POTE/tests/test_monitoring.py

"""Tests for market monitoring module."""

import pytest
from datetime import date, datetime, timedelta, timezone
from decimal import Decimal

from pote.monitoring.market_monitor import MarketMonitor
from pote.monitoring.alert_manager import AlertManager
from pote.db.models import Official, Security, Trade, MarketAlert


@pytest.fixture
def sample_congressional_trades(test_db_session):
    """Create sample congressional trades for watchlist building."""
    session = test_db_session
    
    # Create officials
    pelosi = Official(name="Nancy Pelosi", chamber="House", party="Democrat", state="CA")
    tuberville = Official(name="Tommy Tuberville", chamber="Senate", party="Republican", state="AL")
    session.add_all([pelosi, tuberville])
    session.flush()
    
    # Create securities
    nvda = Security(ticker="NVDA", name="NVIDIA Corporation", sector="Technology")
    msft = Security(ticker="MSFT", name="Microsoft Corporation", sector="Technology")
    aapl = Security(ticker="AAPL", name="Apple Inc.", sector="Technology")
    tsla = Security(ticker="TSLA", name="Tesla, Inc.", sector="Automotive")
    spy = Security(ticker="SPY", name="SPDR S&P 500 ETF", sector="Financial")
    session.add_all([nvda, msft, aapl, tsla, spy])
    session.flush()
    
    # Create multiple trades (NVDA is most traded)
    trades = [
        Trade(official_id=pelosi.id, security_id=nvda.id, source="test",
              transaction_date=date(2024, 1, 15), side="buy",
              value_min=Decimal("15001"), value_max=Decimal("50000")),
        Trade(official_id=pelosi.id, security_id=nvda.id, source="test",
              transaction_date=date(2024, 2, 1), side="buy",
              value_min=Decimal("15001"), value_max=Decimal("50000")),
        Trade(official_id=tuberville.id, security_id=nvda.id, source="test",
              transaction_date=date(2024, 2, 15), side="buy",
              value_min=Decimal("50001"), value_max=Decimal("100000")),
        Trade(official_id=pelosi.id, security_id=msft.id, source="test",
              transaction_date=date(2024, 1, 20), side="sell",
              value_min=Decimal("15001"), value_max=Decimal("50000")),
        Trade(official_id=tuberville.id, security_id=aapl.id, source="test",
              transaction_date=date(2024, 2, 10), side="buy",
              value_min=Decimal("15001"), value_max=Decimal("50000")),
    ]
    session.add_all(trades)
    session.commit()
    
    return {
        "officials": [pelosi, tuberville],
        "securities": [nvda, msft, aapl, tsla, spy],
        "trades": trades,
    }


@pytest.fixture
def sample_alerts(test_db_session):
    """Create sample market alerts."""
    session = test_db_session
    
    now = datetime.now(timezone.utc)
    
    alerts = [
        MarketAlert(
            ticker="NVDA",
            alert_type="unusual_volume",
            timestamp=now - timedelta(hours=2),
            details={"current_volume": 100000000, "avg_volume": 30000000, "multiplier": 3.33},
            price=Decimal("495.50"),
            volume=100000000,
            change_pct=Decimal("2.5"),
            severity=7,
        ),
        MarketAlert(
            ticker="NVDA",
            alert_type="price_spike",
            timestamp=now - timedelta(hours=1),
            details={"current_price": 505.00, "prev_price": 495.50, "change_pct": 1.92},
            price=Decimal("505.00"),
            volume=85000000,
            change_pct=Decimal("5.5"),
            severity=4,
        ),
        MarketAlert(
            ticker="MSFT",
            alert_type="high_volatility",
            timestamp=now - timedelta(hours=3),
            details={"recent_volatility": 4.5, "avg_volatility": 2.0, "multiplier": 2.25},
            price=Decimal("380.25"),
            volume=50000000,
            change_pct=Decimal("1.2"),
            severity=5,
        ),
    ]
    
    session.add_all(alerts)
    session.commit()
    
    return alerts


def test_get_congressional_watchlist(test_db_session, sample_congressional_trades):
    """Test building watchlist from congressional trades."""
    session = test_db_session
    monitor = MarketMonitor(session)
    
    watchlist = monitor.get_congressional_watchlist(limit=10)
    
    assert len(watchlist) > 0
    assert "NVDA" in watchlist  # Most traded
    assert watchlist[0] == "NVDA"  # Should be first (3 trades)


def test_check_ticker_basic(test_db_session):
    """Test basic ticker checking (may not find alerts with real data)."""
    session = test_db_session
    monitor = MarketMonitor(session)
    
    # This uses real yfinance data, so alerts depend on current market
    # We test that it doesn't crash
    alerts = monitor.check_ticker("AAPL", lookback_days=5)
    
    assert isinstance(alerts, list)
    # Each alert should have required fields
    for alert in alerts:
        assert "ticker" in alert
        assert "alert_type" in alert
        assert "timestamp" in alert
        assert "severity" in alert


def test_scan_watchlist_with_mock(test_db_session, sample_congressional_trades, monkeypatch):
    """Test scanning watchlist with mocked data."""
    session = test_db_session
    monitor = MarketMonitor(session)
    
    # Mock the check_ticker method to return controlled data
    def mock_check_ticker(ticker, lookback_days=5):
        if ticker == "NVDA":
            return [
                {
                    "ticker": ticker,
                    "alert_type": "unusual_volume",
                    "timestamp": datetime.now(timezone.utc),
                    "details": {"multiplier": 3.5},
                    "price": Decimal("500.00"),
                    "volume": 100000000,
                    "change_pct": Decimal("2.5"),
                    "severity": 7,
                }
            ]
        return []
    
    monkeypatch.setattr(monitor, "check_ticker", mock_check_ticker)
    
    # Scan with limited watchlist
    alerts = monitor.scan_watchlist(tickers=["NVDA", "MSFT"], lookback_days=5)
    
    assert len(alerts) == 1
    assert alerts[0]["ticker"] == "NVDA"
    assert alerts[0]["alert_type"] == "unusual_volume"


def test_save_alerts(test_db_session):
    """Test saving alerts to database."""
    session = test_db_session
    monitor = MarketMonitor(session)
    
    alerts_data = [
        {
            "ticker": "TSLA",
            "alert_type": "price_spike",
            "timestamp": datetime.now(timezone.utc),
            "details": {"change_pct": 7.5},
            "price": Decimal("250.00"),
            "volume": 75000000,
            "change_pct": Decimal("7.5"),
            "severity": 8,
        },
        {
            "ticker": "TSLA",
            "alert_type": "unusual_volume",
            "timestamp": datetime.now(timezone.utc),
            "details": {"multiplier": 4.0},
            "price": Decimal("250.00"),
            "volume": 120000000,
            "change_pct": Decimal("7.5"),
            "severity": 9,
        },
    ]
    
    saved_count = monitor.save_alerts(alerts_data)
    
    assert saved_count == 2
    
    # Verify in database
    alerts = session.query(MarketAlert).filter_by(ticker="TSLA").all()
    assert len(alerts) == 2


def test_get_recent_alerts(test_db_session, sample_alerts):
    """Test querying recent alerts."""
    session = test_db_session
    monitor = MarketMonitor(session)
    
    # Get all alerts
    all_alerts = monitor.get_recent_alerts(days=1)
    assert len(all_alerts) >= 3
    
    # Filter by ticker
    nvda_alerts = monitor.get_recent_alerts(ticker="NVDA", days=1)
    assert len(nvda_alerts) == 2
    assert all(a.ticker == "NVDA" for a in nvda_alerts)
    
    # Filter by alert type
    volume_alerts = monitor.get_recent_alerts(alert_type="unusual_volume", days=1)
    assert len(volume_alerts) == 1
    assert volume_alerts[0].alert_type == "unusual_volume"
    
    # Filter by severity
    high_sev_alerts = monitor.get_recent_alerts(min_severity=6, days=1)
    assert all(a.severity >= 6 for a in high_sev_alerts)


def test_get_ticker_alert_summary(test_db_session, sample_alerts):
    """Test alert summary by ticker."""
    session = test_db_session
    monitor = MarketMonitor(session)
    
    summary = monitor.get_ticker_alert_summary(days=1)
    
    assert "NVDA" in summary
    assert "MSFT" in summary
    
    nvda_summary = summary["NVDA"]
    assert nvda_summary["alert_count"] == 2
    assert nvda_summary["max_severity"] == 7
    assert 4 <= nvda_summary["avg_severity"] <= 7


def test_alert_manager_format_text(test_db_session, sample_alerts):
    """Test text formatting of alerts."""
    session = test_db_session
    alert_mgr = AlertManager(session)
    
    alert = sample_alerts[0]  # NVDA unusual volume
    
    text = alert_mgr.format_alert_text(alert)
    
    assert "NVDA" in text
    assert "UNUSUAL VOLUME" in text
    assert "Severity" in text
    assert "$495.50" in text


def test_alert_manager_format_html(test_db_session, sample_alerts):
    """Test HTML formatting of alerts."""
    session = test_db_session
    alert_mgr = AlertManager(session)
    
    alert = sample_alerts[0]
    
    html = alert_mgr.format_alert_html(alert)
    
    assert "<div" in html
    assert "NVDA" in html
    assert "unusual_volume" in html or "Unusual Volume" in html


def test_alert_manager_filter_alerts(test_db_session, sample_alerts):
    """Test filtering alerts."""
    session = test_db_session
    alert_mgr = AlertManager(session)
    
    # Filter by severity
    high_sev = alert_mgr.filter_alerts(sample_alerts, min_severity=6)
    assert len(high_sev) == 1
    assert high_sev[0].ticker == "NVDA"
    assert high_sev[0].severity == 7
    
    # Filter by ticker
    nvda_only = alert_mgr.filter_alerts(sample_alerts, min_severity=0, tickers=["NVDA"])
    assert len(nvda_only) == 2
    assert all(a.ticker == "NVDA" for a in nvda_only)
    
    # Filter by alert type
    volume_only = alert_mgr.filter_alerts(sample_alerts, alert_types=["unusual_volume"])
    assert len(volume_only) == 1
    assert volume_only[0].alert_type == "unusual_volume"
    
    # Combined filters
    filtered = alert_mgr.filter_alerts(
        sample_alerts,
        min_severity=4,
        tickers=["NVDA"],
        alert_types=["unusual_volume", "price_spike"]
    )
    assert len(filtered) == 2


def test_alert_manager_generate_summary_text(test_db_session, sample_alerts):
    """Test generating text summary report."""
    session = test_db_session
    alert_mgr = AlertManager(session)
    
    report = alert_mgr.generate_summary_report(sample_alerts, format="text")
    
    assert "MARKET ACTIVITY ALERTS" in report
    assert "3 Alerts" in report
    assert "NVDA" in report
    assert "MSFT" in report
    assert "SUMMARY" in report


def test_alert_manager_generate_summary_html(test_db_session, sample_alerts):
    """Test generating HTML summary report."""
    session = test_db_session
    alert_mgr = AlertManager(session)
    
    report = alert_mgr.generate_summary_report(sample_alerts, format="html")
    
    assert "<html>" in report
    assert "<head>" in report
    assert "Market Activity Alerts" in report
    assert "NVDA" in report


def test_alert_manager_empty_alerts(test_db_session):
    """Test handling empty alert list."""
    session = test_db_session
    alert_mgr = AlertManager(session)
    
    report = alert_mgr.generate_summary_report([], format="text")
    
    assert "No alerts" in report


def test_market_alert_model(test_db_session):
    """Test MarketAlert model creation and retrieval."""
    session = test_db_session
    
    alert = MarketAlert(
        ticker="GOOGL",
        alert_type="price_spike",
        timestamp=datetime.now(timezone.utc),
        details={"test": "data"},
        price=Decimal("140.50"),
        volume=25000000,
        change_pct=Decimal("6.2"),
        severity=7,
        source="test",
    )
    
    session.add(alert)
    session.commit()
    
    # Retrieve
    retrieved = session.query(MarketAlert).filter_by(ticker="GOOGL").first()
    
    assert retrieved is not None
    assert retrieved.ticker == "GOOGL"
    assert retrieved.alert_type == "price_spike"
    assert retrieved.severity == 7
    assert retrieved.details == {"test": "data"}
    assert float(retrieved.price) == 140.50


def test_alert_timestamp_filtering(test_db_session):
    """Test filtering alerts by timestamp."""
    session = test_db_session
    
    now = datetime.now(timezone.utc)
    
    # Create alerts at different times
    old_alert = MarketAlert(
        ticker="TEST1",
        alert_type="test",
        timestamp=now - timedelta(days=10),
        severity=5,
    )
    recent_alert = MarketAlert(
        ticker="TEST2",
        alert_type="test",
        timestamp=now - timedelta(hours=2),
        severity=5,
    )
    
    session.add_all([old_alert, recent_alert])
    session.commit()
    
    monitor = MarketMonitor(session)
    
    # Should only get recent alert
    alerts_1_day = monitor.get_recent_alerts(days=1)
    test_alerts = [a for a in alerts_1_day if a.ticker.startswith("TEST")]
    assert len(test_alerts) == 1
    assert test_alerts[0].ticker == "TEST2"
    
    # Should get both with longer lookback
    alerts_30_days = monitor.get_recent_alerts(days=30)
    test_alerts = [a for a in alerts_30_days if a.ticker.startswith("TEST")]
    assert len(test_alerts) == 2