siloqy/prod/clean_arch/violet/test_violet_divergence.py

"""V1: FeedDivergenceMonitor — row shape vs DDL, sign, staleness, seqs."""

from __future__ import annotations

import re
import sys
from pathlib import Path
from types import SimpleNamespace

sys.path.insert(0, "/mnt/dolphinng5_predict")

import pytest

from prod.clean_arch.violet.clock import PlaneClock, mono_ns
from prod.clean_arch.violet.divergence import (
    FeedDivergenceMonitor,
    from_bingx_symbol,
    to_bingx_symbol,
)

DDL_PATH = Path(
    "/mnt/dolphinng5_predict/prod/clickhouse/violet/20_violet_feed_divergence.sql"
)


def _mk(sink_rows, venue_budget_ns=2_000_000_000):
    return FeedDivergenceMonitor(
        sink=lambda table, row: sink_rows.append((table, row)),
        scan_clock=PlaneClock("scan", 12_000_000_000),
        venue_clock=PlaneClock("venue", venue_budget_ns),
        session_id="sess-test",
    )


def _snapshot(assets, prices):
    return SimpleNamespace(scan_payload={"assets": assets, "asset_prices": prices})


def test_symbol_mapping_round_trip():
    assert to_bingx_symbol("FETUSDT") == "FET-USDT"
    assert to_bingx_symbol("FET-USDT") == "FET-USDT"     # idempotent
    assert from_bingx_symbol("FET-USDT") == "FETUSDT"


def test_row_keys_exactly_match_ddl_columns():
    """Parse the shipped DDL: emitted row keys must equal the column set."""
    ddl = DDL_PATH.read_text()
    cols = set(re.findall(r"`(\w+)`", ddl))
    rows = []
    m = _mk(rows)
    m.on_venue_tick("FET-USDT", 0.1877, 0.1879)
    m.on_scan(_snapshot(["FETUSDT"], [0.2176]))
    assert len(rows) == 1
    table, row = rows[0]
    assert table == "violet_feed_divergence"
    assert set(row.keys()) == cols, (set(row.keys()) ^ cols)


def test_bps_sign_convention_venue_above_scan_positive():
    rows = []
    m = _mk(rows)
    m.on_venue_tick("BTC-USDT", 101.0, 101.0)
    m.on_scan(_snapshot(["BTCUSDT"], [100.0]))
    assert rows[0][1]["divergence_bps"] == pytest.approx(100.0)   # +1% = +100bps
    rows.clear()
    m.on_venue_tick("BTC-USDT", 99.0, 99.0)
    m.on_scan(_snapshot(["BTCUSDT"], [100.0]))
    assert rows[0][1]["divergence_bps"] == pytest.approx(-100.0)


def test_fet_incident_magnitude():
    """The motivating case: scan 0.2176 vs venue ~0.1878 ⇒ ~ -1369 bps."""
    rows = []
    m = _mk(rows)
    m.on_venue_tick("FET-USDT", 0.1877, 0.1879)
    m.on_scan(_snapshot(["FETUSDT"], [0.2176]))
    bps = rows[0][1]["divergence_bps"]
    assert bps == pytest.approx((0.1878 - 0.2176) / 0.2176 * 1e4, rel=1e-6)
    assert bps < -1300


def test_stale_venue_mid_suppressed():
    rows = []
    m = _mk(rows, venue_budget_ns=1)              # everything is stale
    m.on_venue_tick("BTC-USDT", 100.0, 100.0)
    import time

    time.sleep(0.001)
    m.on_scan(_snapshot(["BTCUSDT"], [100.0]))
    assert rows == []                              # no phantom divergence


def test_seq_propagation_and_no_mid_no_row():
    rows = []
    m = _mk(rows)
    m.on_venue_tick("BTC-USDT", 100.0, 100.0)
    m.on_venue_tick("BTC-USDT", 100.2, 100.2)      # venue_seq advances to 2
    m.on_scan(_snapshot(["BTCUSDT", "ETHUSDT"], [100.0, 2000.0]))
    assert len(rows) == 1                          # ETH has no venue mid
    row = rows[0][1]
    assert row["venue_seq"] == 2
    assert row["scan_seq"] == 1
    m.on_scan(_snapshot(["BTCUSDT"], [100.1]))
    assert rows[-1][1]["scan_seq"] == 2


def test_garbage_inputs_ignored():
    rows = []
    m = _mk(rows)
    m.on_venue_tick("BTC-USDT", 0.0, -1.0)         # invalid quotes ignored
    m.on_venue_tick("BTC-USDT", "x", None)         # type garbage ignored
    m.on_scan(_snapshot(["BTCUSDT"], ["nan-ish", 0.0]))
    m.on_scan(SimpleNamespace(scan_payload=None))
    m.on_scan(SimpleNamespace())                   # no payload attr at all
    assert rows == []


if __name__ == "__main__":
    raise SystemExit(pytest.main([__file__, "-v"]))