stat_pairs_backtest/tests/test_spbt_day_panel.py

import importlib.util
import sqlite3
from pathlib import Path

import pandas as pd


def load_panel_app_module():
    module_path = Path("panel/spbt_day_panel.py").resolve()
    spec = importlib.util.spec_from_file_location("spbt_day_panel_app", module_path)
    module = importlib.util.module_from_spec(spec)
    assert spec.loader is not None
    spec.loader.exec_module(module)
    return module


def create_panel_fixture_db(db_path: Path) -> None:
    trading_day_start_ns = pd.Timestamp("2026-06-17T00:00:00Z").value
    conn = sqlite3.connect(db_path)
    try:
        conn.execute(
            """
            CREATE TABLE selector_pairs (
                time_ns INTEGER,
                tstamp TEXT,
                pair_name TEXT,
                instrument_a TEXT,
                instrument_b TEXT,
                mr_score TEXT
            )
            """
        )
        conn.execute(
            """
            CREATE TABLE trading_instructions (
                time_ns INTEGER,
                tstamp TEXT,
                book_id TEXT,
                strategy_id TEXT,
                type TEXT,
                data TEXT
            )
            """
        )
        conn.execute(
            """
            CREATE TABLE ohlcv_1min (
                tstamp TEXT,
                tstamp_ns INTEGER,
                exch_acct TEXT,
                exchange_id TEXT,
                instrument_id TEXT,
                interval_sec INTEGER,
                open REAL,
                high REAL,
                low REAL,
                close REAL,
                volume REAL,
                vwap REAL,
                num_trades INTEGER
            )
            """
        )
        conn.execute(
            "INSERT INTO selector_pairs VALUES (?, ?, ?, ?, ?, ?)",
            (
                10,
                "2026-06-17T00:00:00Z",
                "AAA:USD-BBB:USD",
                "EXCH:PAIR-AAA-USD",
                "EXCH:PAIR-BBB-USD",
                '{"final":"0.5"}',
            ),
        )
        conn.executemany(
            "INSERT INTO trading_instructions VALUES (?, ?, ?, ?, ?, ?)",
            [
                (
                    trading_day_start_ns,
                    "2026-06-17T00:00:00Z",
                    "book",
                    "strategy-AAA:USD-BBB:USD",
                    "TARGET_POSITION",
                    (
                        '{"action":"TARGET","quote_asset":"USD","assets":'
                        '{"AAA":{"reference_price":"100","strength":"0.5"},'
                        '"BBB":{"reference_price":"50","strength":"-0.5"}}}'
                    ),
                ),
                (
                    trading_day_start_ns + 60_000_000_000,
                    "2026-06-17T00:01:00Z",
                    "book",
                    "strategy-AAA:USD-BBB:USD",
                    "CLOSE_POSITION",
                    (
                        '{"action":"CLOSE","quote_asset":"USD","assets":'
                        '{"AAA":{"reference_price":"110"},'
                        '"BBB":{"reference_price":"45"}}}'
                    ),
                ),
            ],
        )
        conn.executemany(
            "INSERT INTO ohlcv_1min VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)",
            [
                (
                    "2026-06-17T00:00:00Z",
                    trading_day_start_ns,
                    "EXCH",
                    "EXCH",
                    "PAIR-AAA-USD",
                    60,
                    100.0,
                    100.0,
                    100.0,
                    100.0,
                    1.0,
                    100.0,
                    1,
                ),
                (
                    "2026-06-17T00:00:00Z",
                    trading_day_start_ns,
                    "EXCH",
                    "EXCH",
                    "PAIR-BBB-USD",
                    60,
                    50.0,
                    50.0,
                    50.0,
                    50.0,
                    1.0,
                    50.0,
                    1,
                ),
            ],
        )
        conn.commit()
    finally:
        conn.close()


def test_pair_analyze_grid_keeps_clean_labels_and_full_pair_values():
    module = load_panel_app_module()
    pair_theo_ret = pd.DataFrame(
        {
            "pair_name": ["BTC:USD-ETH:USD", "ADA:USD-BTC:USD"],
            "mr_ranking": [2, 1],
            "realized_pnl": [0.0, 0.0],
            "unrealized_pnl": [0.0, 0.0],
        }
    )

    formatted = module.spbt_day.format_pair_theo_ret_for_analyze_grid(pair_theo_ret)

    assert formatted["pair_name"].tolist() == ["BTC-ETH", "ADA-BTC"]
    assert formatted[module.spbt_day.PAIR_NAME_VALUE_COLUMN].tolist() == [
        "BTC:USD-ETH:USD",
        "ADA:USD-BTC:USD",
    ]


def test_panel_app_uses_fast_list_template(tmp_path):
    module = load_panel_app_module()
    app = module.SpbtDayPanelApp(repo_root=tmp_path)
    view = app.view

    assert isinstance(view, module.pn.template.FastListTemplate)
    assert view.title == module.APP_TITLE
    assert view.sidebar_width == 430
    assert view.accent_base_color == module.APP_ACCENT_COLOR
    assert view.header_background == module.APP_HEADER_COLOR
    assert len(view.sidebar) == 1
    assert len(view.main) == 1


def test_panel_app_calculates_pairs_and_selected_pair_outputs(tmp_path):
    module = load_panel_app_module()
    data_dir = tmp_path / "data"
    data_dir.mkdir()
    db_path = data_dir / "20260617.spbt_results.db"
    create_panel_fixture_db(db_path)

    app = module.SpbtDayPanelApp(repo_root=tmp_path)
    app.directory_input.value = str(data_dir)
    app.refresh_files()
    app.min_pctg_change_input.value = 0.0

    app.calculate()

    assert app.file_select.value == str(db_path)
    assert app.file_select.width == 360
    assert app.min_pctg_change_input.width == 220
    assert app.calculate_button.width == 110
    assert app.total_pnl_histogram.sizing_mode == "stretch_width"
    assert app.selected_pair_market_plot.sizing_mode == "stretch_width"
    assert app.pair_theo_ret_table.pagination is None
    assert app.pair_theo_ret_table.layout == "fit_data_table"
    assert app.pair_theo_ret_table.value["pair_name"].tolist() == ["AAA-BBB"]
    assert (
        app.pair_theo_ret_table.value[module.spbt_day.PAIR_NAME_VALUE_COLUMN].tolist()
        == ["AAA:USD-BBB:USD"]
    )
    assert app.selected_pair_name is None
    assert app.selected_pair_executions_table.value.empty
    assert app.selected_pair_market_plot.object is None

    app.analyze_pair_row(0)

    assert app.selected_pair_name == "AAA:USD-BBB:USD"
    assert app.selected_pair_executions_table.value["action"].tolist() == [
        "TARGET",
        "TARGET",
        "CLOSE",
        "CLOSE",
    ]
    assert app.selected_pair_market_plot.object is not None