from __future__ import annotations import pyarrow as pa import pytest from microstructure.data.schemas import SCHEMA_VERSION, SchemaError, ensure_schema, get_schema from microstructure.data.synthetic import generate_synthetic_market def test_normalized_schemas_publish_temporal_and_numeric_contracts() -> None: trades = get_schema("trades") books = get_schema("book_observations") assert trades.metadata is not None assert trades.metadata[b"schema_version"] == SCHEMA_VERSION.encode() assert trades.field("event_ts_ns").type == pa.int64() assert trades.field("available_ts_ns").type == pa.int64() assert trades.field("price_ticks").type == pa.int64() assert trades.field("quantity_lots").type == pa.int64() assert books.field("best_bid_ticks").type == pa.int64() assert books.field("continuity_id").type == pa.string() def test_schema_registry_fails_closed_on_unknown_name_or_version() -> None: with pytest.raises(SchemaError, match="unknown normalized schema"): get_schema("mystery") with pytest.raises(SchemaError, match="unsupported schema version"): get_schema("trades", "2.0.0") def test_synthetic_generator_is_deterministic_and_explicitly_labelled() -> None: kwargs = { "symbols": ("BTCUSDT", "ETHUSDT"), "events_per_symbol": 20, "start_ts_ns": 1_704_153_600_000_000_000, "seed": 123, } first = generate_synthetic_market(**kwargs) second = generate_synthetic_market(**kwargs) changed = generate_synthetic_market(**{**kwargs, "seed": 124}) assert first.evidence_tier == "SYNTHETIC_SMOKE" assert first.trades.equals(second.trades) assert first.book_observations.equals(second.book_observations) assert not first.trades.equals(changed.trades) assert first.trades.schema.equals(get_schema("trades"), check_metadata=True) assert first.book_observations.schema.equals( get_schema("book_observations"), check_metadata=True ) assert set(first.trades.column("venue").to_pylist()) == {"synthetic"} assert first.trades.num_rows == 40 def test_synthetic_information_clock_never_precedes_event_or_receipt() -> None: data = generate_synthetic_market( symbols=("BTCUSDT",), events_per_symbol=10, start_ts_ns=1_704_153_600_000_000_000, seed=7, ) for table in (data.trades, data.book_observations): for row in table.to_pylist(): assert row["available_ts_ns"] >= row["event_ts_ns"] assert row["available_ts_ns"] >= row["received_ts_ns"] assert row["availability_basis"] == "synthetic_receipt" def test_schema_validation_rejects_mislabeled_row_or_metadata_version() -> None: table = generate_synthetic_market( symbols=("BTCUSDT",), events_per_symbol=2, start_ts_ns=1_704_153_600_000_000_000, seed=8, ).trades records = table.to_pylist() records[0]["schema_version"] = "2.0.0" mislabeled = pa.Table.from_pylist(records, schema=table.schema) with pytest.raises(SchemaError, match="row schema_version mismatch"): ensure_schema(mislabeled, "trades") bad_metadata = table.replace_schema_metadata( {**(table.schema.metadata or {}), b"schema_version": b"2.0.0"} ) with pytest.raises(SchemaError, match="metadata version mismatch"): ensure_schema(bad_metadata, "trades")