Files
Cerbero-Bite/tests/unit/test_clients_sentiment.py
Adriano f4faef6fd1 Phase 4 hardening: dealer-gamma + liquidation-heatmap entry filters
Integra due nuovi filtri dal pacchetto quant indicators rilasciato in
Cerbero_mcp (commit a13e3fe). 335 test pass, mypy strict pulito,
ruff clean.

Filtri (§2.8 — nuovo):
- dealer-gamma: blocca entry quando total_net_dealer_gamma <
  dealer_gamma_min (default 0). Long-gamma regime favorisce credit
  spread (vol-suppressing dealer flow); short-gamma flow lo amplifica
  ed è da evitare.
- liquidation-heatmap: blocca entry quando il segnale euristico di
  cerbero-sentiment riporta long o short squeeze risk = "high"
  (cluster di liquidations imminenti entro 24h).

Entrambi sono best-effort: se il tool MCP fallisce o restituisce
dati anomali l'entry_cycle popola EntryContext con None e
validate_entry salta il gate per non bloccare entry su problemi
infrastrutturali.

Wrapper:
- DeribitClient.dealer_gamma_profile_eth → DealerGammaSnapshot.
- SentimentClient.liquidation_heatmap → LiquidationHeatmap con
  property has_high_squeeze_risk.

Schema:
- EntryConfig.dealer_gamma_min, dealer_gamma_filter_enabled,
  liquidation_filter_enabled.
- EntryContext.dealer_net_gamma, liquidation_squeeze_risk_high
  opzionali.
- strategy.yaml: nuovi campi documentati con commento + hash
  ricalcolato (4c2be4c5...).

Documentazione:
- docs/04-mcp-integration.md riscritto al modello attuale (HTTP
  REST, no mcp SDK, no memory/brain-bridge, place_combo_order
  documentato, environment_info al boot).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-28 07:26:33 +02:00

148 lines
4.3 KiB
Python

"""Tests for SentimentClient."""
from __future__ import annotations
from decimal import Decimal
import pytest
from pytest_httpx import HTTPXMock
from cerbero_bite.clients._base import HttpToolClient
from cerbero_bite.clients._exceptions import McpDataAnomalyError
from cerbero_bite.clients.sentiment import (
EXCHANGE_PERIODS_PER_YEAR,
SentimentClient,
)
def _client() -> SentimentClient:
http = HttpToolClient(
service="sentiment",
base_url="http://mcp-sentiment:9014",
token="t",
retry_max=1,
)
return SentimentClient(http)
@pytest.mark.asyncio
async def test_median_annualises_per_exchange_period(httpx_mock: HTTPXMock) -> None:
httpx_mock.add_response(
url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
json={
"snapshot": {
"ETH": {
"binance": 0.0001,
"bybit": 0.0002,
"okx": 0.00015,
"hyperliquid": 0.00002,
}
}
},
)
median = await _client().funding_cross_median_annualized("eth")
# Annualised values (Decimal):
# binance: 0.0001 * 1095 = 0.1095
# bybit: 0.0002 * 1095 = 0.2190
# okx: 0.00015 * 1095 = 0.16425
# hyperliquid:0.00002 * 8760 = 0.17520
# sorted: 0.1095, 0.16425, 0.17520, 0.2190 → median = (0.16425+0.17520)/2 = 0.169725
assert median == Decimal("0.169725")
@pytest.mark.asyncio
async def test_median_skips_missing_venues(httpx_mock: HTTPXMock) -> None:
httpx_mock.add_response(
json={
"snapshot": {
"ETH": {
"binance": 0.0001,
"bybit": None,
"okx": None,
"hyperliquid": None,
}
}
}
)
median = await _client().funding_cross_median_annualized("ETH")
assert median == Decimal("0.0001") * Decimal("1095")
@pytest.mark.asyncio
async def test_anomaly_when_snapshot_missing(httpx_mock: HTTPXMock) -> None:
httpx_mock.add_response(json={"snapshot": {}})
with pytest.raises(McpDataAnomalyError, match="snapshot missing"):
await _client().funding_cross_median_annualized("ETH")
@pytest.mark.asyncio
async def test_anomaly_when_no_venue_responded(httpx_mock: HTTPXMock) -> None:
httpx_mock.add_response(
json={
"snapshot": {
"ETH": {
"binance": None,
"bybit": None,
"okx": None,
"hyperliquid": None,
}
}
}
)
with pytest.raises(McpDataAnomalyError, match="no funding venues"):
await _client().funding_cross_median_annualized("ETH")
def test_periods_table_covers_documented_venues() -> None:
assert set(EXCHANGE_PERIODS_PER_YEAR) == {
"binance", "bybit", "okx", "hyperliquid"
}
@pytest.mark.asyncio
async def test_liquidation_heatmap_parses_high_risk(httpx_mock: HTTPXMock) -> None:
httpx_mock.add_response(
url="http://mcp-sentiment:9014/tools/get_liquidation_heatmap",
json={
"asset": "ETH",
"avg_funding_rate": 0.00012,
"oi_delta_pct_4h": 6.5,
"oi_delta_pct_24h": 8.2,
"long_squeeze_risk": "high",
"short_squeeze_risk": "low",
},
)
out = await _client().liquidation_heatmap("eth")
assert out.asset == "ETH"
assert out.avg_funding_rate == Decimal("0.00012")
assert out.long_squeeze_risk == "high"
assert out.has_high_squeeze_risk is True
@pytest.mark.asyncio
async def test_liquidation_heatmap_unknown_risk_levels_default_to_low(
httpx_mock: HTTPXMock,
) -> None:
httpx_mock.add_response(
json={
"asset": "ETH",
"long_squeeze_risk": "extreme",
"short_squeeze_risk": None,
}
)
out = await _client().liquidation_heatmap("ETH")
assert out.long_squeeze_risk == "low"
assert out.short_squeeze_risk == "low"
assert out.has_high_squeeze_risk is False
def test_sentiment_client_rejects_wrong_service() -> None:
bad = HttpToolClient(
service="macro",
base_url="http://x:1",
token="t",
retry_max=1,
)
with pytest.raises(ValueError, match="requires service 'sentiment'"):
SentimentClient(bad)