layer one v4

2026-08-12 18:28:05 +00:00 · 2026-06-18 09:35:03 +01:00
parent e28f2db97c
commit 5d4ffb1da5
29 changed files with 1056 additions and 2067 deletions
@@ -0,0 +1,107 @@
+import sys
+import math
+sys.path.insert(0, ".")
+
+import pytest
+from currency_strength_matrix import CurrencyStrengthMatrix, SessionTracker
+
+
+def build_synthetic_z_scores(base_vals: dict, quote_vals: dict) -> dict:
+    z_scores = {}
+    currencies = list(base_vals.keys())
+    for base in currencies:
+        for quote in currencies:
+            if base == quote:
+                continue
+            pair = f"{base}_{quote}"
+            z_scores[pair] = base_vals[base] - quote_vals[quote]
+    return z_scores
+
+
+class TestCurrencyStrengthMatrix:
+    def test_strongest_weakest_detection(self):
+        base = {"EUR": 2.0, "USD": 1.0, "GBP": 0.5, "JPY": -1.0}
+        quote = {"EUR": 0.0, "USD": 0.0, "GBP": 0.0, "JPY": 0.0}
+        z = build_synthetic_z_scores(base, quote)
+        matrix = CurrencyStrengthMatrix(z)
+        assert matrix.get_strongest().name == "EUR"
+        assert matrix.get_weakest().name == "JPY"
+
+    def test_divergence_detected(self):
+        base = {"EUR": 2.5, "USD": 0.0, "GBP": 0.0, "JPY": -2.5}
+        quote = {"EUR": 0.0, "USD": 0.0, "GBP": 0.0, "JPY": 0.0}
+        z = build_synthetic_z_scores(base, quote)
+        matrix = CurrencyStrengthMatrix(z)
+        assert matrix.has_divergence() is True
+        assert matrix.get_matrix_cross() == "EUR_JPY"
+        assert matrix.get_divergence_gap() == pytest.approx(5.0, abs=0.01)
+
+    def test_no_divergence_within_threshold(self):
+        base = {"EUR": 1.5, "USD": 0.0, "GBP": 0.0, "JPY": -1.5}
+        quote = {"EUR": 0.0, "USD": 0.0, "GBP": 0.0, "JPY": 0.0}
+        z = build_synthetic_z_scores(base, quote)
+        matrix = CurrencyStrengthMatrix(z)
+        assert matrix.has_divergence() is False
+
+    def test_ranked_list_order(self):
+        base = {"EUR": 3.0, "USD": 1.0, "GBP": 2.0, "JPY": 0.0}
+        quote = {"EUR": 0.0, "USD": 0.0, "GBP": 0.0, "JPY": 0.0}
+        z = build_synthetic_z_scores(base, quote)
+        matrix = CurrencyStrengthMatrix(z)
+        ranked = matrix.get_ranked_list()
+        names = [c.name for c in ranked]
+        assert names == ["EUR", "GBP", "USD", "JPY"]
+
+    def test_sign_error_base_quote_inversion(self):
+        base = {"EUR": 0.0, "USD": 0.0}
+        quote = {"EUR": 0.0, "USD": 0.0}
+        z = build_synthetic_z_scores(base, quote)
+        z["EUR_USD"] = 2.0
+        z["USD_EUR"] = -2.0
+        matrix = CurrencyStrengthMatrix(z)
+        s = matrix.get_strongest()
+        w = matrix.get_weakest()
+        assert s is not None and s.name == "EUR"
+        assert w is not None and w.name == "USD"
+
+    def test_get_report_structure(self):
+        base = {"EUR": 2.0, "USD": 1.0, "GBP": 0.0, "JPY": -2.0}
+        quote = {"EUR": 0.0, "USD": 0.0, "GBP": 0.0, "JPY": 0.0}
+        z = build_synthetic_z_scores(base, quote)
+        matrix = CurrencyStrengthMatrix(z)
+        report = matrix.get_report()
+        assert "ranked" in report
+        assert "strongest" in report
+        assert "weakest" in report
+        assert "matrix_cross" in report
+        assert "divergence_gap" in report
+        assert "has_divergence" in report
+        assert report["has_divergence"] is False
+
+
+class TestSessionTracker:
+    def test_active_session_returns_string(self):
+        tracker = SessionTracker()
+        session = tracker.get_active_session()
+        assert session in ("Tokyo", "London", "New York", "Off-Hours")
+
+    def test_check_new_session_snapshots_prices(self):
+        tracker = SessionTracker()
+        prices = {"EUR_USD": 1.08, "USD_JPY": 149.0}
+        result = tracker.check_new_session(prices)
+        assert result is not None or tracker.current_session is not None
+
+    def test_compute_srv_zero_without_snapshot(self):
+        tracker = SessionTracker()
+        srv = tracker.compute_srv("EUR_USD", 1.09)
+        assert srv == 0.0
+
+
+class TestDivergenceGap:
+    def test_gap_calculation(self):
+        base = {"EUR": 3.0, "USD": 0.0, "JPY": -3.0, "GBP": 0.0}
+        quote = {"EUR": 0.0, "USD": 0.0, "JPY": 0.0, "GBP": 0.0}
+        z = build_synthetic_z_scores(base, quote)
+        matrix = CurrencyStrengthMatrix(z)
+        gap = matrix.get_divergence_gap()
+        assert gap == pytest.approx(6.0, abs=0.01)