30 lines
1.4 KiB
Python
30 lines
1.4 KiB
Python
"""Silver normalizers: raw bronze arrays -> canonical BarRecords (epoch-second ts)."""
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from __future__ import annotations
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import numpy as np
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def test_normalize_futures_builds_adjusted_bars_with_epoch_second_ts() -> None:
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from fxhnt.adapters.warehouse.silver_futures import normalize_futures
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days = np.array([0, 1, 2], dtype=np.int64) # epoch-days
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inst = np.array([10, 10, 20], dtype=np.int64) # roll on day 2
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close = np.array([100.0, 102.0, 50.0])
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high = np.array([101.0, 103.0, 51.0])
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low = np.array([99.0, 101.0, 49.0])
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bars = normalize_futures("ES", days, inst, close, high, low)
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assert [b.ts for b in bars] == [0, 86_400, 172_800] # day * 86400
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assert bars[2].close == bars[1].close # roll -> flat synthetic
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assert bars[2].high / bars[2].close == 51.0 / 50.0 # range preserved
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assert all(b.symbol == "ES" for b in bars)
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def test_normalize_crypto_builds_close_only_bars() -> None:
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from fxhnt.adapters.warehouse.silver_crypto import normalize_crypto
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day = np.array([19_000, 19_001], dtype=np.int64) # epoch-days
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close = np.array([42000.0, 43000.0])
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bars = normalize_crypto("BTCUSDT", day, close)
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assert [b.ts for b in bars] == [19_000 * 86_400, 19_001 * 86_400]
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# crypto bronze is close-only -> high == low == close (flat bar)
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assert bars[0].high == bars[0].low == bars[0].close == 42000.0
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assert all(b.symbol == "BTCUSDT" for b in bars)
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