initial: import DOLPHIN baseline 2026-04-21 from dolphinng5_predict working tree

Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
2026-04-21 16:58:38 +02:00
commit 01c19662cb
643 changed files with 260241 additions and 0 deletions
--- a/nautilus_dolphin/tests/test_live_price_feed.py
+++ b/nautilus_dolphin/tests/test_live_price_feed.py
@@ -0,0 +1,221 @@
+"""
+test_live_price_feed.py — Unit tests for live_price_feed module.
+
+Tests cover all three implementations (NullPriceFeed, ConstantPriceFeed,
+NautilusCachePriceFeed) and verify Protocol structural conformance.
+"""
+
+import sys
+import unittest
+from unittest.mock import MagicMock
+
+sys.path.insert(0, 'nautilus_dolphin')
+
+from nautilus_dolphin.nautilus.live_price_feed import (
+    PriceFeed,
+    NullPriceFeed,
+    ConstantPriceFeed,
+    NautilusCachePriceFeed,
+)
+
+
+class TestNullPriceFeed(unittest.TestCase):
+
+    def setUp(self):
+        self.feed = NullPriceFeed()
+
+    def test_bid_returns_none(self):
+        self.assertIsNone(self.feed.bid('BTCUSDT'))
+
+    def test_ask_returns_none(self):
+        self.assertIsNone(self.feed.ask('BTCUSDT'))
+
+    def test_mid_returns_none(self):
+        self.assertIsNone(self.feed.mid('BTCUSDT'))
+
+    def test_last_update_ns_returns_zero(self):
+        self.assertEqual(self.feed.last_update_ns('BTCUSDT'), 0)
+
+    def test_unknown_symbol_returns_none(self):
+        self.assertIsNone(self.feed.bid('UNKNOWNSYM'))
+
+    def test_satisfies_price_feed_protocol(self):
+        self.assertIsInstance(self.feed, PriceFeed)
+
+
+class TestConstantPriceFeed(unittest.TestCase):
+
+    def setUp(self):
+        self.feed = ConstantPriceFeed({
+            'BTCUSDT': (82000.0, 82010.0),
+            'ETHUSDT': (1595.5, 1596.0),
+        })
+
+    def test_bid_known_symbol(self):
+        self.assertAlmostEqual(self.feed.bid('BTCUSDT'), 82000.0)
+
+    def test_ask_known_symbol(self):
+        self.assertAlmostEqual(self.feed.ask('BTCUSDT'), 82010.0)
+
+    def test_mid_known_symbol(self):
+        expected = (82000.0 + 82010.0) / 2.0
+        self.assertAlmostEqual(self.feed.mid('BTCUSDT'), expected)
+
+    def test_bid_second_symbol(self):
+        self.assertAlmostEqual(self.feed.bid('ETHUSDT'), 1595.5)
+
+    def test_ask_second_symbol(self):
+        self.assertAlmostEqual(self.feed.ask('ETHUSDT'), 1596.0)
+
+    def test_unknown_symbol_bid_returns_none(self):
+        self.assertIsNone(self.feed.bid('SOLUSDT'))
+
+    def test_unknown_symbol_ask_returns_none(self):
+        self.assertIsNone(self.feed.ask('SOLUSDT'))
+
+    def test_unknown_symbol_mid_returns_none(self):
+        self.assertIsNone(self.feed.mid('SOLUSDT'))
+
+    def test_last_update_ns_returns_zero(self):
+        self.assertEqual(self.feed.last_update_ns('BTCUSDT'), 0)
+
+    def test_update_changes_price(self):
+        self.feed.update('BTCUSDT', 81000.0, 81010.0)
+        self.assertAlmostEqual(self.feed.bid('BTCUSDT'), 81000.0)
+        self.assertAlmostEqual(self.feed.ask('BTCUSDT'), 81010.0)
+
+    def test_update_new_symbol(self):
+        self.feed.update('SOLUSDT', 120.0, 120.05)
+        self.assertAlmostEqual(self.feed.bid('SOLUSDT'), 120.0)
+
+    def test_remove_symbol(self):
+        self.feed.remove('BTCUSDT')
+        self.assertIsNone(self.feed.bid('BTCUSDT'))
+
+    def test_remove_unknown_is_noop(self):
+        # Should not raise
+        self.feed.remove('NONEXISTENT')
+
+    def test_empty_feed_construction(self):
+        feed = ConstantPriceFeed()
+        self.assertIsNone(feed.bid('BTCUSDT'))
+
+    def test_satisfies_price_feed_protocol(self):
+        self.assertIsInstance(self.feed, PriceFeed)
+
+
+class TestNautilusCachePriceFeed(unittest.TestCase):
+
+    def _make_quote_tick(self, bid: float, ask: float, ts_event: int = 1234567890_000_000_000):
+        qt = MagicMock()
+        qt.bid_price = bid
+        qt.ask_price = ask
+        qt.ts_event  = ts_event
+        return qt
+
+    def _make_cache(self, quote_ticks: dict):
+        """
+        Build a mock NT cache where quote_tick(iid) returns the given tick
+        if iid.value is in quote_ticks, else None.
+        """
+        cache = MagicMock()
+
+        def _quote_tick(iid):
+            return quote_ticks.get(str(iid))
+
+        cache.quote_tick.side_effect = _quote_tick
+        return cache
+
+    def _make_iid(self, symbol_venue: str):
+        """Return a mock InstrumentId whose str() is symbol_venue."""
+        iid = MagicMock()
+        iid.__str__ = lambda self: symbol_venue
+        return iid
+
+    def setUp(self):
+        btc_tick = self._make_quote_tick(82000.0, 82010.0, ts_event=9_999_999)
+        eth_tick = self._make_quote_tick(1595.5,  1596.0,  ts_event=8_888_888)
+        self.cache = self._make_cache({
+            'BTCUSDT.BINANCE': btc_tick,
+            'ETHUSDT.BINANCE': eth_tick,
+        })
+        self.feed = NautilusCachePriceFeed(self.cache, venue='BINANCE')
+
+    def _patch_iid(self, feed, symbol, venue):
+        """Pre-populate the IID cache so the mock cache key matches."""
+        iid = MagicMock()
+        iid.__str__ = lambda s: f'{symbol}.{venue}'
+        feed._iid_cache[symbol] = iid
+
+    def test_bid_returns_float(self):
+        self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
+        self.assertAlmostEqual(self.feed.bid('BTCUSDT'), 82000.0)
+
+    def test_ask_returns_float(self):
+        self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
+        self.assertAlmostEqual(self.feed.ask('BTCUSDT'), 82010.0)
+
+    def test_mid_is_average(self):
+        self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
+        expected = (82000.0 + 82010.0) / 2.0
+        self.assertAlmostEqual(self.feed.mid('BTCUSDT'), expected)
+
+    def test_no_quote_returns_none(self):
+        self._patch_iid(self.feed, 'SOLUSDT', 'BINANCE')
+        self.assertIsNone(self.feed.bid('SOLUSDT'))
+        self.assertIsNone(self.feed.ask('SOLUSDT'))
+        self.assertIsNone(self.feed.mid('SOLUSDT'))
+
+    def test_last_update_ns_returns_ts_event(self):
+        self._patch_iid(self.feed, 'BTCUSDT', 'BINANCE')
+        self.assertEqual(self.feed.last_update_ns('BTCUSDT'), 9_999_999)
+
+    def test_last_update_ns_no_quote_returns_zero(self):
+        self._patch_iid(self.feed, 'SOLUSDT', 'BINANCE')
+        self.assertEqual(self.feed.last_update_ns('SOLUSDT'), 0)
+
+    def test_iid_cache_populated_on_first_call(self):
+        """IID cache should store parsed InstrumentId after first access."""
+        # Pre-patch so mock cache resolves correctly
+        self._patch_iid(self.feed, 'ETHUSDT', 'BINANCE')
+        _ = self.feed.bid('ETHUSDT')
+        self.assertIn('ETHUSDT', self.feed._iid_cache)
+
+    def test_satisfies_price_feed_protocol(self):
+        self.assertIsInstance(self.feed, PriceFeed)
+
+
+class TestPriceFeedProtocol(unittest.TestCase):
+    """Verify all implementations satisfy the PriceFeed Protocol at runtime."""
+
+    def test_null_is_price_feed(self):
+        self.assertIsInstance(NullPriceFeed(), PriceFeed)
+
+    def test_constant_is_price_feed(self):
+        self.assertIsInstance(ConstantPriceFeed(), PriceFeed)
+
+    def test_nautilus_is_price_feed(self):
+        feed = NautilusCachePriceFeed(MagicMock())
+        self.assertIsInstance(feed, PriceFeed)
+
+    def test_custom_class_satisfying_protocol(self):
+        """Any class with the right methods satisfies PriceFeed structurally."""
+        class MinimalFeed:
+            def bid(self, s): return 1.0
+            def ask(self, s): return 1.0
+            def mid(self, s): return 1.0
+            def last_update_ns(self, s): return 0
+
+        self.assertIsInstance(MinimalFeed(), PriceFeed)
+
+    def test_incomplete_class_does_not_satisfy_protocol(self):
+        """A class missing methods should NOT satisfy PriceFeed."""
+        class IncompleteFeed:
+            def bid(self, s): return 1.0
+            # missing ask, mid, last_update_ns
+
+        self.assertNotIsInstance(IncompleteFeed(), PriceFeed)
+
+
+if __name__ == '__main__':
+    unittest.main()