420 lines
15 KiB
Python
420 lines
15 KiB
Python
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"""
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Tests for asset bridge (directory ↔ classification integration).
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Covers:
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- Bridge sync (directory TRADING statuses → AssetProfile.exchanges)
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- normalize_symbol correctness
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- ExchangeListing validation
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- AssetDirectory CRUD + persistence
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- symbols_for_exchange filtering by status
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- venue_symbol mapping
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- Import idempotence
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- Round-trip load/save
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- Integration with ScenarioFactory
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- Edge cases: unknown exchange, empty directory, re-sync
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"""
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import pytest
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from pathlib import Path
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from malkhut.assets.directory import (
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KNOWN_EXCHANGES, AssetDirectory, AssetRecord,
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ExchangeListing, ListingStatus, normalize_symbol,
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)
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from malkhut.training.asset_bridge import (
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sync_asset_to_profile, sync_exchanges_from_directory, get_universe_stats,
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)
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from malkhut.training.asset_classification import (
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ASSET_PROFILES, get_asset_profile,
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)
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from malkhut.training.cma_trainer import ScenarioFactory
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# ==============================================================================
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# normalize_symbol — canonical form
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# ==============================================================================
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class TestNormalizeSymbol:
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def test_dash_separator(self):
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assert normalize_symbol("BTC-USDT") == "BTCUSDT"
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def test_underscore_separator(self):
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assert normalize_symbol("eth_usdt") == "ETHUSDT"
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def test_slash_separator(self):
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assert normalize_symbol("ETH/USDT") == "ETHUSDT"
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def test_whitespace_stripped(self):
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assert normalize_symbol(" BTC-USDT ") == "BTCUSDT"
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def test_already_normalized(self):
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assert normalize_symbol("BTCUSDT") == "BTCUSDT"
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def test_lowercase_normalized(self):
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assert normalize_symbol("band-usdt") == "BANDUSDT"
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def test_mixed_separators(self):
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assert normalize_symbol("BAND-USDT_USDC/BTC") == "BANDUSDTUSDCBTC"
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# ==============================================================================
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# ExchangeListing — validation
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# ==============================================================================
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class TestExchangeListing:
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def test_valid_listing(self):
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l = ExchangeListing(venue_symbol="BTC-USDT", status=ListingStatus.TRADING)
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assert l.venue_symbol == "BTC-USDT"
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assert l.status == "TRADING"
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def test_invalid_status_rejected(self):
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with pytest.raises(ValueError):
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ExchangeListing(venue_symbol="X", status="INVALID")
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def test_unknown_status(self):
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l = ExchangeListing(venue_symbol="X", status=ListingStatus.UNKNOWN)
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assert l.status == "UNKNOWN"
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def test_offline_status(self):
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l = ExchangeListing(venue_symbol="X", status=ListingStatus.OFFLINE)
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assert l.status == "OFFLINE"
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# ==============================================================================
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# AssetRecord — listing queries
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# ==============================================================================
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class TestAssetRecord:
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def test_listed_on_trading(self):
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r = AssetRecord(
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symbol="BTCUSDT",
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exchanges={"BINANCE": ExchangeListing("BTCUSDT", "TRADING")},
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)
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assert r.listed_on("BINANCE") is True
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def test_listed_on_offline(self):
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r = AssetRecord(
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symbol="BTCUSDT",
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exchanges={"BINANCE": ExchangeListing("BTCUSDT", "OFFLINE")},
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)
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assert r.listed_on("BINANCE") is False
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def test_listed_on_unknown(self):
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r = AssetRecord(
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symbol="BTCUSDT",
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exchanges={"BINANCE": ExchangeListing("BTCUSDT", "UNKNOWN")},
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)
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assert r.listed_on("BINANCE") is False
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def test_listed_on_missing(self):
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r = AssetRecord(symbol="BTCUSDT")
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assert r.listed_on("BINANCE") is False
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def test_base_quote_split(self):
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r = AssetRecord(symbol="BTCUSDT", base="BTC", quote="USDT")
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assert r.base == "BTC"
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assert r.quote == "USDT"
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# ==============================================================================
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# AssetDirectory — CRUD + persistence
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# ==============================================================================
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class TestAssetDirectory:
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def test_empty_directory(self, tmp_path):
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d = AssetDirectory(tmp_path / "empty.json")
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assert len(d) == 0
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def test_upsert_creates(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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rec = d.upsert("BTCUSDT")
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assert rec.symbol == "BTCUSDT"
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assert rec.base == "BTC"
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assert rec.quote == "USDT"
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assert len(d) == 1
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def test_upsert_is_idempotent(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.upsert("BTCUSDT")
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d.upsert("BTCUSDT")
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assert len(d) == 1
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def test_upsert_splits_usdt(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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rec = d.upsert("ETHUSDT")
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assert rec.base == "ETH"
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assert rec.quote == "USDT"
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def test_upsert_custom_base_quote(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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rec = d.upsert("XBTC", base="XBT", quote="USD")
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assert rec.base == "XBT"
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assert rec.quote == "USD"
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def test_get_returns_none_for_missing(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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assert d.get("BTCUSDT") is None
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def test_get_case_insensitive(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.upsert("BTCUSDT")
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assert d.get("btcusdt") is not None
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assert d.get("BTC-USDT") is not None
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def test_set_listing_creates_exchange(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.set_listing("BTCUSDT", "BINANCE", status=ListingStatus.TRADING)
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rec = d.get("BTCUSDT")
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assert rec.listed_on("BINANCE")
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def test_set_listing_rejects_unknown_exchange(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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with pytest.raises(ValueError):
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d.set_listing("BTCUSDT", "KRAKEN")
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def test_set_listing_custom_venue_symbol(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.set_listing("ETHUSDT", "BINGX_VST", venue_symbol="ETH-USDT")
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assert d.venue_symbol("ETHUSDT", "BINGX_VST") == "ETH-USDT"
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def test_import_symbols_bulk(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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n = d.import_symbols(
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["BTCUSDT", "ETHUSDT", "SOLUSDT"], "BINANCE",
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status=ListingStatus.TRADING,
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)
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assert n == 3
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assert len(d) == 3
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def test_import_is_idempotent(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT"], "BINANCE")
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d.import_symbols(["BTCUSDT"], "BINANCE")
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assert len(d) == 1
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def test_import_preserves_other_exchanges(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT"], "BINANCE")
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d.set_listing("BTCUSDT", "BINGX_VST", venue_symbol="BTC-USDT",
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status=ListingStatus.TRADING)
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d.import_symbols(["BTCUSDT"], "BINANCE") # re-import
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rec = d.get("BTCUSDT")
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assert set(rec.exchanges) == {"BINANCE", "BINGX_VST"}
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def test_save_and_load(self, tmp_path):
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p = tmp_path / "d.json"
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d = AssetDirectory(p)
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d.import_symbols(["BTCUSDT", "ETHUSDT"], "BINANCE")
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d.set_listing("BTCUSDT", "BINGX_VST", venue_symbol="BTC-USDT",
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status=ListingStatus.TRADING)
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d.save()
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d2 = AssetDirectory(p)
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assert len(d2) == 2
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assert d2.symbols_for_exchange("BINANCE") == ["BTCUSDT", "ETHUSDT"]
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assert d2.symbols_for_exchange("BINGX_VST") == ["BTCUSDT"]
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def test_save_atomic(self, tmp_path):
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"""Save uses tmp-rename — no partial writes."""
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p = tmp_path / "d.json"
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d = AssetDirectory(p)
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d.import_symbols(["BTCUSDT"], "BINANCE")
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d.save()
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assert p.exists()
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assert not (tmp_path / "d.json.tmp").exists()
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# ==============================================================================
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# symbols_for_exchange — filtering by status
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# ==============================================================================
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class TestSymbolsForExchange:
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def test_trading_only(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT", "ETHUSDT"], "BINANCE")
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d.set_listing("BTCUSDT", "BINGX_VST", status=ListingStatus.TRADING)
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d.set_listing("ETHUSDT", "BINGX_VST", status=ListingStatus.OFFLINE)
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assert d.symbols_for_exchange("BINGX_VST") == ["BTCUSDT"]
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assert d.symbols_for_exchange("BINGX_VST", status=ListingStatus.OFFLINE) == ["ETHUSDT"]
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def test_sorted_output(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["SOLUSDT", "BTCUSDT", "ETHUSDT"], "BINANCE")
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result = d.symbols_for_exchange("BINANCE")
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assert result == ["BTCUSDT", "ETHUSDT", "SOLUSDT"]
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def test_unknown_exchange_raises(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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with pytest.raises(ValueError):
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d.symbols_for_exchange("KRAKEN")
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def test_empty_exchange(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT"], "BINANCE")
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assert d.symbols_for_exchange("BINGX_VST") == []
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# ==============================================================================
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# venue_symbol — venue-local spelling
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# ==============================================================================
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class TestVenueSymbol:
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def test_venue_symbol_when_set(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.set_listing("ETHUSDT", "BINGX_VST", venue_symbol="ETH-USDT")
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assert d.venue_symbol("ETHUSDT", "BINGX_VST") == "ETH-USDT"
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def test_venue_symbol_defaults_to_canonical(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.set_listing("ETHUSDT", "BINANCE") # no venue_symbol → uses canonical
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assert d.venue_symbol("ETHUSDT", "BINANCE") == "ETHUSDT"
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def test_venue_symbol_unlisted(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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assert d.venue_symbol("BTCUSDT", "BINANCE") == ""
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# ==============================================================================
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# Bridge — directory → profile sync
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# ==============================================================================
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class TestBridgeSync:
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"""Tests for directory → profile sync. Each test saves/restores profile state."""
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@pytest.fixture(autouse=True)
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def _save_restore_profiles(self):
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"""Snapshot and restore ASSET_PROFILES after each test."""
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snapshot = {k: v for k, v in ASSET_PROFILES.items()}
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yield
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ASSET_PROFILES.clear()
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ASSET_PROFILES.update(snapshot)
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def test_sync_updates_profile_exchanges(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT", "ETHUSDT"], "BINANCE")
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d.save()
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updated = sync_exchanges_from_directory(d)
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assert updated >= 2
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btc = get_asset_profile("BTCUSDT")
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assert "BINANCE" in btc.exchanges
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def test_sync_adds_new_exchanges(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT"], "BINGX_VST")
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d.save()
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sync_exchanges_from_directory(d)
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btc = get_asset_profile("BTCUSDT")
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assert "binance" in btc.exchanges # pre-existing (lowercase default)
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assert "BINGX_VST" in btc.exchanges # newly added
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def test_sync_does_not_add_offline(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.set_listing("BTCUSDT", "BINGX_VST", status=ListingStatus.OFFLINE)
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d.save()
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sync_exchanges_from_directory(d)
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btc = get_asset_profile("BTCUSDT")
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assert "BINGX_VST" not in btc.exchanges
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def test_sync_returns_update_count(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT"], "BINGX_VST")
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d.save()
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count = sync_exchanges_from_directory(d)
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assert count >= 1
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def test_sync_preserves_existing_fields(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.import_symbols(["BTCUSDT"], "BINGX_VST")
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d.save()
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btc_before = get_asset_profile("BTCUSDT")
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sync_exchanges_from_directory(d)
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btc_after = get_asset_profile("BTCUSDT")
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assert btc_after.sector == btc_before.sector
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assert btc_after.tick_size == btc_before.tick_size
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assert btc_after.coingecko_id == btc_before.coingecko_id
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def test_sync_single_asset(self, tmp_path):
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d = AssetDirectory(tmp_path / "d.json")
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d.set_listing("BTCUSDT", "BINGX_VST", status=ListingStatus.TRADING)
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d.save()
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result = sync_asset_to_profile(d, "BTCUSDT")
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assert result is True
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btc = get_asset_profile("BTCUSDT")
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|
assert "BINGX_VST" in btc.exchanges
|
||
|
|
|
||
|
|
def test_sync_unknown_asset_returns_false(self, tmp_path):
|
||
|
|
d = AssetDirectory(tmp_path / "d.json")
|
||
|
|
result = sync_asset_to_profile(d, "NONEXISTENT")
|
||
|
|
assert result is False
|
||
|
|
|
||
|
|
def test_universe_stats(self, tmp_path):
|
||
|
|
d = AssetDirectory(tmp_path / "d.json")
|
||
|
|
d.import_symbols(["BTCUSDT", "ETHUSDT", "BANDUSDT"], "BINANCE")
|
||
|
|
d.save()
|
||
|
|
stats = get_universe_stats(d)
|
||
|
|
assert stats["directory_assets"] == 3
|
||
|
|
assert stats["matched_profiles"] >= 2
|
||
|
|
assert stats["unmatched_assets"] >= 1
|
||
|
|
assert stats["profile_count"] == 13
|
||
|
|
|
||
|
|
|
||
|
|
# ==============================================================================
|
||
|
|
# Integration with ScenarioFactory
|
||
|
|
# ==============================================================================
|
||
|
|
|
||
|
|
class TestDirectoryIntegration:
|
||
|
|
@pytest.fixture(autouse=True)
|
||
|
|
def _save_restore_profiles(self):
|
||
|
|
snapshot = {k: v for k, v in ASSET_PROFILES.items()}
|
||
|
|
yield
|
||
|
|
ASSET_PROFILES.clear()
|
||
|
|
ASSET_PROFILES.update(snapshot)
|
||
|
|
|
||
|
|
def test_scenario_factory_after_sync(self, tmp_path):
|
||
|
|
d = AssetDirectory(tmp_path / "d.json")
|
||
|
|
d.import_symbols(["BTCUSDT", "ETHUSDT"], "BINGX_VST")
|
||
|
|
d.save()
|
||
|
|
sync_exchanges_from_directory(d)
|
||
|
|
|
||
|
|
btc = get_asset_profile("BTCUSDT")
|
||
|
|
assert "BINGX_VST" in btc.exchanges
|
||
|
|
|
||
|
|
factory = ScenarioFactory()
|
||
|
|
suite = factory.build_suite(symbols=("BTCUSDT",), steps_per_scenario=3)
|
||
|
|
assert len(suite) >= 30
|
||
|
|
|
||
|
|
def test_query_by_new_exchange(self, tmp_path):
|
||
|
|
from malkhut.training.asset_classification import get_assets_on_exchange
|
||
|
|
|
||
|
|
d = AssetDirectory(tmp_path / "d.json")
|
||
|
|
d.import_symbols(["BTCUSDT", "ETHUSDT"], "BINGX_VST")
|
||
|
|
d.save()
|
||
|
|
sync_exchanges_from_directory(d)
|
||
|
|
|
||
|
|
vst_assets = get_assets_on_exchange("BINGX_VST")
|
||
|
|
symbols = {p.symbol for p in vst_assets}
|
||
|
|
assert "BTCUSDT" in symbols
|
||
|
|
assert "ETHUSDT" in symbols
|
||
|
|
|
||
|
|
def test_full_roundtrip(self, tmp_path):
|
||
|
|
from malkhut.training.asset_classification import get_assets_on_exchange
|
||
|
|
|
||
|
|
d = AssetDirectory(tmp_path / "d.json")
|
||
|
|
d.import_symbols(["BTCUSDT", "ETHUSDT", "SOLUSDT"], "BINGX_VST",
|
||
|
|
status=ListingStatus.TRADING, source="test")
|
||
|
|
d.save()
|
||
|
|
|
||
|
|
updated = sync_exchanges_from_directory(d)
|
||
|
|
assert updated >= 3
|
||
|
|
|
||
|
|
vst = get_assets_on_exchange("BINGX_VST")
|
||
|
|
assert len(vst) >= 3
|
||
|
|
|
||
|
|
factory = ScenarioFactory()
|
||
|
|
suite = factory.build_suite(symbols=tuple(p.symbol for p in vst[:2]),
|
||
|
|
steps_per_scenario=3)
|
||
|
|
assert len(suite) >= 60
|
||
|
|
|
||
|
|
stats = get_universe_stats(d)
|
||
|
|
assert stats["matched_profiles"] >= 3
|