Initial commit: fx_quant_engine and options_quant_engine scaffold

options_quant_engine/tests/test_router_fallback.py

@@ -0,0 +1,35 @@
+from datetime import datetime, timedelta, timezone
+
+from options_quant_engine.ingestion.adapters import MockAdapter
+from options_quant_engine.ingestion.base import BaseDataAdapter
+from options_quant_engine.ingestion.router import DataSourceRouter
+
+
+class FailingAdapter(BaseDataAdapter):
+    def fetch_price_data(self, asset, start, end):
+        raise RuntimeError("fail")
+
+    def fetch_macro_data(self, key, start, end):
+        raise RuntimeError("fail")
+
+    def fetch_rate_data(self, asset, start, end):
+        raise RuntimeError("fail")
+
+    def health_check(self):
+        return False
+
+
+def test_fallback_to_mock_when_primary_fails() -> None:
+    cfg = {
+        "enabled_sources": {"nse": True, "mock": True},
+        "source_priority": {"default": ["nse", "mock"]},
+        "asset_source_map": {"USDINR": ["nse", "mock"]},
+        "reliability_tags": {"nse": "high", "mock": "low"},
+        "latency_tags_ms": {"nse": 500, "mock": 1},
+    }
+    router = DataSourceRouter({"nse": FailingAdapter(), "mock": MockAdapter()}, cfg)
+    end = datetime.now(timezone.utc)
+    start = end - timedelta(days=30)
+    out = router.fetch_price_data("USDINR", start, end)
+    assert out.success is True
+    assert out.source == "mock"