Merge pull request #419 from coding-kitties/fix/417-granularity-order-missing-timeframes

fix: add missing TimeFrame members to granularity_order

Author: MDUYN

investing_algorithm_framework/infrastructure/services/backtesting/vector_backtest_service.py

@@ -513,15 +513,25 @@ def get_most_granular_ohlcv_data_source(data_sources):
         """
         granularity_order = {
             TimeFrame.ONE_MINUTE: 1,
+            TimeFrame.TWO_MINUTE: 2,
+            TimeFrame.THREE_MINUTE: 3,
+            TimeFrame.FOUR_MINUTE: 4,
             TimeFrame.FIVE_MINUTE: 5,
+            TimeFrame.TEN_MINUTE: 10,
             TimeFrame.FIFTEEN_MINUTE: 15,
+            TimeFrame.TWENTY_MINUTE: 20,
+            TimeFrame.THIRTY_MINUTE: 30,
             TimeFrame.ONE_HOUR: 60,
             TimeFrame.TWO_HOUR: 120,
             TimeFrame.FOUR_HOUR: 240,
+            TimeFrame.SIX_HOUR: 360,
+            TimeFrame.EIGHT_HOUR: 480,
             TimeFrame.TWELVE_HOUR: 720,
             TimeFrame.ONE_DAY: 1440,
+            TimeFrame.THREE_DAY: 4320,
             TimeFrame.ONE_WEEK: 10080,
-            TimeFrame.ONE_MONTH: 43200
+            TimeFrame.ONE_MONTH: 43200,
+            TimeFrame.ONE_YEAR: 525600,
         }
 
         most_granular = None

tests/app/backtesting/test_granularity_order.py

@@ -0,0 +1,91 @@
+from unittest import TestCase
+
+from investing_algorithm_framework.domain.models.data.data_source import (
+    DataSource,
+)
+from investing_algorithm_framework.domain.models.data.data_type import (
+    DataType,
+)
+from investing_algorithm_framework.domain.models.time_frame import TimeFrame
+from investing_algorithm_framework.infrastructure.services.backtesting \
+    .vector_backtest_service import VectorBacktestService
+
+
+class TestGetMostGranularOhlcvDataSource(TestCase):
+    """Test that get_most_granular_ohlcv_data_source handles all TimeFrame
+    members, including SIX_HOUR, EIGHT_HOUR, THREE_DAY that were previously
+    missing (GitHub issue #417)."""
+
+    def _make_source(self, time_frame):
+        return DataSource(
+            identifier=f"TEST/{time_frame.value}",
+            data_type=DataType.OHLCV,
+            symbol="BTC/EUR",
+            time_frame=time_frame,
+            market="BITVAVO",
+        )
+
+    def test_six_hour_does_not_raise(self):
+        sources = [
+            self._make_source(TimeFrame.ONE_DAY),
+            self._make_source(TimeFrame.SIX_HOUR),
+        ]
+        result = VectorBacktestService.get_most_granular_ohlcv_data_source(
+            sources
+        )
+        self.assertEqual(result.time_frame, TimeFrame.SIX_HOUR)
+
+    def test_eight_hour_does_not_raise(self):
+        sources = [
+            self._make_source(TimeFrame.ONE_DAY),
+            self._make_source(TimeFrame.EIGHT_HOUR),
+        ]
+        result = VectorBacktestService.get_most_granular_ohlcv_data_source(
+            sources
+        )
+        self.assertEqual(result.time_frame, TimeFrame.EIGHT_HOUR)
+
+    def test_three_day_does_not_raise(self):
+        sources = [
+            self._make_source(TimeFrame.ONE_WEEK),
+            self._make_source(TimeFrame.THREE_DAY),
+        ]
+        result = VectorBacktestService.get_most_granular_ohlcv_data_source(
+            sources
+        )
+        self.assertEqual(result.time_frame, TimeFrame.THREE_DAY)
+
+    def test_thirty_minute_does_not_raise(self):
+        sources = [
+            self._make_source(TimeFrame.ONE_HOUR),
+            self._make_source(TimeFrame.THIRTY_MINUTE),
+        ]
+        result = VectorBacktestService.get_most_granular_ohlcv_data_source(
+            sources
+        )
+        self.assertEqual(result.time_frame, TimeFrame.THIRTY_MINUTE)
+
+    def test_most_granular_among_all_new_timeframes(self):
+        """SIX_HOUR < EIGHT_HOUR < TWELVE_HOUR in granularity rank."""
+        sources = [
+            self._make_source(TimeFrame.TWELVE_HOUR),
+            self._make_source(TimeFrame.EIGHT_HOUR),
+            self._make_source(TimeFrame.SIX_HOUR),
+        ]
+        result = VectorBacktestService.get_most_granular_ohlcv_data_source(
+            sources
+        )
+        self.assertEqual(result.time_frame, TimeFrame.SIX_HOUR)
+
+    def test_ordering_preserved(self):
+        """Verify 4h is more granular than 6h which is more granular
+        than 8h."""
+        sources = [
+            self._make_source(TimeFrame.EIGHT_HOUR),
+            self._make_source(TimeFrame.SIX_HOUR),
+            self._make_source(TimeFrame.FOUR_HOUR),
+        ]
+        result = VectorBacktestService.get_most_granular_ohlcv_data_source(
+            sources
+        )
+        self.assertEqual(result.time_frame, TimeFrame.FOUR_HOUR)