99 lines
3.1 KiB
Python
99 lines
3.1 KiB
Python
from datetime import datetime
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from zoneinfo import ZoneInfo
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import pytest
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from app.bars.models import Timeframe
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from app.bars.session import (
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FUTURE_SLOT_COUNT,
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bucket_duration,
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bucket_start,
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future_bucket_starts,
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next_bucket_start,
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)
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UTC = ZoneInfo("UTC")
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ET = ZoneInfo("America/New_York")
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def epoch(value: str, zone=UTC) -> int:
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return int(datetime.fromisoformat(value).replace(tzinfo=zone).timestamp())
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@pytest.mark.parametrize(
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("value", "tf", "expected"),
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[
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("2026-08-09T22:00:00", Timeframe.D1, "2026-08-09T22:00:00"),
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("2026-08-10T16:37:00", Timeframe.D1, "2026-08-09T22:00:00"),
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("2026-08-14T20:59:00", Timeframe.D1, "2026-08-13T22:00:00"),
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("2026-08-10T21:30:00", Timeframe.D1, "2026-08-09T22:00:00"),
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("2026-08-10T22:00:00", Timeframe.D1, "2026-08-10T22:00:00"),
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],
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)
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def test_session_boundaries(value, tf, expected):
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assert bucket_start(epoch(value), tf) == epoch(expected)
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def test_intraday_buckets_use_utc_boundaries():
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assert bucket_start(epoch("2026-08-10T12:37:45"), Timeframe.M15) == epoch(
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"2026-08-10T12:30:00"
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)
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@pytest.mark.parametrize(
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("local_value", "expected_local"),
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[
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("2026-03-08T18:00:00", "2026-03-08T18:00:00"),
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("2026-11-01T18:00:00", "2026-11-01T18:00:00"),
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],
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)
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def test_sunday_open_across_dst(local_value, expected_local):
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assert bucket_start(epoch(local_value, ET), Timeframe.D1) == epoch(expected_local, ET)
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@pytest.mark.parametrize(
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("value_utc", "expected_open_utc"),
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[
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("2026-01-13T04:00:00", "2026-01-12T23:00:00"),
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("2026-07-14T03:00:00", "2026-07-13T22:00:00"),
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("2026-11-01T22:59:00", "2026-10-31T22:00:00"),
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("2026-11-01T23:00:00", "2026-11-01T23:00:00"),
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],
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)
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def test_daily_open_tracks_eastern_dst_in_utc(value_utc, expected_open_utc):
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assert bucket_start(epoch(value_utc), Timeframe.D1) == epoch(expected_open_utc)
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def test_daily_geometry_excludes_the_settlement_halt():
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start = epoch("2026-08-10T18:00:00", ET)
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assert bucket_duration(start, Timeframe.D1) == 23 * 3600
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def test_daily_future_geometry_skips_the_weekend_and_opens_at_1800_eastern():
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thursday = epoch("2026-08-13T18:00:00", ET)
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sunday = epoch("2026-08-16T18:00:00", ET)
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assert next_bucket_start(thursday, Timeframe.D1) == sunday
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def test_intraday_future_geometry_skips_the_settlement_halt():
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monday_last = epoch("2026-08-10T16:55:00", ET)
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monday_reopen = epoch("2026-08-10T18:00:00", ET)
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assert next_bucket_start(monday_last, Timeframe.M5) == monday_reopen
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def test_intraday_future_geometry_skips_the_weekend():
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friday_last = epoch("2026-08-14T16:55:00", ET)
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sunday_reopen = epoch("2026-08-16T18:00:00", ET)
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assert next_bucket_start(friday_last, Timeframe.M5) == sunday_reopen
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def test_future_geometry_uses_the_shared_180_slot_horizon():
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start = epoch("2026-08-13T18:00:00", ET)
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future = future_bucket_starts(start, Timeframe.D1)
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assert len(future) == FUTURE_SLOT_COUNT == 180
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assert all(datetime.fromtimestamp(value, ET).weekday() in {6, 0, 1, 2, 3} for value in future)
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