DOLPHIN/nautilus_dolphin/tests/test_metrics_monitor.py

"""Tests for MetricsMonitor."""

import pytest
from datetime import datetime
from unittest.mock import Mock
from nautilus_dolphin.nautilus.metrics_monitor import (
    MetricsMonitor, 
    ThresholdConfig,
    Alert
)


class TestMetricsMonitor:
    
    def test_record_fill_updates_counters(self):
        """Test fill recording updates maker/taker counters."""
        monitor = MetricsMonitor()
        
        monitor.record_fill('maker', 0.5)
        monitor.record_fill('maker', 0.3)
        monitor.record_fill('taker', 1.2)
        
        assert monitor._maker_fills == 2
        assert monitor._taker_fills == 1
        
    def test_get_maker_fill_rate(self):
        """Test maker fill rate calculation."""
        monitor = MetricsMonitor()
        
        # Default when no fills
        assert monitor.get_maker_fill_rate() == 100.0
        
        # After some fills
        monitor.record_fill('maker', 0.5)
        monitor.record_fill('maker', 0.3)
        monitor.record_fill('taker', 1.2)
        
        assert monitor.get_maker_fill_rate() == (2/3) * 100
        
    def test_get_average_slippage(self):
        """Test average slippage calculation."""
        monitor = MetricsMonitor()
        
        # Default when no data
        assert monitor.get_average_slippage() == 0.0
        
        # After fills
        monitor.record_fill('maker', 2.0)
        monitor.record_fill('taker', 4.0)
        monitor.record_fill('maker', 6.0)
        
        assert monitor.get_average_slippage() == 4.0
        
    def test_record_trade_result_updates_pnl(self):
        """Test trade result recording updates P&L."""
        monitor = MetricsMonitor()
        
        monitor.record_trade_result(100.0)
        monitor.record_trade_result(-50.0)
        monitor.record_trade_result(200.0)
        
        assert monitor._total_pnl == 250.0
        assert monitor._winning_trades == 2
        assert monitor._total_trades == 3
        
    def test_get_win_rate(self):
        """Test win rate calculation."""
        monitor = MetricsMonitor()
        
        # Default when no trades
        assert monitor.get_win_rate() == 0.0
        
        monitor.record_trade_result(100.0)
        monitor.record_trade_result(200.0)
        monitor.record_trade_result(-50.0)
        
        assert monitor.get_win_rate() == (2/3) * 100
        
    def test_get_profit_factor(self):
        """Test profit factor calculation."""
        monitor = MetricsMonitor()
        
        monitor.record_trade_result(100.0)
        monitor.record_trade_result(200.0)
        monitor.record_trade_result(-50.0)
        
        assert monitor.get_profit_factor() == 300.0 / 50.0
        
    def test_profit_factor_no_losses(self):
        """Test profit factor when no losses."""
        monitor = MetricsMonitor()
        
        monitor.record_trade_result(100.0)
        
        assert monitor.get_profit_factor() == float('inf')
        
    def test_alert_on_low_maker_fill_rate(self):
        """Test alert raised when maker fill rate drops below threshold."""
        config = ThresholdConfig(
            critical_maker_fill_rate=50.0,
            warning_maker_fill_rate=60.0
        )
        monitor = MetricsMonitor(config)
        
        # Add many taker fills to drop maker rate below threshold
        for _ in range(10):
            monitor.record_fill('taker', 1.0)
        
        # Check alert was raised
        alerts = [a for a in monitor._alerts if a.metric == 'maker_fill_rate']
        assert len(alerts) > 0
        assert alerts[0].level == 'critical'
        
    def test_alert_on_high_slippage(self):
        """Test alert raised when slippage exceeds threshold."""
        config = ThresholdConfig(
            warning_slippage_bps=3.0,
            critical_slippage_bps=5.0
        )
        monitor = MetricsMonitor(config)
        
        monitor.record_fill('taker', 10.0)
        
        # Check alert was raised
        alerts = [a for a in monitor._alerts if a.metric == 'slippage']
        assert len(alerts) > 0
        assert alerts[0].level == 'critical'
        
    def test_alert_deduplication(self):
        """Test alerts are deduplicated within 5-minute window."""
        config = ThresholdConfig(critical_maker_fill_rate=50.0)
        monitor = MetricsMonitor(config)
        
        # Add many taker fills
        for _ in range(20):
            monitor.record_fill('taker', 1.0)
        
        # Should only have 1 alert (deduplicated)
        alerts = [a for a in monitor._alerts if a.metric == 'maker_fill_rate']
        assert len(alerts) == 1
        
    def test_add_alert_handler(self):
        """Test custom alert handler registration."""
        monitor = MetricsMonitor()
        handler = Mock()
        
        monitor.add_alert_handler(handler)
        
        # Trigger an alert
        config = ThresholdConfig(critical_maker_fill_rate=50.0)
        monitor.config = config
        for _ in range(10):
            monitor.record_fill('taker', 1.0)
        
        # Handler should have been called
        assert handler.called
        
    def test_get_metrics_summary(self):
        """Test metrics summary report."""
        monitor = MetricsMonitor()
        
        monitor.record_fill('maker', 0.5)
        monitor.record_trade_result(100.0)
        
        summary = monitor.get_metrics_summary()
        
        assert 'maker_fill_rate_pct' in summary
        assert 'average_slippage_bps' in summary
        assert 'total_trades' in summary
        assert 'win_rate_pct' in summary
        assert 'profit_factor' in summary
        assert 'total_pnl' in summary
        
    def test_prometheus_export(self):
        """Test Prometheus format export."""
        monitor = MetricsMonitor()
        
        monitor.record_fill('maker', 0.5)
        monitor.record_trade_result(100.0)
        
        prometheus = monitor.get_prometheus_metrics()
        
        assert 'dolphin_maker_fill_rate_pct' in prometheus
        assert 'dolphin_slippage_bps' in prometheus
        assert 'dolphin_total_trades' in prometheus
        assert 'dolphin_win_rate_pct' in prometheus
        assert 'dolphin_profit_factor' in prometheus
        assert 'dolphin_total_pnl' in prometheus


class TestThresholdConfig:
    
    def test_default_thresholds(self):
        """Test default threshold configuration."""
        config = ThresholdConfig()
        
        assert config.min_maker_fill_rate == 48.0
        assert config.max_slippage_bps == 5.0
        assert config.critical_maker_fill_rate == 48.0
        assert config.warning_slippage_bps == 3.0
        
    def test_custom_thresholds(self):
        """Test custom threshold configuration."""
        config = ThresholdConfig(
            min_maker_fill_rate=60.0,
            max_slippage_bps=3.0,
            critical_maker_fill_rate=55.0
        )
        
        assert config.min_maker_fill_rate == 60.0
        assert config.max_slippage_bps == 3.0
        assert config.critical_maker_fill_rate == 55.0