Initial commit: fx_quant_engine and options_quant_engine scaffold

tests/test_router_circuit_breaker.py

@@ -0,0 +1,63 @@
+from datetime import datetime, timedelta, timezone
+
+from fx_quant_engine.ingestion.base import BaseDataAdapter
+from fx_quant_engine.ingestion.router import DataSourceRouter
+
+
+class AlwaysFailingAdapter(BaseDataAdapter):
+    def fetch_price_data(self, asset, start, end):
+        raise RuntimeError("boom")
+
+    def fetch_macro_data(self, key, start, end):
+        raise RuntimeError("boom")
+
+    def fetch_rate_data(self, asset, start, end):
+        raise RuntimeError("boom")
+
+    def health_check(self):
+        return False
+
+
+class AlwaysWorkingAdapter(BaseDataAdapter):
+    def fetch_price_data(self, asset, start, end):
+        import pandas as pd
+
+        idx = pd.date_range(start=start, end=end, freq="B")
+        return pd.DataFrame({"close": 1.0}, index=idx)
+
+    def fetch_macro_data(self, key, start, end):
+        import pandas as pd
+
+        idx = pd.date_range(start=start, end=end, freq="B")
+        return pd.DataFrame({key: 0.0}, index=idx)
+
+    def fetch_rate_data(self, asset, start, end):
+        import pandas as pd
+
+        idx = pd.date_range(start=start, end=end, freq="B")
+        return pd.DataFrame({f"{asset}_rate": 0.05}, index=idx)
+
+    def health_check(self):
+        return True
+
+
+def test_circuit_breaker_skips_failing_source() -> None:
+    cfg = {
+        "enabled_sources": {"bad": True, "good": True},
+        "source_priority": {"default": ["bad", "good"]},
+        "asset_source_map": {"USDINR": ["bad", "good"]},
+        "reliability_tags": {"bad": "low", "good": "high"},
+        "latency_tags_ms": {"bad": 1, "good": 1},
+        "circuit_breaker": {"failure_threshold": 1, "cooldown_seconds": 3600},
+    }
+    router = DataSourceRouter({"bad": AlwaysFailingAdapter(), "good": AlwaysWorkingAdapter()}, cfg)
+    end = datetime.now(timezone.utc)
+    start = end - timedelta(days=5)
+
+    out1 = router.fetch_price_data("USDINR", start, end)
+    assert out1.success is True
+    assert out1.source == "good"
+
+    out2 = router.fetch_price_data("USDINR", start, end)
+    assert out2.success is True
+    assert out2.source == "good"