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.
2026-05-14 12:50:14 +02:00
parent d1a84325ae
commit cc22174b78
13 changed files with 384 additions and 59 deletions
@@ -5,6 +5,7 @@ const alpaca = new Alpaca({
  keyId: process.env.ALPACA_API_KEY!,
  secretKey: process.env.ALPACA_SECRET_KEY!,
  baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
+  dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
  retryOnError: false,
 });

@@ -4,6 +4,7 @@ const alpaca = new Alpaca({
  keyId: process.env.ALPACA_API_KEY!,
  secretKey: process.env.ALPACA_SECRET_KEY!,
  baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
+  dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
  retryOnError: false,
 });

@@ -4,6 +4,7 @@ const alpaca = new Alpaca({
  keyId: process.env.ALPACA_API_KEY!,
  secretKey: process.env.ALPACA_SECRET_KEY!,
  baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
+  dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
  retryOnError: false,
 });

@@ -4,43 +4,100 @@ const alpaca = new Alpaca({
  keyId: process.env.ALPACA_API_KEY!,
  secretKey: process.env.ALPACA_SECRET_KEY!,
  baseUrl: process.env.ALPACA_BASE_URL || "https://paper-api.alpaca.markets",
+  dataBaseUrl: process.env.ALPACA_DATA_URL || "https://data.alpaca.markets",
  retryOnError: false,
 });

-export async function loader({ params }: { params: { ticker: string } }) {
+export async function loader({ request, params }: { request: Request; params: { ticker: string } }) {
  const ticker = params.ticker?.toUpperCase();
+  const url = new URL(request.url);
+  const timeframe = url.searchParams.get("timeframe") || "1D";
+  const limit = parseInt(url.searchParams.get("limit") || "30", 10);
+  
+  console.log(`API quote/${ticker}: loader called with timeframe=${timeframe}, limit=${limit}`);
  if (!ticker) {
    return Response.json({ error: "Ticker is required" }, { status: 400 });
  }

  try {
    // Get latest trade for current price
-    const trade = await alpaca.getLatestTrade(ticker);
-    const price = (trade as { Price?: number }).Price || 0;
-    
-    // Get historical bars for chart (last 30 days, daily)
-    const bars = await alpaca.getBarsV2(ticker, {
-      timeframe: "1Day",
-      limit: 30,
-    });
-    
-    // Convert async generator to array
-    const barsArray = [];
-    for await (const bar of bars) {
-      barsArray.push({
-        t: (bar as any).Timestamp || (bar as any).t,
-        o: (bar as any).Open || (bar as any).o,
-        h: (bar as any).High || (bar as any).h,
-        l: (bar as any).Low || (bar as any).l,
-        c: (bar as any).Close || (bar as any).c,
-        v: (bar as any).Volume || (bar as any).v,
-      });
+    let price = 0;
+    try {
+      const trade = await alpaca.getLatestTrade(ticker);
+      price = (trade as { Price?: number }).Price || 0;
+      console.log(`API quote/${ticker}: latest trade price = ${price}`);
+    } catch (tradeErr) {
+      console.error(`API quote/${ticker}: getLatestTrade failed`, tradeErr);
    }
    
+    // Calculate start date based on timeframe
+    const startDate = new Date();
+    const isIntraday = ["1Min", "5Min", "15Min", "30Min", "1H"].includes(timeframe);
+    
+    if (timeframe === "1D") {
+      startDate.setDate(startDate.getDate() - Math.min(limit, 30));
+    } else if (timeframe === "1W") {
+      startDate.setDate(startDate.getDate() - (limit * 7));
+    } else if (timeframe === "1M") {
+      startDate.setMonth(startDate.getMonth() - limit);
+    } else if (isIntraday) {
+      startDate.setDate(startDate.getDate() - Math.floor(limit / 5));
+    }
+    
+    const barsOptions: any = { timeframe, limit };
+    if (timeframe !== "1Min" && timeframe !== "5Min") {
+      barsOptions.start = startDate.toISOString().split('T')[0];
+    }
+    
+    console.log(`API quote/${ticker}: calling getBarsV2 with timeframe=${timeframe}, limit=${limit}`);
+    const bars = await alpaca.getBarsV2(ticker, barsOptions);
+    console.log(`API quote/${ticker}: getBarsV2 returned`, typeof bars, bars?.constructor?.name);
+    
+    // Convert async generator to array
+    // Alpaca v2 API returns AlpacaBar with capitalized property names
+    const barsArray = [];
+    try {
+      for await (const bar of bars) {
+        console.log(`API quote/${ticker}: received bar =`, JSON.stringify(bar));
+        barsArray.push(bar);
+      }
+    } catch (genErr) {
+      console.error(`API quote/${ticker}: error iterating bars`, genErr);
+    }
+    
+    console.log(`API quote/${ticker}: raw bars count = ${barsArray.length}`);
+    if (barsArray.length > 0) {
+      console.log(`API quote/${ticker}: first bar =`, JSON.stringify(barsArray[0]));
+    } else {
+      console.log(`API quote/${ticker}: no bars returned from Alpaca, generator may be empty`);
+    }
+
+    // Transform to chart format
+    const transformedBars = barsArray.map((bar: any) => {
+      // AlpacaBarV2 transforms lowercase to capitalized: o->OpenPrice, h->HighPrice, etc.
+      const open = typeof bar.OpenPrice === 'number' ? bar.OpenPrice : (typeof bar.o === 'number' ? bar.o : 0);
+      const high = typeof bar.HighPrice === 'number' ? bar.HighPrice : (typeof bar.h === 'number' ? bar.h : 0);
+      const low = typeof bar.LowPrice === 'number' ? bar.LowPrice : (typeof bar.l === 'number' ? bar.l : 0);
+      const close = typeof bar.ClosePrice === 'number' ? bar.ClosePrice : (typeof bar.c === 'number' ? bar.c : 0);
+      const timestamp = bar.Timestamp ?? bar.t;
+      const volume = typeof bar.Volume === 'number' ? bar.Volume : (typeof bar.v === 'number' ? bar.v : 0);
+      
+      return {
+        t: timestamp,
+        o: open,
+        h: high,
+        l: low,
+        c: close,
+        v: volume,
+      };
+    }).filter((bar: any) => bar.o > 0 && bar.h > 0 && bar.l > 0 && bar.c > 0);
+    
+    console.log(`API quote/${ticker}: returning ${transformedBars.length} bars`);
+
    return Response.json({
      ticker,
      price,
-      bars: barsArray,
+      bars: transformedBars,
    });
  } catch (error) {
    console.error("Alpaca data error:", error);