"""Integration tests for the additive fundamentals API v1 assembly.""" from __future__ import annotations import os import tempfile from datetime import date, datetime, timezone import pytest from sqlalchemy.ext.asyncio import AsyncSession, async_sessionmaker, create_async_engine from app.database import Base import app.models # noqa: F401 from app.models.earnings_event import EarningsEvent from app.models.fundamental_snapshot import FundamentalSnapshot from app.models.ohlcv import OHLCVRecord from app.models.ticker import Ticker from app.schemas.fundamental import FundamentalResponse from app.services.fundamentals_api_service import METRIC_KEYS, build_fundamentals_v1 UTC = timezone.utc TODAY = date(2026, 10, 15) @pytest.fixture async def factory(): fd, path = tempfile.mkstemp(suffix=".db") os.close(fd) eng = create_async_engine(f"sqlite+aiosqlite:///{path}") async with eng.begin() as conn: await conn.run_sync(Base.metadata.create_all) try: yield async_sessionmaker(eng, class_=AsyncSession, expire_on_commit=False) finally: await eng.dispose() try: os.unlink(path) except OSError: pass _MONTHS = [3, 6, 9, 12] _FP = ["Q1", "Q2", "Q3", "FY"] async def _seed_issuer(s, symbol, cik, sic, rev_base, price, *, eps_base=1.0, snapshots=True): t = Ticker(symbol=symbol, cik=cik, sic=sic) s.add(t) await s.flush() if snapshots: # three fiscal years so YoY growth reads have a >=3 consecutive run for fy, mult in [(2024, 0.9), (2025, 1.0), (2026, 1.1)]: shares = {2024: 1050, 2025: 1000, 2026: 950}[fy] # steady buyback rev = [rev_base * mult * x for x in (1.0, 1.05, 1.1, 1.15)] eps = [eps_base * mult * x for x in (1.0, 1.05, 1.1, 1.15)] for i, fp in enumerate(_FP): pe = date(fy, _MONTHS[i], 28) s.add(FundamentalSnapshot( cik=cik, accession=f"{cik}-{fy}-{fp}", form="10-K" if fp == "FY" else "10-Q", filed_date=pe, accepted_at=datetime(fy, _MONTHS[i], 28, tzinfo=UTC), period_end=pe, fiscal_year=fy, fiscal_period=fp, revenue=sum(rev[: i + 1]), operating_income=sum(rev[: i + 1]) * 0.2, diluted_eps=sum(eps[: i + 1]), cfo=sum(rev[: i + 1]) * 0.25, capex=sum(rev[: i + 1]) * 0.05, depreciation_amortization=sum(rev[: i + 1]) * 0.05, cash_and_st_investments=40, total_debt=100, shares_outstanding=shares)) s.add(OHLCVRecord(ticker_id=t.id, date=date(2026, 10, 1), open=price, high=price, low=price, close=price, volume=1000)) return t.id async def _seed_group(factory): async with factory() as s: aapl = await _seed_issuer(s, "AAPL", "0000000001", "3571", rev_base=1000, price=200, eps_base=2.0) for i in range(5): # 5 peers in SIC 35xx so the group has >= 5 valid issuers await _seed_issuer(s, f"PEER{i}", f"000000010{i}", "3572", rev_base=500 + i * 100, price=50 + i * 10) # AAPL earnings: one upcoming, one past with a surprise s.add(EarningsEvent(ticker_id=aapl, announce_date=date(2026, 11, 1), session="amc", source="dolt_earnings")) s.add(EarningsEvent(ticker_id=aapl, announce_date=date(2026, 8, 1), session="amc", period_end=date(2026, 6, 30), eps_estimate=2.0, eps_actual=2.2, source="dolt_earnings")) await s.commit() return aapl async def test_full_assembly(factory): await _seed_group(factory) async with factory() as s: v1 = await build_fundamentals_v1(s, "AAPL", today=TODAY) # earnings assert v1["earnings"]["next"] == {"date": "2026-11-01", "session": "amc", "days_until": 17} recent = v1["earnings"]["recent"] assert recent and recent[0]["surprise_pct"] == pytest.approx(10.0) # metrics — fixed key set, all present assert [m["key"] for m in v1["metrics"]] == list(METRIC_KEYS) by_key = {m["key"]: m for m in v1["metrics"]} assert by_key["revenue_growth_yoy"]["value"] is not None assert by_key["revenue_growth_yoy"]["source"] == "sec" assert len(by_key["operating_margin"]["history"]) >= 3 # peer industry present for eligible metric (6 issuers), absent for size-dependent net_debt assert by_key["operating_margin"]["industry"] is not None assert by_key["operating_margin"]["industry"]["peer_count"] == 6 assert by_key["operating_margin"]["industry"]["label"] == "SIC 35 peers" assert by_key["net_debt"]["industry"] is None # valuation computed at request time val = v1["valuation"] assert val["pe"] is not None and val["market_cap_est"] is not None assert val["price_date"] == "2026-10-01" assert val["pe_industry"] is not None # reads: header string + fixed by_key map (every metric + pe + fcf_yield) assert v1["reads"]["header"] assert set(v1["reads"]["by_key"]) == set(METRIC_KEYS) | {"pe", "fcf_yield"} data = FundamentalResponse(symbol="AAPL", pe_ratio=12.3, **v1) # legacy + v1 additive dumped = data.model_dump() assert dumped["pe_ratio"] == 12.3 # legacy preserved untouched assert dumped["metrics"][0]["key"] == "revenue_growth_yoy" async def test_same_day_earnings_is_next_with_zero_days(factory): async with factory() as s: t = Ticker(symbol="TDY", cik=None) s.add(t) await s.flush() s.add(EarningsEvent(ticker_id=t.id, announce_date=TODAY, session="bmo", source="dolt_earnings")) s.add(EarningsEvent(ticker_id=t.id, announce_date=date(2026, 9, 1), session="amc", eps_estimate=1.0, eps_actual=1.1, source="dolt_earnings")) await s.commit() async with factory() as s: v1 = await build_fundamentals_v1(s, "TDY", today=TODAY) assert v1["earnings"]["next"] == {"date": TODAY.isoformat(), "session": "bmo", "days_until": 0} # the same-day event is upcoming, not in recent assert all(r["announce_date"] != TODAY.isoformat() for r in v1["earnings"]["recent"]) async def test_eps_growth_read_is_populated(factory): await _seed_group(factory) async with factory() as s: v1 = await build_fundamentals_v1(s, "AAPL", today=TODAY) assert v1["reads"]["by_key"]["eps_growth_yoy"] is not None # EPS read now computed async def test_non_positive_price_guards_valuation(factory): async with factory() as s: t = Ticker(symbol="ZERO", cik="0000000055", sic="3571") s.add(t) await s.flush() s.add(FundamentalSnapshot(cik="0000000055", accession="z", form="10-K", filed_date=date(2026, 1, 1), accepted_at=datetime(2026, 1, 1, tzinfo=UTC), period_end=date(2025, 12, 31), fiscal_year=2025, fiscal_period="FY", diluted_eps=5.0, shares_outstanding=1000)) s.add(OHLCVRecord(ticker_id=t.id, date=date(2026, 1, 2), open=0, high=0, low=0, close=0, volume=1)) await s.commit() async with factory() as s: v1 = await build_fundamentals_v1(s, "ZERO", today=TODAY) assert v1["valuation"] is None # close of 0 is not a usable price async def test_no_cik_ticker_yields_null_metrics(factory): async with factory() as s: s.add(Ticker(symbol="ADR", cik=None)) # no SEC identity await s.commit() async with factory() as s: v1 = await build_fundamentals_v1(s, "ADR", today=TODAY) assert v1["valuation"] is None assert all(m["value"] is None and m["industry"] is None for m in v1["metrics"]) assert v1["reads"]["header"] is None assert v1["reads"]["by_key"] == {k: None for k in list(METRIC_KEYS) + ["pe", "fcf_yield"]} async def test_industry_omitted_below_five_peers(factory): async with factory() as s: await _seed_issuer(s, "SOLO", "0000000009", "9999", rev_base=1000, price=100, eps_base=2.0) await s.commit() async with factory() as s: v1 = await build_fundamentals_v1(s, "SOLO", today=TODAY) # only 1 issuer in the group -> below MIN_PEERS -> every industry omitted assert all(m["industry"] is None for m in v1["metrics"]) assert v1["valuation"]["pe_industry"] is None # but the subject's own valuation still computes assert v1["valuation"]["pe"] is not None async def test_valuation_guarded_without_price(factory): async with factory() as s: t = Ticker(symbol="NOPX", cik="0000000077", sic="3571") s.add(t) await s.flush() # snapshots but NO ohlcv close s.add(FundamentalSnapshot(cik="0000000077", accession="a", form="10-K", filed_date=date(2026, 1, 1), accepted_at=datetime(2026, 1, 1, tzinfo=UTC), period_end=date(2025, 12, 31), fiscal_year=2025, fiscal_period="FY", diluted_eps=5.0, shares_outstanding=1000)) await s.commit() async with factory() as s: v1 = await build_fundamentals_v1(s, "NOPX", today=TODAY) # no usable price -> valuation is null under the approved contract assert v1["valuation"] is None async def test_multiclass_subject_priced_by_requested_ticker(factory): cik = "0001652044" async with factory() as s: # GOOGL and GOOG share one CIK/snapshots but trade at different prices await _seed_issuer(s, "GOOGL", cik, "7372", rev_base=1000, price=200, eps_base=2.0) # add a second class sharing the CIK: same snapshots exist; just its own ticker+price goog = Ticker(symbol="GOOG", cik=cik, sic="7372") s.add(goog) await s.flush() s.add(OHLCVRecord(ticker_id=goog.id, date=date(2026, 10, 1), open=100, high=100, low=100, close=100, volume=1)) for i in range(4): # peers so the group has >= 5 valid issuers await _seed_issuer(s, f"P{i}", f"000000020{i}", "7373", rev_base=600 + i * 50, price=40 + i * 5) await s.commit() async with factory() as s: googl = await build_fundamentals_v1(s, "GOOGL", today=TODAY) goog_v = await build_fundamentals_v1(s, "GOOG", today=TODAY) # subject P/E uses the REQUESTED class's price (200 vs 100), not an arbitrary sibling assert googl["valuation"]["pe"] == pytest.approx(goog_v["valuation"]["pe"] * 2, rel=1e-6) async def test_endpoint_merges_legacy_and_v1(client, db_session): from datetime import timezone as _tz from app.dependencies import require_access from app.main import app from app.models.fundamental import FundamentalData app.dependency_overrides[require_access] = lambda: None try: t = Ticker(symbol="AAPL", cik="0000000001", sic="3571") db_session.add(t) await db_session.flush() db_session.add(FundamentalData(ticker_id=t.id, pe_ratio=12.3, revenue_growth=5.0, fetched_at=datetime(2026, 1, 1, tzinfo=_tz.utc))) db_session.add(FundamentalSnapshot(cik="0000000001", accession="a", form="10-K", filed_date=date(2026, 1, 1), accepted_at=datetime(2026, 1, 1, tzinfo=_tz.utc), period_end=date(2025, 12, 31), fiscal_year=2025, fiscal_period="FY", diluted_eps=5.0, shares_outstanding=1000)) db_session.add(OHLCVRecord(ticker_id=t.id, date=date(2026, 1, 2), open=100, high=100, low=100, close=100, volume=1)) await db_session.flush() resp = await client.get("/api/v1/fundamentals/AAPL") assert resp.status_code == 200 data = resp.json()["data"] assert data["pe_ratio"] == 12.3 # legacy preserved assert data["revenue_growth"] == 5.0 assert len(data["metrics"]) == 7 # additive v1 assert data["earnings"] is not None assert "by_key" in data["reads"] assert data["valuation"]["price_date"] == "2026-01-02" finally: app.dependency_overrides.pop(require_access, None)