piker/tests/providers/test_ib_schedule.py

# piker: trading gear for hackers
# Copyright (C) 2018-present  Tyler Goodlet (in stewardship of pikers)

# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.

# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU Affero General Public License for more details.

# You should have received a copy of the GNU Affero General Public License
# along with this program.  If not, see <https://www.gnu.org/licenses/>.

'''
Historical schedule normalization and request-boundary regressions.

'''
import asyncio
from datetime import UTC, datetime
from types import SimpleNamespace
from zoneinfo import ZoneInfo

import pytest

from piker.brokers.ib.venues import normalize_schedule
from piker.brokers.ib.api import Client


def response(zone='America/New_York'):
    '''
    Describe two sessions separated by a maintenance closure.

    '''
    return SimpleNamespace(
        timeZone=zone,
        startDateTime='20260923-00:00:00',
        endDateTime='20260925-00:00:00',
        sessions=[SimpleNamespace(
            startDateTime='20260923-18:00:00',
            endDateTime='20260924-17:00:00',
        )],
    )


def test_schedule_uses_dated_timezone_and_coverage():
    '''
    Historical allocation must use dated sessions, not today's hours.

    A New York September session must convert using EDT and preserve
    the response's wider coverage separately from its open interval.

    '''
    out = normalize_schedule(response(), False)
    expected = datetime(2026, 9, 23, 22, tzinfo=UTC).timestamp()
    assert out['sessions'][0][0] == expected
    assert out['start'] < expected < out['end']
    assert out['use_rth'] is False


@pytest.mark.parametrize('stamp', [
    '20261101-01:30:00', '20260308-02:30:00',
])
def test_schedule_rejects_ambiguous_or_nonexistent_time(stamp):
    '''
    A guessed DST fold can shift reservations by an hour.

    Reject both the repeated autumn hour and nonexistent spring
    hour instead of turning unknown coverage into a false closure.

    '''
    schedule = response()
    schedule.startDateTime = stamp
    with pytest.raises(ValueError, match='Ambiguous'):
        normalize_schedule(schedule, False)


def test_schedule_request_uses_extended_hours_and_utc():
    '''
    Schedule requests must match the bars endpoint's extended hours.

    Exercise the real Client method with a fake IB transport. Assert
    exact UTC request bounds and day rounding, and ensure response
    coverage is not replaced by the caller's requested interval.

    '''
    calls = []
    async def find_contracts(fqme):
        assert fqme == 'mnq.cme.20261218'
        return ['contract']
    async def schedule(contract, **kwargs):
        calls.append((contract, kwargs))
        return response()
    client = SimpleNamespace(
        find_contracts=find_contracts,
        ib=SimpleNamespace(reqHistoricalScheduleAsync=schedule),
    )
    out = asyncio.run(Client.history_schedule(
        client, 'mnq.cme.20261218',
        datetime(2026, 9, 23, 0, tzinfo=UTC),
        datetime(2026, 9, 24, 1, tzinfo=UTC),
    ))
    assert calls == [('contract', {
        'numDays': 2, 'endDateTime': '20260924-01:00:00',
        'useRTH': False,
    })]
    assert out['timezone'] == 'America/New_York'


def test_schedule_timeout_is_not_an_empty_session_list():
    '''
    A failed schedule request must not classify the range as closed.

    Block the simulated provider and apply an immediate timeout;
    the adapter must propagate failure instead of returning coverage.

    '''
    async def find_contracts(fqme):
        return ['contract']
    async def schedule(*args, **kwargs):
        await asyncio.sleep(100)
    client = SimpleNamespace(
        find_contracts=find_contracts,
        ib=SimpleNamespace(reqHistoricalScheduleAsync=schedule),
    )
    with pytest.raises(TimeoutError):
        asyncio.run(Client.history_schedule(
            client, 'mnq.cme',
            datetime(2026, 9, 23, tzinfo=UTC),
            datetime(2026, 9, 24, tzinfo=UTC),
            timeout_s=0,
        ))


def test_schedule_rejects_reversed_session():
    '''
    A malformed session must not silently become a venue closure.

    Reject the response instead of dropping its reversed interval
    and reserving slots using the remaining incomplete session list.

    '''
    schedule = response()
    schedule.sessions[0].endDateTime = '20260923-17:00:00'
    with pytest.raises(ValueError, match='Invalid schedule session'):
        normalize_schedule(schedule, False)


def test_schedule_duration_counts_elapsed_time_across_dst():
    '''
    The autumn clock change makes this local day last 25 hours.

    Request two elapsed days so duration rounding cannot leave an
    hour uncovered by subtracting same-zone wall-clock datetimes.

    '''
    async def find_contracts(fqme):
        return ['contract']

    async def schedule(contract, **kwargs):
        assert kwargs['numDays'] == 2
        return response()

    client = SimpleNamespace(
        find_contracts=find_contracts,
        ib=SimpleNamespace(reqHistoricalScheduleAsync=schedule),
    )
    zone = ZoneInfo('America/New_York')
    asyncio.run(Client.history_schedule(
        client, 'mnq.cme',
        datetime(2026, 11, 1, tzinfo=zone),
        datetime(2026, 11, 2, tzinfo=zone),
    ))