"""The gate, checked against the failures it exists to catch.""" from __future__ import annotations from datetime import UTC, date, datetime, timedelta import polars as pl from recipe.archive import Week from recipe.build import build_all from recipe.quality import validate from recipe.schedule import ReleaseCalendar from recipe.schema import CONFIG_SCHEMAS, align from recipe.store import write_table RUN_AT = datetime(2026, 9, 13, tzinfo=UTC) PLAIN = ReleaseCalendar(announced={}, scheduled={}) BUILT_REPORTS = {"legacy"} def corpus(markets: int = 300, weeks: int = 760) -> list[Week]: """Enough of a corpus to clear the floors, so a test can fail one check alone.""" rows = [] start = date(2011, 1, 4) for offset in range(weeks): day = start + timedelta(days=7 * offset) for index in range(markets // 60 + 1): code = f"{index:06d}" rows.append( Week( report_type="legacy", market_code=code, market_and_exchange_name=f"MARKET {code} - AN EXCHANGE", exchange_code="CBT", commodity_code="001", report_date=day, values={ "open_interest": 100.0, "traders_total": 10.0, "noncommercial_long": 40.0, "noncommercial_short": 25.0, "noncommercial_spreading": 10.0, "commercial_long": 30.0, "commercial_short": 50.0, "nonreportable_long": 20.0, "nonreportable_short": 15.0, "change_in_open_interest": 0.0, }, ) ) # Enough distinct markets to clear the market floor. extra = [] for index in range(markets): code = f"9{index:05d}" extra.append( Week( report_type="legacy", market_code=code, market_and_exchange_name=f"MARKET {code} - AN EXCHANGE", exchange_code="CBT", commodity_code="001", report_date=start, values={ "open_interest": 100.0, "traders_total": 10.0, "noncommercial_long": 40.0, "noncommercial_short": 25.0, "noncommercial_spreading": 10.0, "commercial_long": 30.0, "commercial_short": 50.0, "nonreportable_long": 20.0, "nonreportable_short": 15.0, "change_in_open_interest": None, }, ) ) return rows + extra def write(tmp_path, frames) -> None: for name in CONFIG_SCHEMAS: write_table(tmp_path / "data", name, frames.get(name, pl.DataFrame())) # This file builds a few thousand rows, not the four hundred thousand a real # build has. The floors are declared rather than disabled. FLOORS = (4_000, 250, 700) def check(tmp_path): return validate(tmp_path / "data", expected_reports=BUILT_REPORTS, floors=FLOORS) def test_a_clean_build_passes(tmp_path): frames = build_all(corpus(), PLAIN, run_at=RUN_AT) frames["calendar"] = pl.DataFrame() write(tmp_path, frames) report = check(tmp_path) assert report.ok, report.errors def test_a_timestamp_taken_from_the_report_date_is_refused(tmp_path): """The mistake the whole dataset exists to prevent, made deliberately.""" frames = build_all(corpus(), PLAIN, run_at=RUN_AT) leaked = frames["positions"].with_columns( pl.col("report_date").alias("release_date_et"), pl.lit(0).cast(pl.Int32).alias("knowledge_lag_days"), ) frames["positions"] = align(leaked, CONFIG_SCHEMAS["positions"]) frames["calendar"] = pl.DataFrame() write(tmp_path, frames) report = check(tmp_path) assert not report.ok assert any("taken from the data date" in error for error in report.errors) def test_a_column_mapped_to_the_wrong_field_is_refused(tmp_path): """Open interest is the sum of the long side, by construction. Point a column at the wrong field and every number stays plausible; only the arithmetic stops working, which is the only way to notice. """ frames = build_all(corpus(), PLAIN, run_at=RUN_AT) broken = frames["positions"].with_columns( (pl.col("commercial_long") * 3).alias("commercial_long") ) frames["positions"] = align(broken, CONFIG_SCHEMAS["positions"]) frames["calendar"] = pl.DataFrame() write(tmp_path, frames) report = check(tmp_path) assert not report.ok assert any("do not add up to their own open interest" in error for error in report.errors) def test_a_release_at_an_invented_hour_is_refused(tmp_path): frames = build_all(corpus(), PLAIN, run_at=RUN_AT) shifted = frames["releases"].with_columns( (pl.col("release_at") + timedelta(hours=2)).alias("release_at") ) frames["releases"] = align(shifted, CONFIG_SCHEMAS["releases"]) frames["calendar"] = pl.DataFrame() write(tmp_path, frames) report = check(tmp_path) assert not report.ok assert any("not only 15:30 Eastern" in error for error in report.errors) def test_a_report_that_disappears_entirely_is_refused(tmp_path): """Every other check would pass on what remains.""" frames = build_all(corpus(), PLAIN, run_at=RUN_AT) frames["calendar"] = pl.DataFrame() write(tmp_path, frames) report = validate( tmp_path / "data", expected_reports={"legacy", "disaggregated"}, floors=FLOORS ) assert not report.ok assert any("no rows at all for" in error and "disaggregated" in error for error in report.errors)