import numpy as np import pandas as pd from src.live.rotation_worker import RotationWorker def _df(n=200, slope=1.0): c = np.linspace(100, 100 + slope * n, n) ts = (pd.date_range("2023-01-01", periods=n, freq="1D", tz="UTC").astype("int64") // 10**6) return pd.DataFrame({"timestamp": ts, "open": c, "high": c, "low": c, "close": c, "volume": 1.0}) def test_rotation_picks_top_momentum_when_risk_on(tmp_path): w = RotationWorker(universe=["BTC", "AAA", "BBB"], top_k=2, gross=0.45, data_dir=tmp_path) data = {"BTC": _df(slope=1.0), "AAA": _df(slope=3.0), "BBB": _df(slope=0.1)} w.tick(data) assert w.weights["AAA"] > 0 assert abs(sum(w.weights.values()) - 0.45) < 1e-9 def test_rotation_flat_when_risk_off(tmp_path): # BTC in downtrend -> risk_off -> nessuna posizione w = RotationWorker(universe=["BTC", "AAA"], top_k=1, gross=0.45, data_dir=tmp_path) data = {"BTC": _df(slope=-1.0), "AAA": _df(slope=3.0)} w.tick(data) assert sum(w.weights.values()) == 0.0 def test_rotation_persists_and_resumes(tmp_path): w = RotationWorker(universe=["BTC", "AAA"], top_k=1, gross=0.45, data_dir=tmp_path) w.tick({"BTC": _df(slope=1.0), "AAA": _df(slope=3.0)}) w2 = RotationWorker(universe=["BTC", "AAA"], top_k=1, gross=0.45, data_dir=tmp_path) assert w2.weights == w.weights def test_rotation_warns_once_on_short_panel(tmp_path, monkeypatch): # worker GIA' operativo + panel troncato -> WARN (una sola notifica per episodio) calls = [] monkeypatch.setattr("src.live.telegram_notifier.notify_event", lambda e, d=None: calls.append(e)) w = RotationWorker(universe=["BTC", "AAA"], data_dir=tmp_path) w.last_bar_ts = 123 # era gia' operativo short = {"BTC": _df(n=20), "AAA": _df(n=20)} w.tick(short) w.tick(short) # dedup: niente seconda notifica assert calls == ["PANEL_SHORT"] w.tick({"BTC": _df(n=200), "AAA": _df(n=200)}) # recovery resetta il dedup assert w._panel_warned is False def test_panel_drops_forming_daily_bar(tmp_path): # serie 1d che termina ADESSO -> l'ultima riga e' la candela 1d in formazione import time from src.live.rotation_worker import _panel n = 200 now = int(time.time() * 1000) ts = now - 86_400_000 * np.arange(n - 1, -1, -1) def mk(slope): c = np.linspace(100, 100 + slope * n, n) return pd.DataFrame({"timestamp": ts, "open": c, "high": c, "low": c, "close": c, "volume": 1.0}) panel, cols = _panel({"BTC": mk(1.0), "AAA": mk(2.0)}, ["BTC", "AAA"]) assert len(panel) == n - 1 # barra in formazione scartata assert int(panel["timestamp"].iloc[-1]) == int(ts[-2]) def test_rotation_no_warn_on_cold_start(tmp_path, monkeypatch): calls = [] monkeypatch.setattr("src.live.telegram_notifier.notify_event", lambda e, d=None: calls.append(e)) w = RotationWorker(universe=["BTC", "AAA"], data_dir=tmp_path) # last_bar_ts=0 w.tick({"BTC": _df(n=20), "AAA": _df(n=20)}) assert calls == []