feat: add PIT OHLCV runner and fetch support

tests/test_fetch_historical.py

@@ -0,0 +1,46 @@
+import tempfile
+import unittest
+from pathlib import Path
+from unittest import mock
+
+import pandas as pd
+
+from research import fetch_historical
+
+
+class FetchHistoricalTests(unittest.TestCase):
+    def test_fetch_all_historical_ohlcv_writes_field_specific_csvs(self):
+        dates = pd.to_datetime(["2024-01-02", "2024-01-03"])
+        raw = pd.DataFrame(
+            {
+                ("Close", "AAA"): [10.0, 11.0],
+                ("Close", "BBB"): [20.0, 21.0],
+                ("High", "AAA"): [10.5, 11.5],
+                ("High", "BBB"): [20.5, 21.5],
+                ("Low", "AAA"): [9.5, 10.5],
+                ("Low", "BBB"): [19.5, 20.5],
+                ("Volume", "AAA"): [1000.0, 1100.0],
+                ("Volume", "BBB"): [2000.0, 2100.0],
+            },
+            index=dates,
+        )
+        raw.columns = pd.MultiIndex.from_tuples(raw.columns)
+
+        with tempfile.TemporaryDirectory() as tmpdir:
+            with mock.patch.object(fetch_historical, "DATA_DIR", tmpdir):
+                with mock.patch.object(fetch_historical, "OUT_PATH", str(Path(tmpdir) / "us_pit.csv")):
+                    with mock.patch("research.fetch_historical.uh.load_sp500_history", return_value={"AAA": [[None, None]], "BBB": [[None, None]]}):
+                        with mock.patch("research.fetch_historical.uh.all_tickers_ever", return_value=["AAA", "BBB"]):
+                            with mock.patch("research.fetch_historical.yf.download", return_value=raw):
+                                panels = fetch_historical.fetch_all_historical_ohlcv(force=True)
+
+            self.assertEqual(set(panels.keys()), {"close", "high", "low", "volume"})
+            self.assertTrue((Path(tmpdir) / "us_pit.csv").exists())
+            self.assertTrue((Path(tmpdir) / "us_pit_close.csv").exists())
+            self.assertTrue((Path(tmpdir) / "us_pit_high.csv").exists())
+            self.assertTrue((Path(tmpdir) / "us_pit_low.csv").exists())
+            self.assertTrue((Path(tmpdir) / "us_pit_volume.csv").exists())
+
+
+if __name__ == "__main__":
+    unittest.main()