Fix Massive integration bug and close market data test gaps - #9
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Addresses every issue raised in planning/MARKET_DATA_REVIEW.md: - §3.1 (High): massive_client.py used snap.last_trade.timestamp, which doesn't exist on the real SDK's LastTrade dataclass, and divided by 1000 assuming milliseconds. Fixed to use sip_timestamp / 1e9 (nanoseconds -> seconds). Added a regression test built from a real TickerSnapshot.from_dict() payload instead of a MagicMock, so a future SDK-shape mismatch fails a test instead of failing silently. - §3.2: added a test that steps GBMSimulator with the full 10-ticker default watchlist, covering the real block-correlation matrix shape. - §3.3: test_exception_resilience now actually injects a failure into GBMSimulator.step() and asserts the background loop survives and keeps updating the cache afterward. - §3.4: _poll_once() now normalizes ticker casing like every other MassiveDataSource write path. - §3.5: documented the implementation-defined pre-start() behavior on MarketDataSource.add_ticker(). - §3.7: added a concurrent-writer stress test for PriceCache using real OS threads. - Ran ruff format on the 5 previously-flagged whitespace-only files. 103/103 tests passing, 98% coverage, ruff check and format clean. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
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Summary
Addresses every issue raised in
planning/MARKET_DATA_REVIEW.md:massive_client.pyreadsnap.last_trade.timestamp, which doesn't exist on the real Massive SDK'sLastTradedataclass, and divided by 1000 assuming milliseconds. This meant a validMASSIVE_API_KEYnever actually populated the cache. Fixed to usesip_timestamp / 1_000_000_000.0(nanoseconds → seconds). Added a regression test built from a realTickerSnapshot.from_dict()payload instead of aMagicMock, so a future SDK-shape mismatch fails a test instead of failing silently in production.GBMSimulatorwith the full 10-ticker default watchlist, covering the real block-correlation matrix shape (not just the 1-2 ticker cases used elsewhere).test_exception_resiliencenow actually injects a failure intoGBMSimulator.step()and asserts the background loop survives and keeps updating the cache afterward._poll_once()now normalizes ticker casing like every otherMassiveDataSourcewrite path.start()behavior onMarketDataSource.add_ticker().PriceCacheusing real OS threads.ruff formaton the 5 previously-flagged whitespace-only files.Test plan
uv run --extra dev pytest— 103/103 passinguv run --extra dev pytest --cov=app— 98% coverageuv run --extra dev ruff check app/ tests/— cleanuv run --extra dev ruff format --check app/ tests/— clean🤖 Generated with Claude Code