equity: Accept open_price aliases in historicals #19

Merged
linus merged 1 commits from equity/historicals-live-aliases into develop 2026-09-09 05:11:19 -05:00
2 changed files with 48 additions and 14 deletions
Showing only changes of commit 27ca0a97c4 - Show all commits
+19 -10
View File
@@ -594,9 +594,13 @@ func appendQuotes(dst []Quote, rows []quoteRow) ([]Quote, error) {
type histPointJSON struct {
BeginsAt string `json:"begins_at"`
Open any `json:"open"`
OpenPrice any `json:"open_price"`
High any `json:"high"`
HighPrice any `json:"high_price"`
Low any `json:"low"`
LowPrice any `json:"low_price"`
Close any `json:"close"`
ClosePrice any `json:"close_price"`
Volume any `json:"volume"`
Interpolated bool `json:"interpolated"`
}
@@ -604,38 +608,43 @@ type histPointJSON struct {
type histSeriesJSON struct {
Symbol string `json:"symbol"`
DataPoints []histPointJSON `json:"data_points"`
Bars []histPointJSON `json:"bars"`
}
func parseHistoricals(raw json.RawMessage) ([]Bar, error) {
var wrap struct {
Historicals []histSeriesJSON `json:"historicals"`
}
if err := json.Unmarshal(wire.Unwrap(raw), &wrap); err != nil {
// Live Agentic wire (CT113): {"data":{"results":[{"symbol","bars":[{open_price,...}]}]}}.
// Fixture / older shapes: {"historicals":[{"symbol","data_points":[{open,...}]}]}.
rows, _, err := wire.UnmarshalRows[histSeriesJSON](raw, "results", "historicals")
if err != nil {
return nil, err
}
var out []Bar
for _, series := range wrap.Historicals {
for _, series := range rows {
if series.Symbol == "" {
continue
}
for _, p := range series.DataPoints {
points := series.Bars
if len(points) == 0 {
points = series.DataPoints
}
for _, p := range points {
ts, err := time.Parse(time.RFC3339, p.BeginsAt)
if err != nil {
continue
}
o, err := firstDec(p.Open)
o, err := firstDec(p.OpenPrice, p.Open)
if err != nil {
return nil, err
}
h, err := firstDec(p.High)
h, err := firstDec(p.HighPrice, p.High)
if err != nil {
return nil, err
}
l, err := firstDec(p.Low)
l, err := firstDec(p.LowPrice, p.Low)
if err != nil {
return nil, err
}
cl, err := firstDec(p.Close)
cl, err := firstDec(p.ClosePrice, p.Close)
if err != nil {
return nil, err
}
+29 -4
View File
@@ -306,10 +306,11 @@ func TestQuotes_rhntestResultsEnvelope(t *testing.T) {
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}
]}]}`))
// Live Agentic shape (Jerry CT113): data.results[].bars[] with *_price fields.
s.Set("get_equity_historicals", json.RawMessage(`{"data":{"results":[{"symbol":"MU","bars":[
{"begins_at":"2026-08-18T13:30:00Z","open_price":"10","high_price":"11","low_price":"9","close_price":"10","volume":"100","session":"reg","interpolated":false},
{"begins_at":"2026-08-18T13:31:00Z","open_price":"10","high_price":"10","low_price":"10","close_price":"10","volume":"1","session":"reg","interpolated":true}
]}]}}`))
c := equity.New(&client.Client{URL: s.URL})
got, err := c.Historicals(context.Background(), equity.HistoricalsRequest{
Symbols: []string{"MU"},
@@ -335,3 +336,27 @@ func TestHistoricals_rhntest(t *testing.T) {
t.Fatalf("%+v", got.Bars[1])
}
}
func TestHistoricals_legacyShortNames(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.Open.Equal(decimal.RequireFromString("10")) || !b0.High.Equal(decimal.RequireFromString("11")) || !b0.Volume.Equal(decimal.RequireFromString("100")) {
t.Fatalf("%+v", b0)
}
}