Cerbero-mcp/services/mcp-macro/tests/test_fetchers.py

from __future__ import annotations

from datetime import UTC

import httpx
import pytest
import pytest_httpx
from mcp_macro.fetchers import (
    fetch_breakeven_inflation,
    fetch_economic_indicators,
    fetch_macro_calendar,
    fetch_market_overview,
    yield_curve_metrics,
)

# --- fetch_economic_indicators ---

@pytest.mark.asyncio
async def test_economic_indicators_no_key():
    result = await fetch_economic_indicators(fred_api_key="")
    assert "error" in result
    assert result["error"] == "No FRED API key configured"


@pytest.mark.asyncio
async def test_economic_indicators_happy_path(httpx_mock: pytest_httpx.HTTPXMock):
    for series_id in ("FEDFUNDS", "CPIAUCSL", "UNRATE", "DGS10"):
        httpx_mock.add_response(
            url=httpx.URL(
                "https://api.stlouisfed.org/fred/series/observations",
                params={
                    "series_id": series_id,
                    "api_key": "testkey",
                    "file_type": "json",
                    "sort_order": "desc",
                    "limit": "1",
                },
            ),
            json={"observations": [{"value": "5.25"}]},
        )
    result = await fetch_economic_indicators(fred_api_key="testkey")
    assert result["fed_rate"] == 5.25
    assert result["cpi"] == 5.25
    assert result["unemployment"] == 5.25
    assert result["us10y_yield"] == 5.25
    assert "updated_at" in result


@pytest.mark.asyncio
async def test_economic_indicators_filter(httpx_mock: pytest_httpx.HTTPXMock):
    httpx_mock.add_response(
        url=httpx.URL(
            "https://api.stlouisfed.org/fred/series/observations",
            params={
                "series_id": "FEDFUNDS",
                "api_key": "k",
                "file_type": "json",
                "sort_order": "desc",
                "limit": "1",
            },
        ),
        json={"observations": [{"value": "5.33"}]},
    )
    result = await fetch_economic_indicators(fred_api_key="k", indicators=["fed_rate"])
    assert "fed_rate" in result
    assert "cpi" not in result


# --- fetch_macro_calendar ---

@pytest.mark.asyncio
async def test_macro_calendar_forex_factory_happy(httpx_mock: pytest_httpx.HTTPXMock):
    from datetime import datetime, timedelta

    future = (datetime.now(UTC) + timedelta(days=1)).isoformat()
    httpx_mock.add_response(
        url="https://nfs.faireconomy.media/ff_calendar_thisweek.json",
        json=[
            {
                "date": future,
                "title": "CPI",
                "country": "US",
                "impact": "High",
                "forecast": "3.0%",
                "previous": "3.2%",
            }
        ],
    )
    result = await fetch_macro_calendar()
    assert "events" in result
    assert len(result["events"]) >= 1
    assert result["events"][0]["name"] == "CPI"


@pytest.mark.asyncio
async def test_macro_calendar_no_source(httpx_mock: pytest_httpx.HTTPXMock):
    httpx_mock.add_response(
        url="https://nfs.faireconomy.media/ff_calendar_thisweek.json",
        status_code=500,
    )
    result = await fetch_macro_calendar(finnhub_api_key="")
    assert result == {"events": [], "note": "No calendar source available"}


@pytest.mark.asyncio
@pytest.mark.httpx_mock(assert_all_responses_were_requested=False, assert_all_requests_were_expected=False)
async def test_macro_calendar_finnhub_fallback(httpx_mock: pytest_httpx.HTTPXMock):
    httpx_mock.add_response(
        url="https://nfs.faireconomy.media/ff_calendar_thisweek.json",
        status_code=500,
    )

    def dispatch(request: httpx.Request) -> httpx.Response:
        if "finnhub.io" in str(request.url):
            return httpx.Response(
                200,
                json=[{"date": "2024-01-15", "event": "FOMC", "importance": "high", "forecast": "", "prev": ""}],
            )
        return httpx.Response(500)

    httpx_mock.add_callback(dispatch)
    result = await fetch_macro_calendar(finnhub_api_key="fkey")
    assert "events" in result
    assert result["events"][0]["name"] == "FOMC"


# --- fetch_market_overview ---

@pytest.mark.asyncio
async def test_market_overview_happy(httpx_mock: pytest_httpx.HTTPXMock):
    httpx_mock.add_response(
        url="https://api.coingecko.com/api/v3/global",
        json={
            "data": {
                "market_cap_percentage": {"btc": 52.3},
                "total_market_cap": {"usd": 2_000_000_000_000},
            }
        },
    )
    httpx_mock.add_response(
        url=httpx.URL(
            "https://api.coingecko.com/api/v3/simple/price",
            params={"ids": "bitcoin,ethereum", "vs_currencies": "usd"},
        ),
        json={"bitcoin": {"usd": 65000}, "ethereum": {"usd": 3500}},
    )
    import re as _re
    httpx_mock.add_response(
        url=_re.compile(
            r"https://www\.deribit\.com/api/v2/public/get_volatility_index_data\?currency=BTC.*"
        ),
        json={"result": {"data": [[1, 50, 52, 49, 51.5]], "continuation": None}},
    )
    httpx_mock.add_response(
        url=_re.compile(
            r"https://www\.deribit\.com/api/v2/public/get_volatility_index_data\?currency=ETH.*"
        ),
        json={"result": {"data": [[1, 60, 62, 59, 61.2]], "continuation": None}},
    )
    import re as _re
    httpx_mock.add_response(
        url=_re.compile(r"https://query1\.finance\.yahoo\.com/v8/finance/chart/\^GSPC.*"),
        json={"chart": {"result": [{"meta": {"regularMarketPrice": 5830.12}}]}},
    )
    httpx_mock.add_response(
        url=_re.compile(r"https://query1\.finance\.yahoo\.com/v8/finance/chart/GC[%=].*"),
        json={"chart": {"result": [{"meta": {"regularMarketPrice": 2412.5}}]}},
    )
    httpx_mock.add_response(
        url=_re.compile(r"https://query1\.finance\.yahoo\.com/v8/finance/chart/\^VIX.*"),
        json={"chart": {"result": [{"meta": {"regularMarketPrice": 18.3}}]}},
    )
    # Clear module cache to force fresh fetch
    from mcp_macro import fetchers as _f
    _f._MARKET_CACHE["data"] = None
    _f._MARKET_CACHE["ts"] = 0.0
    result = await fetch_market_overview()
    assert result["btc_dominance"] == 52.3
    assert result["btc_price"] == 65000
    assert result["eth_price"] == 3500
    assert result["total_market_cap"] == 2_000_000_000_000
    assert result["dvol_btc"] == 51.5
    assert result["dvol_eth"] == 61.2
    assert result["sp500"] == 5830.12
    assert result["gold"] == 2412.5
    assert result["vix"] == 18.3
    assert "data_timestamp" in result


# --- yield_curve_metrics ---

def test_yield_curve_metrics_normal_curve():
    out = yield_curve_metrics({"us2y": 4.0, "us5y": 4.2, "us10y": 4.5, "us30y": 4.8})
    assert out["slope_2y10y"] == 0.5
    assert out["slope_5y30y"] == 0.6
    assert out["regime"] == "steep"
    # butterfly: 2*4.5 - 4.0 - 4.8 = 0.2
    assert out["butterfly_2_10_30"] == 0.2


def test_yield_curve_metrics_inverted():
    out = yield_curve_metrics({"us2y": 5.5, "us5y": 5.0, "us10y": 4.5, "us30y": 4.3})
    assert out["slope_2y10y"] == -1.0
    assert out["regime"] == "inverted"


def test_yield_curve_metrics_partial_data():
    out = yield_curve_metrics({"us10y": 4.5})
    assert out["slope_2y10y"] is None
    assert out["regime"] == "unknown"


# --- fetch_breakeven_inflation ---

@pytest.mark.asyncio
async def test_breakeven_no_key():
    out = await fetch_breakeven_inflation(fred_api_key="")
    assert "error" in out


@pytest.mark.asyncio
async def test_breakeven_happy_path(httpx_mock: pytest_httpx.HTTPXMock):
    for series_id, val in [("T5YIE", "2.3"), ("T10YIE", "2.5"), ("T5YIFR", "2.7")]:
        httpx_mock.add_response(
            url=httpx.URL(
                "https://api.stlouisfed.org/fred/series/observations",
                params={
                    "series_id": series_id,
                    "api_key": "k",
                    "file_type": "json",
                    "sort_order": "desc",
                    "limit": "1",
                },
            ),
            json={"observations": [{"value": val}]},
        )
    out = await fetch_breakeven_inflation(fred_api_key="k")
    assert out["breakevens"]["be_5y"] == 2.3
    assert out["breakevens"]["be_10y"] == 2.5
    assert out["breakevens"]["be_5y5y_forward"] == 2.7
    assert out["interpretation"] == "anchored"


@pytest.mark.asyncio
async def test_breakeven_high_inflation(httpx_mock: pytest_httpx.HTTPXMock):
    for series_id in ("T5YIE", "T10YIE", "T5YIFR"):
        httpx_mock.add_response(
            url=httpx.URL(
                "https://api.stlouisfed.org/fred/series/observations",
                params={
                    "series_id": series_id,
                    "api_key": "k",
                    "file_type": "json",
                    "sort_order": "desc",
                    "limit": "1",
                },
            ),
            json={"observations": [{"value": "3.5"}]},
        )
    out = await fetch_breakeven_inflation(fred_api_key="k")
    assert out["interpretation"] == "high_inflation_expected"