fix: derive all aggregation timeframes from trade timestamp (#112)
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run_all_aggregations() previously used datetime.now(UTC) for weekly through annual layers while using the trade date only for daily, causing data misalignment on backfill. Now all layers consistently use the latest trade timestamp. Also adds "Z" suffix handling for fromisoformat() compatibility and strengthens test assertions to verify L4-L2 layer values end-to-end. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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@@ -300,9 +300,17 @@ class TestContextAggregator:
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# Verify data exists in each layer
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store = aggregator.store
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assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl") == 1000.0
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current_week = datetime.now(UTC).strftime("%Y-W%V")
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assert store.get_context(ContextLayer.L5_WEEKLY, current_week, "weekly_pnl") is not None
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# Further layers depend on time alignment, just verify no crashes
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from datetime import date as date_cls
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trade_date = date_cls.fromisoformat(date)
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iso_year, iso_week, _ = trade_date.isocalendar()
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trade_week = f"{iso_year}-W{iso_week:02d}"
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assert store.get_context(ContextLayer.L5_WEEKLY, trade_week, "weekly_pnl") is not None
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trade_month = f"{trade_date.year}-{trade_date.month:02d}"
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trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
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trade_year = str(trade_date.year)
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assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
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assert store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
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assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
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class TestLayerMetadata:
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