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61 lines
2.5 KiB
Python
61 lines
2.5 KiB
Python
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"""Doc <-> code signature contract.
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These assertions encode the public signatures and helper outputs that the
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online documentation and the interactive notebook rely on. They are cheap,
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IO-free, and Pro-free, and exist to catch *doc drift*: if a documented kwarg,
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preset, or helper shape changes in the code, a doc snippet silently breaks.
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This guards, among others:
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* ``plot.monte_carlo`` exposing ``n_simulations`` (NOT ``n_paths``) -- the
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notebook bug where ``n_paths=`` raised TypeError.
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* ``Slippage.volume_impact`` emitting ``impact_coeff``/``exponent`` -- the
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notebook bug where ``{"coefficient": ...}`` failed Rust deserialization.
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* ``DataStore`` accepting ``mega``/``arrow_dir`` -- the doc signature that
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omitted them.
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"""
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import inspect
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import manifoldbt as bt
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def test_monte_carlo_uses_n_simulations_not_n_paths():
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params = inspect.signature(bt.plot.monte_carlo).parameters
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assert "n_simulations" in params
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assert "n_paths" not in params # the notebook snippet bug
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def test_slippage_helper_shapes_match_serde():
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# Keys must match the Rust SlippageConfig serde variants exactly.
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assert bt.Slippage.volume_impact(0.1) == {
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"VolumeImpact": {"impact_coeff": 0.1, "exponent": 1.5}
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}
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assert bt.Slippage.fixed_bps(2.0) == {"FixedBps": {"bps": 2.0}}
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def test_interval_helper_shapes():
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assert bt.Interval.seconds(1) == {"Seconds": 1}
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assert bt.Interval.minutes(1) == {"Minutes": 1}
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assert bt.Interval.hours(12) == {"Hours": 12}
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assert bt.Interval.days(1) == {"Days": 1}
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def test_fee_presets_match_documented_values():
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# Documented under #configuration > FeeConfig Presets.
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perps = bt.FeeConfig.binance_perps()
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assert (perps.maker_fee_bps, perps.taker_fee_bps) == (2.0, 5.0)
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spot = bt.FeeConfig.binance_spot()
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assert (spot.maker_fee_bps, spot.taker_fee_bps) == (10.0, 10.0)
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def test_datastore_accepts_mega_and_arrow_dir_kwargs(tmp_path):
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# The real signature is (data_root, metadata_db, dataset, mega, arrow_dir).
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# We only assert the kwargs are *accepted* (no TypeError for unknown kwarg);
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# any runtime/IO error from opening an empty dir is fine for this contract.
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for kw in ("mega", "arrow_dir"):
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try:
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bt.DataStore(str(tmp_path), dataset="bars_1m", **{kw: str(tmp_path)})
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except TypeError as exc: # unexpected keyword argument -> contract broken
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raise AssertionError(f"DataStore rejected kwarg {kw!r}: {exc}")
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except Exception:
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pass # non-TypeError (e.g. cannot open store) -> kwarg was accepted
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