    )
+
+    # Check that Rates was initialized correctly
+    # Note: the timeframe "H12" will be passed as a string to the constructor.
+    mock_rates_class.assert_called_once_with("USDCAD", "H12")
+
+    # Check that the method on the instance was called correctly
+    mock_rates_instance.get_historical_data.assert_called_once()
+    call_args, call_kwargs = mock_rates_instance.get_historical_data.call_args
+    assert call_kwargs["date_from"] == date_from
+    assert call_kwargs["filter"] is True