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feat(state): dvol_history multi-asset (ETH+BTC) + backfill ETH legacy rows

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Migration 0006 promuove dvol_history da PK=(timestamp) mono-ETH a
PK=(timestamp, asset), rinomina eth_spot -> spot, e backfilla con
asset='ETH' le righe storiche. market_snapshot_cycle ora scrive sia
per ETH che per BTC; monitor_cycle resta ETH-only via WHERE asset='ETH'
nella lookup di return_4h.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
root
2026-05-12 13:38:34 +00:00
parent 76d1a4a32d
commit 19695e4730
10 changed files with 111 additions and 33 deletions
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tests/unit/test_state_repository.py
+33 -2
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@@ -277,15 +277,46 @@ def test_record_dvol_snapshot_replaces_on_duplicate_timestamp(
ts = datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
with transaction(conn):
repo.record_dvol_snapshot(
conn, DvolSnapshot(timestamp=ts, dvol=Decimal("50"), eth_spot=Decimal("3000"))
conn,
DvolSnapshot(
timestamp=ts, asset="ETH", dvol=Decimal("50"), spot=Decimal("3000")
),
)
repo.record_dvol_snapshot(
conn, DvolSnapshot(timestamp=ts, dvol=Decimal("55"), eth_spot=Decimal("3050"))
conn,
DvolSnapshot(
timestamp=ts, asset="ETH", dvol=Decimal("55"), spot=Decimal("3050")
),
)
rows = conn.execute("SELECT COUNT(*) FROM dvol_history").fetchone()
assert rows[0] == 1
def test_record_dvol_snapshot_keeps_assets_distinct_on_same_timestamp(
conn: sqlite3.Connection, repo: Repository
) -> None:
ts = datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
with transaction(conn):
repo.record_dvol_snapshot(
conn,
DvolSnapshot(
timestamp=ts, asset="ETH", dvol=Decimal("50"), spot=Decimal("3000")
),
)
repo.record_dvol_snapshot(
conn,
DvolSnapshot(
timestamp=ts, asset="BTC", dvol=Decimal("45"), spot=Decimal("65000")
),
)
rows = conn.execute(
"SELECT asset, dvol, spot FROM dvol_history ORDER BY asset"
).fetchall()
assert [r["asset"] for r in rows] == ["BTC", "ETH"]
assert Decimal(str(rows[0]["spot"])) == Decimal("65000")
assert Decimal(str(rows[1]["spot"])) == Decimal("3000")
def test_manual_action_enqueue_consume_cycle(
conn: sqlite3.Connection, repo: Repository
) -> None: