Cerbero-Bite/tests/unit/test_repository_iv_rv_helpers.py

"""TDD per Repository.iv_rv_history e Repository.dvol_lookback."""

from __future__ import annotations

import sqlite3
from datetime import UTC, datetime, timedelta
from decimal import Decimal

import pytest

from cerbero_bite.state.db import connect, run_migrations
from cerbero_bite.state.models import MarketSnapshotRecord
from cerbero_bite.state.repository import Repository


@pytest.fixture
def db_with_history(tmp_path) -> sqlite3.Connection:
    """SQLite temp con 96 tick ETH a 15min ciascuno (1 giorno) e fetch_ok=1."""
    db_path = tmp_path / "test.sqlite"
    conn = connect(str(db_path))
    run_migrations(conn)

    repo = Repository()
    base = datetime(2026, 5, 1, 0, 0, tzinfo=UTC)
    for i in range(96):
        repo.record_market_snapshot(
            conn,
            MarketSnapshotRecord(
                timestamp=base + timedelta(minutes=15 * i),
                asset="ETH",
                spot=Decimal("2000"),
                dvol=Decimal("50") + Decimal(i) / Decimal("10"),
                realized_vol_30d=Decimal("48"),
                iv_minus_rv=Decimal("2") + Decimal(i) / Decimal("100"),
                funding_perp_annualized=Decimal("0"),
                funding_cross_annualized=Decimal("0"),
                dealer_net_gamma=Decimal("0"),
                gamma_flip_level=None,
                oi_delta_pct_4h=None,
                liquidation_long_risk="low",
                liquidation_short_risk="low",
                macro_days_to_event=None,
                fetch_ok=True,
                fetch_errors_json=None,
            ),
        )
    conn.commit()
    return conn


def test_iv_rv_history_returns_ordered_asc(db_with_history) -> None:
    repo = Repository()
    history = repo.iv_rv_history(
        db_with_history,
        asset="ETH",
        max_days=60,
        as_of=datetime(2026, 5, 2, 0, 0, tzinfo=UTC),
    )
    assert len(history) == 96
    assert history == sorted(history)
    assert history[0] == Decimal("2.00")


def test_iv_rv_history_filters_other_asset(db_with_history) -> None:
    repo = Repository()
    history = repo.iv_rv_history(
        db_with_history,
        asset="BTC",
        max_days=60,
        as_of=datetime(2026, 5, 2, 0, 0, tzinfo=UTC),
    )
    assert history == []


def test_iv_rv_history_skips_null_values(db_with_history) -> None:
    repo = Repository()
    repo.record_market_snapshot(
        db_with_history,
        MarketSnapshotRecord(
            timestamp=datetime(2026, 5, 2, 0, 0, tzinfo=UTC),
            asset="ETH",
            spot=Decimal("2000"),
            dvol=Decimal("50"),
            realized_vol_30d=None,
            iv_minus_rv=None,
            funding_perp_annualized=Decimal("0"),
            funding_cross_annualized=Decimal("0"),
            dealer_net_gamma=Decimal("0"),
            gamma_flip_level=None,
            oi_delta_pct_4h=None,
            liquidation_long_risk="low",
            liquidation_short_risk="low",
            macro_days_to_event=None,
            fetch_ok=True,
            fetch_errors_json=None,
        ),
    )
    db_with_history.commit()
    history = repo.iv_rv_history(
        db_with_history,
        asset="ETH",
        max_days=60,
        as_of=datetime(2026, 5, 3, 0, 0, tzinfo=UTC),
    )
    assert len(history) == 96


def test_iv_rv_history_skips_fetch_failed(db_with_history) -> None:
    repo = Repository()
    repo.record_market_snapshot(
        db_with_history,
        MarketSnapshotRecord(
            timestamp=datetime(2026, 5, 3, 0, 0, tzinfo=UTC),
            asset="ETH",
            spot=Decimal("2000"),
            dvol=Decimal("50"),
            realized_vol_30d=None,
            iv_minus_rv=Decimal("99"),
            funding_perp_annualized=Decimal("0"),
            funding_cross_annualized=Decimal("0"),
            dealer_net_gamma=None,
            gamma_flip_level=None,
            oi_delta_pct_4h=None,
            liquidation_long_risk=None,
            liquidation_short_risk=None,
            macro_days_to_event=None,
            fetch_ok=False,
            fetch_errors_json='{"x":"y"}',
        ),
    )
    db_with_history.commit()
    history = repo.iv_rv_history(
        db_with_history,
        asset="ETH",
        max_days=60,
        as_of=datetime(2026, 5, 4, 0, 0, tzinfo=UTC),
    )
    assert Decimal("99") not in history


def test_dvol_lookback_returns_closest_tick(db_with_history) -> None:
    repo = Repository()
    base = datetime(2026, 5, 1, 0, 0, tzinfo=UTC)
    target = base + timedelta(hours=12)
    out = repo.dvol_lookback(
        db_with_history, asset="ETH", reference=target, tolerance_minutes=15
    )
    # i=48 → dvol = 50 + 4.8 = 54.8
    assert out == Decimal("54.8")


def test_dvol_lookback_returns_none_when_gap(db_with_history) -> None:
    repo = Repository()
    target = datetime(2025, 1, 1, 0, 0, tzinfo=UTC)
    out = repo.dvol_lookback(
        db_with_history, asset="ETH", reference=target, tolerance_minutes=15
    )
    assert out is None


def test_iv_rv_history_rejects_non_positive_max_days(db_with_history) -> None:
    repo = Repository()
    with pytest.raises(ValueError, match="max_days must be positive"):
        repo.iv_rv_history(
            db_with_history,
            asset="ETH",
            max_days=0,
            as_of=datetime(2026, 5, 2, 0, 0, tzinfo=UTC),
        )


def test_iv_rv_history_rejects_naive_as_of(db_with_history) -> None:
    repo = Repository()
    with pytest.raises(ValueError, match="timezone-aware"):
        repo.iv_rv_history(
            db_with_history,
            asset="ETH",
            max_days=60,
            as_of=datetime(2026, 5, 2, 0, 0),  # naive
        )


def test_dvol_lookback_rejects_naive_reference(db_with_history) -> None:
    repo = Repository()
    with pytest.raises(ValueError, match="timezone-aware"):
        repo.dvol_lookback(
            db_with_history,
            asset="ETH",
            reference=datetime(2026, 5, 1, 12, 0),  # naive
        )