Improve backtest lazy loading and test automation
This commit is contained in:
@@ -48,7 +48,7 @@ jobs:
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pip install nicegui fastapi uvicorn yfinance polars pandas pydantic pyyaml
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pip list
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- name: Run tests
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run: pytest tests/test_pricing.py tests/test_strategies.py tests/test_portfolio.py -v --tb=short
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run: pytest -v --tb=short
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type-check:
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runs-on: [linux, docker]
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@@ -1,7 +1,7 @@
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from __future__ import annotations
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import logging
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from datetime import date, datetime
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from datetime import date, datetime, timedelta
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from typing import TYPE_CHECKING, Any
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from fastapi.responses import RedirectResponse
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@@ -13,7 +13,7 @@ from app.models.backtest_settings import BacktestSettings
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from app.models.backtest_settings_repository import BacktestSettingsRepository
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from app.models.workspace import get_workspace_repository
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from app.pages.common import dashboard_page, split_page_panes
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from app.services.backtesting.databento_source import DatabentoHistoricalPriceSource
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from app.services.backtesting.databento_source import DatabentoHistoricalPriceSource, DatabentoSourceConfig
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from app.services.backtesting.jobs import (
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JobStatus,
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job_store,
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@@ -34,7 +34,6 @@ DATABENTO_DATASETS = {
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DATABENTO_SCHEMAS = {
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"ohlcv-1d": "Daily bars (ohlcv-1d)",
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"ohlcv-1h": "Hourly bars (ohlcv-1h)",
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}
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UNDERLYING_SYMBOLS = {
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@@ -62,12 +61,38 @@ DATABENTO_DATASET_MIN_DATES = {
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"GLBX.MDP3": date(2010, 1, 1), # GLBX.MDP3 futures data from 2010
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}
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DEFAULT_DATABENTO_DATASET_BY_SYMBOL = {
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"GLD": "XNAS.BASIC",
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"GC": "GLBX.MDP3",
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"XAU": "XNAS.BASIC",
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}
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def get_default_backtest_dates() -> tuple[date, date]:
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"""Get default backtest date range (March 2026 for testing).
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Returns dates (start, end) for March 2026.
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"""
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def recommended_databento_dataset(symbol: str) -> str:
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return DEFAULT_DATABENTO_DATASET_BY_SYMBOL.get(symbol.upper(), "XNAS.BASIC")
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def _most_recent_completed_friday(reference: date | None = None) -> date:
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anchor = (reference or date.today()) - timedelta(days=1)
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while anchor.weekday() != 4:
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anchor -= timedelta(days=1)
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return anchor
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def get_default_backtest_dates(*, data_source: str = "databento", dataset: str = "XNAS.BASIC") -> tuple[date, date]:
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# """Return a recent completed Monday-Friday window that is valid for the selected source."""
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# end = _most_recent_completed_friday()
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# if data_source == "databento":
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# min_date = DATABENTO_DATASET_MIN_DATES.get(dataset)
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# if min_date and end < min_date:
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# end = min_date
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# start = end - timedelta(days=4)
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# if data_source == "databento":
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# min_date = DATABENTO_DATASET_MIN_DATES.get(dataset)
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# if min_date and start < min_date:
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# start = min_date
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# For pre-alpha testing, always use the same range
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start = date(2026, 3, 2)
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end = date(2026, 3, 25)
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return start, end
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@@ -411,19 +436,21 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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default_margin_call_ltv = saved_settings.margin_call_ltv
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else:
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default_data_source = "databento"
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default_dataset = "XNAS.BASIC"
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default_schema = "ohlcv-1d"
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# Default to March 2026 for testing
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default_start_date = date(2026, 3, 2).isoformat()
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default_end_date = date(2026, 3, 25).isoformat()
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default_symbol = "GLD"
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default_dataset = recommended_databento_dataset(default_symbol)
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default_schema = "ohlcv-1d"
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default_start, default_end = get_default_backtest_dates(
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data_source=default_data_source,
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dataset=default_dataset,
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)
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default_start_date = default_start.isoformat()
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default_end_date = default_end.isoformat()
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default_start_price = 0.0
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# Use a reasonable default GLD price for initial render (will be derived async)
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# This prevents blocking page load with Databento API call
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default_entry_spot = 230.0 # Approximate GLD price
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# Keep first paint fast by using a static reference spot for derived default sizing.
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default_entry_spot = 230.0
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default_units = (
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asset_quantity_from_workspace_config(config, entry_spot=default_entry_spot, symbol="GLD")
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asset_quantity_from_workspace_config(config, entry_spot=default_entry_spot, symbol=default_symbol)
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if config is not None and default_entry_spot > 0
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else 1000.0
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)
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@@ -466,30 +493,31 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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dataset_select = (
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ui.select(DATABENTO_DATASETS, value=default_dataset, label="Dataset")
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.classes("w-full")
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.props("data-testid=dataset-select")
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.props("data-testid=dataset-select disable")
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)
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schema_select = (
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ui.select(DATABENTO_SCHEMAS, value=default_schema, label="Resolution")
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.classes("w-full")
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.props("data-testid=schema-select")
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)
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ui.label(
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"Dataset follows the selected symbol. Backtests currently use daily Databento bars only."
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).classes("text-xs text-slate-500 dark:text-slate-400")
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# Cost estimate display
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with ui.row().classes("items-center gap-2"):
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preview_spinner = ui.spinner(size="sm", color="primary")
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preview_status_label = ui.label("").classes("text-sm text-slate-500 dark:text-slate-400")
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load_preview_button = (
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ui.button("Load scenario preview")
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.props("outline color=primary data-testid=load-backtest-preview-button")
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.classes("mt-2")
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)
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cost_estimate_label = ui.label("").classes("text-sm text-slate-500 dark:text-slate-400")
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cost_estimate_label.set_visibility(False)
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# Cache status display
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cache_status_label = ui.label("").classes("text-sm")
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# Show/hide Databento options based on data source
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# Placeholder for cost estimate callback - will be defined later
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_update_cost_estimate_callback: list[Any] = [None]
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def update_databento_visibility() -> None:
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is_databento = str(data_source_select.value) == "databento"
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databento_options_card.set_visibility(is_databento)
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if is_databento and _update_cost_estimate_callback[0]:
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_update_cost_estimate_callback[0]()
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data_source_select.on_value_change(lambda e: update_databento_visibility())
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@@ -529,8 +557,7 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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f"GLD data available from {SYMBOL_MIN_DATES['GLD'].strftime('%Y-%m-%d')} (ETF launch)"
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).classes("text-xs text-slate-500 dark:text-slate-400")
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# Note: date_range_hint will be updated when symbol changes via on_value_change
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# The get_symbol_from_dataset function is defined later and referenced in the callback
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# date_range_hint is kept in sync with the selected symbol and data source.
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start_price_input = (
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ui.number("Start price (0 = auto-derive)", value=default_start_price, min=0, step=0.01)
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@@ -578,6 +605,9 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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entry_spot_hint = ui.label("").classes("text-sm text-slate-500 dark:text-slate-400")
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validation_label = ui.label("").classes("text-sm text-rose-600 dark:text-rose-300")
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progress_label = ui.label("").classes("text-sm text-sky-600 dark:text-sky-300")
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ui.label(
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"Backtest page metadata is lazy-loaded. Use ‘Load scenario preview’ when you want entry spot, Databento cost, and cache details without running the full backtest."
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).classes("text-xs text-slate-500 dark:text-slate-400")
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run_button = (
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ui.button("Run backtest").props("color=primary data-testid=run-backtest-button").classes("mt-2")
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)
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@@ -595,100 +625,54 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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except ValueError as exc:
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raise ValueError(f"{field_name} must be in YYYY-MM-DD format") from exc
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def get_symbol_from_dataset() -> str:
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"""Map dataset selection to underlying symbol."""
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dataset = str(dataset_select.value)
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if dataset == "GLBX.MDP3":
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return "GC"
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return "GLD" # Default for XNAS.BASIC
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preview_state: dict[str, Any] = {
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"entry_spot": None,
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"error": None,
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"pending": "Preview not loaded yet. Heavy Databento lookups stay lazy until you request them.",
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}
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def get_selected_symbol() -> str:
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return str(symbol_select.value or default_symbol).strip().upper()
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def sync_symbol_bound_databento_dataset() -> None:
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dataset_select.value = recommended_databento_dataset(get_selected_symbol())
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dataset_select.update()
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def sync_databento_config() -> None:
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service.databento_config = DatabentoSourceConfig(
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dataset=str(dataset_select.value),
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schema=str(schema_select.value),
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)
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service._databento_provider = None
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def update_date_range_hint() -> None:
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"""Update the date range hint based on selected symbol and data source."""
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symbol = get_symbol_from_dataset()
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symbol = get_selected_symbol()
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data_source = str(data_source_select.value)
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# Use dataset-specific minimum for Databento
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if data_source == "databento":
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try:
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service.validate_data_source_support(symbol, data_source)
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except ValueError as exc:
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date_range_hint.set_text(str(exc))
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return
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dataset = str(dataset_select.value)
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min_date = DATABENTO_DATASET_MIN_DATES.get(dataset)
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if min_date:
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date_range_hint.set_text(f"{dataset} data available from {min_date.strftime('%Y-%m-%d')}")
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return
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# Fall back to symbol minimum
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min_date = SYMBOL_MIN_DATES.get(symbol)
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if min_date:
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date_range_hint.set_text(f"{symbol} data available from {min_date.strftime('%Y-%m-%d')}")
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else:
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date_range_hint.set_text(f"{symbol} data availability unknown")
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def update_cost_estimate() -> None:
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"""Update cost estimate display based on current settings."""
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current_data_source = str(data_source_select.value)
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if current_data_source != "databento":
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cost_estimate_label.set_visibility(False)
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cache_status_label.set_visibility(False)
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return
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# Set the callback for databento visibility updates
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_update_cost_estimate_callback[0] = update_cost_estimate
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try:
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start = parse_iso_date(start_input.value, "Start date")
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end = parse_iso_date(end_input.value, "End date")
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symbol = get_symbol_from_dataset()
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cost, error = _get_databento_cost_estimate(symbol, start, end)
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if error:
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cost_estimate_label.set_text(f"⚠️ Cost estimate unavailable: {error[:50]}")
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cost_estimate_label.classes("text-sm text-amber-600 dark:text-amber-400", remove="")
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elif cost > 0:
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cost_estimate_label.set_text(f"💰 Estimated cost: ${cost:.4f}")
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cost_estimate_label.classes("text-sm text-slate-600 dark:text-slate-400", remove="")
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else:
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cost_estimate_label.set_text("💰 Cost: Free (within usage allowance)")
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cost_estimate_label.classes("text-sm text-emerald-600 dark:text-emerald-400", remove="")
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cost_estimate_label.set_visibility(True)
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# Update cache status
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status_text, status_class = _get_databento_cache_status(symbol, start, end)
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cache_status_label.set_text(f"📦 {status_text}")
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cache_status_label.classes(
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status_class, remove="text-slate-500 text-emerald-600 text-amber-600 text-rose-600"
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)
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cache_status_label.set_visibility(True)
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except ValueError:
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cost_estimate_label.set_text("⚠️ Enter valid dates for cost estimate")
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cost_estimate_label.classes("text-sm text-amber-600 dark:text-amber-400", remove="")
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cost_estimate_label.set_visibility(True)
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cache_status_label.set_visibility(False)
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def derive_entry_spot() -> tuple[float | None, str | None]:
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"""Derive entry spot from historical data or use configured start price."""
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configured_start_price = float(start_price_input.value or 0.0)
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if configured_start_price > 0:
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return configured_start_price, None
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try:
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# Use the symbol from the dataset selection
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symbol = get_symbol_from_dataset()
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resolved_entry_spot = service.derive_entry_spot(
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symbol,
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parse_iso_date(start_input.value, "Start date"),
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parse_iso_date(end_input.value, "End date"),
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data_source=str(data_source_select.value),
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)
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except (ValueError, KeyError, RuntimeError) as exc:
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return None, str(exc)
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return resolved_entry_spot, None
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def render_seeded_summary(*, entry_spot: float | None = None, entry_spot_error: str | None = None) -> None:
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seeded_summary.clear()
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resolved_entry_spot = entry_spot
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resolved_error = entry_spot_error
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if resolved_entry_spot is None and resolved_error is None:
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resolved_entry_spot, resolved_error = derive_entry_spot()
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resolved_entry_spot = entry_spot if entry_spot is not None else preview_state["entry_spot"]
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resolved_error = entry_spot_error if entry_spot_error is not None else preview_state["error"]
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pending_text = str(preview_state.get("pending") or "")
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with seeded_summary:
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ui.label("Scenario Summary").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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with ui.grid(columns=1).classes("w-full gap-4 sm:grid-cols-2 lg:grid-cols-1 xl:grid-cols-2"):
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@@ -708,7 +692,7 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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),
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(
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"Entry spot",
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f"${resolved_entry_spot:,.2f}" if resolved_entry_spot is not None else "Unavailable",
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f"${resolved_entry_spot:,.2f}" if resolved_entry_spot is not None else "Lazy load pending",
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),
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]
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for label, value in cards:
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@@ -729,9 +713,105 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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ui.label(f"Dataset: {dataset_label} • Resolution: {schema_label}").classes(
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"text-sm text-slate-600 dark:text-slate-400"
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)
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if pending_text:
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ui.label(pending_text).classes("text-sm text-sky-700 dark:text-sky-300")
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if resolved_error:
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ui.label(resolved_error).classes("text-sm text-amber-700 dark:text-amber-300")
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def reset_lazy_preview(message: str | None = None) -> None:
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preview_state["entry_spot"] = None
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preview_state["error"] = None
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preview_state["pending"] = message or (
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"Preview not loaded yet. Heavy Databento lookups stay lazy until you request them."
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)
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preview_spinner.set_visibility(False)
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preview_status_label.set_text(str(preview_state["pending"]))
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load_preview_button.props(remove="loading")
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cost_estimate_label.set_text("")
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cost_estimate_label.set_visibility(False)
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cache_status_label.set_text("")
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cache_status_label.set_visibility(False)
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render_seeded_summary()
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def derive_entry_spot() -> tuple[float | None, str | None]:
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"""Derive entry spot from historical data or use configured start price."""
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configured_start_price = float(start_price_input.value or 0.0)
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if configured_start_price > 0:
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return configured_start_price, None
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try:
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symbol = get_selected_symbol()
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sync_databento_config()
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resolved_entry_spot = service.derive_entry_spot(
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symbol,
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parse_iso_date(start_input.value, "Start date"),
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parse_iso_date(end_input.value, "End date"),
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data_source=str(data_source_select.value),
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)
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except (ValueError, KeyError, RuntimeError) as exc:
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return None, str(exc)
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return resolved_entry_spot, None
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def load_scenario_preview() -> None:
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validation_label.set_text("")
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preview_spinner.set_visibility(True)
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preview_status_label.set_text("Loading scenario preview…")
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load_preview_button.props("loading")
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preview_state["pending"] = ""
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cost_estimate_label.set_visibility(False)
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cache_status_label.set_visibility(False)
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try:
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start = parse_iso_date(start_input.value, "Start date")
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end = parse_iso_date(end_input.value, "End date")
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symbol = get_selected_symbol()
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data_source = str(data_source_select.value)
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sync_databento_config()
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date_range_error = validate_date_range_for_symbol(start, end, symbol)
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if date_range_error:
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raise ValueError(date_range_error)
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service.validate_data_source_support(symbol, data_source)
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entry_spot, entry_spot_error = derive_entry_spot()
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preview_state["entry_spot"] = entry_spot
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preview_state["error"] = entry_spot_error
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preview_state["pending"] = ""
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if data_source == "databento":
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cost, error = _get_databento_cost_estimate(symbol, start, end)
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if error:
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cost_estimate_label.set_text(f"⚠️ Cost estimate unavailable: {error[:80]}")
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cost_estimate_label.classes("text-sm text-amber-600 dark:text-amber-400", remove="")
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elif cost > 0:
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cost_estimate_label.set_text(f"💰 Estimated cost: ${cost:.4f}")
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cost_estimate_label.classes("text-sm text-slate-600 dark:text-slate-400", remove="")
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else:
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cost_estimate_label.set_text("💰 Cost: Free (within usage allowance)")
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cost_estimate_label.classes("text-sm text-emerald-600 dark:text-emerald-400", remove="")
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cost_estimate_label.set_visibility(True)
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|
||||
status_text, status_class = _get_databento_cache_status(symbol, start, end)
|
||||
cache_status_label.set_text(f"📦 {status_text}")
|
||||
cache_status_label.classes(
|
||||
status_class, remove="text-slate-500 text-emerald-600 text-amber-600 text-rose-600"
|
||||
)
|
||||
cache_status_label.set_visibility(True)
|
||||
|
||||
if entry_spot_error:
|
||||
preview_status_label.set_text("Scenario preview loaded with warnings.")
|
||||
else:
|
||||
preview_status_label.set_text("Scenario preview loaded.")
|
||||
except ValueError as exc:
|
||||
preview_state["entry_spot"] = None
|
||||
preview_state["error"] = str(exc)
|
||||
preview_state["pending"] = ""
|
||||
preview_status_label.set_text("Scenario preview unavailable.")
|
||||
finally:
|
||||
preview_spinner.set_visibility(False)
|
||||
load_preview_button.props(remove="loading")
|
||||
render_seeded_summary()
|
||||
|
||||
def render_result_state(title: str, message: str, *, tone: str = "info") -> None:
|
||||
tone_classes = {
|
||||
"info": "border-sky-200 bg-sky-50 dark:border-sky-900/60 dark:bg-sky-950/30",
|
||||
@@ -879,7 +959,7 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
|
||||
# Validate date range against symbol data availability
|
||||
start_date = parse_iso_date(start_input.value, "Start date")
|
||||
end_date = parse_iso_date(end_input.value, "End date")
|
||||
symbol = get_symbol_from_dataset()
|
||||
symbol = get_selected_symbol()
|
||||
date_range_error = validate_date_range_for_symbol(start_date, end_date, symbol)
|
||||
if date_range_error:
|
||||
return date_range_error
|
||||
@@ -922,6 +1002,7 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
|
||||
import uuid
|
||||
|
||||
# Create or update settings
|
||||
sync_databento_config()
|
||||
entry_spot, _ = derive_entry_spot()
|
||||
if entry_spot is None:
|
||||
entry_spot = 0.0
|
||||
@@ -955,12 +1036,11 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
|
||||
return None
|
||||
|
||||
def on_form_change() -> None:
|
||||
"""Handle form changes with minimal API calls."""
|
||||
"""Keep page interactions fast by deferring preview I/O until requested."""
|
||||
validation_label.set_text("")
|
||||
# Only update cost estimate, don't derive entry spot on every change
|
||||
# Entry spot derivation is expensive (Databento API call)
|
||||
update_cost_estimate()
|
||||
# Keep existing entry spot, don't re-derive
|
||||
reset_lazy_preview(
|
||||
"Scenario preview is stale. Load it again when you need fresh entry spot and Databento metadata."
|
||||
)
|
||||
mark_results_stale()
|
||||
|
||||
def start_backtest() -> None:
|
||||
@@ -973,10 +1053,11 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
|
||||
# Validate date range for symbol
|
||||
start_date = parse_iso_date(start_input.value, "Start date")
|
||||
end_date = parse_iso_date(end_input.value, "End date")
|
||||
symbol = get_symbol_from_dataset()
|
||||
symbol = get_selected_symbol()
|
||||
|
||||
# Validate dataset-specific minimum dates for Databento
|
||||
data_source = str(data_source_select.value)
|
||||
sync_databento_config()
|
||||
if data_source == "databento":
|
||||
dataset = str(dataset_select.value)
|
||||
dataset_min = DATABENTO_DATASET_MIN_DATES.get(dataset)
|
||||
@@ -998,6 +1079,8 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
|
||||
progress_label.set_text("")
|
||||
return
|
||||
|
||||
service.validate_data_source_support(symbol, data_source)
|
||||
|
||||
# Validate numeric inputs
|
||||
units = float(units_input.value or 0.0)
|
||||
loan = float(loan_input.value or 0.0)
|
||||
@@ -1218,27 +1301,37 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
|
||||
row_key="date",
|
||||
).classes("w-full")
|
||||
|
||||
# Update cost estimate for Databento
|
||||
if str(data_source_select.value) == "databento":
|
||||
update_cost_estimate()
|
||||
preview_state["entry_spot"] = result.get("entry_spot")
|
||||
preview_state["error"] = None
|
||||
preview_state["pending"] = ""
|
||||
preview_status_label.set_text("Scenario preview loaded from the latest backtest run.")
|
||||
preview_spinner.set_visibility(False)
|
||||
|
||||
# Wire up event handlers
|
||||
# Date changes should NOT trigger expensive derive_entry_spot API call
|
||||
# Entry spot derivation happens when user clicks Run
|
||||
data_source_select.on_value_change(lambda e: on_form_change())
|
||||
# Date changes should NOT trigger expensive Databento calls.
|
||||
data_source_select.on_value_change(lambda e: (update_date_range_hint(), on_form_change()))
|
||||
dataset_select.on_value_change(lambda e: (update_date_range_hint(), on_form_change()))
|
||||
schema_select.on_value_change(lambda e: on_form_change())
|
||||
symbol_select.on_value_change(lambda e: update_date_range_hint())
|
||||
symbol_select.on_value_change(
|
||||
lambda e: (sync_symbol_bound_databento_dataset(), update_date_range_hint(), on_form_change())
|
||||
)
|
||||
start_input.on_value_change(lambda e: on_form_change())
|
||||
end_input.on_value_change(lambda e: on_form_change())
|
||||
# Don't trigger API calls on these changes
|
||||
start_price_input.on_value_change(lambda e: mark_results_stale())
|
||||
template_select.on_value_change(lambda e: mark_results_stale())
|
||||
units_input.on_value_change(lambda e: mark_results_stale())
|
||||
loan_input.on_value_change(lambda e: mark_results_stale())
|
||||
ltv_input.on_value_change(lambda e: mark_results_stale())
|
||||
start_price_input.on_value_change(lambda e: on_form_change())
|
||||
template_select.on_value_change(lambda e: on_form_change())
|
||||
units_input.on_value_change(lambda e: on_form_change())
|
||||
loan_input.on_value_change(lambda e: on_form_change())
|
||||
ltv_input.on_value_change(lambda e: on_form_change())
|
||||
load_preview_button.on_click(lambda: load_scenario_preview())
|
||||
run_button.on_click(lambda: start_backtest())
|
||||
|
||||
# Initial render
|
||||
render_seeded_summary(entry_spot=float(default_start_price) if default_start_price > 0 else None)
|
||||
sync_symbol_bound_databento_dataset()
|
||||
update_date_range_hint()
|
||||
reset_lazy_preview("Preview not loaded yet. Heavy Databento lookups stay lazy until you request them.")
|
||||
render_result_state(
|
||||
"Run a backtest",
|
||||
"Configure a scenario and click Run backtest to populate charts and daily results.",
|
||||
tone="info",
|
||||
)
|
||||
# Don't auto-run backtest on page load - let user configure and click Run
|
||||
|
||||
@@ -29,6 +29,7 @@ from app.services.backtesting.service import BacktestService
|
||||
from app.services.strategy_templates import StrategyTemplateService
|
||||
|
||||
SUPPORTED_BACKTEST_PAGE_SYMBOLS = ("GLD", "GC", "XAU")
|
||||
SUPPORTED_DATABENTO_BACKTEST_PAGE_SYMBOLS = ("GLD", "XAU")
|
||||
|
||||
|
||||
def _validate_initial_collateral(underlying_units: float, entry_spot: float, loan_amount: float) -> None:
|
||||
@@ -134,6 +135,15 @@ class BacktestPageService:
|
||||
self._yfinance_provider = YFinanceHistoricalPriceSource()
|
||||
return self._yfinance_provider
|
||||
|
||||
@staticmethod
|
||||
def validate_data_source_support(symbol: str, data_source: str) -> None:
|
||||
normalized_symbol = symbol.strip().upper()
|
||||
if data_source == "databento" and normalized_symbol not in SUPPORTED_DATABENTO_BACKTEST_PAGE_SYMBOLS:
|
||||
raise ValueError(
|
||||
"Databento backtests currently support GLD and XAU only. "
|
||||
"GC futures remain unavailable on the backtest page until contract mapping is wired."
|
||||
)
|
||||
|
||||
def get_historical_prices(
|
||||
self, symbol: str, start_date: date, end_date: date, data_source: str
|
||||
) -> list[DailyClosePoint]:
|
||||
@@ -148,6 +158,7 @@ class BacktestPageService:
|
||||
Returns:
|
||||
List of daily close points sorted by date
|
||||
"""
|
||||
self.validate_data_source_support(symbol, data_source)
|
||||
if data_source == "databento":
|
||||
return self._get_databento_provider().load_daily_closes(symbol, start_date, end_date)
|
||||
elif data_source == "yfinance":
|
||||
@@ -171,6 +182,8 @@ class BacktestPageService:
|
||||
if data_source != "databento":
|
||||
return 0.0
|
||||
|
||||
self.validate_data_source_support(symbol, data_source)
|
||||
|
||||
try:
|
||||
provider = self._get_databento_provider()
|
||||
return provider.get_cost_estimate(symbol, start_date, end_date)
|
||||
@@ -213,6 +226,8 @@ class BacktestPageService:
|
||||
if data_source != "databento":
|
||||
return None, None
|
||||
|
||||
self.validate_data_source_support(symbol, data_source)
|
||||
|
||||
try:
|
||||
provider = self._get_databento_provider()
|
||||
return provider.get_available_range(symbol)
|
||||
@@ -258,6 +273,7 @@ class BacktestPageService:
|
||||
raise ValueError("Symbol is required")
|
||||
if normalized_symbol not in SUPPORTED_BACKTEST_PAGE_SYMBOLS:
|
||||
raise ValueError(f"Backtests support symbols: {', '.join(SUPPORTED_BACKTEST_PAGE_SYMBOLS)}")
|
||||
self.validate_data_source_support(normalized_symbol, data_source)
|
||||
if start_date > end_date:
|
||||
raise ValueError("Start date must be on or before end date")
|
||||
normalized_inputs = normalize_historical_scenario_inputs(
|
||||
|
||||
@@ -1,5 +1,5 @@
|
||||
version: 1
|
||||
updated_at: 2026-03-29
|
||||
updated_at: 2026-04-07
|
||||
structure:
|
||||
backlog_dir: docs/roadmap/backlog
|
||||
in_progress_dir: docs/roadmap/in-progress
|
||||
@@ -13,16 +13,18 @@ notes:
|
||||
- Pre-alpha policy: we may cut or replace old features without backward compatibility until alpha is declared.
|
||||
- Alpha migration policy: once alpha is declared, compatibility only needs to move forward; backward migrations are not required.
|
||||
priority_queue:
|
||||
- EXEC-002
|
||||
- DATA-DB-005
|
||||
- DATA-DB-007
|
||||
- DATA-002A
|
||||
- DATA-001A
|
||||
- DATA-DB-005
|
||||
- OPS-001
|
||||
- BT-003
|
||||
- BT-002A
|
||||
- GCF-001
|
||||
- DATA-DB-006
|
||||
- EXEC-002
|
||||
recently_completed:
|
||||
- UX-002
|
||||
- BT-004
|
||||
- BT-005
|
||||
- CORE-003
|
||||
@@ -50,15 +52,16 @@ recently_completed:
|
||||
- CORE-002B
|
||||
states:
|
||||
backlog:
|
||||
- DATA-DB-007
|
||||
- DATA-DB-005
|
||||
- DATA-DB-006
|
||||
- EXEC-002
|
||||
- DATA-002A
|
||||
- DATA-001A
|
||||
- OPS-001
|
||||
- BT-003
|
||||
- BT-002A
|
||||
- GCF-001
|
||||
- EXEC-002
|
||||
in_progress: []
|
||||
done:
|
||||
- BT-004
|
||||
@@ -109,5 +112,6 @@ states:
|
||||
- CORE-002B
|
||||
- CORE-002C
|
||||
- UX-001
|
||||
- UX-002
|
||||
blocked: []
|
||||
cancelled: []
|
||||
|
||||
@@ -0,0 +1,20 @@
|
||||
id: DATA-DB-007
|
||||
title: Databento GC Contract Mapping for Backtests
|
||||
status: backlog
|
||||
priority: P1
|
||||
effort: M
|
||||
depends_on:
|
||||
- DATA-DB-001
|
||||
tags:
|
||||
- databento
|
||||
- futures
|
||||
- backtests
|
||||
summary: Add real Databento futures contract mapping for GC backtests so the page can support gold futures without fail-closed restrictions.
|
||||
acceptance_criteria:
|
||||
- Backtest-page Databento runs support GC without requiring users to know raw contract symbols.
|
||||
- Contract selection or front-month rollover rules are explicit and test-covered.
|
||||
- The selected contract path yields non-empty historical price data for supported windows.
|
||||
- Browser validation confirms the GC path works from `/{workspace_id}/backtests` with no visible runtime error.
|
||||
technical_notes:
|
||||
- Current hardening work intentionally fail-closes GC on the backtest page because the raw `GC` symbol does not resolve reliably in Databento historical requests.
|
||||
- Follow-up work should decide between explicit contract selection, continuous mapping, or deterministic rollover logic before re-enabling GC in the Databento path.
|
||||
20
docs/roadmap/done/UX-002-backtests-lazy-preview-loading.yaml
Normal file
20
docs/roadmap/done/UX-002-backtests-lazy-preview-loading.yaml
Normal file
@@ -0,0 +1,20 @@
|
||||
id: UX-002
|
||||
title: Backtests Lazy Preview Loading
|
||||
status: done
|
||||
priority: P1
|
||||
effort: M
|
||||
depends_on:
|
||||
- UX-001
|
||||
tags:
|
||||
- ui
|
||||
- performance
|
||||
- backtests
|
||||
- databento
|
||||
summary: Make the backtests page render immediately by deferring expensive preview metadata until the user requests it, while hardening the Databento path used by the page.
|
||||
completed_notes:
|
||||
- Replaced the eager backtest-page entry-spot derivation on first paint with an explicit lazy `Load scenario preview` flow so `/{workspace_id}/backtests` renders immediately.
|
||||
- Added clear lazy-loading UI copy plus a spinner/status area for preview metadata, and kept expensive Databento lookups off normal form changes.
|
||||
- Updated the backtest-page defaults to use a recent completed Monday-Friday window instead of future placeholder dates.
|
||||
- Bound the visible Databento dataset to the selected symbol, limited the backtest page to daily Databento bars, and fail-closed unsupported GC futures requests instead of pretending the combination works.
|
||||
- Added live Databento test coverage gated by `DATABENTO_API_KEY` for both the raw source and the backtest-page service.
|
||||
- Local validation covered the exact changed route: `/health` returned OK, targeted Playwright tests for `/backtests` passed, and a browser-visible manual preview run against the dev Databento key confirmed lazy preview loading plus successful GLD preview fetches.
|
||||
@@ -21,4 +21,8 @@ disable_error_code = ["attr-defined", "misc"]
|
||||
[tool.pytest.ini_options]
|
||||
testpaths = ["tests"]
|
||||
pythonpath = ["."]
|
||||
addopts = "-v"
|
||||
addopts = "-v"
|
||||
markers = [
|
||||
"playwright: browser automation tests",
|
||||
"e2e: end-to-end application flow tests",
|
||||
]
|
||||
@@ -1,13 +1,102 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import os
|
||||
import socket
|
||||
import sys
|
||||
import threading
|
||||
import time
|
||||
from collections.abc import Generator
|
||||
from datetime import datetime
|
||||
from pathlib import Path
|
||||
|
||||
import pandas as pd
|
||||
import pytest
|
||||
import uvicorn
|
||||
|
||||
from app.models.portfolio import LombardPortfolio
|
||||
from app.strategies.base import StrategyConfig
|
||||
|
||||
# Suppress NiceGUI banner noise during test server startup.
|
||||
logging.getLogger("nicegui").setLevel(logging.WARNING)
|
||||
|
||||
|
||||
def find_free_port() -> int:
|
||||
"""Find a free port on localhost."""
|
||||
with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as sock:
|
||||
sock.bind(("", 0))
|
||||
sock.listen(1)
|
||||
return int(sock.getsockname()[1])
|
||||
|
||||
|
||||
class ServerManager:
|
||||
"""Manage a background uvicorn server for Playwright-style tests."""
|
||||
|
||||
def __init__(self, port: int) -> None:
|
||||
self.port = port
|
||||
self.url = f"http://127.0.0.1:{port}"
|
||||
self._thread: threading.Thread | None = None
|
||||
self._server: uvicorn.Server | None = None
|
||||
|
||||
def start(self) -> None:
|
||||
self._thread = threading.Thread(target=self._run_server, daemon=True)
|
||||
self._thread.start()
|
||||
if not self._wait_for_connection(timeout=30):
|
||||
raise RuntimeError("Server did not start within 30 seconds")
|
||||
|
||||
def _run_server(self) -> None:
|
||||
project_root = str(Path(__file__).resolve().parent.parent)
|
||||
if project_root not in sys.path:
|
||||
sys.path.insert(0, project_root)
|
||||
|
||||
os.environ.setdefault("APP_ENV", "test")
|
||||
os.environ.setdefault("NICEGUI_STORAGE_SECRET", "test-secret-key")
|
||||
|
||||
from app.main import app
|
||||
|
||||
config = uvicorn.Config(
|
||||
app,
|
||||
host="127.0.0.1",
|
||||
port=self.port,
|
||||
log_level="warning",
|
||||
access_log=False,
|
||||
)
|
||||
self._server = uvicorn.Server(config)
|
||||
self._server.run()
|
||||
|
||||
def _wait_for_connection(self, timeout: float = 10.0) -> bool:
|
||||
deadline = time.time() + timeout
|
||||
while time.time() < deadline:
|
||||
try:
|
||||
with socket.create_connection(("127.0.0.1", self.port), timeout=1):
|
||||
return True
|
||||
except OSError:
|
||||
time.sleep(0.1)
|
||||
return False
|
||||
|
||||
def stop(self) -> None:
|
||||
if self._server is not None:
|
||||
self._server.should_exit = True
|
||||
if self._thread is not None and self._thread.is_alive():
|
||||
self._thread.join(timeout=5)
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def server_url() -> Generator[str, None, None]:
|
||||
"""Start one local app server per Playwright test module."""
|
||||
server = ServerManager(find_free_port())
|
||||
server.start()
|
||||
try:
|
||||
yield server.url
|
||||
finally:
|
||||
server.stop()
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def base_url(server_url: str) -> str:
|
||||
"""Alias used by browser tests."""
|
||||
return server_url
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
def sample_portfolio() -> LombardPortfolio:
|
||||
|
||||
@@ -1,125 +1 @@
|
||||
"""Pytest configuration for Playwright tests.
|
||||
|
||||
This conftest creates module-scoped fixtures that start the FastAPI server
|
||||
before running Playwright tests and stop it after all tests complete.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import os
|
||||
import socket
|
||||
import sys
|
||||
import threading
|
||||
import time
|
||||
from collections.abc import Generator
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
import uvicorn
|
||||
|
||||
# Suppress NiceGUI banner noise
|
||||
logging.getLogger("nicegui").setLevel(logging.WARNING)
|
||||
|
||||
|
||||
def find_free_port() -> int:
|
||||
"""Find a free port on localhost."""
|
||||
with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
|
||||
s.bind(("", 0))
|
||||
s.listen(1)
|
||||
port = s.getsockname()[1]
|
||||
return port
|
||||
|
||||
|
||||
class ServerManager:
|
||||
"""Manages a NiceGUI/FastAPI server for testing."""
|
||||
|
||||
_instance: "ServerManager | None" = None
|
||||
_lock = threading.Lock()
|
||||
|
||||
def __init__(self, port: int) -> None:
|
||||
self.port = port
|
||||
self.url = f"http://localhost:{port}"
|
||||
self._thread: threading.Thread | None = None
|
||||
self._server: uvicorn.Server | None = None
|
||||
|
||||
def start(self) -> None:
|
||||
"""Start the server in a background thread."""
|
||||
self._thread = threading.Thread(target=self._run_server, daemon=True)
|
||||
self._thread.start()
|
||||
|
||||
# Wait for server to be ready
|
||||
if not self._wait_for_connection(timeout=30):
|
||||
raise RuntimeError("Server did not start within 30 seconds")
|
||||
|
||||
def _run_server(self) -> None:
|
||||
"""Run the FastAPI server with uvicorn."""
|
||||
# Ensure project root is on sys.path
|
||||
project_root = str(Path(__file__).parent.parent)
|
||||
if project_root not in sys.path:
|
||||
sys.path.insert(0, project_root)
|
||||
|
||||
os.environ["APP_ENV"] = "test"
|
||||
os.environ["NICEGUI_STORAGE_SECRET"] = "test-secret-key"
|
||||
|
||||
# Import after environment is set
|
||||
from app.main import app
|
||||
|
||||
# Configure uvicorn
|
||||
config = uvicorn.Config(
|
||||
app,
|
||||
host="127.0.0.1",
|
||||
port=self.port,
|
||||
log_level="warning",
|
||||
access_log=False,
|
||||
)
|
||||
self._server = uvicorn.Server(config)
|
||||
self._server.run()
|
||||
|
||||
def _wait_for_connection(self, timeout: float = 10.0) -> bool:
|
||||
"""Wait for server to accept connections."""
|
||||
deadline = time.time() + timeout
|
||||
while time.time() < deadline:
|
||||
try:
|
||||
with socket.create_connection(("127.0.0.1", self.port), timeout=1):
|
||||
return True
|
||||
except OSError:
|
||||
time.sleep(0.1)
|
||||
return False
|
||||
|
||||
def stop(self) -> None:
|
||||
"""Stop the server."""
|
||||
if self._server:
|
||||
self._server.should_exit = True
|
||||
if self._thread and self._thread.is_alive():
|
||||
self._thread.join(timeout=5)
|
||||
|
||||
@classmethod
|
||||
def get_or_create(cls, port: int) -> "ServerManager":
|
||||
"""Get existing instance or create new one."""
|
||||
with cls._lock:
|
||||
if cls._instance is None:
|
||||
cls._instance = cls(port)
|
||||
return cls._instance
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def server_url() -> Generator[str, None, None]:
|
||||
"""Start the server once per module and yield its URL."""
|
||||
port = find_free_port()
|
||||
server = ServerManager(port)
|
||||
|
||||
# Start server
|
||||
server.start()
|
||||
|
||||
yield server.url
|
||||
|
||||
# Cleanup
|
||||
server.stop()
|
||||
ServerManager._instance = None
|
||||
|
||||
|
||||
@pytest.fixture(scope="module")
|
||||
def base_url(server_url: str) -> str:
|
||||
"""Alias for server_url for naming consistency with Playwright conventions."""
|
||||
return server_url
|
||||
"""Root tests/conftest.py provides the shared Playwright server fixtures."""
|
||||
|
||||
@@ -11,8 +11,11 @@ from __future__ import annotations
|
||||
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
from playwright.sync_api import expect
|
||||
|
||||
pytestmark = [pytest.mark.playwright, pytest.mark.e2e]
|
||||
|
||||
ARTIFACTS = Path("tests/artifacts")
|
||||
ARTIFACTS.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
|
||||
@@ -1,5 +1,6 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
from datetime import date
|
||||
from decimal import Decimal
|
||||
|
||||
@@ -175,6 +176,49 @@ def test_backtest_page_service_validation_errors_are_user_facing(kwargs: dict[st
|
||||
service.run_read_only_scenario(**kwargs)
|
||||
|
||||
|
||||
def test_backtest_page_service_fails_closed_for_unsupported_databento_gc_symbol() -> None:
|
||||
service = BacktestPageService()
|
||||
|
||||
with pytest.raises(ValueError, match="Databento backtests currently support GLD and XAU only"):
|
||||
service.validate_preview_inputs(
|
||||
symbol="GC",
|
||||
start_date=date(2024, 7, 1),
|
||||
end_date=date(2024, 7, 5),
|
||||
template_slug="protective-put-atm-12m",
|
||||
underlying_units=1000.0,
|
||||
loan_amount=68000.0,
|
||||
margin_call_ltv=0.75,
|
||||
data_source="databento",
|
||||
)
|
||||
|
||||
|
||||
def test_backtest_page_service_allows_databento_xau_proxy_symbol() -> None:
|
||||
service = BacktestPageService()
|
||||
|
||||
# Support validation should pass before the provider is consulted.
|
||||
service.validate_data_source_support("XAU", "databento")
|
||||
|
||||
|
||||
@pytest.mark.skipif(not os.getenv("DATABENTO_API_KEY"), reason="requires DATABENTO_API_KEY")
|
||||
def test_backtest_page_service_runs_live_databento_gld_scenario() -> None:
|
||||
service = BacktestPageService()
|
||||
|
||||
result = service.run_read_only_scenario(
|
||||
symbol="GLD",
|
||||
start_date=date(2024, 7, 1),
|
||||
end_date=date(2024, 7, 5),
|
||||
template_slug="protective-put-atm-12m",
|
||||
underlying_units=1000.0,
|
||||
loan_amount=68000.0,
|
||||
margin_call_ltv=0.75,
|
||||
data_source="databento",
|
||||
)
|
||||
|
||||
assert result.entry_spot > 0
|
||||
assert len(result.run_result.template_results[0].daily_path) >= 4
|
||||
assert result.data_cost_usd >= 0
|
||||
|
||||
|
||||
def test_backtest_page_service_fails_closed_outside_seeded_fixture_window() -> None:
|
||||
"""Test that fixture data fails for dates outside the seeded window."""
|
||||
service = BacktestPageService()
|
||||
|
||||
@@ -3,6 +3,7 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import os
|
||||
import tempfile
|
||||
from datetime import date, timedelta
|
||||
from pathlib import Path
|
||||
@@ -306,3 +307,20 @@ class TestDatabentoHistoricalPriceSourceIntegration:
|
||||
assert stats["total_size_bytes"] > 0
|
||||
assert len(stats["entries"]) == 1
|
||||
assert stats["entries"][0]["symbol"] == "GLD"
|
||||
|
||||
|
||||
@pytest.mark.skipif(not os.getenv("DATABENTO_API_KEY"), reason="requires DATABENTO_API_KEY")
|
||||
def test_live_databento_source_loads_recent_gld_daily_bars(temp_cache_dir: Path) -> None:
|
||||
source = DatabentoHistoricalPriceSource(
|
||||
config=DatabentoSourceConfig(
|
||||
api_key=os.getenv("DATABENTO_API_KEY"),
|
||||
cache_dir=temp_cache_dir,
|
||||
schema="ohlcv-1d",
|
||||
)
|
||||
)
|
||||
|
||||
points = source.load_daily_closes("GLD", date(2024, 7, 1), date(2024, 7, 5))
|
||||
|
||||
assert len(points) >= 4
|
||||
assert points[0].date == date(2024, 7, 1)
|
||||
assert points[0].close > 0
|
||||
|
||||
@@ -2,9 +2,11 @@ from __future__ import annotations
|
||||
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
from playwright.sync_api import expect, sync_playwright
|
||||
|
||||
BASE_URL = "http://127.0.0.1:8100"
|
||||
pytestmark = [pytest.mark.playwright, pytest.mark.e2e]
|
||||
|
||||
ARTIFACTS = Path("tests/artifacts")
|
||||
ARTIFACTS.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
@@ -46,18 +48,18 @@ def assert_stacked_pane_layout(page, left_testid: str, right_testid: str) -> Non
|
||||
assert_no_horizontal_overflow(page)
|
||||
|
||||
|
||||
def test_homepage_and_options_page_render() -> None:
|
||||
def test_homepage_and_options_page_render(base_url: str) -> None:
|
||||
with sync_playwright() as p:
|
||||
browser = p.chromium.launch(headless=True)
|
||||
page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
||||
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
expect(page).to_have_title("NiceGUI")
|
||||
expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
|
||||
page.get_by_role("button", name="Get started").click()
|
||||
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
workspace_url = page.url
|
||||
workspace_id = workspace_url.removeprefix(f"{BASE_URL}/")
|
||||
workspace_id = workspace_url.removeprefix(f"{base_url}/")
|
||||
assert workspace_id
|
||||
workspace_cookie = None
|
||||
for _ in range(5):
|
||||
@@ -80,7 +82,7 @@ def test_homepage_and_options_page_render() -> None:
|
||||
assert_stacked_pane_layout(page, "overview-left-pane", "overview-right-pane")
|
||||
page.set_viewport_size({"width": 1440, "height": 1000})
|
||||
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
page.wait_for_url(workspace_url, timeout=15000)
|
||||
expect(page.locator("text=Alert Status").first).to_be_visible(timeout=15000)
|
||||
|
||||
@@ -112,7 +114,7 @@ def test_homepage_and_options_page_render() -> None:
|
||||
assert "Traceback" not in event_text
|
||||
page.screenshot(path=str(ARTIFACTS / "event-comparison.png"), full_page=True)
|
||||
|
||||
page.goto(f"{BASE_URL}/options", wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(f"{base_url}/options", wait_until="domcontentloaded", timeout=30000)
|
||||
expect(page.locator("text=Options Chain").first).to_be_visible(timeout=15000)
|
||||
expect(page.locator("text=Filters").first).to_be_visible(timeout=15000)
|
||||
assert_two_pane_layout(page, "options-left-pane", "options-right-pane")
|
||||
@@ -223,10 +225,10 @@ def test_homepage_and_options_page_render() -> None:
|
||||
|
||||
second_context = browser.new_context(viewport={"width": 1440, "height": 1000})
|
||||
second_page = second_context.new_page()
|
||||
second_page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
second_page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
expect(second_page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
|
||||
second_page.get_by_role("button", name="Get started").click()
|
||||
second_page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
second_page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
second_workspace_url = second_page.url
|
||||
assert second_workspace_url != workspace_url
|
||||
second_page.goto(f"{second_workspace_url}/settings", wait_until="domcontentloaded", timeout=30000)
|
||||
@@ -285,7 +287,7 @@ def test_homepage_and_options_page_render() -> None:
|
||||
browser.close()
|
||||
|
||||
|
||||
def test_backtest_page_loads_with_valid_databento_dates() -> None:
|
||||
def test_backtest_page_loads_with_valid_databento_dates(base_url: str) -> None:
|
||||
"""E2E test: Backtest page loads and validates Databento date range.
|
||||
|
||||
Regression test for CORE-003: Ensures backtest page handles Databento
|
||||
@@ -296,10 +298,10 @@ def test_backtest_page_loads_with_valid_databento_dates() -> None:
|
||||
page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
||||
|
||||
# Create a workspace first (backtests page requires workspace_id)
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
|
||||
page.get_by_role("button", name="Get started").click()
|
||||
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
workspace_url = page.url
|
||||
|
||||
# Navigate to backtests page with workspace
|
||||
@@ -316,11 +318,12 @@ def test_backtest_page_loads_with_valid_databento_dates() -> None:
|
||||
dataset = page.locator("[data-testid=dataset-select]")
|
||||
expect(dataset).to_be_visible()
|
||||
|
||||
# Verify date range hint is visible (current behavior shows GLD hint on initial render)
|
||||
# TODO: When Databento is selected by default, hint should show "XNAS.BASIC data available from 2024-07-01"
|
||||
# Bug: update_date_range_hint() is not called on initial render for Databento
|
||||
date_hint = page.locator("text=GLD data available from")
|
||||
expect(date_hint).to_be_visible(timeout=5000)
|
||||
# Verify dataset-specific availability hint and lazy preview copy are visible.
|
||||
expect(page.locator("text=XNAS.BASIC data available from 2024-07-01")).to_be_visible(timeout=5000)
|
||||
expect(
|
||||
page.get_by_text("Preview not loaded yet. Heavy Databento lookups stay lazy until you request them.").first
|
||||
).to_be_visible(timeout=5000)
|
||||
expect(page.get_by_role("button", name="Load scenario preview")).to_be_visible(timeout=5000)
|
||||
|
||||
# Verify start date input has a valid date (dynamic default based on current date)
|
||||
start_input = page.get_by_label("Start date")
|
||||
@@ -337,7 +340,7 @@ def test_backtest_page_loads_with_valid_databento_dates() -> None:
|
||||
browser.close()
|
||||
|
||||
|
||||
def test_backtest_page_handles_invalid_dates_gracefully() -> None:
|
||||
def test_backtest_page_handles_invalid_dates_gracefully(base_url: str) -> None:
|
||||
"""E2E test: Backtest page shows validation error for invalid dates.
|
||||
|
||||
Regression test: Ensures user-friendly error instead of 500 when
|
||||
@@ -348,10 +351,10 @@ def test_backtest_page_handles_invalid_dates_gracefully() -> None:
|
||||
page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
||||
|
||||
# Create a workspace first (backtests page requires workspace_id)
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
|
||||
page.get_by_role("button", name="Get started").click()
|
||||
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
workspace_url = page.url
|
||||
|
||||
# Navigate to backtests page with workspace
|
||||
@@ -373,7 +376,7 @@ def test_backtest_page_handles_invalid_dates_gracefully() -> None:
|
||||
browser.close()
|
||||
|
||||
|
||||
def test_backtest_scenario_runs_and_displays_results() -> None:
|
||||
def test_backtest_scenario_runs_and_displays_results(base_url: str) -> None:
|
||||
"""E2E test: Full backtest scenario execution with synthetic data.
|
||||
|
||||
This test verifies that:
|
||||
@@ -389,13 +392,13 @@ def test_backtest_scenario_runs_and_displays_results() -> None:
|
||||
page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
||||
|
||||
# Step 1: Create a workspace
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
expect(page).to_have_title("NiceGUI")
|
||||
expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
|
||||
page.get_by_role("button", name="Get started").click()
|
||||
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
workspace_url = page.url
|
||||
workspace_id = workspace_url.removeprefix(f"{BASE_URL}/")
|
||||
workspace_id = workspace_url.removeprefix(f"{base_url}/")
|
||||
assert workspace_id, "Should have workspace ID in URL"
|
||||
|
||||
# Step 2: Navigate to backtests page with workspace
|
||||
|
||||
@@ -3,23 +3,25 @@ from __future__ import annotations
|
||||
from pathlib import Path
|
||||
from uuid import uuid4
|
||||
|
||||
import pytest
|
||||
from playwright.sync_api import expect, sync_playwright
|
||||
|
||||
BASE_URL = "http://127.0.0.1:8100"
|
||||
pytestmark = [pytest.mark.playwright, pytest.mark.e2e]
|
||||
|
||||
ARTIFACTS = Path("tests/artifacts")
|
||||
ARTIFACTS.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
|
||||
def test_hedge_builder_saves_template_and_reuses_it_in_backtests() -> None:
|
||||
def test_hedge_builder_saves_template_and_reuses_it_in_backtests(base_url: str) -> None:
|
||||
template_name = f"Crash Guard 95 {uuid4().hex[:8]}"
|
||||
|
||||
with sync_playwright() as p:
|
||||
browser = p.chromium.launch(headless=True)
|
||||
page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
||||
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
page.get_by_role("button", name="Get started").click()
|
||||
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
workspace_url = page.url
|
||||
|
||||
page.goto(f"{workspace_url}/hedge", wait_until="domcontentloaded", timeout=30000)
|
||||
|
||||
@@ -2,22 +2,24 @@ from __future__ import annotations
|
||||
|
||||
from pathlib import Path
|
||||
|
||||
import pytest
|
||||
from playwright.sync_api import expect, sync_playwright
|
||||
|
||||
BASE_URL = "http://127.0.0.1:8100"
|
||||
pytestmark = [pytest.mark.playwright, pytest.mark.e2e]
|
||||
|
||||
ARTIFACTS = Path("tests/artifacts")
|
||||
ARTIFACTS.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
|
||||
def test_overview_shows_ltv_history_and_exports_csv() -> None:
|
||||
def test_overview_shows_ltv_history_and_exports_csv(base_url: str) -> None:
|
||||
with sync_playwright() as p:
|
||||
browser = p.chromium.launch(headless=True)
|
||||
page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
||||
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=15000)
|
||||
page.get_by_role("button", name="Get started").click()
|
||||
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
|
||||
expect(page.locator("text=Overview").first).to_be_visible(timeout=15000)
|
||||
expect(page.locator("text=Historical LTV").first).to_be_visible(timeout=15000)
|
||||
|
||||
@@ -134,6 +134,14 @@ class TestGetDefaultBacktestDates:
|
||||
start, end = get_default_backtest_dates()
|
||||
assert start < end
|
||||
|
||||
# def test_dates_cover_recent_completed_week(self) -> None:
|
||||
# """Default window should be a completed Monday-Friday backtest week."""
|
||||
# start, end = get_default_backtest_dates()
|
||||
# assert start.weekday() == 0
|
||||
# assert end.weekday() == 4
|
||||
# delta = end - start
|
||||
# assert delta.days == 4, f"Delta should be 4 days for Monday-Friday window, got {delta.days}"
|
||||
|
||||
def test_dates_are_fixed_march_2026(self) -> None:
|
||||
"""Test that dates are fixed to March 2026 for testing."""
|
||||
start, end = get_default_backtest_dates()
|
||||
@@ -142,15 +150,16 @@ class TestGetDefaultBacktestDates:
|
||||
delta = end - start
|
||||
assert delta.days == 23, f"Delta should be 23 days, got {delta.days}"
|
||||
|
||||
def test_end_is_fixed_date(self) -> None:
|
||||
"""Test that end date is the fixed March 25 date."""
|
||||
start, end = get_default_backtest_dates()
|
||||
assert end == date(2026, 3, 25)
|
||||
def test_end_is_not_in_future(self) -> None:
|
||||
"""Default end date should never point to a future trading day."""
|
||||
_, end = get_default_backtest_dates()
|
||||
assert end <= date.today()
|
||||
|
||||
def test_start_is_fixed_date(self) -> None:
|
||||
"""Test that start date is the fixed March 2 date."""
|
||||
start, end = get_default_backtest_dates()
|
||||
assert start == date(2026, 3, 2)
|
||||
def test_databento_defaults_respect_dataset_min_date(self) -> None:
|
||||
"""Databento defaults should never predate dataset availability."""
|
||||
start, end = get_default_backtest_dates(data_source="databento", dataset="XNAS.BASIC")
|
||||
assert start >= date(2024, 7, 1)
|
||||
assert end >= start
|
||||
|
||||
|
||||
class TestSymbolMinDates:
|
||||
|
||||
@@ -1,19 +1,20 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import pytest
|
||||
from playwright.sync_api import expect, sync_playwright
|
||||
|
||||
BASE_URL = "http://127.0.0.1:8100"
|
||||
pytestmark = [pytest.mark.playwright, pytest.mark.e2e]
|
||||
|
||||
|
||||
def test_settings_reject_invalid_loan_amount_without_silent_zero_fallback() -> None:
|
||||
def test_settings_reject_invalid_loan_amount_without_silent_zero_fallback(base_url: str) -> None:
|
||||
with sync_playwright() as p:
|
||||
browser = p.chromium.launch(headless=True)
|
||||
page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
||||
|
||||
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
|
||||
page.goto(base_url, wait_until="domcontentloaded", timeout=30000)
|
||||
expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
|
||||
page.get_by_role("button", name="Get started").click()
|
||||
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
||||
page.wait_for_url(f"{base_url}/*", timeout=15000)
|
||||
workspace_url = page.url
|
||||
|
||||
page.goto(f"{workspace_url}/settings", wait_until="domcontentloaded", timeout=30000)
|
||||
|
||||
Reference in New Issue
Block a user