Chan/ChanMacro/tests/conftest.py

"""
tests/conftest.py — Shared fixtures for ChanMacro tests.
"""

import os
import sys
import pytest
import sqlite3
import numpy as np
import pandas as pd
from datetime import date, timedelta
from pathlib import Path

# Ensure package root on path
sys.path.insert(0, str(Path(__file__).parent.parent))


@pytest.fixture
def db_path(tmp_path):
    """Create a temporary SQLite database with full mock data."""
    db = str(tmp_path / "test_macro.db")
    from database import init_db
    conn = init_db(db)

    np.random.seed(42)
    base = date(2025, 9, 1)
    n_days = 300

    # Generate realistic price series with 3 regime periods
    prices = [90000]
    regimes = []
    for i in range(n_days):
        if i < 100:
            ret = np.random.normal(0.003, 0.015)
            regime = "TREND"
        elif i < 200:
            ret = np.random.normal(0.000, 0.012)
            regime = "RANGE"
        else:
            ret = np.random.normal(-0.003, 0.025)
            regime = "PANIC"
        prices.append(prices[-1] * (1 + ret))
        regimes.append(regime)

    for i in range(n_days):
        d = base + timedelta(days=i)
        c = prices[i]
        r = regimes[i]

        # OHLCV
        conn.execute("""
            INSERT OR REPLACE INTO ohlcv_daily
            (date,symbol,open,high,low,close,volume,ema20,ema60,ema120,atr_14,bb_width,adx_14)
            VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)
        """, (
            d.strftime("%Y-%m-%d"), "BTC/USDT:USDT",
            c * 0.99, c * 1.03, c * 0.97, c, 1000,
            c * (0.98 if r == "TREND" else 1.02 if r == "PANIC" else 1.0),
            c * (0.95 if r == "TREND" else 1.05 if r == "PANIC" else 1.0),
            c * (0.90 if r == "TREND" else 1.10 if r == "PANIC" else 1.0),
            c * (0.02 if r == "PANIC" else 0.015),
            4.5, 28.0 if r == "TREND" else 18.0,
        ))

        # Breadth
        adv = 42 if r == "TREND" else 25 if r == "RANGE" else 8
        conn.execute("""
            INSERT OR REPLACE INTO breadth_daily
            (date,total_tracked,advance_top50,decline_top50,above_ema20_top50,
             new_highs_20d_top50,advance_top30,advance_top20,
             above_ema20_top30,above_ema20_top20,new_highs_20d_top30,new_highs_20d_top20)
            VALUES (?,50,?,?,?,?,?,?,?,?,?,?)
        """, (
            d.strftime("%Y-%m-%d"), adv, 50 - adv, adv, min(adv, 15),
            int(adv * 0.7), int(adv * 0.5), int(adv * 0.7), int(adv * 0.5),
            min(int(adv * 0.7), 12), min(int(adv * 0.5), 8),
        ))

        # Derivatives
        oi_chg = 3.5 if r == "TREND" else 0.5 if r == "RANGE" else -2.0
        conn.execute("""
            INSERT OR REPLACE INTO derivatives
            (date,symbol,funding_rate,open_interest,oi_24h_change_pct,
             long_liquidations,short_liquidations,basis_annualised_pct)
            VALUES (?,?,?,?,?,?,?,?)
        """, (
            d.strftime("%Y-%m-%d"), "BTC/USDT:USDT",
            0.0001 + np.random.normal(0, 0.0002),
            35e9, oi_chg + np.random.normal(0, 1.0),
            50e6 * np.random.random(), 30e6 * np.random.random(),
            8.5 if r == "TREND" else 3.0,
        ))

        # Regime history
        conn.execute("""
            INSERT OR REPLACE INTO regime_history
            (date,regime,confidence,regime_version,maturity_score,all_scores_json,confirmation_days)
            VALUES (?,?,?,?,?,?,?)
        """, (d.strftime("%Y-%m-%d"), r, 0.75, "v1_price_breadth_vol", 50, "{}", 1))

    conn.commit()
    conn.close()

    # Override config to use test DB
    from config import config
    old_db = config.db_path
    config.db_path = db
    yield db
    config.db_path = old_db


@pytest.fixture
def sample_state(db_path):
    """Build a MarketStateVector for a known test date."""
    from models import (
        MarketStateVector, MarketRegime, BreadthBucket,
        OIState, VolRegime,
    )
    state = MarketStateVector(
        date=date(2026, 3, 15),
        regime=MarketRegime.TREND,
        regime_confidence=0.82,
        regime_version="v1_price_breadth_vol",
        regime_maturity_score=55.0,
        breadth_top20=82.0,
        breadth_top30=78.0,
        breadth_top50=74.0,
        breadth_bucket=BreadthBucket.STRONG,
        breadth_divergence=8.0,
        oi_state=OIState.NEW_LONGS,
        volatility_regime=VolRegime.NORMAL_VOL,
    )
    state.market_state_hash = state.compute_hash()
    return state