Add tests for Alpaca Historical Bars API
- Implemented tests for fetching historical bars for AAPL with different timeframes (1D, 5Min, 1H). - Verified response structure and data integrity for each timeframe. - Ensured that the API returns valid data and appropriate status for the requests.
This commit is contained in:
+102
-25
@@ -1,4 +1,4 @@
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import { useLoaderData } from "react-router";
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import { useLoaderData, useNavigate, useLocation } from "react-router";
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import TradingViewChart from "../components/TradingViewChart";
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import Navbar from "../components/Navbar";
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@@ -9,44 +9,94 @@ interface LoaderData {
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position: number | null;
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orders: any[];
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bars: any[];
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timeframe: string;
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limit: number;
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}
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const TIMEFRAMES = [
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{ value: "1D", label: "1 Day" },
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{ value: "5Min", label: "5 Min" },
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{ value: "15Min", label: "15 Min" },
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{ value: "1H", label: "1 Hour" },
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{ value: "1W", label: "1 Week" },
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];
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export async function loader({ params, request }: { params: { ticker: string }; request: Request }) {
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const ticker = params.ticker?.toUpperCase() || "";
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const url = new URL(request.url);
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const timeframe = url.searchParams.get("timeframe") || "1D";
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const limit = parseInt(url.searchParams.get("limit") || "30", 10);
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console.log(`analyze/${ticker}: loader called with timeframe=${timeframe}, limit=${limit}`);
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// Build base URL from request for server-side fetches
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const url = new URL(request.url);
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const baseUrl = `${url.protocol}//${url.host}`;
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const reqUrl = new URL(request.url);
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const host = request.headers.get("host") || reqUrl.host;
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const protocol = reqUrl.protocol;
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const baseUrl = `${protocol}//${host}`;
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console.log(`analyze/${ticker}: baseUrl = ${baseUrl}`);
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let position = null;
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let orders = [];
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let bars = [];
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// Fetch position
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const posRes = await fetch(`${baseUrl}/api/alpaca/positions`);
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const positions = posRes.ok ? await posRes.json() : [];
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const position = positions.find((p: any) => p.ticker === ticker)?.qty ?? null;
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try {
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// Fetch position
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const posRes = await fetch(`${baseUrl}/api/alpaca/positions`);
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console.log(`analyze/${ticker}: positions status = ${posRes.status}`);
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const positions = posRes.ok ? await posRes.json() : [];
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position = positions.find((p: any) => p.ticker === ticker)?.qty ?? null;
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// Fetch orders
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const ordRes = await fetch(`${baseUrl}/api/alpaca/orders`);
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const ordersData = ordRes.ok ? await ordRes.json() : { orders: [] };
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const orders = ordersData.orders?.filter((o: any) => o.symbol === ticker) || [];
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// Fetch orders
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const ordRes = await fetch(`${baseUrl}/api/alpaca/orders`);
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const ordersData = ordRes.ok ? await ordRes.json() : { orders: [] };
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orders = ordersData.orders?.filter((o: any) => o.symbol === ticker) || [];
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// Fetch bars for chart
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const barsRes = await fetch(`${baseUrl}/api/alpaca/quote/${ticker}`);
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const barsData = barsRes.ok ? await barsRes.json() : null;
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const bars = barsData?.bars || [];
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// Fetch bars for chart with timeframe and limit
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console.log(`analyze/${ticker}: fetching bars from ${baseUrl}/api/alpaca/quote/${ticker}?timeframe=${timeframe}&limit=${limit}`);
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const barsRes = await fetch(`${baseUrl}/api/alpaca/quote/${ticker}?timeframe=${timeframe}&limit=${limit}`);
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console.log(`analyze/${ticker}: bars response status = ${barsRes.status}`);
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const barsData = barsRes.ok ? await barsRes.json() : null;
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console.log(`analyze/${ticker}: barsData =`, JSON.stringify(barsData));
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bars = barsData?.bars || [];
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} catch (err) {
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console.error(`analyze/${ticker}: loader error`, err);
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}
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return Response.json({ ticker, position, orders, bars });
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return Response.json({ ticker, position, orders, bars, timeframe, limit });
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}
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export default function StockDetail() {
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const { ticker, position, orders, bars } = useLoaderData() as LoaderData;
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const { ticker, position, orders, bars, timeframe, limit } = useLoaderData() as LoaderData;
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const navigate = useNavigate();
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const location = useLocation();
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const updateParams = (newTimeframe: string, newLimit: number) => {
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const searchParams = new URLSearchParams(location.search);
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searchParams.set("timeframe", newTimeframe);
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searchParams.set("limit", newLimit.toString());
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navigate(`${location.pathname}?${searchParams.toString()}`, { replace: true });
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};
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// Convert Alpaca bars to TradingView format (YYYY-MM-DD for time)
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const chartData = bars?.map((bar: any) => ({
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time: bar.t ? new Date(bar.t).toISOString().split('T')[0] : "",
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open: bar.o,
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high: bar.h,
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low: bar.l,
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close: bar.c,
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})).filter((bar: any) => bar.time) || [];
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const chartData = bars?.map((bar: any) => {
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// Handle timestamp - could be string, number, or Date
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let time = "";
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if (bar.t) {
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const date = new Date(bar.t);
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if (!isNaN(date.getTime())) {
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time = date.toISOString().split('T')[0];
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}
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}
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return {
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time,
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open: bar.o,
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high: bar.h,
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low: bar.l,
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close: bar.c,
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};
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}).filter((bar: any) => bar.time && bar.open != null && bar.high != null && bar.low != null && bar.close != null) || [];
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console.log(`StockDetail: loaded ${bars?.length ?? 0} bars, transformed to ${chartData.length} chart points`);
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return (
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<div className="min-h-screen bg-gradient-to-br from-gray-50 to-blue-50">
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@@ -54,7 +104,34 @@ export default function StockDetail() {
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<div className="mx-auto max-w-7xl px-6 py-8">
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<h1 className="text-3xl font-bold text-gray-900 mb-6">{ticker} Detail</h1>
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<TradingViewChart ticker={ticker} data={chartData} />
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<div className="bg-white rounded-xl shadow-lg p-6 mb-6 border border-gray-200">
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<div className="flex items-center gap-4 mb-4">
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<span className="text-gray-700 font-medium">Timeframe:</span>
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<select
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value={timeframe}
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onChange={(e) => updateParams(e.target.value, limit)}
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className="border border-gray-300 rounded-lg px-3 py-1.5 text-gray-900 focus:ring-2 focus:ring-blue-500"
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>
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{TIMEFRAMES.map((tf) => (
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<option key={tf.value} value={tf.value}>{tf.label}</option>
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))}
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</select>
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<span className="text-gray-700 font-medium">Bars:</span>
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<select
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value={limit}
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onChange={(e) => updateParams(timeframe, parseInt(e.target.value))}
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className="border border-gray-300 rounded-lg px-3 py-1.5 text-gray-900 focus:ring-2 focus:ring-blue-500"
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>
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<option value={10}>10</option>
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<option value={30}>30</option>
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<option value={50}>50</option>
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<option value={100}>100</option>
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</select>
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</div>
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<TradingViewChart ticker={ticker} data={chartData} />
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</div>
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<div className="mt-6 bg-white rounded-xl shadow-lg p-6 border border-gray-200">
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<h2 className="text-xl font-bold text-gray-900 mb-4">Position</h2>
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@@ -5,6 +5,7 @@ const alpaca = new Alpaca({
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keyId: process.env.ALPACA_API_KEY!,
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secretKey: process.env.ALPACA_SECRET_KEY!,
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baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
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dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
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retryOnError: false,
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});
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@@ -4,6 +4,7 @@ const alpaca = new Alpaca({
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keyId: process.env.ALPACA_API_KEY!,
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secretKey: process.env.ALPACA_SECRET_KEY!,
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baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
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dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
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retryOnError: false,
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});
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@@ -4,6 +4,7 @@ const alpaca = new Alpaca({
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keyId: process.env.ALPACA_API_KEY!,
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secretKey: process.env.ALPACA_SECRET_KEY!,
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baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
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dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
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retryOnError: false,
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});
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@@ -4,43 +4,100 @@ const alpaca = new Alpaca({
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keyId: process.env.ALPACA_API_KEY!,
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secretKey: process.env.ALPACA_SECRET_KEY!,
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baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
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dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
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retryOnError: false,
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});
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export async function loader({ params }: { params: { ticker: string } }) {
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export async function loader({ request, params }: { request: Request; params: { ticker: string } }) {
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const ticker = params.ticker?.toUpperCase();
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const url = new URL(request.url);
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const timeframe = url.searchParams.get("timeframe") || "1D";
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const limit = parseInt(url.searchParams.get("limit") || "30", 10);
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console.log(`API quote/${ticker}: loader called with timeframe=${timeframe}, limit=${limit}`);
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if (!ticker) {
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return Response.json({ error: "Ticker is required" }, { status: 400 });
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}
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try {
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// Get latest trade for current price
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const trade = await alpaca.getLatestTrade(ticker);
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const price = (trade as { Price?: number }).Price || 0;
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// Get historical bars for chart (last 30 days, daily)
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const bars = await alpaca.getBarsV2(ticker, {
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timeframe: "1Day",
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limit: 30,
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});
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// Convert async generator to array
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const barsArray = [];
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for await (const bar of bars) {
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barsArray.push({
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t: (bar as any).Timestamp || (bar as any).t,
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o: (bar as any).Open || (bar as any).o,
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h: (bar as any).High || (bar as any).h,
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l: (bar as any).Low || (bar as any).l,
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c: (bar as any).Close || (bar as any).c,
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v: (bar as any).Volume || (bar as any).v,
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});
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let price = 0;
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try {
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const trade = await alpaca.getLatestTrade(ticker);
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price = (trade as { Price?: number }).Price || 0;
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console.log(`API quote/${ticker}: latest trade price = ${price}`);
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} catch (tradeErr) {
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console.error(`API quote/${ticker}: getLatestTrade failed`, tradeErr);
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}
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// Calculate start date based on timeframe
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const startDate = new Date();
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const isIntraday = ["1Min", "5Min", "15Min", "30Min", "1H"].includes(timeframe);
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if (timeframe === "1D") {
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startDate.setDate(startDate.getDate() - Math.min(limit, 30));
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} else if (timeframe === "1W") {
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startDate.setDate(startDate.getDate() - (limit * 7));
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} else if (timeframe === "1M") {
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startDate.setMonth(startDate.getMonth() - limit);
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} else if (isIntraday) {
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startDate.setDate(startDate.getDate() - Math.floor(limit / 5));
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}
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const barsOptions: any = { timeframe, limit };
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if (timeframe !== "1Min" && timeframe !== "5Min") {
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barsOptions.start = startDate.toISOString().split('T')[0];
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}
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console.log(`API quote/${ticker}: calling getBarsV2 with timeframe=${timeframe}, limit=${limit}`);
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const bars = await alpaca.getBarsV2(ticker, barsOptions);
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console.log(`API quote/${ticker}: getBarsV2 returned`, typeof bars, bars?.constructor?.name);
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// Convert async generator to array
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// Alpaca v2 API returns AlpacaBar with capitalized property names
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const barsArray = [];
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try {
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for await (const bar of bars) {
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console.log(`API quote/${ticker}: received bar =`, JSON.stringify(bar));
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barsArray.push(bar);
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}
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} catch (genErr) {
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console.error(`API quote/${ticker}: error iterating bars`, genErr);
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}
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console.log(`API quote/${ticker}: raw bars count = ${barsArray.length}`);
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if (barsArray.length > 0) {
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console.log(`API quote/${ticker}: first bar =`, JSON.stringify(barsArray[0]));
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} else {
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console.log(`API quote/${ticker}: no bars returned from Alpaca, generator may be empty`);
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}
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// Transform to chart format
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const transformedBars = barsArray.map((bar: any) => {
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// AlpacaBarV2 transforms lowercase to capitalized: o->OpenPrice, h->HighPrice, etc.
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const open = typeof bar.OpenPrice === 'number' ? bar.OpenPrice : (typeof bar.o === 'number' ? bar.o : 0);
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const high = typeof bar.HighPrice === 'number' ? bar.HighPrice : (typeof bar.h === 'number' ? bar.h : 0);
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const low = typeof bar.LowPrice === 'number' ? bar.LowPrice : (typeof bar.l === 'number' ? bar.l : 0);
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const close = typeof bar.ClosePrice === 'number' ? bar.ClosePrice : (typeof bar.c === 'number' ? bar.c : 0);
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const timestamp = bar.Timestamp ?? bar.t;
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const volume = typeof bar.Volume === 'number' ? bar.Volume : (typeof bar.v === 'number' ? bar.v : 0);
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return {
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t: timestamp,
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o: open,
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h: high,
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l: low,
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c: close,
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v: volume,
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};
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}).filter((bar: any) => bar.o > 0 && bar.h > 0 && bar.l > 0 && bar.c > 0);
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console.log(`API quote/${ticker}: returning ${transformedBars.length} bars`);
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return Response.json({
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ticker,
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price,
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bars: barsArray,
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bars: transformedBars,
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});
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} catch (error) {
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console.error("Alpaca data error:", error);
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@@ -0,0 +1,74 @@
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import Alpaca from "@alpacahq/alpaca-trade-api";
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const alpaca = new Alpaca({
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keyId: process.env.ALPACA_API_KEY!,
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secretKey: process.env.ALPACA_SECRET_KEY!,
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baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
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dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
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retryOnError: false,
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});
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export async function loader({ request }: { request: Request }) {
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const url = new URL(request.url);
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const ticker = url.searchParams.get("ticker")?.toUpperCase() || "AAPL";
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try {
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// Test different timeframes
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const timeframes = ["1Day", "1Min", "5Min"];
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const results: any = {};
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for (const tf of timeframes) {
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try {
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console.log(`test-alpaca: testing ${ticker} with timeframe ${tf}`);
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const bars = await alpaca.getBarsV2(ticker, {
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timeframe: tf as any,
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limit: 3,
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});
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const barsArray = [];
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for await (const bar of bars) {
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barsArray.push(bar);
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}
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results[tf] = { count: barsArray.length, sample: barsArray[0] };
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console.log(`test-alpaca: ${tf} -> ${barsArray.length} bars`);
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} catch (e) {
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results[tf] = { error: e instanceof Error ? e.message : String(e) };
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}
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}
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// Test popular stocks
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const symbols = ["AAPL", "MSFT", "SPY", "QQQ"];
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const symbolResults: any = {};
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const startDate = new Date();
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startDate.setDate(startDate.getDate() - 30);
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const start = startDate.toISOString().split('T')[0];
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for (const sym of symbols) {
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try {
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const bars = await alpaca.getBarsV2(sym, {
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timeframe: "1D",
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limit: 3,
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start,
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});
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const barsArray = [];
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for await (const bar of bars) barsArray.push(bar);
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symbolResults[sym] = barsArray.length;
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} catch (e) {
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symbolResults[sym] = e instanceof Error ? e.message : String(e);
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}
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}
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return Response.json({
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ticker,
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timeframeResults: results,
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symbolResults,
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});
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} catch (error) {
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console.error("test-alpaca error:", error);
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return Response.json({
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error: error instanceof Error ? error.message : String(error),
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ticker
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}, { status: 500 });
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}
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}
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