build 059.6: map websocket OHLC close events

app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_ohlc_mapper.py

@@ -0,0 +1,253 @@
+# app/tests/unit/market_data/acquisition/adapters/dzengi/test_websocket_ohlc_mapper.py
+
+from __future__ import annotations
+
+from datetime import datetime, timedelta, timezone
+from decimal import Decimal
+from typing import TypedDict
+
+import pytest
+
+from src.market_data.acquisition.adapters.dzengi.mapper import (
+    map_dzengi_websocket_ohlc_to_candle_close_event,
+)
+from src.market_data.acquisition.adapters.dzengi.models import (
+    DzengiWebSocketOhlcEvent,
+)
+from src.market_data.acquisition.exceptions import (
+    CandleWebSocketMappingError,
+)
+from src.market_data.acquisition.models.candle_close import (
+    CandleCloseEvent,
+)
+
+
+class OhlcValues(TypedDict):
+    open_price: str | int | float
+    high_price: str | int | float
+    low_price: str | int | float
+    close_price: str | int | float
+
+
+def _event(
+    *,
+    open_time: int = 1784227140000,
+    open_price: str | int | float = "63992.00",
+    high_price: str | int | float = "64032.55",
+    low_price: str | int | float = "63984.00",
+    close_price: str | int | float = "64032.55",
+) -> DzengiWebSocketOhlcEvent:
+    return DzengiWebSocketOhlcEvent(
+        symbol=" BTC/USD_LEVERAGE ",
+        interval="1m",
+        candle_type="classic",
+        open_time=open_time,
+        open_price=open_price,
+        high_price=high_price,
+        low_price=low_price,
+        close_price=close_price,
+    )
+
+
+def _received_at() -> datetime:
+    return datetime(
+        2026,
+        7,
+        16,
+        18,
+        40,
+        0,
+        125000,
+        tzinfo=timezone.utc,
+    )
+
+
+def test_map_websocket_ohlc_returns_candle_close_event() -> None:
+    result = map_dzengi_websocket_ohlc_to_candle_close_event(
+        _event(),
+        received_at=_received_at(),
+    )
+
+    assert isinstance(result, CandleCloseEvent)
+
+
+def test_map_websocket_ohlc_maps_all_fields() -> None:
+    result = map_dzengi_websocket_ohlc_to_candle_close_event(
+        _event(),
+        received_at=_received_at(),
+    )
+
+    assert result.symbol == "BTC/USD_LEVERAGE"
+    assert result.interval == "1m"
+    assert result.candle_type == "classic"
+
+    assert result.open_time == datetime(
+        2026,
+        7,
+        16,
+        18,
+        39,
+        tzinfo=timezone.utc,
+    )
+    assert result.received_at == _received_at()
+
+    assert result.open_price == Decimal("63992.00")
+    assert result.high_price == Decimal("64032.55")
+    assert result.low_price == Decimal("63984.00")
+    assert result.close_price == Decimal("64032.55")
+
+    assert result.source == "dzengi_websocket_ohlc"
+
+
+def test_map_websocket_ohlc_converts_numeric_variants_to_decimal() -> None:
+    result = map_dzengi_websocket_ohlc_to_candle_close_event(
+        _event(
+            open_price=63992,
+            high_price=64032.55,
+            low_price="63984.00",
+            close_price="64001.25",
+        ),
+        received_at=_received_at(),
+    )
+
+    assert result.open_price == Decimal("63992")
+    assert result.high_price == Decimal("64032.55")
+    assert result.low_price == Decimal("63984.00")
+    assert result.close_price == Decimal("64001.25")
+
+
+def test_map_websocket_ohlc_preserves_aware_received_at() -> None:
+    received_at = datetime(
+        2026,
+        7,
+        16,
+        21,
+        40,
+        tzinfo=timezone(timedelta(hours=3)),
+    )
+
+    result = map_dzengi_websocket_ohlc_to_candle_close_event(
+        _event(),
+        received_at=received_at,
+    )
+
+    assert result.received_at is received_at
+    assert result.received_at.utcoffset() == timedelta(hours=3)
+
+
+def test_map_websocket_ohlc_rejects_naive_received_at() -> None:
+    received_at = datetime(
+        2026,
+        7,
+        16,
+        18,
+        40,
+    )
+
+    with pytest.raises(
+        CandleWebSocketMappingError,
+        match="received_at.*timezone-aware",
+    ):
+        map_dzengi_websocket_ohlc_to_candle_close_event(
+            _event(),
+            received_at=received_at,
+        )
+
+
+def test_map_websocket_ohlc_rejects_invalid_timestamp() -> None:
+    with pytest.raises(
+        CandleWebSocketMappingError,
+        match="Поле t.*UTC datetime",
+    ):
+        map_dzengi_websocket_ohlc_to_candle_close_event(
+            _event(open_time=10**30),
+            received_at=_received_at(),
+        )
+
+
+@pytest.mark.parametrize(
+    ("field_name", "field_value"),
+    (
+        ("open_price", "invalid"),
+        ("high_price", "invalid"),
+        ("low_price", "invalid"),
+        ("close_price", "invalid"),
+    ),
+)
+def test_map_websocket_ohlc_rejects_invalid_decimal(
+    field_name: str,
+    field_value: str,
+) -> None:
+    values: OhlcValues = {
+        "open_price": "63992.00",
+        "high_price": "64032.55",
+        "low_price": "63984.00",
+        "close_price": "64032.55",
+    }
+    values[field_name] = field_value
+
+    with pytest.raises(CandleWebSocketMappingError):
+        map_dzengi_websocket_ohlc_to_candle_close_event(
+            _event(**values),
+            received_at=_received_at(),
+        )
+
+
+@pytest.mark.parametrize(
+    ("field_name", "field_value"),
+    (
+        ("open_price", "NaN"),
+        ("high_price", "Infinity"),
+        ("low_price", "-Infinity"),
+        ("close_price", "NaN"),
+    ),
+)
+def test_map_websocket_ohlc_rejects_non_finite_decimal(
+    field_name: str,
+    field_value: str,
+) -> None:
+    values: OhlcValues = {
+        "open_price": "63992.00",
+        "high_price": "64032.55",
+        "low_price": "63984.00",
+        "close_price": "64032.55",
+    }
+    values[field_name] = field_value
+
+    with pytest.raises(
+        CandleWebSocketMappingError,
+        match="конечным числом",
+    ):
+        map_dzengi_websocket_ohlc_to_candle_close_event(
+            _event(**values),
+            received_at=_received_at(),
+        )
+
+
+def test_map_websocket_ohlc_preserves_heikin_ashi_type() -> None:
+    event = DzengiWebSocketOhlcEvent(
+        symbol="BTC/USD_LEVERAGE",
+        interval="1m",
+        candle_type="heikin-ashi",
+        open_time=1784227140000,
+        open_price="64068.18",
+        high_price="64128.80",
+        low_price="64068.18",
+        close_price="64100.85",
+    )
+
+    result = map_dzengi_websocket_ohlc_to_candle_close_event(
+        event,
+        received_at=_received_at(),
+    )
+
+    assert result.candle_type == "heikin-ashi"
+
+
+def test_map_websocket_ohlc_does_not_create_canonical_volume() -> None:
+    result = map_dzengi_websocket_ohlc_to_candle_close_event(
+        _event(),
+        received_at=_received_at(),
+    )
+
+    assert not hasattr(result, "volume")