VIOLET V2a: V-TYPES domain layer + hypothesis properties + divergence reject-at-source

domain.py: refined scalar aliases (BarsHeld kills the bars_held=-106
UInt16 poison class by construction), DivergenceRow (DDL-shaped, frozen,
extra=forbid), ExecDriverSettings (env boundary for the V2 driver; ttl
override exists because the shared router clamps TTLs >= 0.5s),
ExecGateReport schema, beartype 'typed' decorator with
DOLPHIN_VIOLET_BEARTYPE=0 kill-switch.

divergence.py: rows now parse through DivergenceRow before the sink —
malformed rows die at the source with a rate-limited WARNING + counter,
never at the head of the CH spool.

Properties (hypothesis, derandomized): ExecutionRouter state machine
(fill/retry mutual exclusion via pop-semantics, R1 exit escalation same
trade_id, bounded retry chains, <=1 working ENTER), LatencyHistogram
percentile laws (member-of-samples, monotone, extremes), DivergenceRow
parse laws. 34 new tests; violet suite 64 green; router 77 green; zero
shared-file edits.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
This commit is contained in:
Codex
2026-06-13 00:08:18 +02:00
parent 94b5b552e5
commit ba01b914ce
4 changed files with 605 additions and 11 deletions

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@@ -25,7 +25,10 @@ import time
from dataclasses import dataclass
from typing import Any, Callable, Dict, List, Optional
from pydantic import ValidationError
from .clock import PlaneClock, mono_ns
from .domain import DivergenceRow
LOGGER = logging.getLogger("violet.divergence")
@@ -84,6 +87,7 @@ class FeedDivergenceMonitor:
self._stream_task: Optional[asyncio.Task] = None
self._rest_task: Optional[asyncio.Task] = None
self.rows_emitted = 0
self.rows_rejected = 0
# ── venue side ───────────────────────────────────────────────────────────
@@ -204,17 +208,29 @@ class FeedDivergenceMonitor:
if (now - vm.mono) > self.venue_clock.staleness_budget_ns:
continue
divergence_bps = (vm.mid - scan_price) / scan_price * 1e4
self.sink(self.table, {
"ts": int(time.time() * 1000), # DateTime64(3)
"session_id": self.session_id,
"asset": key,
"scan_price": scan_price,
"venue_mid": vm.mid,
"divergence_bps": divergence_bps,
"scan_seq": int(scan_seq),
"venue_seq": int(vm.seq),
"mono_ns": int(now),
})
# V-TYPES: parse, don't validate — a malformed row dies here,
# never at the head of the CH spool (the bars_held lesson).
try:
row = DivergenceRow(
ts=int(time.time() * 1000), # DateTime64(3)
session_id=self.session_id,
asset=key,
scan_price=scan_price,
venue_mid=vm.mid,
divergence_bps=divergence_bps,
scan_seq=int(scan_seq),
venue_seq=int(vm.seq),
mono_ns=int(now),
)
except ValidationError as exc:
self.rows_rejected += 1
if self.rows_rejected == 1 or self.rows_rejected % 1000 == 0:
self.logger.warning(
"divergence row REJECTED at source (#%d) asset=%s: %s",
self.rows_rejected, key, exc,
)
continue
self.sink(self.table, row.model_dump())
emitted += 1
self.rows_emitted += emitted
return emitted

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@@ -0,0 +1,162 @@
"""VIOLET V-TYPES domain layer (Sprint 2, V2a).
Doctrine: PARSE, DON'T VALIDATE. Raw ints/floats/strs never cross a module
boundary; refined types are constructed once at ingress and construction
failure is a loud reject at the source — never a poisoned row downstream.
Motivating incident (2026-06-12): BLUE wrote ``bars_held=-106`` into a
UInt16 ClickHouse column → the insert was rejected forever → an 18.7M-row
spool jam → zombie trade resurrections booking fake losses. A negative
bars_held was REPRESENTABLE in the code path at all; that is the defect
class this module kills by construction (see ``BarsHeld``).
Layers provided here:
- refined scalar aliases (``Annotated[...]`` + pydantic ``Field`` ranges)
reused by every violet boundary model;
- boundary models: ``DivergenceRow`` (DDL-shaped, validated before any row
reaches the CH spool), ``ExecDriverSettings`` (the env boundary of the V2
exec driver), ``ExecGateReport`` (the V2 gate JSON schema);
- the ``typed`` decorator: ``beartype`` runtime enforcement with the
``DOLPHIN_VIOLET_BEARTYPE=0`` kill-switch (the V2 gate measures its
latency cost before permanent adoption).
"""
from __future__ import annotations
import os
from typing import Annotated, Any, Dict, Optional
from pydantic import BaseModel, ConfigDict, Field
__all__ = [
"typed",
"MonoNs", "EpochMs", "Ms", "Bps", "Px", "Qty", "Seq",
"BarsHeld", "TradeId", "SessionId", "Symbol",
"StrictModel", "DivergenceRow", "ExecDriverSettings", "ExecGateReport",
]
# ── beartype kill-switch ──────────────────────────────────────────────────────
# Evaluated at import: a process-level switch, not a per-call toggle. The V2
# gate runs once per setting and records the latency delta in its report.
def _beartype_enabled() -> bool:
raw = os.environ.get("DOLPHIN_VIOLET_BEARTYPE", "1")
return str(raw).strip().lower() not in ("0", "false", "no", "off")
if _beartype_enabled():
from beartype import beartype as typed
else:
def typed(fn): # type: ignore[misc] # identity when killed
return fn
# ── refined scalar aliases ────────────────────────────────────────────────────
MonoNs = Annotated[int, Field(ge=0)]
EpochMs = Annotated[int, Field(gt=0)]
Ms = Annotated[float, Field(ge=0, allow_inf_nan=False)]
Bps = Annotated[float, Field(allow_inf_nan=False)]
Px = Annotated[float, Field(gt=0, allow_inf_nan=False)]
Qty = Annotated[float, Field(ge=0, allow_inf_nan=False)]
Seq = Annotated[int, Field(ge=0)]
# UInt16 in ClickHouse — the bars_held=-106 incident type. 0..65535, period.
BarsHeld = Annotated[int, Field(ge=0, le=65535)]
TradeId = Annotated[str, Field(min_length=1, max_length=64)]
SessionId = Annotated[str, Field(min_length=1, max_length=64)]
Symbol = Annotated[str, Field(min_length=1, max_length=32, pattern=r"^[A-Z0-9\-_]+$")]
class StrictModel(BaseModel):
"""Frozen + extra=forbid: a violet boundary model is a contract, not a bag."""
model_config = ConfigDict(frozen=True, extra="forbid")
# ── boundary models ───────────────────────────────────────────────────────────
class DivergenceRow(StrictModel):
"""One ``dolphin_violet.violet_feed_divergence`` row.
Field set MUST equal the DDL column set in
``prod/clickhouse/violet/20_violet_feed_divergence.sql`` (asserted by
test_violet_domain). Constructed in FeedDivergenceMonitor.on_scan before
the sink — a malformed row dies here, not at the head of the CH spool.
"""
ts: EpochMs # DateTime64(3) — epoch milliseconds
session_id: SessionId
asset: Symbol
scan_price: Px
venue_mid: Px
divergence_bps: Bps
scan_seq: Seq
venue_seq: Seq
mono_ns: MonoNs
class ExecDriverSettings(StrictModel):
"""Env boundary of the V2 exec driver.
``ttl_override_ms`` exists because the shared router clamps TTLs to
>= 0.5 s (exec_router.py from_env [0.5, 300] + register_working
``max(0.5, ttl_s)`` floor): the VIOLET driver is the timing authority
and schedules ``min(plan.ttl_s, override)`` on its own DeadlineScheduler.
``None`` (env value "plan") means honor plan.ttl_s verbatim.
"""
ttl_override_ms: Optional[Ms] = 100.0
requote_hot_window_ns: MonoNs = 5_000_000_000 # mirrors pink_direct hot window
resolve_grace_ms: Ms = 0.0
@classmethod
def from_env(cls, env: Optional[Dict[str, str]] = None) -> "ExecDriverSettings":
"""Parse the DOLPHIN_VIOLET_EXEC_* env boundary. A malformed value
raises at boot — loud reject at the source, never a silent default."""
e: Any = os.environ if env is None else env
raw_ttl = str(e.get("DOLPHIN_VIOLET_EXEC_TTL_MS", "100") or "100").strip().lower()
ttl: Optional[float]
ttl = None if raw_ttl in ("plan", "none", "off") else float(raw_ttl)
hot_s = float(e.get("DOLPHIN_VIOLET_EXEC_REQUOTE_HOT_S", "5") or "5")
grace = float(e.get("DOLPHIN_VIOLET_EXEC_RESOLVE_GRACE_MS", "0") or "0")
return cls(
ttl_override_ms=ttl,
requote_hot_window_ns=int(hot_s * 1_000_000_000),
resolve_grace_ms=grace,
)
def ttl_ms_for(self, plan_ttl_s: float) -> float:
"""Effective deadline for one working order, in milliseconds.
Taker plans carry ttl_s=0 (no TTL management) — but the driver only
schedules deadlines for maker plans, so a 0 here means "override
alone" rather than "instant".
"""
plan_ms = max(0.0, float(plan_ttl_s)) * 1000.0
if self.ttl_override_ms is None:
return plan_ms
if plan_ms <= 0.0:
return float(self.ttl_override_ms)
return min(plan_ms, float(self.ttl_override_ms))
class ExecGateReport(StrictModel):
"""Schema for ``prod/VIOLET_dev/reports/violet_v2_exec_gate_*.json``."""
generated_utc: str
host: str
script: Dict[str, Any]
cycles: Seq
scenarios: Dict[str, int]
jitter: Dict[str, Any]
ttl_resolution: Dict[str, Any]
kernel_call: Dict[str, Any] = Field(default_factory=dict)
early_fires: Seq
stuck_orders: Seq
pending_deadlines: Seq
terminals_ok: bool
accounting_ok: bool
deterministic: bool
beartype: Dict[str, Any] = Field(default_factory=dict)
passed: bool

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@@ -0,0 +1,175 @@
"""V2a: V-TYPES domain layer — refined types reject by construction."""
from __future__ import annotations
import importlib
import math
import re
import sys
from pathlib import Path
sys.path.insert(0, "/mnt/dolphinng5_predict")
import pytest
from pydantic import TypeAdapter, ValidationError
from prod.clean_arch.violet.domain import (
BarsHeld,
DivergenceRow,
ExecDriverSettings,
Px,
Symbol,
)
DDL_PATH = Path(
"/mnt/dolphinng5_predict/prod/clickhouse/violet/20_violet_feed_divergence.sql"
)
VALID_ROW = dict(
ts=1_781_300_000_000, session_id="sess", asset="FETUSDT",
scan_price=0.2176, venue_mid=0.1878, divergence_bps=-1369.49,
scan_seq=1, venue_seq=7, mono_ns=123,
)
def test_bars_held_kills_the_incident():
"""bars_held=-106 (the 2026-06-12 zombie-trades poison) must be
UNREPRESENTABLE — and so must the UInt16 overflow side."""
ta = TypeAdapter(BarsHeld)
assert ta.validate_python(0) == 0
assert ta.validate_python(65535) == 65535
with pytest.raises(ValidationError):
ta.validate_python(-106)
with pytest.raises(ValidationError):
ta.validate_python(65536)
def test_px_rejects_nonfinite_and_nonpositive():
ta = TypeAdapter(Px)
assert ta.validate_python(0.2176) == 0.2176
for bad in (0.0, -1.0, math.nan, math.inf, -math.inf):
with pytest.raises(ValidationError):
ta.validate_python(bad)
def test_symbol_shape():
ta = TypeAdapter(Symbol)
assert ta.validate_python("BTCUSDT") == "BTCUSDT"
assert ta.validate_python("1000PEPEUSDT") == "1000PEPEUSDT"
assert ta.validate_python("BTC-USDT") == "BTC-USDT"
for bad in ("", "btcusdt", "BTC USDT", "X" * 33):
with pytest.raises(ValidationError):
ta.validate_python(bad)
def test_divergence_row_valid_and_frozen():
row = DivergenceRow(**VALID_ROW)
assert row.model_dump() == VALID_ROW # exact round-trip
with pytest.raises(ValidationError):
row.ts = 1 # frozen
@pytest.mark.parametrize("field,bad", [
("ts", 0), ("ts", -5),
("session_id", ""),
("asset", "fetusdt"),
("scan_price", 0.0), ("scan_price", float("nan")),
("venue_mid", float("inf")),
("divergence_bps", float("nan")),
("scan_seq", -1), ("venue_seq", -1), ("mono_ns", -1),
])
def test_divergence_row_rejects(field, bad):
with pytest.raises(ValidationError):
DivergenceRow(**{**VALID_ROW, field: bad})
def test_divergence_row_forbids_extras():
with pytest.raises(ValidationError):
DivergenceRow(**VALID_ROW, bars_held=1)
def test_divergence_row_fields_match_ddl_columns():
cols = set(re.findall(r"`(\w+)`", DDL_PATH.read_text()))
assert set(DivergenceRow.model_fields) == cols, (
set(DivergenceRow.model_fields) ^ cols
)
def test_exec_settings_defaults_and_ttl_logic():
s = ExecDriverSettings()
assert s.ttl_override_ms == 100.0
assert s.requote_hot_window_ns == 5_000_000_000
# router maker plan (8s entry TTL) bows to the 100ms override
assert s.ttl_ms_for(8.0) == 100.0
# plan shorter than override wins
assert ExecDriverSettings(ttl_override_ms=10_000.0).ttl_ms_for(5.0) == 5_000.0
# taker ttl_s=0 → override alone
assert s.ttl_ms_for(0.0) == 100.0
# override disabled → plan verbatim
p = ExecDriverSettings(ttl_override_ms=None)
assert p.ttl_ms_for(8.0) == 8_000.0
def test_exec_settings_from_env():
s = ExecDriverSettings.from_env({"DOLPHIN_VIOLET_EXEC_TTL_MS": "250",
"DOLPHIN_VIOLET_EXEC_REQUOTE_HOT_S": "2"})
assert s.ttl_override_ms == 250.0
assert s.requote_hot_window_ns == 2_000_000_000
assert ExecDriverSettings.from_env(
{"DOLPHIN_VIOLET_EXEC_TTL_MS": "plan"}).ttl_override_ms is None
# malformed env value raises at boot — loud reject at the source
with pytest.raises(ValueError):
ExecDriverSettings.from_env({"DOLPHIN_VIOLET_EXEC_TTL_MS": "fast"})
with pytest.raises(ValidationError):
ExecDriverSettings.from_env({"DOLPHIN_VIOLET_EXEC_TTL_MS": "-100"})
def test_typed_enforces_and_kill_switch(monkeypatch):
import prod.clean_arch.violet.domain as domain
@domain.typed
def f(x: int) -> int:
return x
assert f(3) == 3
with pytest.raises(Exception): # BeartypeCallHintParamViolation
f("not-an-int")
monkeypatch.setenv("DOLPHIN_VIOLET_BEARTYPE", "0")
try:
importlib.reload(domain)
@domain.typed
def g(x: int) -> int:
return x
assert g("passes-when-killed") == "passes-when-killed"
finally:
monkeypatch.delenv("DOLPHIN_VIOLET_BEARTYPE", raising=False)
importlib.reload(domain)
def test_divergence_monitor_rejects_at_source():
"""End-to-end: a poisoned session_id means zero rows reach the sink and
the reject counter advances — the spool never sees the row."""
from types import SimpleNamespace
from prod.clean_arch.violet.clock import PlaneClock
from prod.clean_arch.violet.divergence import FeedDivergenceMonitor
rows = []
m = FeedDivergenceMonitor(
sink=lambda t, r: rows.append(r),
scan_clock=PlaneClock("scan", 12_000_000_000),
venue_clock=PlaneClock("venue", 2_000_000_000),
session_id="", # invalid by construction
)
m.on_venue_tick("BTC-USDT", 100.0, 100.0)
m.on_scan(SimpleNamespace(scan_payload={"assets": ["BTCUSDT"],
"asset_prices": [100.0]}))
assert rows == []
assert m.rows_rejected == 1
assert m.rows_emitted == 0
if __name__ == "__main__":
raise SystemExit(pytest.main([__file__, "-v"]))

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@@ -0,0 +1,241 @@
"""V2a: hypothesis property tests (V-TYPES doctrine).
Three targets, highest value first:
1. ExecutionRouter state machine — the accounting-adjacent core: pop-
semantics make fill-vs-retry mutually exclusive, EXITs are never
suppressible by expiry, retry chains are bounded.
2. LatencyHistogram.percentile_ns — the gate numbers themselves (the
nearest-rank/banker's-rounding bug class is live in this codebase's
history).
3. DivergenceRow — NaN/inf/negative inputs always rejected; valid rows
round-trip unchanged.
"""
from __future__ import annotations
import math
import sys
sys.path.insert(0, "/mnt/dolphinng5_predict")
import pytest
from hypothesis import HealthCheck, given, settings, strategies as st
from hypothesis.stateful import (
RuleBasedStateMachine,
initialize,
invariant,
precondition,
rule,
)
from pydantic import ValidationError
from prod.clean_arch.dita_v2.exec_router import (
ExecConfig,
ExecutionRouter,
MissAction,
)
from prod.clean_arch.violet.clock import LatencyHistogram
from prod.clean_arch.violet.domain import DivergenceRow
# ── 1. router state machine ───────────────────────────────────────────────────
class RouterMachine(RuleBasedStateMachine):
"""Drives the REAL ExecutionRouter through plan/register/fill/cancel/
expiry sequences with a fake clock, asserting the V2 driver's load-
bearing invariants."""
@initialize(retries=st.integers(min_value=0, max_value=3),
exhaust=st.sampled_from(["skip", "market"]))
def setup(self, retries, exhaust):
self.now = 1000.0
self.cfg = ExecConfig(style="maker_both", entry_miss="retry",
entry_retries=retries, retry_exhaust=exhaust)
self.router = ExecutionRouter(self.cfg, clock=lambda: self.now)
self.n = 0
self.filled: set[str] = set()
self.retried: set[str] = set() # trade_ids consumed by a retry
self.retry_count: dict[str, int] = {} # base_trade_id → retries used
def _fresh_tid(self) -> str:
self.n += 1
return f"T{self.n:04d}"
@rule(px=st.floats(min_value=0.5, max_value=50_000, allow_nan=False))
def plan_and_register_entry(self, px):
tid = self._fresh_tid()
plan = self.router.plan_entry(trade_id=tid, asset="BTCUSDT",
position_side="SHORT", reference_price=px)
if self.router.has_working_entry() and plan.suppress:
return # R2: slot spoken for
assert not plan.suppress
if plan.is_maker:
assert plan.sane() and plan.order_type == "LIMIT"
self.router.register_working(trade_id=tid, asset="BTCUSDT",
position_side="SHORT", plan=plan)
@rule(px=st.floats(min_value=0.5, max_value=50_000, allow_nan=False),
reason=st.sampled_from(["TAKE_PROFIT", "STOP_LOSS", "MAX_HOLD",
"CATASTROPHIC", "ADVSL"]))
def plan_exit_never_stranded(self, px, reason):
tid = self._fresh_tid()
plan = self.router.plan_exit(trade_id=tid, asset="BTCUSDT",
position_side="SHORT",
reference_price=px, reason=reason)
# RULE 1: with no same-trade working exit, an exit plan is never
# suppressed — maker or MARKET, it reaches the venue.
assert not plan.suppress
assert plan.sane()
if plan.is_maker:
self.router.register_working(trade_id=tid, asset="BTCUSDT",
position_side="SHORT", plan=plan)
@precondition(lambda self: self.router.working_orders())
@rule(data=st.data())
def fill_working(self, data):
wo = data.draw(st.sampled_from(self.router.working_orders()))
self.router.note_fill(wo.trade_id)
assert wo.trade_id not in self.retried, \
"a trade_id must never be both filled and retried"
self.filled.add(wo.trade_id)
assert self.router.working(wo.trade_id) is None # pop semantics
@precondition(lambda self: any(w.action == "ENTER"
for w in self.router.working_orders()))
@rule(data=st.data(),
px=st.floats(min_value=0.5, max_value=50_000, allow_nan=False))
def expire_entry_and_apply_miss_policy(self, data, px):
entries = [w for w in self.router.working_orders() if w.action == "ENTER"]
wo = data.draw(st.sampled_from(entries))
self.now += 1000.0 # everything expires
action = self.router.entry_miss_action(wo)
self.router.note_cancel(wo.trade_id) # runtime cancelled the quote
assert wo.trade_id not in self.filled, \
"a filled trade must never reach the miss path (pop semantics)"
if action == MissAction.RETRY:
self.retried.add(wo.trade_id)
used = self.retry_count.get(wo.base_trade_id, 0) + 1
self.retry_count[wo.base_trade_id] = used
assert used <= self.cfg.entry_retries, "retry chain must be bounded"
new_tid, plan = self.router.retry_plan(wo, reference_price=px)
assert new_tid == f"{wo.base_trade_id}-r{wo.retry_n + 1}"
assert plan.action == "ENTER"
if plan.is_maker and not self.router.has_working_entry():
self.router.register_working(
trade_id=new_tid, asset=wo.asset, position_side=wo.side,
plan=plan, base_trade_id=wo.base_trade_id,
retry_n=wo.retry_n + 1)
elif action == MissAction.MARKET:
new_tid, plan = self.router.market_fallback_plan(wo)
assert new_tid == f"{wo.base_trade_id}-m" # ENTER → fresh lifecycle
assert plan.action == "ENTER" and plan.order_type == "MARKET"
else:
assert action == MissAction.SKIP
@precondition(lambda self: any(w.action == "EXIT"
for w in self.router.working_orders()))
@rule(data=st.data())
def expire_exit_escalates_market_same_trade(self, data):
exits = [w for w in self.router.working_orders() if w.action == "EXIT"]
wo = data.draw(st.sampled_from(exits))
self.now += 1000.0
new_tid, plan = self.router.market_fallback_plan(wo)
# RULE 1: the MARKET escalation stays attached to the SAME trade.
assert new_tid == wo.trade_id
assert plan.action == "EXIT" and plan.order_type == "MARKET"
assert not plan.suppress
self.router.note_cancel(wo.trade_id)
@invariant()
def registry_is_consistent(self):
wos = self.router.working_orders()
assert len({w.trade_id for w in wos}) == len(wos)
for w in wos:
assert w.retries_left >= 0
assert w.trade_id not in self.filled # filled ⇒ popped, forever
assert sum(1 for w in wos if w.action == "ENTER") <= 1 # R2
# derandomize: the suite must be reproducible run-to-run (the V0/V2 gates
# assert determinism elsewhere; a flaky property is worse than a fixed one).
# Health checks are suppressed because rule preconditions legitimately
# filter often and CPU contention during the full suite trips too_slow.
RouterMachine.TestCase.settings = settings(
max_examples=30, stateful_step_count=30, deadline=None,
derandomize=True, suppress_health_check=list(HealthCheck))
TestRouterMachine = RouterMachine.TestCase
# ── 2. LatencyHistogram percentile laws ───────────────────────────────────────
@given(samples=st.lists(st.integers(min_value=0, max_value=10**12),
min_size=1, max_size=500),
p=st.floats(min_value=0.001, max_value=1.0))
@settings(max_examples=150, deadline=None, derandomize=True,
suppress_health_check=[HealthCheck.too_slow])
def test_percentile_is_a_retained_sample(samples, p):
h = LatencyHistogram("prop")
for s in samples:
h.record(s)
assert h.percentile_ns(p) in samples
@given(samples=st.lists(st.integers(min_value=0, max_value=10**12),
min_size=1, max_size=500))
@settings(max_examples=100, deadline=None, derandomize=True,
suppress_health_check=[HealthCheck.too_slow])
def test_percentile_monotone_and_extremes(samples):
h = LatencyHistogram("prop")
for s in samples:
h.record(s)
ps = [0.01, 0.25, 0.5, 0.9, 0.99, 0.999, 1.0]
vals = [h.percentile_ns(p) for p in ps]
assert vals == sorted(vals), "percentile must be monotone in p"
assert vals[-1] == max(samples)
assert h.percentile_ns(0.0000001) == min(samples)
# ── 3. DivergenceRow parse laws ───────────────────────────────────────────────
_finite_px = st.floats(min_value=1e-9, max_value=1e9,
allow_nan=False, allow_infinity=False)
_any_float = st.floats(allow_nan=True, allow_infinity=True)
@given(scan=_finite_px, mid=_finite_px,
bps=st.floats(min_value=-1e6, max_value=1e6, allow_nan=False),
sseq=st.integers(min_value=0, max_value=2**31),
vseq=st.integers(min_value=0, max_value=2**31))
@settings(max_examples=150, deadline=None, derandomize=True,
suppress_health_check=[HealthCheck.too_slow])
def test_valid_rows_round_trip(scan, mid, bps, sseq, vseq):
src = dict(ts=1, session_id="s", asset="BTCUSDT", scan_price=scan,
venue_mid=mid, divergence_bps=bps, scan_seq=sseq,
venue_seq=vseq, mono_ns=0)
assert DivergenceRow(**src).model_dump() == src
@given(bad_px=_any_float)
@settings(max_examples=150, deadline=None, derandomize=True,
suppress_health_check=[HealthCheck.too_slow])
def test_nonpositive_or_nonfinite_prices_always_rejected(bad_px):
if math.isfinite(bad_px) and bad_px > 0:
return # valid by definition
with pytest.raises(ValidationError):
DivergenceRow(ts=1, session_id="s", asset="BTCUSDT",
scan_price=bad_px, venue_mid=1.0, divergence_bps=0.0,
scan_seq=0, venue_seq=0, mono_ns=0)
@given(seq=st.integers(max_value=-1))
@settings(max_examples=50, deadline=None, derandomize=True,
suppress_health_check=[HealthCheck.too_slow])
def test_negative_seqs_always_rejected(seq):
with pytest.raises(ValidationError):
DivergenceRow(ts=1, session_id="s", asset="BTCUSDT",
scan_price=1.0, venue_mid=1.0, divergence_bps=0.0,
scan_seq=seq, venue_seq=0, mono_ns=0)
if __name__ == "__main__":
raise SystemExit(pytest.main([__file__, "-v"]))