Add drift-comparator pushdown for conditional market fetches

tests/test_drift_comparator.py

@@ -0,0 +1,108 @@
+"""Tests for DriftComparator pushdown logic."""
+
+import time
+from unittest.mock import patch
+
+from trading_system.drift_comparator import DriftComparator
+
+
+class TestShouldFullFetch:
+    def test_cold_start_always_fetches(self):
+        comp = DriftComparator()
+        assert comp.should_full_fetch("BTC", 100.0) is True
+
+    def test_no_fetch_when_price_flat(self):
+        comp = DriftComparator(price_drift_pct=0.005)
+        comp.update("BTC", 100.0, {"current_price": 100.0}, {})
+        # 0.1% move — below 0.5% threshold
+        assert comp.should_full_fetch("BTC", 100.1) is False
+
+    def test_fetch_when_price_drifts(self):
+        comp = DriftComparator(price_drift_pct=0.005)
+        comp.update("BTC", 100.0, {"current_price": 100.0}, {})
+        # 1% move — above 0.5% threshold
+        assert comp.should_full_fetch("BTC", 101.0) is True
+
+    def test_fetch_on_price_drop(self):
+        comp = DriftComparator(price_drift_pct=0.005)
+        comp.update("BTC", 100.0, {"current_price": 100.0}, {})
+        assert comp.should_full_fetch("BTC", 99.0) is True
+
+    def test_high_vol_tighter_threshold(self):
+        comp = DriftComparator(price_drift_pct=0.005, high_vol_drift_pct=0.002)
+        comp.update("BTC", 100.0, {"current_price": 100.0}, {})
+        # 0.3% move — below default but above high_vol threshold
+        assert comp.should_full_fetch("BTC", 100.3, regime="MEDIUM_VOL") is False
+        assert comp.should_full_fetch("BTC", 100.3, regime="HIGH_VOL") is True
+
+    def test_staleness_forces_fetch(self):
+        comp = DriftComparator(max_stale_minutes=0.01)  # ~0.6 seconds
+        comp.update("BTC", 100.0, {"current_price": 100.0}, {})
+        time.sleep(0.7)
+        # Price hasn't moved but data is stale
+        assert comp.should_full_fetch("BTC", 100.0) is True
+
+
+class TestCachedMetrics:
+    def test_returns_none_for_unknown_symbol(self):
+        comp = DriftComparator()
+        assert comp.get_cached_metrics("BTC", 100.0) is None
+
+    def test_patches_current_price(self):
+        comp = DriftComparator()
+        original = {"current_price": 100.0, "30d_high": 110.0, "30d_low": 90.0}
+        comp.update("BTC", 100.0, original, {})
+        patched = comp.get_cached_metrics("BTC", 105.0)
+        assert patched["current_price"] == 105.0
+        assert patched["30d_high"] == 110.0
+        assert patched["30d_low"] == 90.0
+
+    def test_does_not_mutate_stored_metrics(self):
+        comp = DriftComparator()
+        original = {"current_price": 100.0}
+        comp.update("BTC", 100.0, original, {})
+        comp.get_cached_metrics("BTC", 999.0)
+        # Original stored state should be unchanged
+        assert comp._state["BTC"].last_metrics["current_price"] == 100.0
+
+
+class TestGetSymbolsNeedingFetch:
+    def test_returns_all_on_cold_start(self):
+        comp = DriftComparator()
+        quotes = {
+            "BTC": {"price": 100.0},
+            "SPY": {"price": 500.0},
+        }
+        result = comp.get_symbols_needing_fetch(quotes)
+        assert set(result) == {"BTC", "SPY"}
+
+    def test_filters_to_drifted_only(self):
+        comp = DriftComparator(price_drift_pct=0.005)
+        comp.update("BTC", 100.0, {}, {})
+        comp.update("SPY", 500.0, {}, {})
+        quotes = {
+            "BTC": {"price": 100.01},  # 0.01% — no drift
+            "SPY": {"price": 510.0},   # 2% — drifted
+        }
+        result = comp.get_symbols_needing_fetch(quotes)
+        assert result == ["SPY"]
+
+    def test_skips_missing_quotes(self):
+        comp = DriftComparator()
+        quotes = {
+            "BTC": {"price": 100.0},
+            "SPY": None,
+        }
+        result = comp.get_symbols_needing_fetch(quotes)
+        assert "SPY" not in result
+
+
+class TestHasState:
+    def test_false_before_update(self):
+        comp = DriftComparator()
+        assert comp.has_state("BTC") is False
+
+    def test_true_after_update(self):
+        comp = DriftComparator()
+        comp.update("BTC", 100.0, {}, {})
+        assert comp.has_state("BTC") is True