signal-platform/tests/unit/test_fundamentals_api.py

"""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:
        for fy, mult in [(2025, 1.0), (2026, 1.1)]:
            shares = 1000 if fy == 2025 else 950  # 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 present + additive merge validates against the schema
    assert v1["reads"]["header"]
    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_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": "", "metrics": {}}


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)
    val = v1["valuation"]
    assert val is not None  # snapshots exist -> object present
    assert val["pe"] is None and val["market_cap_est"] is None and val["price_date"] is None