major update

tests/unit/test_sr_levels_router.py

@@ -0,0 +1,243 @@
+"""Unit tests for the S/R levels router — zone integration."""
+
+from datetime import datetime
+from unittest.mock import AsyncMock, patch
+
+import pytest
+from fastapi import FastAPI
+from fastapi.testclient import TestClient
+
+from app.middleware import register_exception_handlers
+from app.routers.sr_levels import router
+
+
+# ---------------------------------------------------------------------------
+# Helpers
+# ---------------------------------------------------------------------------
+
+
+class _FakeLevel:
+    """Mimics an SRLevel ORM model."""
+
+    def __init__(self, id, price_level, type, strength, detection_method):
+        self.id = id
+        self.price_level = price_level
+        self.type = type
+        self.strength = strength
+        self.detection_method = detection_method
+        self.created_at = datetime(2024, 1, 1)
+
+
+class _FakeOHLCV:
+    """Mimics an OHLCVRecord with a close attribute."""
+
+    def __init__(self, close: float):
+        self.close = close
+
+
+def _make_app() -> FastAPI:
+    app = FastAPI()
+    register_exception_handlers(app)
+    app.include_router(router, prefix="/api/v1")
+
+    # Override auth dependency to no-op
+    from app.dependencies import require_access, get_db
+
+    app.dependency_overrides[require_access] = lambda: None
+    app.dependency_overrides[get_db] = lambda: AsyncMock()
+    return app
+
+
+# ---------------------------------------------------------------------------
+# Tests
+# ---------------------------------------------------------------------------
+
+
+SAMPLE_LEVELS = [
+    _FakeLevel(1, 95.0, "support", 60, "volume_profile"),
+    _FakeLevel(2, 96.0, "support", 40, "pivot_point"),
+    _FakeLevel(3, 110.0, "resistance", 80, "merged"),
+]
+
+SAMPLE_OHLCV = [_FakeOHLCV(100.0)]
+
+
+class TestSRLevelsRouterZones:
+    """Tests for max_zones parameter and zone inclusion in response."""
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_default_max_zones_returns_zones(self, mock_get_sr, mock_ohlcv):
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL")
+
+        assert resp.status_code == 200
+        body = resp.json()
+        assert body["status"] == "success"
+        data = body["data"]
+        assert "zones" in data
+        assert isinstance(data["zones"], list)
+        # With default max_zones=6, we should get zones
+        assert len(data["zones"]) > 0
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_max_zones_zero_returns_empty_zones(self, mock_get_sr, mock_ohlcv):
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL?max_zones=0")
+
+        assert resp.status_code == 200
+        data = resp.json()["data"]
+        assert data["zones"] == []
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_max_zones_limits_zone_count(self, mock_get_sr, mock_ohlcv):
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL?max_zones=1")
+
+        assert resp.status_code == 200
+        data = resp.json()["data"]
+        assert len(data["zones"]) <= 1
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_no_ohlcv_data_returns_empty_zones(self, mock_get_sr, mock_ohlcv):
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = []  # No OHLCV data
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL")
+
+        assert resp.status_code == 200
+        data = resp.json()["data"]
+        assert data["zones"] == []
+        # Levels should still be present
+        assert len(data["levels"]) == 3
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_no_levels_returns_empty_zones(self, mock_get_sr, mock_ohlcv):
+        mock_get_sr.return_value = []
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL")
+
+        assert resp.status_code == 200
+        data = resp.json()["data"]
+        assert data["zones"] == []
+        assert data["levels"] == []
+        assert data["count"] == 0
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_zone_fields_present(self, mock_get_sr, mock_ohlcv):
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL")
+
+        data = resp.json()["data"]
+        for zone in data["zones"]:
+            assert "low" in zone
+            assert "high" in zone
+            assert "midpoint" in zone
+            assert "strength" in zone
+            assert "type" in zone
+            assert "level_count" in zone
+            assert zone["type"] in ("support", "resistance")
+
+
+class TestSRLevelsRouterVisibleLevels:
+    """Tests for visible_levels filtering in the SR levels response."""
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_visible_levels_present_in_response(self, mock_get_sr, mock_ohlcv):
+        """visible_levels field is always present in the API response."""
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL")
+
+        assert resp.status_code == 200
+        data = resp.json()["data"]
+        assert "visible_levels" in data
+        assert isinstance(data["visible_levels"], list)
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_visible_levels_within_zone_bounds(self, mock_get_sr, mock_ohlcv):
+        """Every visible level has a price within at least one zone's [low, high] range."""
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL")
+
+        data = resp.json()["data"]
+        zones = data["zones"]
+        visible = data["visible_levels"]
+
+        # When zones exist, each visible level must fall within a zone
+        for lvl in visible:
+            price = lvl["price_level"]
+            assert any(
+                z["low"] <= price <= z["high"] for z in zones
+            ), f"visible level price {price} not within any zone bounds"
+
+        # visible_levels must be a subset of levels (by id)
+        level_ids = {l["id"] for l in data["levels"]}
+        for lvl in visible:
+            assert lvl["id"] in level_ids
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_visible_levels_empty_when_no_ohlcv(self, mock_get_sr, mock_ohlcv):
+        """visible_levels is empty when no OHLCV data exists (zones are empty)."""
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = []
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL")
+
+        data = resp.json()["data"]
+        assert data["zones"] == []
+        assert data["visible_levels"] == []
+
+    @patch("app.routers.sr_levels.query_ohlcv", new_callable=AsyncMock)
+    @patch("app.routers.sr_levels.get_sr_levels", new_callable=AsyncMock)
+    def test_visible_levels_empty_when_max_zones_zero(self, mock_get_sr, mock_ohlcv):
+        """visible_levels is empty when max_zones=0 (zones are empty)."""
+        mock_get_sr.return_value = SAMPLE_LEVELS
+        mock_ohlcv.return_value = SAMPLE_OHLCV
+
+        app = _make_app()
+        client = TestClient(app)
+        resp = client.get("/api/v1/sr-levels/AAPL?max_zones=0")
+
+        data = resp.json()["data"]
+        assert data["zones"] == []
+        assert data["visible_levels"] == []
+