128 lines
4.1 KiB
Python
128 lines
4.1 KiB
Python
"""Tests for sanguo_backtest.result_store module."""
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import pytest
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import pandas as pd
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from datetime import datetime
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from sanguo_backtest.result_store import (
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BacktestResult,
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save_result,
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load_result,
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list_results
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)
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def test_save_and_load_result(temp_db_path):
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"""Test saving and loading a backtest result without parquet files."""
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# Create a result without equity_curve and trades (file_dir=None by default)
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result = BacktestResult(
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task_id="test_task_001",
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type="cta",
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status="completed",
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strategy="DualThrustStrategy",
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symbol="IF2401",
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params={"window": 20, "entry_threshold": 0.5},
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start="2024-01-01",
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end="2024-03-31",
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statistics={
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"total_return": 0.15,
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"sharpe_ratio": 1.2,
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"max_drawdown": -0.08,
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"win_rate": 0.55
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}
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)
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# Save the result
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result_id = save_result(result, temp_db_path)
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assert result_id > 0
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assert isinstance(result_id, int)
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# Load the result
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loaded_result = load_result(result_id, temp_db_path)
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# Verify all fields match
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assert loaded_result.task_id == result.task_id
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assert loaded_result.type == result.type
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assert loaded_result.status == result.status
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assert loaded_result.strategy == result.strategy
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assert loaded_result.symbol == result.symbol
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assert loaded_result.params == result.params
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assert loaded_result.start == result.start
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assert loaded_result.end == result.end
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assert loaded_result.statistics == result.statistics
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assert loaded_result.equity_curve is None
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assert loaded_result.trades is None
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assert loaded_result.error_msg is None
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def test_list_results_filter(temp_db_path):
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"""Test listing results with type filter."""
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# Create multiple results of different types
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cta_result = BacktestResult(
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task_id="cta_task_001",
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type="cta",
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status="completed",
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strategy="DualThrustStrategy",
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symbol="IF2401",
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params={"window": 20},
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start="2024-01-01",
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end="2024-03-31",
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statistics={"total_return": 0.15}
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)
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factor_result = BacktestResult(
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task_id="factor_task_001",
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type="factor",
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status="completed",
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strategy="Alpha158Strategy",
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symbol="000001.SZ",
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params={"factors": ["alpha001", "alpha002"]},
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start="2024-01-01",
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end="2024-03-31",
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statistics={"total_return": 0.20}
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)
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# Save both results
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cta_id = save_result(cta_result, temp_db_path)
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factor_id = save_result(factor_result, temp_db_path)
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# List all results
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all_results = list_results(db_path=temp_db_path)
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assert len(all_results) == 2
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# List only CTA results
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cta_results = list_results(type_filter="cta", db_path=temp_db_path)
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assert len(cta_results) == 1
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assert cta_results[0].type == "cta"
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assert cta_results[0].task_id == "cta_task_001"
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# List only factor results
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factor_results = list_results(type_filter="factor", db_path=temp_db_path)
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assert len(factor_results) == 1
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assert factor_results[0].type == "factor"
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assert factor_results[0].task_id == "factor_task_001"
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def test_failed_result_stores_error_msg(temp_db_path):
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"""Test that failed results store error messages."""
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# Create a failed result with error message
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failed_result = BacktestResult(
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task_id="failed_task_001",
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type="cta",
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status="failed",
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strategy="DualThrustStrategy",
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symbol="IF2401",
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params={"window": 20},
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start="2024-01-01",
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end="2024-03-31",
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statistics={}, # Empty statistics for failed result
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error_msg="Data loading failed: insufficient historical data"
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)
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# Save the failed result
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result_id = save_result(failed_result, temp_db_path)
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# Load and verify error message is preserved
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loaded_result = load_result(result_id, temp_db_path)
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assert loaded_result.status == "failed"
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assert loaded_result.error_msg == "Data loading failed: insufficient historical data"
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assert loaded_result.statistics == {}
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