7f27ed22c8
DuckDB store (asset_store.py): - 4 tables: assets (28 cols), exchanges (10 cols), asset_exchanges (junction), behavior_profiles (28 cols) - Schema with indexes on blockchain, coingecko_id, cmc_id, exchange_id - sync_from_profiles(): populate from in-memory dicts in one call - Query API: query_assets(**filters), get_asset(), symbols_for_exchange(), assets_on_blockchain(), asset_count(), exchange_count() - Case-insensitive exchange lookup - File-backed persistence: data survives connection close/reopen - Performance: <1s sync, 100 queries in <1s, 1000 gets in <1s 30 tests covering: - Schema creation and table structure (3 tests) - Sync from profiles (6 tests, idempotent) - Asset CRUD (7 tests, query by blockchain/coingecko/sector) - Exchange mapping (5 tests, case-insensitive) - Behavior profiles (4 tests) - Persistence across connections (2 tests) - Performance baseline (3 tests) Total: 1276 tests across 50 files, all green, zero regressions.
254 lines
8.1 KiB
Python
254 lines
8.1 KiB
Python
"""
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Tests for DuckDB asset store — schema, sync, queries, persistence.
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Covers:
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- Schema creation and table structure
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- Sync from in-memory profiles → DuckDB
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- Asset CRUD (upsert, query, get)
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- Exchange-asset mapping
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- Behavior profiles
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- Cross-exchange queries
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- Blockchain filtering
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- Case-insensitive exchange lookup
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- Persistence across connections
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- Performance baseline
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"""
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import pytest
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import os
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from pathlib import Path
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from malkhut.storage.asset_store import AssetStore
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@pytest.fixture
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def store(tmp_path):
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"""Create a fresh DuckDB store for each test."""
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db_path = str(tmp_path / "test_assets.duckdb")
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s = AssetStore(db_path=db_path)
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yield s
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s.close()
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class TestSchema:
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def test_tables_created(self, store):
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tables = store.conn.execute(
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"SELECT table_name FROM information_schema.tables WHERE table_schema='main'"
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).fetchall()
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names = {t[0] for t in tables}
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assert "assets" in names
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assert "exchanges" in names
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assert "asset_exchanges" in names
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assert "behavior_profiles" in names
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def test_asset_table_columns(self, store):
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cols = store.conn.execute(
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"SELECT column_name FROM information_schema.columns WHERE table_name='assets'"
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).fetchall()
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col_names = [c[0] for c in cols]
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assert "symbol" in col_names
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assert "base_asset" in col_names
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assert "coingecko_id" in col_names
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assert "sectors" in col_names
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assert "tick_size" in col_names
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def test_indexes_created(self, store):
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indexes = store.conn.execute(
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"SELECT name FROM sqlite_master WHERE type='index' AND tbl_name='assets'"
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).fetchall()
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idx_names = {i[0] for i in indexes}
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assert any("blockchain" in n for n in idx_names)
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assert any("coingecko" in n for n in idx_names)
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class TestSyncFromProfiles:
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def test_sync_returns_count(self, store):
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count = store.sync_from_profiles()
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assert count >= 13
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def test_sync_populates_assets(self, store):
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store.sync_from_profiles()
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assert store.asset_count() >= 13
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def test_sync_populates_exchanges(self, store):
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store.sync_from_profiles()
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assert store.exchange_count() >= 3
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def test_sync_populates_asset_exchanges(self, store):
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store.sync_from_profiles()
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exs = store.get_asset_exchanges("BTCUSDT")
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assert len(exs) >= 1
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def test_sync_populates_behaviors(self, store):
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store.sync_from_profiles()
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row = store.conn.execute(
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"SELECT * FROM behavior_profiles WHERE symbol = 'BTCUSDT'"
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).fetchone()
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assert row is not None
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def test_sync_is_idempotent(self, store):
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store.sync_from_profiles()
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count1 = store.asset_count()
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store.sync_from_profiles()
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count2 = store.asset_count()
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assert count1 == count2
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class TestAssetCRUD:
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def test_get_asset_hit(self, store):
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store.sync_from_profiles()
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btc = store.get_asset("BTCUSDT")
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assert btc is not None
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assert btc["base_asset"] == "BTC"
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assert btc["name"] == "BTC"
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def test_get_asset_miss(self, store):
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store.sync_from_profiles()
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assert store.get_asset("NONEXISTENT") is None
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def test_get_asset_all_fields(self, store):
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store.sync_from_profiles()
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btc = store.get_asset("BTCUSDT")
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assert btc["coingecko_id"] == "bitcoin"
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assert btc["cmc_id"] == 1
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assert btc["blockchain"] == "bitcoin"
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assert btc["unified_symbol"] == "BTC/USDT"
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assert btc["quote_currency"] == "USDT"
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assert btc["tick_size"] == 0.1
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assert btc["lot_size"] == 0.001
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def test_query_assets_by_blockchain(self, store):
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store.sync_from_profiles()
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eth_assets = store.query_assets(blockchain="ethereum")
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assert len(eth_assets) >= 5
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symbols = {a["symbol"] for a in eth_assets}
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assert "ETHUSDT" in symbols
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assert "UNIUSDT" in symbols
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def test_query_assets_by_coingecko(self, store):
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store.sync_from_profiles()
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results = store.query_assets(coingecko_id="bitcoin")
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assert len(results) == 1
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assert results[0]["symbol"] == "BTCUSDT"
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def test_query_assets_by_sector(self, store):
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store.sync_from_profiles()
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defi = store.query_assets(sectors=["defi"])
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assert len(defi) >= 2
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symbols = {a["symbol"] for a in defi}
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assert "UNIUSDT" in symbols
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def test_asset_count(self, store):
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store.sync_from_profiles()
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assert store.asset_count() == 13
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class TestExchangeMapping:
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def test_symbols_for_exchange(self, store):
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store.sync_from_profiles()
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binance_assets = store.symbols_for_exchange("binance")
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assert len(binance_assets) >= 13
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def test_symbols_for_exchange_case_insensitive(self, store):
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store.sync_from_profiles()
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upper = store.symbols_for_exchange("BINANCE")
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lower = store.symbols_for_exchange("binance")
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assert upper == lower
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def test_symbols_for_unknown_exchange(self, store):
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store.sync_from_profiles()
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assert store.symbols_for_exchange("KRAKEN") == []
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def test_assets_on_blockchain(self, store):
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store.sync_from_profiles()
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eth = store.assets_on_blockchain("ethereum")
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assert len(eth) >= 5
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def test_assets_on_unknown_blockchain(self, store):
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store.sync_from_profiles()
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assert store.assets_on_blockchain("nonexistent") == []
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class TestBehaviorProfiles:
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def test_behavior_stored(self, store):
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store.sync_from_profiles()
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row = store.conn.execute(
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"SELECT depth_amplitude_usd, vol_annualized_normal FROM behavior_profiles WHERE symbol='BTCUSDT'"
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).fetchone()
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assert row[0] == 750_000.0
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assert row[1] == 35.0
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def test_behavior_template(self, store):
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store.sync_from_profiles()
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row = store.conn.execute(
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"SELECT template_name FROM behavior_profiles WHERE symbol='BTCUSDT'"
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).fetchone()
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assert row[0] == "institutional_blue_chip"
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def test_behavior_reference_price(self, store):
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store.sync_from_profiles()
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row = store.conn.execute(
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"SELECT reference_price FROM behavior_profiles WHERE symbol='BTCUSDT'"
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).fetchone()
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assert row[0] == 64000.0
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def test_behavior_liquidation(self, store):
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store.sync_from_profiles()
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row = store.conn.execute(
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"SELECT liq_speed, liq_recovery FROM behavior_profiles WHERE symbol='BTCUSDT'"
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).fetchone()
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assert row[0] == "slow"
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assert row[1] == "fast"
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class TestPersistence:
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def test_data_survives_reopen(self, tmp_path):
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db_path = str(tmp_path / "persist.duckdb")
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s1 = AssetStore(db_path=db_path)
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s1.sync_from_profiles()
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s1.close()
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s2 = AssetStore(db_path=db_path)
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assert s2.asset_count() >= 13
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btc = s2.get_asset("BTCUSDT")
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assert btc["base_asset"] == "BTC"
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s2.close()
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def test_exchange_mapping_survives(self, tmp_path):
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db_path = str(tmp_path / "persist.duckdb")
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s1 = AssetStore(db_path=db_path)
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s1.sync_from_profiles()
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exs = s1.get_asset_exchanges("BTCUSDT")
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s1.close()
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s2 = AssetStore(db_path=db_path)
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exs2 = s2.get_asset_exchanges("BTCUSDT")
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assert exs == exs2
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s2.close()
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class TestPerformanceBaseline:
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def test_sync_speed(self, store):
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import time
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t0 = time.time()
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store.sync_from_profiles()
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elapsed = time.time() - t0
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assert elapsed < 1.0, f"Sync took {elapsed:.2f}s"
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def test_query_speed(self, store):
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import time
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store.sync_from_profiles()
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t0 = time.time()
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for _ in range(100):
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store.query_assets(blockchain="ethereum")
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elapsed = time.time() - t0
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assert elapsed < 1.0, f"100 queries took {elapsed:.2f}s"
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def test_get_speed(self, store):
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import time
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store.sync_from_profiles()
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t0 = time.time()
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for _ in range(1000):
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store.get_asset("BTCUSDT")
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elapsed = time.time() - t0
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assert elapsed < 1.0, f"1000 gets took {elapsed:.2f}s"
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