Files
crypto_monitor/tests/test_hub_volume_rank_lib.py
T
dekun f63f8810e6 Fix Gate/Binance memory regression and roll stop offset from avg.
Stop fetch_tickers fallback for volume rank and keep stale cache on failed refresh. Compute roll unified stop as merge-average plus offset percent instead of break-even.

Co-authored-by: Cursor <cursoragent@cursor.com>
2026-06-24 00:21:07 +08:00

185 lines
5.5 KiB
Python

from datetime import datetime
from unittest.mock import MagicMock
from hub_volume_rank_lib import (
CACHE_VERSION,
LIQUIDITY_RANK_CACHE_VERSION,
TOP_N_DEFAULT,
_exchange_rank_row_stale,
_okx_turnover_usdt,
_scores_from_binance,
_scores_from_gate,
build_usdt_swap_volume_ranks,
cache_needs_refresh,
format_volume_quote,
merge_exchange_rank,
rank_date_label,
resolve_daily_volume_rank,
)
def test_rank_date_label_after_reset():
# 2026-06-08 09:00 北京时间 → 昨日交易日 2026-06-07
dt = datetime(2026, 6, 8, 9, 0, 0)
assert rank_date_label(now=dt, reset_hour=8) == "2026-06-07"
def test_rank_date_label_before_reset():
# 2026-06-08 07:00 → 当前交易日仍算 2026-06-07,昨日为 2026-06-06
dt = datetime(2026, 6, 8, 7, 0, 0)
assert rank_date_label(now=dt, reset_hour=8) == "2026-06-06"
def test_format_volume_quote():
assert format_volume_quote(1_500_000_000) == "1.50B"
assert format_volume_quote(2_300_000) == "2.30M"
assert format_volume_quote(4500) == "4.50K"
def test_okx_turnover_usdt():
qv = _okx_turnover_usdt({"volCcy24h": "100", "last": "50"})
assert qv == 5000.0
def test_cache_needs_refresh_and_merge():
cache = {"rank_date": "2026-06-05", "exchanges": {}}
assert cache_needs_refresh(cache, expected_rank_date="2026-06-07") is True
merged = merge_exchange_rank(
cache,
"binance",
{
"ok": True,
"rank_date": "2026-06-07",
"items": [{"rank": 1, "symbol": "BTC/USDT", "volume_quote": 1.0}],
"total_symbols": 100,
},
)
assert merged["exchanges"]["binance"]["items"][0]["symbol"] == "BTC/USDT"
assert merged["rank_date"] == "2026-06-07"
def test_stale_cache_version_forces_refresh():
cache = {"version": CACHE_VERSION - 1, "rank_date": "2026-06-07", "exchanges": {"okx": {"items": [{}]}}}
assert cache_needs_refresh(cache) is True
def test_short_item_list_is_stale():
items = [{"rank": i, "symbol": f"S{i}/USDT"} for i in range(1, 13)]
row = {"items": items, "total_symbols": 12}
assert _exchange_rank_row_stale(row) is True
full = {"items": items + [{"rank": i, "symbol": f"X{i}/USDT"} for i in range(13, TOP_N_DEFAULT + 1)], "total_symbols": 300}
assert _exchange_rank_row_stale(full) is False
def test_scores_from_binance_uses_fapi_lightweight_api():
ex = MagicMock()
ex.id = "binance"
ex.fapiPublicGetTicker24hr.return_value = [
{"symbol": "BTCUSDT", "quoteVolume": "9000000"},
{"symbol": "ETHUSDT", "quoteVolume": "5000000"},
]
scored = _scores_from_binance(ex)
assert scored[0][1] == "BTC"
assert scored[0][2] == 9000000.0
ex.fetch_tickers.assert_not_called()
def test_scores_from_binance_skips_fetch_tickers_on_api_error():
ex = MagicMock()
ex.id = "binance"
ex.fapiPublicGetTicker24hr.side_effect = RuntimeError("network")
scored = _scores_from_binance(ex)
assert scored == []
ex.fetch_tickers.assert_not_called()
def test_scores_from_gate_uses_futures_tickers_api():
ex = MagicMock()
ex.id = "gateio"
ex.publicFuturesGetSettleTickers.return_value = [
{"contract": "BTC_USDT", "volume_24h_quote": "8000000"},
{"contract": "ETH_USDT", "volume_24h_quote": "4000000"},
]
scored = _scores_from_gate(ex)
assert scored[0][1] == "BTC"
ex.fetch_tickers.assert_not_called()
def test_scores_from_gate_skips_fetch_tickers_on_api_error():
ex = MagicMock()
ex.id = "gateio"
ex.publicFuturesGetSettleTickers.side_effect = RuntimeError("network")
scored = _scores_from_gate(ex)
assert scored == []
ex.fetch_tickers.assert_not_called()
def test_resolve_daily_volume_rank_caches_result():
cache = {"version": 0, "updated_at": 0.0, "ranks": {}, "total": 0}
ex = MagicMock()
ex.id = "binance"
ex.fapiPublicGetTicker24hr.return_value = [
{"symbol": "BTCUSDT", "quoteVolume": "100"},
{"symbol": "ETHUSDT", "quoteVolume": "50"},
]
rank, total = resolve_daily_volume_rank(
"BTC",
cache,
now_ts=1000.0,
ttl_sec=60.0,
exchange=ex,
ensure_markets_loaded=lambda: None,
)
assert rank == 1
assert total == 2
assert cache["version"] == LIQUIDITY_RANK_CACHE_VERSION
calls = ex.fapiPublicGetTicker24hr.call_count
rank2, _ = resolve_daily_volume_rank(
"BTC",
cache,
now_ts=1010.0,
ttl_sec=60.0,
exchange=ex,
ensure_markets_loaded=lambda: None,
)
assert rank2 == 1
assert ex.fapiPublicGetTicker24hr.call_count == calls
def test_resolve_daily_volume_rank_keeps_stale_cache_when_refresh_empty():
cache = {
"version": LIQUIDITY_RANK_CACHE_VERSION,
"updated_at": 900.0,
"ranks": {"BTC": 1},
"total": 100,
}
ex = MagicMock()
ex.id = "binance"
ex.fapiPublicGetTicker24hr.return_value = []
rank, total = resolve_daily_volume_rank(
"BTC",
cache,
now_ts=2000.0,
ttl_sec=60.0,
exchange=ex,
ensure_markets_loaded=lambda: None,
)
assert rank == 1
assert total == 100
assert cache["updated_at"] == 900.0
ex.fetch_tickers.assert_not_called()
def test_build_usdt_swap_volume_ranks():
ex = MagicMock()
ex.id = "binance"
ex.fapiPublicGetTicker24hr.return_value = [
{"symbol": "SOLUSDT", "quoteVolume": "200"},
]
ranks, total = build_usdt_swap_volume_ranks(ex, lambda: None)
assert ranks["SOL"] == 1
assert total == 1