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QuantEngineByItz/src/dotnet/QuantEngine.Core.Tests/PriceHistoryReaderTests.cs
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feat(qe-m3-01): implement GetBarsAsOf with lookahead bias prevention and complete unit tests
2026-07-12 21:46:38 +09:00

199 lines
6.9 KiB
C#

using System.Reflection;
using Xunit;
using QuantEngine.Core.Interfaces;
using QuantEngine.Infrastructure.Repositories;
namespace QuantEngine.Core.Tests;
public class PriceHistoryReaderTests
{
[Fact]
public void IPriceHistoryReader_InterfaceExists()
{
var interfaceType = typeof(IPriceHistoryReader);
Assert.NotNull(interfaceType);
Assert.True(interfaceType.IsInterface);
}
[Fact]
public void IPriceHistoryReader_HasGetBarsAsOfMethod()
{
var interfaceType = typeof(IPriceHistoryReader);
var method = interfaceType.GetMethod("GetBarsAsOf");
Assert.NotNull(method);
Assert.True(method.IsPublic);
}
[Fact]
public void GetBarsAsOf_MethodSignatureIsCorrect()
{
var method = typeof(IPriceHistoryReader).GetMethod("GetBarsAsOf");
Assert.NotNull(method);
var parameters = method.GetParameters();
Assert.Equal(3, parameters.Length);
Assert.Equal("ticker", parameters[0].Name);
Assert.Equal(typeof(string), parameters[0].ParameterType);
Assert.Equal("asOfDate", parameters[1].Name);
Assert.Equal(typeof(DateOnly), parameters[1].ParameterType);
Assert.Equal("lookback", parameters[2].Name);
Assert.Equal(typeof(int), parameters[2].ParameterType);
var returnType = method!.ReturnType;
Assert.True(returnType.IsGenericType);
Assert.Contains("Task", returnType.Name);
}
[Fact]
public void PriceHistoryReader_ImplementsIPriceHistoryReader()
{
var readerType = typeof(PriceHistoryReader);
var interfaceType = typeof(IPriceHistoryReader);
Assert.True(interfaceType.IsAssignableFrom(readerType));
}
[Fact]
public void PriceHistoryReader_HasPublicGetBarsAsOfMethod()
{
var method = typeof(PriceHistoryReader).GetMethod("GetBarsAsOf", BindingFlags.Public | BindingFlags.Instance);
Assert.NotNull(method);
Assert.Equal("GetBarsAsOf", method.Name);
}
[Fact]
public void PriceHistoryReader_SourceCode_ContainsNoLookaheadGuarantee()
{
var repoRoot = FindRepositoryRoot();
var sourceFile = Path.Combine(
repoRoot,
"src", "dotnet",
"QuantEngine.Infrastructure", "Repositories",
"PriceHistoryReader.cs");
Assert.True(File.Exists(sourceFile), $"Source file not found at {sourceFile}");
var sourceCode = File.ReadAllText(sourceFile);
// The no-lookahead guarantee is: WHERE trade_date <= @AsOfDate
// This clause MUST be present in the SQL query to ensure no future data leaks.
Assert.True(sourceCode.Contains("trade_date <= @AsOfDate"),
"PriceHistoryReader must enforce trade_date <= @AsOfDate in SQL WHERE clause " +
"to prevent lookahead bias. Future bars (trade_date > asOfDate) must never be returned.");
}
[Fact]
public void PriceHistoryReader_SourceCode_DoesNotContainTradeDate_LessThan_AsOfDate()
{
var repoRoot = FindRepositoryRoot();
var sourceFile = Path.Combine(
repoRoot,
"src", "dotnet",
"QuantEngine.Infrastructure", "Repositories",
"PriceHistoryReader.cs");
var sourceCode = File.ReadAllText(sourceFile);
// Strict check: The query must use <= (inclusive), not < (exclusive).
// If someone later changes this to < by mistake, this test catches it.
Assert.False(sourceCode.Contains("trade_date < @AsOfDate"),
"trade_date < @AsOfDate (exclusive) is incorrect. Use trade_date <= @AsOfDate (inclusive) " +
"to include bars on the exact asOfDate.");
}
[Fact]
public void PriceHistoryReader_SourceCode_QueryOrdersDescending()
{
var repoRoot = FindRepositoryRoot();
var sourceFile = Path.Combine(
repoRoot,
"src", "dotnet",
"QuantEngine.Infrastructure", "Repositories",
"PriceHistoryReader.cs");
var sourceCode = File.ReadAllText(sourceFile);
// Ensure most-recent-first ordering by checking for DESC in ORDER BY
Assert.True(sourceCode.Contains("ORDER BY trade_date DESC"),
"Query must order by trade_date DESC to return most-recent bars first.");
}
[Fact]
public void PriceHistoryReader_SourceCode_AppliesLookbackLimit()
{
var repoRoot = FindRepositoryRoot();
var sourceFile = Path.Combine(
repoRoot,
"src", "dotnet",
"QuantEngine.Infrastructure", "Repositories",
"PriceHistoryReader.cs");
var sourceCode = File.ReadAllText(sourceFile);
// Ensure LIMIT clause is present to avoid unbounded result sets
Assert.True(sourceCode.Contains("LIMIT @Lookback"),
"Query must apply LIMIT @Lookback to constrain result set size.");
}
private static string FindRepositoryRoot()
{
var current = new DirectoryInfo(AppContext.BaseDirectory);
while (current != null)
{
if (File.Exists(Path.Combine(current.FullName, "CLAUDE.md")))
{
return current.FullName;
}
current = current.Parent;
}
throw new InvalidOperationException("Could not find repository root (CLAUDE.md)");
}
[Fact]
public void GetBarsAsOf_ReturnsTask()
{
var method = typeof(IPriceHistoryReader).GetMethod("GetBarsAsOf");
Assert.NotNull(method);
var returnType = method!.ReturnType;
Assert.NotNull(returnType);
Assert.True(returnType.IsGenericType, $"Return type {returnType} must be a generic Task<T>");
var listType = returnType.GetGenericArguments()[0];
Assert.True(listType.IsGenericType);
var recordType = listType.GetGenericArguments()[0];
Assert.Equal(typeof(PriceHistoryDailyRecord), recordType);
}
[Fact]
public void PriceHistoryDailyRecord_ContainsAllRequiredFields()
{
var recordType = typeof(PriceHistoryDailyRecord);
var properties = recordType.GetProperties();
var fieldNames = new[] { "Ticker", "TradeDate", "Open", "High", "Low", "Close", "Volume", "Source", "ProvenanceJson" };
foreach (var fieldName in fieldNames)
{
var prop = properties.FirstOrDefault(p => p.Name == fieldName);
Assert.True(prop != null, $"PriceHistoryDailyRecord must have property {fieldName}");
}
}
[Fact]
public void IPriceHistoryReader_Constructor_AcceptsIDbConnectionFactory()
{
var ctor = typeof(PriceHistoryReader).GetConstructors();
Assert.NotEmpty(ctor);
var singleParamCtor = ctor.FirstOrDefault(c => c.GetParameters().Length == 1);
Assert.NotNull(singleParamCtor!);
var param = singleParamCtor.GetParameters()[0];
var paramTypeName = param.ParameterType.Name;
Assert.Equal("IDbConnectionFactory", paramTypeName);
}
}