dennisthiessen
8db535b889
Single-ticker fetch now attaches residual-momentum ranks so setups do not silently fail the activation gate. Exit plan is a timeline, chart labels move left of the price scale, and missing ranks surface explicitly.
152 lines
4.4 KiB
Python
152 lines
4.4 KiB
Python
"""Single-ticker activation ranks: manual refresh must attach residual ranks.
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A daily ``scan_all`` path ranks the universe and stamps each setup. Manual
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``/ingestion/fetch`` re-scans one symbol; without the same stamps the new
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setup has ``momentum_percentile=None`` and fails the activation gate.
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"""
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from __future__ import annotations
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from datetime import datetime, timezone
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import pytest
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from app.models.ticker import Ticker
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from app.models.trade_setup import TradeSetup
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from app.services import rr_scanner_service
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from tests.conftest import _test_session_factory # type: ignore
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@pytest.fixture
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async def session():
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async with _test_session_factory() as s:
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yield s
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async def test_resolve_ranks_uses_fresh_universe_rank(session, monkeypatch):
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session.add(Ticker(symbol="AAA"))
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await session.commit()
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async def _fake_ranks(db):
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return {
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"AAA": {
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"momentum_percentile": 91.0,
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"strategy_rank": 88.5,
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"volatility_percentile": 70.0,
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}
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}
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monkeypatch.setattr(
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"app.services.momentum_service.compute_activation_ranks",
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_fake_ranks,
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)
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ranks = await rr_scanner_service.resolve_activation_ranks_for_symbol(session, "aaa")
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assert ranks["momentum_percentile"] == 91.0
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assert ranks["strategy_rank"] == 88.5
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assert ranks["volatility_percentile"] == 70.0
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async def test_resolve_ranks_falls_back_to_previous_setup(session, monkeypatch):
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ticker = Ticker(symbol="BBB")
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session.add(ticker)
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await session.flush()
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session.add(
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TradeSetup(
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ticker_id=ticker.id,
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direction="long",
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entry_price=100.0,
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stop_loss=95.0,
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target=110.0,
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rr_ratio=2.0,
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composite_score=60.0,
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momentum_percentile=84.0,
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strategy_rank=80.0,
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volatility_percentile=55.0,
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detected_at=datetime.now(timezone.utc),
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)
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)
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await session.commit()
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async def _empty_ranks(db):
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return {}
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monkeypatch.setattr(
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"app.services.momentum_service.compute_activation_ranks",
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_empty_ranks,
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)
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ranks = await rr_scanner_service.resolve_activation_ranks_for_symbol(session, "BBB")
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assert ranks["momentum_percentile"] == 84.0
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assert ranks["strategy_rank"] == 80.0
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assert ranks["volatility_percentile"] == 55.0
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async def test_resolve_ranks_skips_null_prior_setups(session, monkeypatch):
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"""Broken prior setups (null percentile) must not block a still-older ranked row."""
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ticker = Ticker(symbol="CCC")
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session.add(ticker)
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await session.flush()
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now = datetime.now(timezone.utc)
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session.add_all([
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TradeSetup(
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ticker_id=ticker.id,
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direction="long",
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entry_price=100.0,
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stop_loss=95.0,
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target=110.0,
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rr_ratio=2.0,
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composite_score=60.0,
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momentum_percentile=93.0,
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strategy_rank=90.0,
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volatility_percentile=40.0,
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detected_at=now.replace(year=now.year - 1) if now.year > 2000 else now,
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),
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TradeSetup(
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ticker_id=ticker.id,
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direction="long",
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entry_price=101.0,
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stop_loss=96.0,
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target=111.0,
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rr_ratio=2.1,
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composite_score=61.0,
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momentum_percentile=None,
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strategy_rank=None,
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volatility_percentile=None,
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detected_at=now,
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),
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])
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await session.commit()
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async def _empty_ranks(db):
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return {}
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monkeypatch.setattr(
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"app.services.momentum_service.compute_activation_ranks",
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_empty_ranks,
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)
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ranks = await rr_scanner_service.resolve_activation_ranks_for_symbol(session, "CCC")
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assert ranks["momentum_percentile"] == 93.0
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assert ranks["strategy_rank"] == 90.0
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async def test_resolve_ranks_returns_empty_when_unavailable(session, monkeypatch):
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session.add(Ticker(symbol="DDD"))
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await session.commit()
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async def _boom(db):
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raise RuntimeError("ranker down")
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monkeypatch.setattr(
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"app.services.momentum_service.compute_activation_ranks",
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_boom,
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)
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ranks = await rr_scanner_service.resolve_activation_ranks_for_symbol(session, "DDD")
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assert ranks == {
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"momentum_percentile": None,
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"strategy_rank": None,
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"volatility_percentile": None,
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}
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