d9454fc996
Sistema dedicato di raccolta dati per scegliere le soglie dei filtri sui percentili reali invece di valori a istinto. Nuovi componenti: * state/migrations/0003_market_snapshots.sql — tabella + index, PK composta (timestamp, asset). Ogni colonna numerica è NULL-able per preservare la continuità della serie quando un singolo MCP fallisce. * state/models.py — MarketSnapshotRecord Pydantic. * state/repository.py — record_market_snapshot, list_market_snapshots, _row_to_market_snapshot. * runtime/market_snapshot_cycle.py — collettore best-effort che chiama spot/dvol/realized_vol/dealer_gamma/funding_perp/funding_cross/ liquidation_heatmap/macro per ogni asset; raccoglie gli errori in fetch_errors_json e segna fetch_ok=false ma persiste comunque la riga. * clients/deribit.py — generalizzati dealer_gamma_profile(currency), realized_vol(currency), spot_perp_price(asset). dealer_gamma_profile_eth resta come alias per la chiamata dell'entry cycle. * runtime/orchestrator.py — nuovo job APScheduler `market_snapshot` cron */15 con assets configurabili (default ETH+BTC); il consumer manual_actions ora dispatcha anche kind=run_cycle cycle=market_snapshot per la GUI. * gui/data_layer.py — load_market_snapshots, enqueue_run_cycle accetta market_snapshot; tipo MarketSnapshotRecord esposto. * gui/pages/6_📐_Calibrazione.py — selezione asset+finestra, conteggio fetch_ok, per ogni metrica: istogramma, soglia da strategy.yaml come vline rossa, percentili P5/P10/P25/P50/P75/P90/P95, % di tick che la soglia avrebbe filtrato. * gui/pages/1_📊_Status.py — bottone "📐 Forza snapshot" (4° del pannello Forza ciclo) per popolare la tabella senza aspettare il cron. 5 nuovi test sul collector (happy, fault tolerance, asset switch, macro fail, empty assets); test_orchestrator job set aggiornato. 368/368 tests pass; ruff clean; mypy strict src clean. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
125 lines
3.5 KiB
Python
125 lines
3.5 KiB
Python
"""Integration tests for the Orchestrator façade (boot + cycle wiring)."""
|
|
|
|
from __future__ import annotations
|
|
|
|
from datetime import UTC, datetime
|
|
from decimal import Decimal
|
|
from pathlib import Path
|
|
|
|
import pytest
|
|
from pytest_httpx import HTTPXMock
|
|
|
|
from cerbero_bite.config import golden_config
|
|
from cerbero_bite.config.mcp_endpoints import load_endpoints
|
|
from cerbero_bite.runtime import Orchestrator
|
|
from cerbero_bite.runtime.dependencies import build_runtime
|
|
|
|
pytestmark = pytest.mark.httpx_mock(assert_all_responses_were_requested=False)
|
|
|
|
|
|
def _now() -> datetime:
|
|
return datetime(2026, 4, 27, 14, 0, tzinfo=UTC)
|
|
|
|
|
|
def _wire_environment_info(
|
|
httpx_mock: HTTPXMock,
|
|
*,
|
|
environment: str = "testnet",
|
|
) -> None:
|
|
httpx_mock.add_response(
|
|
url="http://mcp-deribit:9011/tools/environment_info",
|
|
json={
|
|
"exchange": "deribit",
|
|
"environment": environment,
|
|
"source": "env",
|
|
"env_value": "true" if environment == "testnet" else "false",
|
|
"base_url": "https://test.deribit.com/api/v2",
|
|
"max_leverage": 3,
|
|
},
|
|
is_reusable=True,
|
|
)
|
|
|
|
|
|
def _wire_health_probes(httpx_mock: HTTPXMock) -> None:
|
|
httpx_mock.add_response(
|
|
url="http://mcp-macro:9013/tools/get_macro_calendar",
|
|
json={"events": []},
|
|
is_reusable=True,
|
|
)
|
|
httpx_mock.add_response(
|
|
url="http://mcp-sentiment:9014/tools/get_cross_exchange_funding",
|
|
json={"snapshot": {}},
|
|
is_reusable=True,
|
|
)
|
|
httpx_mock.add_response(
|
|
url="http://mcp-hyperliquid:9012/tools/get_funding_rate",
|
|
json={"asset": "ETH", "current_funding_rate": 0.0001},
|
|
is_reusable=True,
|
|
)
|
|
|
|
|
|
def _build_orch(tmp_path: Path, *, expected: str = "testnet") -> Orchestrator:
|
|
ctx = build_runtime(
|
|
cfg=golden_config(),
|
|
endpoints=load_endpoints(env={}),
|
|
token="t",
|
|
db_path=tmp_path / "state.sqlite",
|
|
audit_path=tmp_path / "audit.log",
|
|
retry_max=1,
|
|
clock=_now,
|
|
)
|
|
return Orchestrator(
|
|
ctx,
|
|
expected_environment=expected, # type: ignore[arg-type]
|
|
eur_to_usd=Decimal("1.075"),
|
|
)
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_boot_succeeds_when_environment_matches(
|
|
tmp_path: Path, httpx_mock: HTTPXMock
|
|
) -> None:
|
|
_wire_environment_info(httpx_mock, environment="testnet")
|
|
_wire_health_probes(httpx_mock)
|
|
httpx_mock.add_response(
|
|
url="http://mcp-deribit:9011/tools/get_positions",
|
|
json=[],
|
|
is_reusable=True,
|
|
)
|
|
|
|
orch = _build_orch(tmp_path, expected="testnet")
|
|
boot = await orch.boot()
|
|
assert boot.environment == "testnet"
|
|
assert boot.health.state == "ok"
|
|
assert orch.context.kill_switch.is_armed() is False
|
|
|
|
|
|
@pytest.mark.asyncio
|
|
async def test_boot_arms_kill_switch_on_environment_mismatch(
|
|
tmp_path: Path, httpx_mock: HTTPXMock
|
|
) -> None:
|
|
_wire_environment_info(httpx_mock, environment="mainnet")
|
|
_wire_health_probes(httpx_mock)
|
|
httpx_mock.add_response(
|
|
url="http://mcp-deribit:9011/tools/get_positions",
|
|
json=[],
|
|
is_reusable=True,
|
|
)
|
|
orch = _build_orch(tmp_path, expected="testnet")
|
|
await orch.boot()
|
|
assert orch.context.kill_switch.is_armed() is True
|
|
|
|
|
|
def test_install_scheduler_registers_canonical_jobs(tmp_path: Path) -> None:
|
|
orch = _build_orch(tmp_path)
|
|
sched = orch.install_scheduler()
|
|
job_ids = {j.id for j in sched.get_jobs()}
|
|
assert job_ids == {
|
|
"entry",
|
|
"monitor",
|
|
"health",
|
|
"backup",
|
|
"manual_actions",
|
|
"market_snapshot",
|
|
}
|