tests/test_logic.py

import sys
import os
import unittest
import numpy as np
import pandas as pd

# Add src to path
sys.path.append(os.path.join(os.path.dirname(__file__), '..'))

from src.core.market_profile import MarketProfile

class TestMarketProfile(unittest.TestCase):
    def setUp(self):
        self.mp = MarketProfile(unit_size=1.0) # Simple unit size

    def test_gap_fill(self):
        prices = np.array([100.0, 105.0])
        timestamps = np.array([0, 100], dtype=np.int64)
        
        filled = self.mp.fill_gaps(prices, timestamps)
        
        # Expected: 100, 101, 102, 103, 104, 105
        expected = np.array([100.0, 101.0, 102.0, 103.0, 104.0, 105.0])
        
        np.testing.assert_array_equal(filled, expected)

    def test_profile_calculation(self):
        # Create a skewed profile
        # 100: 10 counts
        # 101: 20 counts (POC)
        # 102: 5 counts
        
        # Construct dataframe
        data = {
            'bid': np.concatenate([
                np.full(10, 100.0),
                np.full(20, 101.0),
                np.full(5, 102.0)
            ]),
            'datetime': np.zeros(35, dtype='datetime64[ns]') # Timestamps don't matter much for counts
        }
        df = pd.DataFrame(data)
        
        # Since gap filling needs consecutive diffs, and here we have flat regions,
        # gap filling on [100, 100] produces just [100, 100].
        # But `fill_gaps` logic: diff=0 -> count=0 -> total=0?
        # My implementation: counts = abs(diff) ... append 1 for last point.
        # If diff=0, count=0. Total = 0 + 1 = 1.
        # It handles flat lines correctly (just repeats the point).
        
        self.mp.update(df)
        
        vah, val, poc = self.mp.get_vah_val_poc()
        
        self.assertEqual(poc, 101.0)
        
        # Total vol = 35. 70% = 24.5.
        # POC volume = 20.
        # Neighbors: 100 (10), 102 (5).
        # 100 is larger. So it should expand to 100.
        # Current vol = 20 + 10 = 30 > 24.5. Stop.
        # So Value Area = [100, 101].
        # VAL = 100, VAH = 101.
        
        self.assertEqual(val, 100.0)
        self.assertEqual(vah, 101.0)

if __name__ == '__main__':
    unittest.main()