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:
2026-05-14 12:50:14 +02:00
parent d1a84325ae
commit cc22174b78
13 changed files with 384 additions and 59 deletions
+79 -22
View File
@@ -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);