fix(data): preserve K-line price precision

Author: mameikagou

backend_api_python/app/data_sources/base.py

@@ -73,13 +73,13 @@ def format_kline(
         close: float,
         volume: float
     ) -> Dict[str, Any]:
-        """Normalize one K-line row."""
+        """Normalize one K-line row while preserving provider price precision; volume keeps two decimals."""
         return {
             'time': timestamp,
-            'open': round(float(open_price), 4),
-            'high': round(float(high), 4),
-            'low': round(float(low), 4),
-            'close': round(float(close), 4),
+            'open': float(open_price),
+            'high': float(high),
+            'low': float(low),
+            'close': float(close),
             'volume': round(float(volume), 2)
         }
 
@@ -173,4 +173,3 @@ def log_result(
                 )
         else:
             logger.warning(f"{self.name}: no data for {symbol}")
-

backend_api_python/tests/test_data_source_base.py

@@ -0,0 +1,57 @@
+"""Regression coverage for generic K-line normalization."""
+
+import math
+
+import pytest
+
+from app.data_sources.base import BaseDataSource
+
+
+class _TestDataSource(BaseDataSource):
+    """Concrete shell for exercising the shared normalization method."""
+
+    def get_kline(self, symbol, timeframe, limit, before_time=None, after_time=None):
+        return []
+
+
+@pytest.fixture
+def data_source():
+    return _TestDataSource()
+
+
+@pytest.mark.parametrize(
+    "price",
+    [0.01038, 0.001038, 123.456789],
+)
+def test_format_kline_preserves_source_price_precision(data_source, price):
+    row = data_source.format_kline(1_700_000_000, price, price, price, price, 12.3456)
+
+    assert row["open"] == price
+    assert row["high"] == price
+    assert row["low"] == price
+    assert row["close"] == price
+
+
+def test_format_kline_keeps_timestamp_and_existing_volume_normalization(data_source):
+    row = data_source.format_kline(
+        1_700_000_123,
+        10.123456,
+        10.234567,
+        10.012345,
+        10.200001,
+        9876.54321,
+    )
+
+    assert row["time"] == 1_700_000_123
+    assert row["volume"] == 9876.54
+
+
+def test_format_kline_preserves_nan_price_behavior(data_source):
+    row = data_source.format_kline(1, math.nan, 2.0, 1.0, 1.5, 0.0)
+
+    assert math.isnan(row["open"])
+
+
+def test_format_kline_rejects_non_numeric_prices(data_source):
+    with pytest.raises(ValueError):
+        data_source.format_kline(1, "not-a-price", 2.0, 1.0, 1.5, 0.0)