feat: add equity read MCP methods

This commit is contained in:
2026-09-01 12:31:18 -05:00
parent 87f4f40d77
commit 658ba5efba
3 changed files with 904 additions and 0 deletions
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package equity
import "s1d3sw1ped/robinhood-agentic-mcp/client"
// Client wraps Robinhood equity MCP tools.
type Client struct {
c client.Caller
}
// New returns an equity client that invokes tools through c.
func New(c client.Caller) *Client {
return &Client{c: c}
}
// Tools returns the MCP names this package implements.
func Tools() []string {
return []string{
toolPositions,
toolTaxLots,
toolQuotes,
toolOrders,
toolTradability,
toolHistoricals,
toolFundamentals,
toolPriceBook,
toolTechnicalIndicators,
toolNews,
}
}
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package equity
import (
"context"
"encoding/json"
"time"
decimal "github.com/alpacahq/alpacadecimal"
"s1d3sw1ped/robinhood-agentic-mcp/client"
"s1d3sw1ped/robinhood-agentic-mcp/internal/wire"
)
const (
toolPositions = "get_equity_positions"
toolTaxLots = "get_equity_tax_lots"
toolQuotes = "get_equity_quotes"
toolOrders = "get_equity_orders"
toolTradability = "get_equity_tradability"
toolHistoricals = "get_equity_historicals"
toolFundamentals = "get_equity_fundamentals"
toolPriceBook = "get_equity_price_book"
toolTechnicalIndicators = "get_equity_technical_indicators"
toolNews = "get_equity_news"
)
// PositionsRequest is the argument set for get_equity_positions.
type PositionsRequest struct {
AccountNumber string
Cursor string
}
// PositionsResult is the parsed get_equity_positions payload.
type PositionsResult struct{}
// TaxLotsRequest is the argument set for get_equity_tax_lots.
type TaxLotsRequest struct {
AccountNumber string
Symbol string
Cursor string
}
// TaxLotsResult is the parsed get_equity_tax_lots payload.
type TaxLotsResult struct{}
// QuotesRequest is the argument set for get_equity_quotes.
type QuotesRequest struct {
Symbols []string
}
// Quote is a top-of-book print from get_equity_quotes.
type Quote struct {
Symbol string
Bid decimal.Decimal
Ask decimal.Decimal
Last decimal.Decimal
PrevClose decimal.Decimal
Volume decimal.Decimal
}
// QuotesResult is the parsed get_equity_quotes payload.
type QuotesResult struct {
Quotes []Quote
}
// OrdersRequest is the argument set for get_equity_orders.
type OrdersRequest struct {
AccountNumber string
OrderID string
State string
Symbol string
CreatedAtGTE string
PlacedAgent string
Cursor string
}
// OrdersResult is the parsed get_equity_orders payload.
type OrdersResult struct{}
// TradabilityRequest is the argument set for get_equity_tradability.
type TradabilityRequest struct {
AccountNumber string
Symbols []string
}
// TradabilityResult is the parsed get_equity_tradability payload.
type TradabilityResult struct{}
// HistoricalsRequest is the argument set for get_equity_historicals.
type HistoricalsRequest struct {
Symbols []string
StartTime time.Time
EndTime time.Time
Interval string
Bounds string
AdjustmentType string
}
// Bar is one equity historical candle from get_equity_historicals.
type Bar struct {
Symbol string
Time time.Time
Open, High, Low, Close decimal.Decimal
Volume decimal.Decimal
Interpolated bool
}
// HistoricalsResult is the parsed get_equity_historicals payload.
type HistoricalsResult struct {
Bars []Bar
}
// FundamentalsRequest is the argument set for get_equity_fundamentals.
type FundamentalsRequest struct {
Symbols []string
Bounds string
}
// FundamentalsResult is the parsed get_equity_fundamentals payload.
type FundamentalsResult struct{}
// PriceBookRequest is the argument set for get_equity_price_book.
type PriceBookRequest struct {
Symbols []string
}
// PriceBookResult is the parsed get_equity_price_book payload.
type PriceBookResult struct{}
// TechnicalIndicatorsRequest is the argument set for get_equity_technical_indicators.
type TechnicalIndicatorsRequest struct {
Symbol string
Type string
Interval string
StartTime time.Time
EndTime time.Time
Bounds string
AdjustmentType string
Output string
Period *int
NumStd *decimal.Decimal
FastPeriod *int
SlowPeriod *int
SignalPeriod *int
Multiplier *decimal.Decimal
Method string
}
// TechnicalIndicatorsResult is the parsed get_equity_technical_indicators payload.
type TechnicalIndicatorsResult struct{}
// NewsRequest is the argument set for get_equity_news.
type NewsRequest struct {
Symbol string
Limit int
Cursor string
}
// NewsResult is the parsed get_equity_news payload.
type NewsResult struct{}
// Positions calls get_equity_positions.
func (c *Client) Positions(ctx context.Context, req PositionsRequest) (PositionsResult, error) {
args := map[string]any{}
if req.AccountNumber != "" {
args["account_number"] = req.AccountNumber
}
if req.Cursor != "" {
args["cursor"] = req.Cursor
}
var out PositionsResult
if err := c.parse(ctx, toolPositions, args, &out); err != nil {
return PositionsResult{}, err
}
return out, nil
}
// TaxLots calls get_equity_tax_lots.
func (c *Client) TaxLots(ctx context.Context, req TaxLotsRequest) (TaxLotsResult, error) {
args := map[string]any{}
if req.AccountNumber != "" {
args["account_number"] = req.AccountNumber
}
if req.Symbol != "" {
args["symbol"] = req.Symbol
}
if req.Cursor != "" {
args["cursor"] = req.Cursor
}
var out TaxLotsResult
if err := c.parse(ctx, toolTaxLots, args, &out); err != nil {
return TaxLotsResult{}, err
}
return out, nil
}
// Quotes calls get_equity_quotes.
func (c *Client) Quotes(ctx context.Context, req QuotesRequest) (QuotesResult, error) {
args := map[string]any{}
if len(req.Symbols) > 0 {
args["symbols"] = req.Symbols
}
raw, err := c.c.Call(ctx, toolQuotes, args)
if err != nil {
return QuotesResult{}, err
}
quotes, err := parseQuotes(raw)
if err != nil {
return QuotesResult{}, client.ToolErrorf(toolQuotes, "parse: %w", err)
}
return QuotesResult{Quotes: quotes}, nil
}
// Orders calls get_equity_orders.
func (c *Client) Orders(ctx context.Context, req OrdersRequest) (OrdersResult, error) {
args := map[string]any{}
if req.AccountNumber != "" {
args["account_number"] = req.AccountNumber
}
if req.OrderID != "" {
args["order_id"] = req.OrderID
}
if req.State != "" {
args["state"] = req.State
}
if req.Symbol != "" {
args["symbol"] = req.Symbol
}
if req.CreatedAtGTE != "" {
args["created_at_gte"] = req.CreatedAtGTE
}
if req.PlacedAgent != "" {
args["placed_agent"] = req.PlacedAgent
}
if req.Cursor != "" {
args["cursor"] = req.Cursor
}
var out OrdersResult
if err := c.parse(ctx, toolOrders, args, &out); err != nil {
return OrdersResult{}, err
}
return out, nil
}
// Tradability calls get_equity_tradability.
func (c *Client) Tradability(ctx context.Context, req TradabilityRequest) (TradabilityResult, error) {
args := map[string]any{}
if req.AccountNumber != "" {
args["account_number"] = req.AccountNumber
}
if len(req.Symbols) > 0 {
args["symbols"] = req.Symbols
}
var out TradabilityResult
if err := c.parse(ctx, toolTradability, args, &out); err != nil {
return TradabilityResult{}, err
}
return out, nil
}
// Historicals calls get_equity_historicals.
func (c *Client) Historicals(ctx context.Context, req HistoricalsRequest) (HistoricalsResult, error) {
args := map[string]any{
"start_time": req.StartTime.UTC().Format(time.RFC3339),
}
if len(req.Symbols) > 0 {
args["symbols"] = req.Symbols
}
if !req.EndTime.IsZero() {
args["end_time"] = req.EndTime.UTC().Format(time.RFC3339)
}
if req.Interval != "" {
args["interval"] = req.Interval
}
if req.Bounds != "" {
args["bounds"] = req.Bounds
}
if req.AdjustmentType != "" {
args["adjustment_type"] = req.AdjustmentType
}
raw, err := c.c.Call(ctx, toolHistoricals, args)
if err != nil {
return HistoricalsResult{}, err
}
bars, err := parseHistoricals(raw)
if err != nil {
return HistoricalsResult{}, client.ToolErrorf(toolHistoricals, "parse: %w", err)
}
return HistoricalsResult{Bars: bars}, nil
}
// Fundamentals calls get_equity_fundamentals.
func (c *Client) Fundamentals(ctx context.Context, req FundamentalsRequest) (FundamentalsResult, error) {
args := map[string]any{}
if len(req.Symbols) > 0 {
args["symbols"] = req.Symbols
}
if req.Bounds != "" {
args["bounds"] = req.Bounds
}
var out FundamentalsResult
if err := c.parse(ctx, toolFundamentals, args, &out); err != nil {
return FundamentalsResult{}, err
}
return out, nil
}
// PriceBook calls get_equity_price_book.
func (c *Client) PriceBook(ctx context.Context, req PriceBookRequest) (PriceBookResult, error) {
args := map[string]any{}
if len(req.Symbols) > 0 {
args["symbols"] = req.Symbols
}
var out PriceBookResult
if err := c.parse(ctx, toolPriceBook, args, &out); err != nil {
return PriceBookResult{}, err
}
return out, nil
}
// TechnicalIndicators calls get_equity_technical_indicators.
func (c *Client) TechnicalIndicators(ctx context.Context, req TechnicalIndicatorsRequest) (TechnicalIndicatorsResult, error) {
args := map[string]any{
"start_time": req.StartTime.UTC().Format(time.RFC3339),
}
if req.Symbol != "" {
args["symbol"] = req.Symbol
}
if req.Type != "" {
args["type"] = req.Type
}
if req.Interval != "" {
args["interval"] = req.Interval
}
if !req.EndTime.IsZero() {
args["end_time"] = req.EndTime.UTC().Format(time.RFC3339)
}
if req.Bounds != "" {
args["bounds"] = req.Bounds
}
if req.AdjustmentType != "" {
args["adjustment_type"] = req.AdjustmentType
}
if req.Output != "" {
args["output"] = req.Output
}
if req.Period != nil {
args["period"] = *req.Period
}
if req.NumStd != nil {
args["num_std"] = wire.Encode(*req.NumStd)
}
if req.FastPeriod != nil {
args["fast_period"] = *req.FastPeriod
}
if req.SlowPeriod != nil {
args["slow_period"] = *req.SlowPeriod
}
if req.SignalPeriod != nil {
args["signal_period"] = *req.SignalPeriod
}
if req.Multiplier != nil {
args["multiplier"] = wire.Encode(*req.Multiplier)
}
if req.Method != "" {
args["method"] = req.Method
}
var out TechnicalIndicatorsResult
if err := c.parse(ctx, toolTechnicalIndicators, args, &out); err != nil {
return TechnicalIndicatorsResult{}, err
}
return out, nil
}
// News calls get_equity_news.
func (c *Client) News(ctx context.Context, req NewsRequest) (NewsResult, error) {
args := map[string]any{}
if req.Symbol != "" {
args["symbol"] = req.Symbol
}
if req.Limit != 0 {
args["limit"] = req.Limit
}
if req.Cursor != "" {
args["cursor"] = req.Cursor
}
var out NewsResult
if err := c.parse(ctx, toolNews, args, &out); err != nil {
return NewsResult{}, err
}
return out, nil
}
func (c *Client) parse(ctx context.Context, tool string, args map[string]any, dest any) error {
raw, err := c.c.Call(ctx, tool, args)
if err != nil {
return err
}
if err := json.Unmarshal(wire.Unwrap(raw), dest); err != nil {
return client.ToolErrorf(tool, "parse: %w", err)
}
return nil
}
type quoteFields struct {
Symbol string `json:"symbol"`
Last any `json:"last"`
LastTradePrice any `json:"last_trade_price"`
LastNonRegTradePrice any `json:"last_non_reg_trade_price"`
Bid any `json:"bid"`
BidPrice any `json:"bid_price"`
Ask any `json:"ask"`
AskPrice any `json:"ask_price"`
PreviousClose any `json:"previous_close"`
AdjustedPreviousClose any `json:"adjusted_previous_close"`
Volume any `json:"volume"`
}
type quoteRow struct {
Quote *quoteFields `json:"quote"`
Close *struct {
Symbol string `json:"symbol"`
Price any `json:"price"`
} `json:"close"`
quoteFields
}
func (r quoteRow) asQuote() (Quote, bool, error) {
f := r.quoteFields
if r.Quote != nil {
f = *r.Quote
}
if f.Symbol == "" && r.Close != nil {
f.Symbol = r.Close.Symbol
}
if f.Symbol == "" {
return Quote{}, false, nil
}
var closePx any
if r.Close != nil {
closePx = r.Close.Price
}
last, err := firstDec(f.LastTradePrice, f.Last, f.LastNonRegTradePrice)
if err != nil {
return Quote{}, false, err
}
prev, err := firstDec(closePx, f.PreviousClose, f.AdjustedPreviousClose)
if err != nil {
return Quote{}, false, err
}
bid, err := firstDec(f.BidPrice, f.Bid)
if err != nil {
return Quote{}, false, err
}
ask, err := firstDec(f.AskPrice, f.Ask)
if err != nil {
return Quote{}, false, err
}
vol, err := firstDec(f.Volume)
if err != nil {
return Quote{}, false, err
}
return Quote{
Symbol: f.Symbol,
Last: last,
PrevClose: prev,
Bid: bid,
Ask: ask,
Volume: vol,
}, true, nil
}
func parseQuotes(raw json.RawMessage) ([]Quote, error) {
var wrap struct {
Quotes []quoteRow `json:"quotes"`
}
if err := json.Unmarshal(wire.Unwrap(raw), &wrap); err != nil {
return nil, err
}
out := make([]Quote, 0, len(wrap.Quotes))
for _, row := range wrap.Quotes {
q, ok, err := row.asQuote()
if err != nil {
return nil, err
}
if !ok {
continue
}
out = append(out, q)
}
return out, nil
}
type histPointJSON struct {
BeginsAt string `json:"begins_at"`
Open any `json:"open"`
High any `json:"high"`
Low any `json:"low"`
Close any `json:"close"`
Volume any `json:"volume"`
Interpolated bool `json:"interpolated"`
}
type histSeriesJSON struct {
Symbol string `json:"symbol"`
DataPoints []histPointJSON `json:"data_points"`
}
func parseHistoricals(raw json.RawMessage) ([]Bar, error) {
var wrap struct {
Historicals []histSeriesJSON `json:"historicals"`
}
if err := json.Unmarshal(wire.Unwrap(raw), &wrap); err != nil {
return nil, err
}
var out []Bar
for _, series := range wrap.Historicals {
if series.Symbol == "" {
continue
}
for _, p := range series.DataPoints {
ts, err := time.Parse(time.RFC3339, p.BeginsAt)
if err != nil {
continue
}
o, err := firstDec(p.Open)
if err != nil {
return nil, err
}
h, err := firstDec(p.High)
if err != nil {
return nil, err
}
l, err := firstDec(p.Low)
if err != nil {
return nil, err
}
cl, err := firstDec(p.Close)
if err != nil {
return nil, err
}
vol, err := firstDec(p.Volume)
if err != nil {
return nil, err
}
out = append(out, Bar{
Symbol: series.Symbol,
Time: ts,
Open: o,
High: h,
Low: l,
Close: cl,
Volume: vol,
Interpolated: p.Interpolated,
})
}
}
return out, nil
}
func firstDec(vs ...any) (decimal.Decimal, error) {
for _, v := range vs {
if v == nil {
continue
}
if s, ok := v.(string); ok && s == "" {
continue
}
return wire.Dec(v)
}
return decimal.Zero, nil
}
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package equity_test
import (
"context"
"encoding/json"
"sort"
"testing"
"time"
decimal "github.com/alpacahq/alpacadecimal"
"github.com/google/go-cmp/cmp"
"s1d3sw1ped/robinhood-agentic-mcp/client"
"s1d3sw1ped/robinhood-agentic-mcp/equity"
"s1d3sw1ped/robinhood-agentic-mcp/internal/rhntest"
)
func TestEquity_toolNames(t *testing.T) {
t.Parallel()
start := time.Date(2026, 8, 18, 13, 30, 0, 0, time.UTC)
end := time.Date(2026, 8, 18, 20, 0, 0, 0, time.UTC)
period := 14
fast := 12
slow := 26
signal := 9
numStd := decimal.RequireFromString("2")
mult := decimal.RequireFromString("3")
tests := []struct {
name string
call func(*equity.Client) error
wantName string
wantArgs map[string]any
}{
{
name: "Positions",
call: func(c *equity.Client) error {
_, err := c.Positions(context.Background(), equity.PositionsRequest{
AccountNumber: "acct-1",
Cursor: "c1",
})
return err
},
wantName: "get_equity_positions",
wantArgs: map[string]any{"account_number": "acct-1", "cursor": "c1"},
},
{
name: "TaxLots",
call: func(c *equity.Client) error {
_, err := c.TaxLots(context.Background(), equity.TaxLotsRequest{
AccountNumber: "acct-1",
Symbol: "MU",
Cursor: "c1",
})
return err
},
wantName: "get_equity_tax_lots",
wantArgs: map[string]any{"account_number": "acct-1", "symbol": "MU", "cursor": "c1"},
},
{
name: "Quotes",
call: func(c *equity.Client) error {
_, err := c.Quotes(context.Background(), equity.QuotesRequest{Symbols: []string{"MU"}})
return err
},
wantName: "get_equity_quotes",
wantArgs: map[string]any{"symbols": []string{"MU"}},
},
{
name: "Orders",
call: func(c *equity.Client) error {
_, err := c.Orders(context.Background(), equity.OrdersRequest{
AccountNumber: "acct-1",
OrderID: "o1",
State: "filled",
Symbol: "MU",
CreatedAtGTE: "2026-08-18",
PlacedAgent: "agentic",
Cursor: "c1",
})
return err
},
wantName: "get_equity_orders",
wantArgs: map[string]any{
"account_number": "acct-1",
"order_id": "o1",
"state": "filled",
"symbol": "MU",
"created_at_gte": "2026-08-18",
"placed_agent": "agentic",
"cursor": "c1",
},
},
{
name: "Tradability",
call: func(c *equity.Client) error {
_, err := c.Tradability(context.Background(), equity.TradabilityRequest{
AccountNumber: "acct-1",
Symbols: []string{"MU"},
})
return err
},
wantName: "get_equity_tradability",
wantArgs: map[string]any{"account_number": "acct-1", "symbols": []string{"MU"}},
},
{
name: "Historicals",
call: func(c *equity.Client) error {
_, err := c.Historicals(context.Background(), equity.HistoricalsRequest{
Symbols: []string{"MU"},
StartTime: start,
})
return err
},
wantName: "get_equity_historicals",
wantArgs: map[string]any{
"symbols": []string{"MU"},
"start_time": "2026-08-18T13:30:00Z",
},
},
{
name: "Fundamentals",
call: func(c *equity.Client) error {
_, err := c.Fundamentals(context.Background(), equity.FundamentalsRequest{
Symbols: []string{"MU"},
Bounds: "regular",
})
return err
},
wantName: "get_equity_fundamentals",
wantArgs: map[string]any{"symbols": []string{"MU"}, "bounds": "regular"},
},
{
name: "PriceBook",
call: func(c *equity.Client) error {
_, err := c.PriceBook(context.Background(), equity.PriceBookRequest{Symbols: []string{"MU"}})
return err
},
wantName: "get_equity_price_book",
wantArgs: map[string]any{"symbols": []string{"MU"}},
},
{
name: "TechnicalIndicators",
call: func(c *equity.Client) error {
_, err := c.TechnicalIndicators(context.Background(), equity.TechnicalIndicatorsRequest{
Symbol: "MU",
Type: "macd",
Interval: "minute",
StartTime: start,
EndTime: end,
Bounds: "regular",
AdjustmentType: "split",
Output: "latest",
Period: &period,
NumStd: &numStd,
FastPeriod: &fast,
SlowPeriod: &slow,
SignalPeriod: &signal,
Multiplier: &mult,
Method: "classic",
})
return err
},
wantName: "get_equity_technical_indicators",
wantArgs: map[string]any{
"symbol": "MU",
"type": "macd",
"interval": "minute",
"start_time": "2026-08-18T13:30:00Z",
"end_time": "2026-08-18T20:00:00Z",
"bounds": "regular",
"adjustment_type": "split",
"output": "latest",
"period": 14,
"num_std": "2",
"fast_period": 12,
"slow_period": 26,
"signal_period": 9,
"multiplier": "3",
"method": "classic",
},
},
{
name: "News",
call: func(c *equity.Client) error {
_, err := c.News(context.Background(), equity.NewsRequest{
Symbol: "MU",
Limit: 5,
Cursor: "c1",
})
return err
},
wantName: "get_equity_news",
wantArgs: map[string]any{"symbol": "MU", "limit": 5, "cursor": "c1"},
},
}
for _, tc := range tests {
t.Run(tc.name, func(t *testing.T) {
t.Parallel()
var gotName string
var gotArgs map[string]any
c := equity.New(client.Func(func(ctx context.Context, name string, args map[string]any) (json.RawMessage, error) {
gotName, gotArgs = name, args
return json.RawMessage(`{}`), nil
}))
if err := tc.call(c); err != nil {
t.Fatal(err)
}
if gotName != tc.wantName {
t.Fatalf("%s %+v", gotName, gotArgs)
}
if diff := cmp.Diff(tc.wantArgs, gotArgs); diff != "" {
t.Fatal(diff)
}
if tc.name == "Historicals" {
if _, ok := gotArgs["interval"]; ok {
t.Fatalf("interval injected: %+v", gotArgs)
}
if _, ok := gotArgs["bounds"]; ok {
t.Fatalf("bounds injected: %+v", gotArgs)
}
}
})
}
}
func TestTools(t *testing.T) {
t.Parallel()
want := []string{
"get_equity_fundamentals",
"get_equity_historicals",
"get_equity_news",
"get_equity_orders",
"get_equity_positions",
"get_equity_price_book",
"get_equity_quotes",
"get_equity_tax_lots",
"get_equity_technical_indicators",
"get_equity_tradability",
}
got := append([]string(nil), equity.Tools()...)
sort.Strings(got)
if diff := cmp.Diff(want, got); diff != "" {
t.Fatal(diff)
}
}
func TestQuotes_rhntest(t *testing.T) {
t.Parallel()
s := rhntest.New(t)
s.Set("get_equity_quotes", json.RawMessage(`{"quotes":[{"symbol":"MU","quote":{"symbol":"MU","last_trade_price":"100","bid_price":"99.9","ask_price":"100.1"},"close":{"symbol":"MU","price":"98"}}]}`))
c := equity.New(&client.Client{URL: s.URL})
got, err := c.Quotes(context.Background(), equity.QuotesRequest{Symbols: []string{"MU"}})
if err != nil {
t.Fatal(err)
}
if len(got.Quotes) != 1 {
t.Fatalf("%+v", got)
}
q := got.Quotes[0]
if q.Symbol != "MU" {
t.Fatalf("%+v", q)
}
if !q.Last.Equal(decimal.RequireFromString("100")) {
t.Fatalf("last %s", q.Last)
}
if !q.Bid.Equal(decimal.RequireFromString("99.9")) {
t.Fatalf("bid %s", q.Bid)
}
if !q.PrevClose.Equal(decimal.RequireFromString("98")) {
t.Fatalf("prev close %s", q.PrevClose)
}
}
func TestHistoricals_rhntest(t *testing.T) {
t.Parallel()
s := rhntest.New(t)
s.Set("get_equity_historicals", json.RawMessage(`{"historicals":[{"symbol":"MU","data_points":[
{"begins_at":"2026-08-18T13:30:00Z","open":"10","high":"11","low":"9","close":"10","volume":"100","interpolated":false},
{"begins_at":"2026-08-18T13:31:00Z","open":"10","high":"10","low":"10","close":"10","volume":"1","interpolated":true}
]}]}`))
c := equity.New(&client.Client{URL: s.URL})
got, err := c.Historicals(context.Background(), equity.HistoricalsRequest{
Symbols: []string{"MU"},
StartTime: time.Date(2026, 8, 18, 13, 30, 0, 0, time.UTC),
})
if err != nil {
t.Fatal(err)
}
if len(got.Bars) != 2 {
t.Fatalf("bars %d", len(got.Bars))
}
b0 := got.Bars[0]
if b0.Symbol != "MU" || b0.Interpolated {
t.Fatalf("%+v", b0)
}
if !b0.Time.Equal(time.Date(2026, 8, 18, 13, 30, 0, 0, time.UTC)) {
t.Fatalf("time %s", b0.Time)
}
if !b0.Open.Equal(decimal.RequireFromString("10")) || !b0.High.Equal(decimal.RequireFromString("11")) || !b0.Low.Equal(decimal.RequireFromString("9")) || !b0.Close.Equal(decimal.RequireFromString("10")) || !b0.Volume.Equal(decimal.RequireFromString("100")) {
t.Fatalf("%+v", b0)
}
if !got.Bars[1].Interpolated {
t.Fatalf("%+v", got.Bars[1])
}
}