feat: Add trimmed mean filtering for exchange rate outlier detection (#3206)

Co-authored-by: Vlad Stan <stan.v.vlad@gmail.com>

tests/unit/test_exchange_rates.py

@@ -0,0 +1,125 @@
+from lnbits.utils.exchange_rates import (
+    apply_trimmed_mean_filter,
+)
+
+
+class TestApplyTrimmedMeanFilter:
+    """Test the trimmed mean filtering function"""
+
+    def test_trimmed_mean_filter_with_outliers(self):
+        """Test filtering removes outliers that deviate more than threshold"""
+        # Mock rates with one outlier (20% deviation)
+        rates = [
+            ("Binance", 50000.0),
+            ("Coinbase", 51000.0),
+            ("Kraken", 52000.0),
+            ("Outlier", 60000.0),  # 20% higher than others
+        ]
+
+        result = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        # Should remove the outliers (binance and outlier)
+        assert len(result) == 2
+        assert ("Outlier", 60000.0) not in result
+        assert ("Binance", 50000.0) not in result
+        assert ("Coinbase", 51000.0) in result
+        assert ("Kraken", 52000.0) in result
+
+    def test_trimmed_mean_filter_no_outliers(self):
+        """Test filtering keeps all rates when none are outliers"""
+        rates = [
+            ("Binance", 50000.0),
+            ("Coinbase", 50100.0),
+            ("Kraken", 50200.0),
+        ]
+
+        result = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        # Should keep all rates
+        assert len(result) == 3
+        assert result == rates
+
+    def test_trimmed_mean_filter_insufficient_data(self):
+        """Test filtering returns original data when less than 3 rates"""
+        rates = [
+            ("Binance", 50000.0),
+            ("Coinbase", 51000.0),
+        ]
+
+        result = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        # Should return original rates unchanged
+        assert result == rates
+
+    def test_trimmed_mean_filter_single_rate(self):
+        """Test filtering with single rate"""
+        rates = [("Binance", 50000.0)]
+
+        result = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        # Should return original rate unchanged
+        assert result == rates
+
+    def test_trimmed_mean_filter_empty_list(self):
+        """Test filtering with empty list"""
+        rates = []
+
+        result = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        # Should return empty list
+        assert result == []
+
+    def test_trimmed_mean_filter_too_many_outliers(self):
+        """Test fallback to median when filtering removes too many values"""
+        rates = [
+            ("Provider1", 50000.0),
+            ("Provider2", 60000.0),  # 20% higher
+            ("Provider3", 40000.0),  # 20% lower
+        ]
+
+        result = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        # Should fall back to rate closest to median (Provider1)
+        assert len(result) == 1
+        assert result[0] == ("Provider1", 50000.0)
+
+    def test_trimmed_mean_filter_different_thresholds(self):
+        """Test filtering with different threshold percentages"""
+        rates = [
+            ("Binance", 50000.0),
+            ("Coinbase", 51000.0),
+            ("Kraken", 53000.0),
+            ("Outlier", 55000.0),
+        ]
+
+        # For the values, the average is 52250
+        #  1% either side of the average is 51727.50 and 52772.50
+        # This would result in three rates being removed (Binance, Kraken and Outlier)
+        result_1pct = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        assert len(result_1pct) == 1
+        assert ("Binance", 50000.0) not in result_1pct
+        assert ("Coinbase", 51000.0) in result_1pct
+        assert ("Kraken", 53000.0) not in result_1pct
+        assert ("Outlier", 55000.0) not in result_1pct
+
+        # With 5% threshold, should keep just three
+        result_5pct = apply_trimmed_mean_filter(rates, threshold_percentage=0.05)
+        assert len(result_5pct) == 3
+        assert ("Binance", 50000.0) in result_5pct
+        assert ("Coinbase", 51000.0) in result_5pct
+        assert ("Kraken", 53000.0) in result_5pct
+        assert ("Outlier", 55000.0) not in result_5pct
+
+    def test_trimmed_mean_filter_edge_case_exact_threshold(self):
+        """Test filtering with rates exactly at the threshold"""
+        rates = [
+            ("Binance", 50000.0),
+            ("Coinbase", 50500.0),  # Exactly 1% higher
+        ]
+
+        result = apply_trimmed_mean_filter(rates, threshold_percentage=0.01)
+
+        # Should keep the rate at exactly 1% deviation
+        assert len(result) == 2
+        assert result == rates