from __future__ import annotations from pathlib import Path import pyarrow.parquet as pq import pytest from microstructure.data.schemas import get_schema from microstructure.data.storage import ( StorageError, write_partitioned_parquet, write_source_manifest, ) from microstructure.data.synthetic import generate_synthetic_market from microstructure.provenance import read_json, sha256_file def test_partitioned_parquet_is_streamed_content_addressed_and_manifested( tmp_path: Path, ) -> None: start_ns = 1_704_153_600_000_000_000 data = generate_synthetic_market( symbols=("BTCUSDT", "ETHUSDT"), events_per_symbol=7, start_ts_ns=start_ns, seed=11, ) result = write_partitioned_parquet( data.trades.to_batches(max_chunksize=4), root=tmp_path, dataset="trades", schema_name="trades", source="synthetic_v1", requested_start_ns=start_ns, requested_end_ns=start_ns + 1_000_000_000, max_rows_per_file=3, downloaded_at_utc="2026-08-07T12:00:00Z", ) assert result.rows == 14 assert result.artifacts assert result.manifest_path.is_file() assert result.manifest_sha256 == sha256_file(result.manifest_path) assert {item.symbol for item in result.artifacts} == {"BTCUSDT", "ETHUSDT"} for artifact in result.artifacts: assert artifact.data_path.is_file() assert artifact.rows <= 3 assert "symbol-" + artifact.symbol in str(artifact.data_path) assert artifact.data_sha256 == sha256_file(artifact.data_path) assert pq.read_schema(artifact.data_path).equals(get_schema("trades"), check_metadata=True) manifest = read_json(artifact.manifest_path) assert manifest["source"] == "synthetic_v1" assert manifest["downloaded_at_utc"] == "2026-08-07T12:00:00Z" assert manifest["schema_version"] == "1.0.0" assert manifest["checksum"]["value"] == artifact.data_sha256 assert manifest["requested_range_ns"]["start"] == start_ns assert manifest["write_ordinal"] == artifact.write_ordinal assert manifest["observed_range_ns"] == { "start": artifact.observed_start_ns, "end_inclusive": artifact.observed_end_inclusive_ns, } dataset_manifest = read_json(result.manifest_path) assert [item["write_ordinal"] for item in dataset_manifest["artifacts"]] == list( range(len(result.artifacts)) ) def test_same_normalized_content_reuses_immutable_parquet(tmp_path: Path) -> None: data = generate_synthetic_market( symbols=("BTCUSDT",), events_per_symbol=3, start_ts_ns=1_704_153_600_000_000_000, seed=99, ) kwargs = { "root": tmp_path, "dataset": "trades", "schema_name": "trades", "source": "synthetic_v1", "downloaded_at_utc": "2026-08-07T12:00:00Z", } first = write_partitioned_parquet([data.trades], **kwargs) second = write_partitioned_parquet([data.trades], **kwargs) assert [item.data_path for item in first.artifacts] == [ item.data_path for item in second.artifacts ] assert first.manifest_path == second.manifest_path assert len(list(tmp_path.rglob("*.parquet"))) == 1 assert not list(tmp_path.rglob("*.tmp")) def test_raw_source_manifest_contains_required_lineage_and_checksum(tmp_path: Path) -> None: raw = tmp_path / "page.json" raw.write_bytes(b'[{"a":1}]') manifest_path, manifest_sha = write_source_manifest( raw, source="binance_spot_public_api", source_uri="https://data-api.binance.vision/api/v3/aggTrades?symbol=BTCUSDT", downloaded_at_utc="2026-08-07T12:00:00Z", requested_start_ns=100, requested_end_ns=200, response_headers={"ETag": "abc", "X-MBX-USED-WEIGHT-1M": "4"}, ) manifest = read_json(manifest_path) assert manifest_sha == sha256_file(manifest_path) assert manifest["artifact_kind"] == "raw_source" assert manifest["checksum"]["value"] == sha256_file(raw) assert manifest["requested_range_ns"] == {"start": 100, "end_exclusive": 200} assert manifest["response_headers"]["ETag"] == "abc" def test_partition_writer_rejects_oversized_input_before_materializing_it( tmp_path: Path, ) -> None: data = generate_synthetic_market( symbols=("BTCUSDT",), events_per_symbol=3, start_ts_ns=1_704_153_600_000_000_000, seed=101, ) with pytest.raises(StorageError, match="above the bounded-memory limit 2"): write_partitioned_parquet( iter((data.trades,)), root=tmp_path, dataset="trades", schema_name="trades", source="synthetic_v1", max_input_batch_rows=2, ) assert not list(tmp_path.rglob("*.parquet")) assert not list(tmp_path.rglob("*.manifest-*.json"))