Adriano
370acb4893
Cerbero MCP diventa unica fonte di verità per dati di mercato Phase 1.
Il nuovo CerberoOHLCVLoader chiama mcp-{exchange}/tools/get_historical
con shape per-exchange (deribit/bybit/hyperliquid) e parser difensivo
sulla risposta (object-of-records, array-of-arrays, raw list).
- src/multi_swarm/data/cerbero_ohlcv.py (nuovo) con OHLCVRequest +
CerberoOHLCVLoader, cache parquet via SHA1 della request
- tests/unit/test_cerbero_ohlcv.py (nuovo, 5 test, CerberoClient mockato)
- src/multi_swarm/data/ohlcv_loader.py + test ccxt rimossi
- scripts/run_phase1.py: costruisce CerberoClient, --exchange CLI arg,
default --symbol BTC-PERPETUAL (formato Deribit)
- pyproject.toml: rimosso ccxt>=4.4 (uv sync ha rimosso 16 transitivi)
- .env.example: CERBERO_BASE_URL=https://cerbero-mcp.tielogic.xyz +
nota su MAINNET vs TESTNET token
Schema confermato via OpenAPI di Cerbero (instrument/start_date/end_date
+ resolution opzionale). Forma della risposta non garantita dallo schema:
parser difensivo prova candles/data/result/ohlcv/klines/bars e segnala
errore chiaro se nessuna shape combacia. Live verification skippata
(nessun token in .env).
Paginazione non ancora implementata: si assume che get_historical paginI
internamente. Da rivedere se una live call mostra cap (~1000 candele).
Test: 122 passed (era 122 con 2 ccxt + 0 cerbero, ora 0 ccxt + 5 cerbero,
delta netto +3, ma 2 test ga_loop preesistenti rimossi in altro commit
mantenevano il totale a 122).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
141 lines
4.2 KiB
Python
141 lines
4.2 KiB
Python
"""Tests for CerberoOHLCVLoader (mocked CerberoClient)."""
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from datetime import UTC, datetime
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from pathlib import Path
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import pandas as pd
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import pytest
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from multi_swarm.data.cerbero_ohlcv import CerberoOHLCVLoader, OHLCVRequest
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@pytest.fixture
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def sample_records_object() -> list[dict[str, float | int]]:
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base = int(datetime(2024, 1, 1, tzinfo=UTC).timestamp() * 1000)
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return [
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{
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"ts": base + i * 3600 * 1000,
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"open": 40000 + i,
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"high": 40100 + i,
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"low": 39900 + i,
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"close": 40050 + i,
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"volume": 100.0 + i,
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}
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for i in range(48)
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]
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@pytest.fixture
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def sample_records_array() -> list[list[float | int]]:
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base = int(datetime(2024, 1, 1, tzinfo=UTC).timestamp() * 1000)
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return [
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[base + i * 3600 * 1000, 40000 + i, 40100 + i, 39900 + i, 40050 + i, 100.0 + i]
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for i in range(48)
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]
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def test_loader_parses_object_records(
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tmp_path: Path, mocker, sample_records_object
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) -> None:
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fake_client = mocker.MagicMock()
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fake_client.call_tool.return_value = {"candles": sample_records_object}
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loader = CerberoOHLCVLoader(client=fake_client, cache_dir=tmp_path)
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df = loader.load(
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OHLCVRequest(
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symbol="BTC-PERPETUAL",
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timeframe="1h",
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start=datetime(2024, 1, 1, tzinfo=UTC),
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end=datetime(2024, 1, 3, tzinfo=UTC),
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exchange="deribit",
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)
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)
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assert list(df.columns) == ["open", "high", "low", "close", "volume"]
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assert len(df) == 48
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assert df.index.tz is not None
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fake_client.call_tool.assert_called_once_with(
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"deribit",
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"get_historical",
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{
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"instrument": "BTC-PERPETUAL",
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"start_date": "2024-01-01T00:00:00+00:00",
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"end_date": "2024-01-03T00:00:00+00:00",
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"resolution": "1h",
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},
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)
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def test_loader_parses_array_records(
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tmp_path: Path, mocker, sample_records_array
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) -> None:
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fake_client = mocker.MagicMock()
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fake_client.call_tool.return_value = {"candles": sample_records_array}
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loader = CerberoOHLCVLoader(client=fake_client, cache_dir=tmp_path)
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df = loader.load(
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OHLCVRequest(
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symbol="BTC-PERPETUAL",
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timeframe="1h",
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start=datetime(2024, 1, 1, tzinfo=UTC),
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end=datetime(2024, 1, 3, tzinfo=UTC),
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)
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)
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assert len(df) == 48
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def test_loader_uses_cache_on_second_call(
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tmp_path: Path, mocker, sample_records_object
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) -> None:
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fake_client = mocker.MagicMock()
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fake_client.call_tool.return_value = {"candles": sample_records_object}
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loader = CerberoOHLCVLoader(client=fake_client, cache_dir=tmp_path)
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req = OHLCVRequest(
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symbol="BTC-PERPETUAL",
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timeframe="1h",
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start=datetime(2024, 1, 1, tzinfo=UTC),
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end=datetime(2024, 1, 3, tzinfo=UTC),
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)
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df1 = loader.load(req)
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fake_client.call_tool.reset_mock()
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df2 = loader.load(req)
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assert fake_client.call_tool.call_count == 0
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pd.testing.assert_frame_equal(df1, df2)
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def test_loader_unsupported_exchange_raises(tmp_path: Path, mocker) -> None:
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fake_client = mocker.MagicMock()
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loader = CerberoOHLCVLoader(client=fake_client, cache_dir=tmp_path)
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req = OHLCVRequest(
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symbol="X",
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timeframe="1h",
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start=datetime(2024, 1, 1, tzinfo=UTC),
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end=datetime(2024, 1, 2, tzinfo=UTC),
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exchange="kraken",
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)
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with pytest.raises(ValueError, match="unsupported exchange"):
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loader.load(req)
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def test_loader_bybit_args(tmp_path: Path, mocker, sample_records_object) -> None:
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fake_client = mocker.MagicMock()
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fake_client.call_tool.return_value = {"candles": sample_records_object}
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loader = CerberoOHLCVLoader(client=fake_client, cache_dir=tmp_path)
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loader.load(
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OHLCVRequest(
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symbol="BTCUSDT",
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timeframe="1h",
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start=datetime(2024, 1, 1, tzinfo=UTC),
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end=datetime(2024, 1, 3, tzinfo=UTC),
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exchange="bybit",
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)
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)
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args = fake_client.call_tool.call_args.args
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assert args[0] == "bybit"
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assert args[1] == "get_historical"
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payload = args[2]
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assert payload["symbol"] == "BTCUSDT"
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assert payload["interval"] == 60
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