TCPDashboard/tests/data/test_ohlcv_data.py

"""
Unit tests for the OHLCVData module.
"""

import pytest
from datetime import datetime, timezone
from decimal import Decimal

from data.common.ohlcv_data import OHLCVData, DataValidationError, validate_ohlcv_data


class TestOHLCVData:
    """Test cases for OHLCVData validation."""
    
    def test_valid_ohlcv_data(self):
        """Test creating valid OHLCV data."""
        ohlcv = OHLCVData(
            symbol="BTC-USDT",
            timeframe="1m",
            timestamp=datetime.now(timezone.utc),
            open=Decimal("50000"),
            high=Decimal("50100"),
            low=Decimal("49900"),
            close=Decimal("50050"),
            volume=Decimal("1.5"),
            trades_count=100
        )
        
        assert ohlcv.symbol == "BTC-USDT"
        assert ohlcv.timeframe == "1m"
        assert isinstance(ohlcv.open, Decimal)
        assert ohlcv.trades_count == 100
    
    def test_invalid_ohlcv_relationships(self):
        """Test OHLCV validation for invalid price relationships."""
        with pytest.raises(DataValidationError):
            OHLCVData(
                symbol="BTC-USDT",
                timeframe="1m",
                timestamp=datetime.now(timezone.utc),
                open=Decimal("50000"),
                high=Decimal("49000"),  # High is less than open
                low=Decimal("49900"),
                close=Decimal("50050"),
                volume=Decimal("1.5")
            )
    
    def test_ohlcv_decimal_conversion(self):
        """Test automatic conversion to Decimal."""
        ohlcv = OHLCVData(
            symbol="BTC-USDT",
            timeframe="1m",
            timestamp=datetime.now(timezone.utc),
            open=50000.0,  # float
            high=50100,    # int  
            low=49900,     # int
            close=50050.0, # float
            volume=1.5     # float
        )
        
        assert isinstance(ohlcv.open, Decimal)
        assert isinstance(ohlcv.high, Decimal)
        assert isinstance(ohlcv.low, Decimal)
        assert isinstance(ohlcv.close, Decimal)
        assert isinstance(ohlcv.volume, Decimal)

    def test_timezone_handling(self):
        """Test that naive datetimes get UTC timezone."""
        naive_timestamp = datetime(2023, 1, 1, 12, 0, 0)
        
        ohlcv = OHLCVData(
            symbol="BTC-USDT",
            timeframe="1m",
            timestamp=naive_timestamp,
            open=50000,
            high=50100,
            low=49900,
            close=50050,
            volume=1.5
        )
        
        assert ohlcv.timestamp.tzinfo == timezone.utc

    def test_invalid_price_types(self):
        """Test validation fails for invalid price types."""
        with pytest.raises(DataValidationError, match="All OHLCV prices must be numeric"):
            OHLCVData(
                symbol="BTC-USDT",
                timeframe="1m",
                timestamp=datetime.now(timezone.utc),
                open="invalid",  # Invalid type
                high=50100,
                low=49900,
                close=50050,
                volume=1.5
            )

    def test_invalid_volume_type(self):
        """Test validation fails for invalid volume type."""
        with pytest.raises(DataValidationError, match="Volume must be numeric"):
            OHLCVData(
                symbol="BTC-USDT",
                timeframe="1m",
                timestamp=datetime.now(timezone.utc),
                open=50000,
                high=50100,
                low=49900,
                close=50050,
                volume="invalid"  # Invalid type
            )


class TestValidateOhlcvData:
    """Test cases for validate_ohlcv_data function."""
    
    def test_validate_success(self):
        """Test successful OHLCV data validation."""
        raw_data = {
            "timestamp": 1609459200000,  # Unix timestamp in ms
            "open": "50000",
            "high": "50100",
            "low": "49900",
            "close": "50050",
            "volume": "1.5",
            "trades_count": 100
        }
        
        ohlcv = validate_ohlcv_data(raw_data, "BTC-USDT", "1m")
        
        assert ohlcv.symbol == "BTC-USDT"
        assert ohlcv.timeframe == "1m"
        assert ohlcv.trades_count == 100
        assert isinstance(ohlcv.open, Decimal)
        assert ohlcv.open == Decimal("50000")
    
    def test_validate_missing_field(self):
        """Test validation with missing required field."""
        raw_data = {
            "timestamp": 1609459200000,
            "open": "50000",
            "high": "50100",
            # Missing 'low' field
            "close": "50050",
            "volume": "1.5"
        }
        
        with pytest.raises(DataValidationError, match="Missing required field: low"):
            validate_ohlcv_data(raw_data, "BTC-USDT", "1m")
    
    def test_validate_invalid_timestamp_string(self):
        """Test validation with invalid timestamp string."""
        raw_data = {
            "timestamp": "invalid_timestamp",
            "open": "50000",
            "high": "50100",
            "low": "49900",
            "close": "50050",
            "volume": "1.5"
        }
        
        with pytest.raises(DataValidationError):
            validate_ohlcv_data(raw_data, "BTC-USDT", "1m")

    def test_validate_timestamp_formats(self):
        """Test validation with different timestamp formats."""
        base_data = {
            "open": "50000",
            "high": "50100",
            "low": "49900",
            "close": "50050",
            "volume": "1.5"
        }
        
        # Unix timestamp in milliseconds
        data1 = {**base_data, "timestamp": 1609459200000}
        ohlcv1 = validate_ohlcv_data(data1, "BTC-USDT", "1m")
        assert isinstance(ohlcv1.timestamp, datetime)
        
        # Unix timestamp in seconds (float)
        data2 = {**base_data, "timestamp": 1609459200.5}
        ohlcv2 = validate_ohlcv_data(data2, "BTC-USDT", "1m")
        assert isinstance(ohlcv2.timestamp, datetime)
        
        # ISO format string
        data3 = {**base_data, "timestamp": "2021-01-01T00:00:00Z"}
        ohlcv3 = validate_ohlcv_data(data3, "BTC-USDT", "1m")
        assert isinstance(ohlcv3.timestamp, datetime)
        
        # Already a datetime object
        data4 = {**base_data, "timestamp": datetime.now(timezone.utc)}
        ohlcv4 = validate_ohlcv_data(data4, "BTC-USDT", "1m")
        assert isinstance(ohlcv4.timestamp, datetime)

    def test_validate_invalid_numeric_data(self):
        """Test validation with invalid numeric price data."""
        raw_data = {
            "timestamp": 1609459200000,
            "open": "invalid_number",
            "high": "50100",
            "low": "49900",
            "close": "50050",
            "volume": "1.5"
        }
        
        with pytest.raises(DataValidationError, match="Invalid OHLCV data for BTC-USDT"):
            validate_ohlcv_data(raw_data, "BTC-USDT", "1m")

    def test_validate_with_optional_fields(self):
        """Test validation works correctly with optional fields."""
        raw_data = {
            "timestamp": 1609459200000,
            "open": "50000",
            "high": "50100",
            "low": "49900",
            "close": "50050",
            "volume": "1.5"
            # No trades_count
        }
        
        ohlcv = validate_ohlcv_data(raw_data, "BTC-USDT", "1m")
        assert ohlcv.trades_count is None
        
        # With trades_count
        raw_data["trades_count"] = 250
        ohlcv = validate_ohlcv_data(raw_data, "BTC-USDT", "1m")
        assert ohlcv.trades_count == 250


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