"""Unit tests for AdvancedMarketProcessor module.""" import pytest from unittest.mock import Mock, patch, MagicMock import pandas as pd import numpy as np from datetime import datetime, timedelta # Import the module under test try: from src.core.advanced_market_processing import AdvancedMarketProcessor except ImportError: pytest.skip("AdvancedMarketProcessor not available", allow_module_level=True) class TestAdvancedMarketProcessor: """Test cases for AdvancedMarketProcessor.""" @pytest.fixture def processor(self): """Create AdvancedMarketProcessor instance for testing.""" return AdvancedMarketProcessor() @pytest.fixture def sample_price_data(self): """Sample price data for testing.""" dates = pd.date_range(start='2024-01-01', periods=10, freq='D') return pd.DataFrame({ 'Open': np.random.uniform(100, 110, 10), 'High': np.random.uniform(110, 120, 10), 'Low': np.random.uniform(90, 100, 10), 'Close': np.random.uniform(100, 110, 10), 'Volume': np.random.randint(1000000, 5000000, 10) }, index=dates) def test_processor_initialization(self, processor): """Test processor initialization.""" assert processor is not None assert hasattr(processor, 'process_data') assert hasattr(processor, 'analyze_trends') def test_process_data_with_valid_input(self, processor, sample_price_data): """Test process_data with valid input.""" result = processor.process_data(sample_price_data) assert result is not None assert isinstance(result, dict) # Add more specific assertions based on expected output def test_process_data_with_empty_input(self, processor): """Test process_data with empty input.""" empty_df = pd.DataFrame() with pytest.raises((ValueError, KeyError)): processor.process_data(empty_df) def test_process_data_with_invalid_columns(self, processor): """Test process_data with invalid column names.""" invalid_df = pd.DataFrame({ 'invalid_col1': [1, 2, 3], 'invalid_col2': [4, 5, 6] }) with pytest.raises((KeyError, ValueError)): processor.process_data(invalid_df) @patch('src.core.advanced_market_processing.ta') def test_technical_indicators_calculation(self, mock_ta, processor, sample_price_data): """Test technical indicators calculation.""" # Mock technical analysis library mock_ta.trend.sma_indicator.return_value = pd.Series([105] * 10) mock_ta.momentum.rsi.return_value = pd.Series([50] * 10) result = processor.process_data(sample_price_data) # Verify technical analysis functions were called assert mock_ta.trend.sma_indicator.called or mock_ta.momentum.rsi.called def test_analyze_trends_bullish(self, processor): """Test trend analysis for bullish market.""" # Create bullish trend data bullish_data = { 'price_change': 5.0, 'volume_trend': 'increasing', 'rsi': 65, 'macd': 2.5 } with patch.object(processor, 'process_data', return_value=bullish_data): result = processor.analyze_trends() assert 'trend' in result # Add assertions based on expected trend analysis logic def test_analyze_trends_bearish(self, processor): """Test trend analysis for bearish market.""" # Create bearish trend data bearish_data = { 'price_change': -5.0, 'volume_trend': 'decreasing', 'rsi': 35, 'macd': -2.5 } with patch.object(processor, 'process_data', return_value=bearish_data): result = processor.analyze_trends() assert 'trend' in result # Add assertions based on expected trend analysis logic @pytest.mark.parametrize("rsi_value,expected_signal", [ (80, 'overbought'), (20, 'oversold'), (50, 'neutral') ]) def test_rsi_signal_interpretation(self, processor, rsi_value, expected_signal): """Test RSI signal interpretation.""" # Mock method that interprets RSI values with patch.object(processor, '_interpret_rsi') as mock_interpret: mock_interpret.return_value = expected_signal result = processor._interpret_rsi(rsi_value) assert result == expected_signal mock_interpret.assert_called_once_with(rsi_value) def test_volume_analysis(self, processor, sample_price_data): """Test volume analysis functionality.""" # Test volume trend analysis with patch.object(processor, '_analyze_volume') as mock_volume: mock_volume.return_value = {'trend': 'increasing', 'strength': 'high'} result = processor._analyze_volume(sample_price_data['Volume']) assert 'trend' in result assert 'strength' in result def test_price_volatility_calculation(self, processor, sample_price_data): """Test price volatility calculation.""" volatility = processor._calculate_volatility(sample_price_data['Close']) assert isinstance(volatility, (float, np.float64)) assert volatility >= 0 def test_support_resistance_levels(self, processor, sample_price_data): """Test support and resistance level identification.""" levels = processor._find_support_resistance(sample_price_data) assert isinstance(levels, dict) assert 'support' in levels assert 'resistance' in levels def test_error_handling_with_nan_values(self, processor): """Test error handling with NaN values in data.""" nan_data = pd.DataFrame({ 'Open': [100, np.nan, 102], 'High': [105, 107, np.nan], 'Low': [95, 96, 97], 'Close': [102, 104, np.nan], 'Volume': [1000000, 1100000, 1200000] }) # Should handle NaN values gracefully try: result = processor.process_data(nan_data) # Verify result is still valid despite NaN values assert result is not None except ValueError as e: # Or should raise appropriate error assert "NaN" in str(e) or "missing" in str(e).lower() def test_concurrent_processing(self, processor, sample_price_data): """Test concurrent data processing.""" import threading import time results = [] def process_data_thread(): result = processor.process_data(sample_price_data) results.append(result) # Create multiple threads threads = [] for _ in range(3): thread = threading.Thread(target=process_data_thread) threads.append(thread) thread.start() # Wait for all threads to complete for thread in threads: thread.join() # Verify all threads completed successfully assert len(results) == 3 for result in results: assert result is not None @pytest.mark.slow def test_large_dataset_processing(self, processor): """Test processing of large datasets.""" # Create large dataset large_dates = pd.date_range(start='2020-01-01', end='2024-01-01', freq='D') large_data = pd.DataFrame({ 'Open': np.random.uniform(100, 110, len(large_dates)), 'High': np.random.uniform(110, 120, len(large_dates)), 'Low': np.random.uniform(90, 100, len(large_dates)), 'Close': np.random.uniform(100, 110, len(large_dates)), 'Volume': np.random.randint(1000000, 5000000, len(large_dates)) }, index=large_dates) start_time = time.time() result = processor.process_data(large_data) processing_time = time.time() - start_time assert result is not None # Verify processing time is reasonable (adjust threshold as needed) assert processing_time < 30 # seconds def test_memory_usage(self, processor, sample_price_data): """Test memory usage during processing.""" import psutil import os process = psutil.Process(os.getpid()) initial_memory = process.memory_info().rss # Process data multiple times for _ in range(10): processor.process_data(sample_price_data) final_memory = process.memory_info().rss memory_increase = final_memory - initial_memory # Memory increase should be reasonable (adjust threshold as needed) assert memory_increase < 100 * 1024 * 1024 # 100MB def test_configuration_options(self, processor): """Test processor configuration options.""" # Test with different configuration config = { 'window_size': 20, 'smoothing_factor': 0.1, 'volatility_threshold': 0.02 } processor_with_config = AdvancedMarketProcessor(config=config) assert processor_with_config is not None # Verify configuration is applied if hasattr(processor_with_config, 'config'): assert processor_with_config.config['window_size'] == 20