TCPDashboard/data/common/ohlcv_data.py

"""
OHLCV data structure and validation utilities.

This module provides standardized OHLCV (Open, High, Low, Close, Volume) data 
structures and validation functions for financial market data.
"""

from dataclasses import dataclass
from datetime import datetime, timezone
from decimal import Decimal
from typing import Dict, Any, Optional


class DataValidationError(Exception):
    """Exception raised when OHLCV data validation fails."""
    pass


@dataclass
class OHLCVData:
    """OHLCV (Open, High, Low, Close, Volume) data structure."""
    symbol: str
    timeframe: str
    timestamp: datetime
    open: Decimal
    high: Decimal
    low: Decimal
    close: Decimal
    volume: Decimal
    trades_count: Optional[int] = None
    
    def __post_init__(self):
        """Validate OHLCV data after initialization."""
        if not self.timestamp.tzinfo:
            self.timestamp = self.timestamp.replace(tzinfo=timezone.utc)
        
        # Validate price data
        if not all(isinstance(price, (Decimal, float, int)) for price in [self.open, self.high, self.low, self.close]):
            raise DataValidationError("All OHLCV prices must be numeric")
        
        if not isinstance(self.volume, (Decimal, float, int)):
            raise DataValidationError("Volume must be numeric")
        
        # Convert to Decimal for precision
        self.open = Decimal(str(self.open))
        self.high = Decimal(str(self.high))
        self.low = Decimal(str(self.low))
        self.close = Decimal(str(self.close))
        self.volume = Decimal(str(self.volume))
        
        # Validate price relationships
        if not (self.low <= self.open <= self.high and self.low <= self.close <= self.high):
            raise DataValidationError(f"Invalid OHLCV data: prices don't match expected relationships for {self.symbol}")


def validate_ohlcv_data(data: Dict[str, Any], symbol: str, timeframe: str) -> OHLCVData:
    """
    Validate and convert raw OHLCV data to standardized format.
    
    Args:
        data: Raw OHLCV data dictionary
        symbol: Trading symbol
        timeframe: Timeframe (e.g., '1m', '5m', '1h')
        
    Returns:
        Validated OHLCVData object
        
    Raises:
        DataValidationError: If data validation fails
    """
    required_fields = ['timestamp', 'open', 'high', 'low', 'close', 'volume']
    
    # Check required fields
    for field in required_fields:
        if field not in data:
            raise DataValidationError(f"Missing required field: {field}")
    
    try:
        # Parse timestamp
        timestamp = data['timestamp']
        if isinstance(timestamp, (int, float)):
            # Assume Unix timestamp in milliseconds
            timestamp = datetime.fromtimestamp(timestamp / 1000, tz=timezone.utc)
        elif isinstance(timestamp, str):
            timestamp = datetime.fromisoformat(timestamp.replace('Z', '+00:00'))
        elif not isinstance(timestamp, datetime):
            raise DataValidationError(f"Invalid timestamp format: {type(timestamp)}")
        
        return OHLCVData(
            symbol=symbol,
            timeframe=timeframe,
            timestamp=timestamp,
            open=Decimal(str(data['open'])),
            high=Decimal(str(data['high'])),
            low=Decimal(str(data['low'])),
            close=Decimal(str(data['close'])),
            volume=Decimal(str(data['volume'])),
            trades_count=data.get('trades_count')
        )
        
    except (ValueError, TypeError, KeyError) as e:
        raise DataValidationError(f"Invalid OHLCV data for {symbol}: {e}")
    except Exception as e:
        # Catch any other exceptions (like Decimal InvalidOperation)
        raise DataValidationError(f"Invalid OHLCV data for {symbol}: {e}")