import unittest import pandas as pd from config import CUSTOM_TIMEFRAMES, YF_NATIVE_INTERVALS from utils.helpers import INDICATOR_WARMUP_CANDLES, MINUTES_PER_CANDLE, PREDICTION_HISTORY_CANDLES, drop_forming_candle, feature_warmup_days, future_index, history_days_for_candles, infer_step def _frame(index) -> pd.DataFrame: return pd.DataFrame({'Close': range(len(index))}, index=index) class TestHistoryDaysForCandles(unittest.TestCase): def test_window_covers_the_requested_candle_count(self): for timeframe, minutes in MINUTES_PER_CANDLE.items(): days = history_days_for_candles(timeframe, 200) self.assertGreaterEqual(days * 24 * 60, 200 * minutes, timeframe) def test_known_sizes(self): self.assertEqual(history_days_for_candles('1d', 200), 200) self.assertEqual(history_days_for_candles('4h', 200), 34) self.assertEqual(history_days_for_candles('5m', 200), 1) def test_minimum_days_acts_as_a_floor_only(self): self.assertEqual(history_days_for_candles('1m', 10, minimum_days=2), 2) self.assertEqual(history_days_for_candles('1d', 10, minimum_days=2), 10) def test_non_positive_candle_counts_still_request_a_real_window(self): self.assertEqual(history_days_for_candles('1h', 0), 1) self.assertEqual(history_days_for_candles('1h', -5), 1) def test_unknown_timeframe_uses_the_hourly_fallback(self): self.assertEqual(history_days_for_candles('7m', 200), history_days_for_candles('1h', 200)) class TestFeatureWarmupDays(unittest.TestCase): def test_padding_covers_the_indicator_warmup(self): for timeframe, minutes in MINUTES_PER_CANDLE.items(): days = feature_warmup_days(timeframe, minimum_days=0) self.assertGreaterEqual(days * 24 * 60, INDICATOR_WARMUP_CANDLES * minutes, timeframe) def test_default_floor_is_two_days(self): self.assertEqual(feature_warmup_days('1m'), 2) def test_floor_can_be_dropped_for_padding_math(self): self.assertEqual(feature_warmup_days('1m', minimum_days=0), 1) self.assertEqual(feature_warmup_days('1d', minimum_days=0), 30) class TestLiveSizingFitsSourceLimits(unittest.TestCase): def test_prediction_history_is_servable_for_every_timeframe(self): for timeframe in MINUTES_PER_CANDLE: source = CUSTOM_TIMEFRAMES.get(timeframe, {}).get('source', timeframe) limit = YF_NATIVE_INTERVALS.get(source, {}).get('max_days') if limit is None: continue wanted = history_days_for_candles(timeframe, PREDICTION_HISTORY_CANDLES) self.assertLessEqual(wanted, limit, f"{timeframe} wants {wanted}d but '{source}' serves {limit}d") class TestInferStep(unittest.TestCase): def test_uses_the_median_spacing(self): idx = pd.date_range('2024-01-01', periods=5, freq='15min') self.assertEqual(infer_step(idx), pd.Timedelta(minutes=15)) def test_market_closure_gap_does_not_dominate(self): idx = pd.DatetimeIndex(['2024-01-05 20:00', '2024-01-05 21:00', '2024-01-05 22:00', '2024-01-08 20:00', '2024-01-08 21:00']) self.assertEqual(infer_step(idx), pd.Timedelta(hours=1)) def test_single_candle_falls_back_to_one_minute(self): idx = pd.date_range('2024-01-01', periods=1, freq='5min') self.assertEqual(infer_step(idx), pd.Timedelta(minutes=1)) class TestFutureIndex(unittest.TestCase): def test_projects_timestamps_after_the_last_candle(self): last = pd.Timestamp('2024-01-01 00:00') self.assertEqual(future_index(last, pd.Timedelta(minutes=5), 3), [pd.Timestamp('2024-01-01 00:05'), pd.Timestamp('2024-01-01 00:10'), pd.Timestamp('2024-01-01 00:15')]) def test_zero_horizon_projects_nothing(self): self.assertEqual(future_index(pd.Timestamp('2024-01-01'), pd.Timedelta(minutes=1), 0), []) class TestDropFormingCandle(unittest.TestCase): def test_drops_the_still_forming_candle_and_its_feature_row(self): now = pd.Timestamp.now(tz='UTC').floor('min') idx = pd.DatetimeIndex([now - pd.Timedelta(minutes=10), now - pd.Timedelta(minutes=5), now]) features = pd.DataFrame({'f': [1.0, 2.0, 3.0]}) df, trimmed_features = drop_forming_candle(_frame(idx), features) self.assertEqual(len(df), 2) self.assertEqual(df.index[-1], idx[-2]) self.assertEqual(len(trimmed_features), 2) self.assertEqual(list(trimmed_features.index), [0, 1]) def test_keeps_a_closed_final_candle(self): now = pd.Timestamp.now(tz='UTC').floor('min') idx = pd.DatetimeIndex([now - pd.Timedelta(minutes=20), now - pd.Timedelta(minutes=15), now - pd.Timedelta(minutes=10)]) features = pd.DataFrame({'f': [1.0, 2.0, 3.0]}) df, kept_features = drop_forming_candle(_frame(idx), features) self.assertEqual(len(df), 3) self.assertEqual(len(kept_features), 3) def test_handles_a_tz_naive_index(self): now = pd.Timestamp.now(tz='UTC').tz_localize(None).floor('min') idx = pd.DatetimeIndex([now - pd.Timedelta(minutes=10), now - pd.Timedelta(minutes=5), now]) df, features = drop_forming_candle(_frame(idx), None) self.assertEqual(len(df), 2) self.assertIsNone(features) def test_empty_frame_passes_through(self): empty = pd.DataFrame({'Close': []}, index=pd.DatetimeIndex([])) df, features = drop_forming_candle(empty, None) self.assertEqual(len(df), 0) self.assertIsNone(features) if __name__ == '__main__': unittest.main()