But in your tests you could spoof the fetching of the file by just creating a new one.
The only downside, is there isn't a real sure-fire way to test that the feed was successfully downloaded in my tests (integration/unit test wise) until its time for processing it (check for file existence, etc).
Like I said, it'd also be the place where you test the absence of a file, and also the existence of a file which is > x minutes old, which therefore may be wasteful to process - depending on your needs.
Presuming you are talking about unit testing ....
Testing the fetching of the source files from 3rd parties would be pretty pointless and only provide a snapshot of the state of networks at that particular time, though sending off a daily timed fetch using cURL and only analysing the return code 200 etc, would be much quicker and could provide early head-ups on url changes for your target fetches and so on - this kind of failure might be worth logging, auto notifications to admins and so on.
// create a file locally
// test it is read and then analysed
// try and test and analyse a file which does not exist
// create a file
// touch it and reset the time to x minutes ago
// try and test and analyse it