| """ |
| Tests for the canonical timeframe vocabulary and candle-track source mapping. |
| |
| `TimeFrame` values are Unix seconds by contract and `CandleSource` numeric values are |
| stable serialized identifiers, so these tests pin both against accidental drift. |
| """ |
|
|
| from __future__ import annotations |
| |
| |
| |
| |
| |
| import pytest |
| |
| |
| |
| |
| |
| from candlefetcher.core.exceptions import ValidationError |
| from candlefetcher.core.timeframe import CandleSource, TimeFrame |
| |
| |
| |
| |
| |
| @pytest.mark.parametrize( |
| 'timeframe, expected_seconds', |
| [ |
| (TimeFrame.S01, 1.0), |
| (TimeFrame.S30, 30.0), |
| (TimeFrame.M01, 60.0), |
| (TimeFrame.M15, 900.0), |
| (TimeFrame.M30, 1800.0), |
| (TimeFrame.M45, 2700.0), |
| (TimeFrame.H01, 3600.0), |
| (TimeFrame.H04, 14400.0), |
| (TimeFrame.H12, 43200.0), |
| (TimeFrame.D01, 86400.0), |
| (TimeFrame.D06, 518400.0), |
| (TimeFrame.W01, 604800.0), |
| ], |
| ) |
| def test_timeframe_seconds(timeframe:TimeFrame, expected_seconds:float) -> None: |
|
|
| """Every duration is exact Unix seconds, always returned as a fresh float.""" |
|
|
| seconds = timeframe.seconds |
|
|
| assert (seconds == expected_seconds) |
| assert (isinstance(seconds, float)) |
| assert (seconds == timeframe.value) |
| |
|
|
|
|
| def test_timeframe_enum_identity() -> None: |
|
|
| """Timeframes compare by identity and never silently create new members.""" |
|
|
| assert (TimeFrame.M01 is TimeFrame['M01']) |
| assert (TimeFrame.M01 is TimeFrame(60.0)) |
| assert (TimeFrame.M01 is not TimeFrame.M02) |
|
|
| with pytest.raises(KeyError): |
|
|
| TimeFrame['M07'] |
| |
|
|
| with pytest.raises(ValueError): |
|
|
| TimeFrame(601.0) |
| |
| |
|
|
|
|
| def test_timeframe_members_are_unique_in_seconds() -> None: |
|
|
| """No two timeframes may claim the same duration.""" |
|
|
| seconds = [timeframe.seconds for timeframe in TimeFrame] |
|
|
| assert (len(seconds) == len(set(seconds))) |
| |
|
|
|
|
| def test_timeframe_covers_a_contiguous_practical_grid() -> None: |
|
|
| """The catalog contains the seconds/minutes/hours/days/week members fetchers rely on.""" |
|
|
| expected = { |
| 'S01', 'S05', 'S15', 'S30', 'S50', |
| 'M01', 'M02', 'M03', 'M04', 'M05', 'M10', 'M15', 'M30', 'M45', |
| 'H01', 'H02', 'H03', 'H04', 'H06', 'H08', 'H12', |
| 'D01', 'D02', 'D03', 'D04', 'D05', 'D06', |
| 'W01', |
| } |
|
|
| assert (expected.issubset({timeframe.name for timeframe in TimeFrame})) |
| |
| |
| |
| |
| |
| def test_required_sources_map_to_canonical_columns() -> None: |
|
|
| """Required TOHLCV sources map to their lowercase dataframe column names.""" |
|
|
| assert (CandleSource.TIMESTAMP.column == 'timestamp') |
| assert (CandleSource.OPEN.column == 'open') |
| assert (CandleSource.HIGH.column == 'high') |
| assert (CandleSource.LOW.column == 'low') |
| assert (CandleSource.CLOSE.column == 'close') |
| assert (CandleSource.VOLUME.column == 'volume') |
| |
|
|
|
|
| def test_optional_sources_map_to_canonical_columns() -> None: |
|
|
| """Optional provider tracks keep their established lowercase names.""" |
|
|
| assert (CandleSource.TIMESTAMP_CLOSE.column == 'timestamp_close') |
| assert (CandleSource.QUOTE_VOLUME.column == 'quote_volume') |
| assert (CandleSource.TRADE_COUNT.column == 'trade_count') |
| assert (CandleSource.TAKER_BUY_VOLUME.column == 'taker_buy_volume') |
| assert (CandleSource.TAKER_BUY_QUOTE_VOLUME.column == 'taker_buy_quote_volume') |
| |
|
|
|
|
| def test_derived_sources_map_to_canonical_columns() -> None: |
|
|
| """Derived price tracks expose the same lowercase naming convention.""" |
|
|
| assert (CandleSource.HL2.column == 'hl2') |
| assert (CandleSource.HLC3.column == 'hlc3') |
| assert (CandleSource.OHLC4.column == 'ohlc4') |
| |
|
|
|
|
| @pytest.mark.parametrize( |
| 'source, expected_value', |
| [ |
| (CandleSource.TIMESTAMP , 0), |
| (CandleSource.OPEN , 1), |
| (CandleSource.HIGH , 2), |
| (CandleSource.LOW , 3), |
| (CandleSource.CLOSE , 4), |
| (CandleSource.VOLUME , 5), |
| (CandleSource.TIMESTAMP_CLOSE , 6), |
| (CandleSource.QUOTE_VOLUME , 7), |
| (CandleSource.TRADE_COUNT , 8), |
| (CandleSource.TAKER_BUY_VOLUME , 9), |
| (CandleSource.TAKER_BUY_QUOTE_VOLUME , 10), |
| (CandleSource.HL2 , 22), |
| (CandleSource.HLC3 , 333), |
| (CandleSource.OHLC4 , 4444), |
| ], |
| ) |
| def test_source_numeric_values_are_stable_serialization_identifiers(source:CandleSource, expected_value:int) -> None: |
|
|
| """Numeric source identifiers are a serialization contract and must not drift.""" |
|
|
| assert (source.value == expected_value) |
| |
|
|
|
|
| def test_invalid_tolerance_for_detection_is_rejected() -> None: |
|
|
| """Negative tolerance inputs fail validation instead of silently passing everything.""" |
|
|
| from candlefetcher.core.candle import _detect_timeframe_from_timestamps |
|
|
| with pytest.raises(ValidationError, match='tolerance must be >= 0'): |
|
|
| _detect_timeframe_from_timestamps(__import__('numpy').array([0.0, 60.0]), tolerance=-0.1) |
| |
| |
| |
| |
| |
| |
|
|
