test(dataflows): add unit tests for binance vendor

Author: monicatu333

tests/test_binance_vendor.py

@@ -0,0 +1,108 @@
+"""Binance vendor: native OHLCV data for crypto assets.
+
+Covers symbol resolution, date-boundary inclusivity (#binance-pagination),
+pagination past the 1000-candle-per-request cap, and the
+NoMarketDataError contract for unrecognized symbols / empty responses.
+"""
+import pytest
+
+import tradingagents.dataflows.binance as binance
+
+
+class _FakeResponse:
+    def __init__(self, payload):
+        self._payload = payload
+
+    def raise_for_status(self):
+        pass
+
+    def json(self):
+        return self._payload
+
+
+def _kline_row(date_str, price=50000.0, volume=100.0):
+    """Build one Binance-shaped kline row for a given date."""
+    import pandas as pd
+    open_ms = int(pd.Timestamp(date_str, tz="UTC").timestamp() * 1000)
+    return [
+        open_ms, str(price), str(price + 10), str(price - 10), str(price + 5),
+        str(volume), open_ms + 86399999, "0", 1, "0", "0", "0",
+    ]
+
+
+@pytest.mark.unit
+def test_unrecognized_symbol_raises_no_market_data_error():
+    with pytest.raises(binance.NoMarketDataError):
+        binance.get_binance_stock("NOTACOIN-USD", "2026-06-01", "2026-06-10")
+
+
+@pytest.mark.unit
+def test_empty_response_raises_no_market_data_error(monkeypatch):
+    monkeypatch.setattr(
+        binance.requests, "get",
+        lambda *a, **k: _FakeResponse([]),
+    )
+    with pytest.raises(binance.NoMarketDataError):
+        binance.get_binance_stock("BTC-USD", "2026-06-01", "2026-06-10")
+
+
+@pytest.mark.unit
+def test_normal_path_returns_expected_format(monkeypatch):
+    rows = [_kline_row(d) for d in
+            ["2026-06-01", "2026-06-02", "2026-06-03"]]
+    monkeypatch.setattr(
+        binance.requests, "get",
+        lambda *a, **k: _FakeResponse(rows),
+    )
+    result = binance.get_binance_stock("BTC-USD", "2026-06-01", "2026-06-03")
+    assert "Total records: 3" in result
+    assert "2026-06-03" in result  # end_date must be included
+    assert "BTCUSDT" in result
+
+
+@pytest.mark.unit
+def test_end_date_inclusive_even_at_batch_boundary(monkeypatch):
+    # Simulate Binance returning one extra day past end_date (the buffered
+    # request); the vendor must locally filter it out.
+    rows = [_kline_row(d) for d in
+            ["2026-06-01", "2026-06-02", "2026-06-03"]]  # 06-03 is the buffer day
+    monkeypatch.setattr(
+        binance.requests, "get",
+        lambda *a, **k: _FakeResponse(rows),
+    )
+    result = binance.get_binance_stock("BTC-USD", "2026-06-01", "2026-06-02")
+    assert "Total records: 2" in result
+    assert "2026-06-03" not in result  # buffer day must be filtered out
+
+
+@pytest.mark.unit
+def test_pagination_stops_when_batch_smaller_than_limit(monkeypatch):
+    calls = []
+
+    def fake_get(url, params=None, **kwargs):
+        calls.append(params)
+        # First call: full page (simulated as MAX_LIMIT rows) triggers a
+        # second call; second call returns fewer rows, ending pagination.
+        if len(calls) == 1:
+            return _FakeResponse(
+                [_kline_row(f"2020-01-{d:02d}") for d in range(1, 32)]
+                * (binance._MAX_LIMIT // 31 + 1)
+            )
+        return _FakeResponse([_kline_row("2026-06-01")])
+
+    monkeypatch.setattr(binance.requests, "get", fake_get)
+    binance.get_binance_stock("BTC-USD", "2020-01-01", "2026-06-01")
+    assert len(calls) == 2  # confirms pagination actually looped
+
+
+@pytest.mark.unit
+def test_symbol_resolution_uses_usdt_pair(monkeypatch):
+    captured = {}
+
+    def fake_get(url, params=None, **kwargs):
+        captured.update(params)
+        return _FakeResponse([_kline_row("2026-06-01")])
+
+    monkeypatch.setattr(binance.requests, "get", fake_get)
+    binance.get_binance_stock("BTC-USD", "2026-06-01", "2026-06-01")
+    assert captured["symbol"] == "BTCUSDT"