Dmitry
53096c207e
ISS без ключа: история по доске, текущие котировки, метаданные бумаг. Облигации приходят в процентах от номинала, поэтому price_daily хранит и price_pct как опубликовано, и close как денежную величину, плюс НКД рядом.
131 lines
4.2 KiB
Python
131 lines
4.2 KiB
Python
"""MOEX ISS parsing: the column-order and percent-of-nominal traps."""
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from datetime import date
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from decimal import Decimal
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import httpx
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import pytest
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import respx
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from fintracker.sources.moex.client import LastPrice, MoexClient, _rows
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from fintracker.sources.moex.sync import _secid_candidates
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ISS = "https://iss.moex.com/iss"
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def block(name: str, columns: list[str], data: list[list]) -> dict:
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return {name: {"columns": columns, "data": data}}
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def test_rows_zips_columns_by_name():
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"""Reading by position is what lets a column-order change slide prices into volumes."""
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payload = block("history", ["TRADEDATE", "CLOSE"], [["2026-09-17", 275.18]])
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assert _rows(payload, "history") == [{"TRADEDATE": "2026-09-17", "CLOSE": 275.18}]
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def test_rows_on_a_missing_block_is_empty_not_an_error():
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assert _rows({}, "history") == []
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@respx.mock
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async def test_share_history_uses_the_settlement_price():
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"""LEGALCLOSEPRICE survives an illiquid day better than CLOSE, so it wins."""
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respx.get(url__startswith=f"{ISS}/history").mock(
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return_value=httpx.Response(
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200,
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json=block(
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"history",
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["TRADEDATE", "CLOSE", "LEGALCLOSEPRICE", "CURRENCYID"],
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[["2026-09-17", 275.18, 274.90, "SUR"]],
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),
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)
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)
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async with MoexClient() as moex:
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candles = await moex.history(
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"SBER",
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engine="stock",
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market="shares",
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board="TQBR",
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since=date(2026, 9, 17),
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until=date(2026, 9, 17),
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)
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assert candles[0].close == Decimal("274.90")
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assert candles[0].price_pct is None
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assert candles[0].currency == "RUB" # ISS says SUR; the system speaks ISO
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@respx.mock
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async def test_bond_history_resolves_percent_of_nominal_into_money():
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"""A bond quoted at 98.396 of a 1000 nominal is worth 983.96, not 98.4."""
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respx.get(url__startswith=f"{ISS}/history").mock(
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return_value=httpx.Response(
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200,
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json=block(
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"history",
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["TRADEDATE", "LEGALCLOSEPRICE", "FACEVALUE", "ACCINT", "CURRENCYID"],
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[["2026-09-17", 98.396, 1000, 9.6, "SUR"]],
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),
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)
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)
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async with MoexClient() as moex:
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candles = await moex.history(
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"SU26207RMFS9",
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engine="stock",
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market="bonds",
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board="TQOB",
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since=date(2026, 9, 17),
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until=date(2026, 9, 17),
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)
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candle = candles[0]
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assert candle.close == Decimal("983.960")
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assert candle.price_pct == Decimal("98.396") # the quote as published, kept
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assert candle.accrued_interest == Decimal("9.6")
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@respx.mock
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async def test_history_follows_pagination():
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"""ISS caps a page at 100 rows; stopping there would silently truncate the history."""
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first = [[f"2026-01-{d:02d}", 10 + d] for d in range(1, 31)] * 4 # 120 rows
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respx.get(url__startswith=f"{ISS}/history").mock(
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side_effect=[
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httpx.Response(200, json=block("history", ["TRADEDATE", "CLOSE"], first[:100])),
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httpx.Response(200, json=block("history", ["TRADEDATE", "CLOSE"], first[100:])),
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]
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)
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async with MoexClient() as moex:
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candles = await moex.history(
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"SBER",
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engine="stock",
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market="shares",
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board="TQBR",
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since=date(2026, 1, 1),
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until=date(2026, 1, 31),
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)
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assert len(candles) == 120
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def test_last_price_of_a_bond_needs_a_nominal_to_become_money():
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quote = LastPrice(value=Decimal("98.439"), is_percent_of_nominal=True)
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assert quote.in_money(Decimal(1000)) == Decimal("984.39")
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# no nominal: unknowable, and a percent must never be passed off as roubles
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assert quote.in_money(None) is None
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def test_last_price_of_a_share_is_already_money():
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assert LastPrice(value=Decimal("275.65"), is_percent_of_nominal=False).in_money(
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None
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) == Decimal("275.65")
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@pytest.mark.parametrize(
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("ticker", "expected"),
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[("TBRU@", ["TBRU@", "TBRU"]), ("SBER", ["SBER"])],
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)
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def test_tinvest_ticker_suffix_is_stripped_as_a_fallback(ticker, expected):
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"""T-Invest writes TBRU@ for its own line; MOEX lists it plain."""
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assert _secid_candidates(ticker) == expected
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