set50-system/backend/tests/test_siamchart_factors.py

"""Tests for the Siamchart fundamental factor view and /api/v1/factors endpoint."""

from __future__ import annotations

import json
import tempfile
import unittest
from pathlib import Path

from app import create_app
from app import siamchart_factors


def _make_snapshot(tmpdir: Path, rows, details):
    path = tmpdir / "snapshot.json"
    payload = {
        "source": "siamchart",
        "retrieved_at": "2026-08-25T01:00:00Z",
        "count": len(rows),
        "rows": rows,
        "details": details,
        "details_count": len(details),
    }
    path.write_text(json.dumps(payload, ensure_ascii=False), encoding="utf-8")
    return path


class BuildFactorViewTest(unittest.TestCase):
    def setUp(self) -> None:
        self._tmp = tempfile.TemporaryDirectory()
        self.tmp_path = Path(self._tmp.name)

    def tearDown(self) -> None:
        self._tmp.cleanup()

    def test_builds_factor_view_with_dividend_flag(self) -> None:
        rows = [
            {"symbol": "AOT", "eps": {"1": 1.0, "2": 1.1, "3": 1.2, "4": 1.3, "5": 1.4}, "eps_yoy": {}, "pe": 51.25},
            {"symbol": "PTT", "eps": {"1": 4.0, "2": 4.1, "3": 4.2, "4": 4.3, "5": 4.4}, "eps_yoy": {}, "pe": 9.42},
        ]
        details = {
            "AOT": {"ratios": {"PE": 51.25, "Yield %": 1.21, "P/BV": 7.13, "EPS": 1.4, "ROE%": 14.3}},
            "PTT": {"ratios": {"PE": 9.42, "Yield %": 5.64, "P/BV": 0.97, "EPS": 4.33, "ROE%": 8.53}},
        }
        path = _make_snapshot(self.tmp_path, rows, details)
        view = siamchart_factors.build_factor_view(path)
        self.assertTrue(view["available"])
        self.assertEqual(view["factor_count"], 2)
        self.assertEqual(view["dividend_count"], 2)
        aot = next(f for f in view["factors"] if f["symbol"] == "AOT")
        self.assertTrue(aot["is_dividend"])
        self.assertEqual(aot["dividend_yield"], 1.21)
        self.assertEqual(aot["pe"], 51.25)
        # EPS latest must be the MOST RECENT year (5), not the oldest (1).
        self.assertEqual(aot["eps"], 1.4)
        # EPS growth derived from the series: (1.4-1.3)/1.3*100
        self.assertAlmostEqual(aot["eps_growth_yoy"], round((1.4 - 1.3) / 1.3 * 100, 2))

    def test_missing_snapshot_returns_unavailable(self) -> None:
        view = siamchart_factors.build_factor_view(self.tmp_path / "nope.json")
        self.assertFalse(view["available"])
        self.assertEqual(view["factors"], [])

    def test_eps_growth_none_when_prior_zero(self) -> None:
        rows = [{"symbol": "X", "eps": {"1": 0, "2": 0, "3": 0, "4": 0, "5": 5.0}, "eps_yoy": {}, "pe": 10.0}]
        path = _make_snapshot(self.tmp_path, rows, {"X": {"ratios": {"PE": 10.0}}})
        view = siamchart_factors.build_factor_view(path)
        x = view["factors"][0]
        self.assertIsNotNone(x["eps"])
        # prior period is 0 -> cannot divide -> None
        self.assertIsNone(x["eps_growth_yoy"])


class FactorsEndpointTest(unittest.TestCase):
    def setUp(self) -> None:
        self.snapshot = {
            "as_of": "2026-08-21",
            "source": {"source_id": "fixture.tourism", "source_url": "x",
                       "published_at": "2026-08-21T08:00:00Z",
                       "retrieved_at": "2026-08-21T08:05:00Z", "vintage_id": "fixture-1"},
            "observations": [{"metric_key": "arrivals_yoy", "value": 12, "expected": 8, "scale": 2, "unit": "percent"}],
            "exposures": [
                {"symbol": "AOT", "coefficient": 1.0, "confidence": 0.95, "evidence": "airport"},
                {"symbol": "PTT", "coefficient": -0.2, "confidence": 0.60, "evidence": "control"},
            ],
        }
        self.app = create_app({
            "TESTING": True,
            "SNAPSHOT": self.snapshot,
            "PAPER_AUTH_MODE": "token",
            "PAPER_BIND_HOST": "127.0.0.1",
            "PAPER_WRITE_TOKEN": "test-token",
        })
        self.client = self.app.test_client()

    def test_factors_endpoint_merges_fundamentals_and_signal(self) -> None:
        # relies on the on-disk backend/data/siamchart/set50_master.json snapshot
        response = self.client.get("/api/v1/factors")
        self.assertEqual(response.status_code, 200)
        body = response.get_json()
        self.assertIn("available", body)
        if body["available"]:
            self.assertGreaterEqual(body.get("factor_count", 0), 1)
            # entries carry both fundamental and signal fields
            first = body["factors"][0]
            for key in ("symbol", "pe", "dividend_yield", "is_dividend", "signal_side"):
                self.assertIn(key, first)

    def test_factors_endpoint_signal_join(self) -> None:
        response = self.client.get("/api/v1/factors")
        body = response.get_json()
        if body["available"]:
            by_sym = {f["symbol"]: f for f in body["factors"]}
            # signal is a valid LONG/SHORT/NEUTRAL (quartile + regime gate),
            # derived from the theme engine; every factor carries one.
            for f in body["factors"]:
                self.assertIn(f.get("signal_side"), ("LONG", "SHORT", "NEUTRAL", None))
            # a dividend payer that exists is a factor row
            self.assertGreaterEqual(len(by_sym), 1)


if __name__ == "__main__":
    unittest.main()