fix(state): repository iv_rv_history time-stable + input validation
Risponde alla code review di 395191e:
- iv_rv_history accetta as_of (default now UTC) invece di
affidarsi al clock SQLite, rendendo i test time-stable.
- Valida max_days > 0 e raise se as_of/reference sono naive.
- Aggiunge 3 test sulle nuove guard.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
@@ -414,20 +414,31 @@ class Repository:
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*,
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asset: str,
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max_days: int,
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as_of: datetime | None = None,
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) -> list[Decimal]:
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"""Lista IV-RV ordinata ASC sull'intervallo `[now-max_days, now]`.
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"""Lista IV-RV ordinata ASC sull'intervallo `[as_of - max_days, as_of]`.
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Esclude righe con ``fetch_ok=0`` o ``iv_minus_rv IS NULL``.
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Usata dal validator quando il gate adattivo è abilitato.
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Args:
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as_of: Reference time for the rolling window. Defaults to
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``datetime.now(UTC)``. Tests can pin a fixed value.
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"""
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if max_days <= 0:
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raise ValueError(f"max_days must be positive, got {max_days}")
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ref = as_of if as_of is not None else datetime.now(UTC)
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if ref.tzinfo is None:
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raise ValueError("as_of must be timezone-aware")
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cutoff = ref - timedelta(days=max_days)
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rows = conn.execute(
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"SELECT iv_minus_rv FROM market_snapshots "
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"WHERE asset = ? "
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" AND fetch_ok = 1 "
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" AND iv_minus_rv IS NOT NULL "
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" AND timestamp >= datetime('now', ?) "
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" AND timestamp >= ? "
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"ORDER BY timestamp ASC",
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(asset, f"-{int(max_days)} days"),
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(asset, _enc_dt(cutoff)),
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).fetchall()
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return [Decimal(str(r["iv_minus_rv"])) for r in rows]
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@@ -445,6 +456,8 @@ class Repository:
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``dvol IS NOT NULL``) entro la tolerance. Usato dal Vol-of-Vol
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guard per stimare DVOL N ore fa.
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"""
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if reference.tzinfo is None:
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raise ValueError("reference must be timezone-aware")
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ref_lo = (reference - timedelta(minutes=tolerance_minutes)).astimezone(UTC)
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ref_hi = (reference + timedelta(minutes=tolerance_minutes)).astimezone(UTC)
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row = conn.execute(
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@@ -50,7 +50,12 @@ def db_with_history(tmp_path) -> sqlite3.Connection:
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def test_iv_rv_history_returns_ordered_asc(db_with_history) -> None:
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repo = Repository()
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history = repo.iv_rv_history(db_with_history, asset="ETH", max_days=60)
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history = repo.iv_rv_history(
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db_with_history,
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asset="ETH",
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max_days=60,
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as_of=datetime(2026, 5, 2, 0, 0, tzinfo=UTC),
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)
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assert len(history) == 96
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assert history == sorted(history)
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assert history[0] == Decimal("2.00")
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@@ -58,7 +63,12 @@ def test_iv_rv_history_returns_ordered_asc(db_with_history) -> None:
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def test_iv_rv_history_filters_other_asset(db_with_history) -> None:
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repo = Repository()
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history = repo.iv_rv_history(db_with_history, asset="BTC", max_days=60)
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history = repo.iv_rv_history(
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db_with_history,
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asset="BTC",
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max_days=60,
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as_of=datetime(2026, 5, 2, 0, 0, tzinfo=UTC),
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)
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assert history == []
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@@ -86,7 +96,12 @@ def test_iv_rv_history_skips_null_values(db_with_history) -> None:
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),
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)
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db_with_history.commit()
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history = repo.iv_rv_history(db_with_history, asset="ETH", max_days=60)
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history = repo.iv_rv_history(
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db_with_history,
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asset="ETH",
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max_days=60,
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as_of=datetime(2026, 5, 3, 0, 0, tzinfo=UTC),
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)
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assert len(history) == 96
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@@ -114,7 +129,12 @@ def test_iv_rv_history_skips_fetch_failed(db_with_history) -> None:
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),
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)
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db_with_history.commit()
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history = repo.iv_rv_history(db_with_history, asset="ETH", max_days=60)
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history = repo.iv_rv_history(
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db_with_history,
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asset="ETH",
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max_days=60,
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as_of=datetime(2026, 5, 4, 0, 0, tzinfo=UTC),
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)
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assert Decimal("99") not in history
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@@ -136,3 +156,35 @@ def test_dvol_lookback_returns_none_when_gap(db_with_history) -> None:
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db_with_history, asset="ETH", reference=target, tolerance_minutes=15
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)
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assert out is None
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def test_iv_rv_history_rejects_non_positive_max_days(db_with_history) -> None:
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repo = Repository()
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with pytest.raises(ValueError, match="max_days must be positive"):
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repo.iv_rv_history(
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db_with_history,
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asset="ETH",
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max_days=0,
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as_of=datetime(2026, 5, 2, 0, 0, tzinfo=UTC),
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)
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def test_iv_rv_history_rejects_naive_as_of(db_with_history) -> None:
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repo = Repository()
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with pytest.raises(ValueError, match="timezone-aware"):
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repo.iv_rv_history(
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db_with_history,
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asset="ETH",
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max_days=60,
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as_of=datetime(2026, 5, 2, 0, 0), # naive
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)
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def test_dvol_lookback_rejects_naive_reference(db_with_history) -> None:
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repo = Repository()
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with pytest.raises(ValueError, match="timezone-aware"):
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repo.dvol_lookback(
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db_with_history,
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asset="ETH",
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reference=datetime(2026, 5, 1, 12, 0), # naive
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)
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