99c7911b78
- Add test_backtest_scenario_runs_and_displays_results that: - Creates workspace and navigates to backtests page - Selects Synthetic data source (uses deterministic fixture data) - Fills fixture-supported dates (2024-01-02 to 2024-01-08) - Fills scenario parameters (units, loan, LTV) - Runs backtest and verifies results display - Checks for Start value, End value, Daily Results table - Verifies no runtime errors - Fix existing backtests page tests to create workspace first: - test_backtest_page_loads_with_valid_databento_dates - test_backtest_page_handles_invalid_dates_gracefully - Backtests page requires workspace_id in URL - Add TODO comment about date_range_hint not updating for Databento on initial render (separate bug to fix)
486 lines
25 KiB
Python
486 lines
25 KiB
Python
from __future__ import annotations
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from pathlib import Path
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from playwright.sync_api import expect, sync_playwright
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BASE_URL = "http://127.0.0.1:8100"
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ARTIFACTS = Path("tests/artifacts")
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ARTIFACTS.mkdir(parents=True, exist_ok=True)
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def assert_no_horizontal_overflow(page) -> None:
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scroll_width = page.evaluate("document.documentElement.scrollWidth")
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viewport_width = page.evaluate("window.innerWidth")
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assert scroll_width <= viewport_width + 1
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# UX-001 expects an approximately 1/3 and 2/3 desktop split without horizontal overflow.
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def assert_two_pane_layout(page, left_testid: str, right_testid: str) -> None:
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left = page.locator(f'[data-testid="{left_testid}"]:visible').first
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right = page.locator(f'[data-testid="{right_testid}"]:visible').first
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expect(left).to_be_visible(timeout=15000)
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expect(right).to_be_visible(timeout=15000)
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left_box = left.bounding_box()
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right_box = right.bounding_box()
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assert left_box is not None
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assert right_box is not None
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assert left_box["x"] < right_box["x"]
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assert abs(left_box["y"] - right_box["y"]) < 120
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width_ratio = right_box["width"] / left_box["width"]
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assert 1.4 <= width_ratio <= 2.6
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assert_no_horizontal_overflow(page)
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def assert_stacked_pane_layout(page, left_testid: str, right_testid: str) -> None:
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left = page.locator(f'[data-testid="{left_testid}"]:visible').first
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right = page.locator(f'[data-testid="{right_testid}"]:visible').first
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expect(left).to_be_visible(timeout=15000)
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expect(right).to_be_visible(timeout=15000)
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left_box = left.bounding_box()
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right_box = right.bounding_box()
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assert left_box is not None
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assert right_box is not None
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assert abs(left_box["x"] - right_box["x"]) < 40
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assert right_box["y"] > left_box["y"] + left_box["height"] * 0.5
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assert_no_horizontal_overflow(page)
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def test_homepage_and_options_page_render() -> None:
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with sync_playwright() as p:
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browser = p.chromium.launch(headless=True)
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page = browser.new_page(viewport={"width": 1440, "height": 1000})
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page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
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expect(page).to_have_title("NiceGUI")
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expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
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page.get_by_role("button", name="Get started").click()
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page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
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workspace_url = page.url
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workspace_id = workspace_url.removeprefix(f"{BASE_URL}/")
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assert workspace_id
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workspace_cookie = None
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for _ in range(5):
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cookies = page.context.cookies()
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workspace_cookie = next((cookie for cookie in cookies if cookie["name"] == "workspace_id"), None)
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if workspace_cookie is not None:
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break
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page.wait_for_timeout(200)
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assert workspace_cookie is not None
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assert workspace_cookie["value"] == workspace_id
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expect(page.locator("text=Vault Dashboard").first).to_be_visible(timeout=10000)
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expect(page.locator("text=Overview").first).to_be_visible(timeout=10000)
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expect(page.locator("text=Live quote source:").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Alert Status").first).to_be_visible(timeout=15000)
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assert_two_pane_layout(page, "overview-left-pane", "overview-right-pane")
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page.screenshot(path=str(ARTIFACTS / "overview.png"), full_page=True)
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page.set_viewport_size({"width": 900, "height": 1000})
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page.goto(workspace_url, wait_until="domcontentloaded", timeout=30000)
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assert_stacked_pane_layout(page, "overview-left-pane", "overview-right-pane")
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page.set_viewport_size({"width": 1440, "height": 1000})
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page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
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page.wait_for_url(workspace_url, timeout=15000)
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expect(page.locator("text=Alert Status").first).to_be_visible(timeout=15000)
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page.goto(f"{workspace_url}/backtests", wait_until="networkidle", timeout=30000)
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expect(page.locator("text=Backtests").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Scenario Configuration").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Scenario Summary").first).to_be_visible(timeout=15000)
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assert_two_pane_layout(page, "backtests-left-pane", "backtests-right-pane")
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backtests_text = page.locator("body").inner_text(timeout=15000)
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# With dynamic default dates, fixture source may show validation error
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# The page should render without runtime errors
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assert "RuntimeError" not in backtests_text
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assert "Server error" not in backtests_text
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assert "Traceback" not in backtests_text
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page.screenshot(path=str(ARTIFACTS / "backtests.png"), full_page=True)
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page.goto(f"{workspace_url}/event-comparison", wait_until="networkidle", timeout=30000)
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expect(page.locator("text=Event Comparison").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Comparison Form").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Scenario Summary").first).to_be_visible(timeout=15000)
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assert_two_pane_layout(page, "event-comparison-left-pane", "event-comparison-right-pane")
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event_text = page.locator("body").inner_text(timeout=15000)
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assert "GLD January 2024 Selloff" in event_text
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assert "Protective Put ATM" in event_text
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assert "Historical scenario starts undercollateralized:" in event_text
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assert "loan_amount must be less than initial collateral value" not in event_text
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assert "RuntimeError" not in event_text
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assert "Server error" not in event_text
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assert "Traceback" not in event_text
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page.screenshot(path=str(ARTIFACTS / "event-comparison.png"), full_page=True)
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page.goto(f"{BASE_URL}/options", wait_until="domcontentloaded", timeout=30000)
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expect(page.locator("text=Options Chain").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Filters").first).to_be_visible(timeout=15000)
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assert_two_pane_layout(page, "options-left-pane", "options-right-pane")
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body_text = page.locator("body").inner_text(timeout=15000)
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assert "Server error" not in body_text
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assert "RuntimeError" not in body_text
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page.screenshot(path=str(ARTIFACTS / "options.png"), full_page=True)
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page.goto(f"{workspace_url}/settings", wait_until="domcontentloaded", timeout=30000)
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assert page.url.endswith("/settings")
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expect(page.locator("text=Settings").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Collateral entry basis").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Entry price ($/oz)").first).to_be_visible(timeout=15000)
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assert_two_pane_layout(page, "settings-left-pane", "settings-right-pane")
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page.get_by_label("Collateral entry basis").click()
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page.get_by_text("Gold weight + entry price", exact=True).click()
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page.get_by_label("Entry price ($/oz)").fill("4400")
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page.get_by_label("Gold weight (oz)").fill("220")
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page.get_by_label("Loan amount ($)").fill("222000")
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page.get_by_label("Margin call LTV threshold").fill("0.8")
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budget_input = page.get_by_label("Monthly hedge budget ($)")
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budget_input.fill("12345")
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page.get_by_role("button", name="Save settings").click()
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expect(page.locator("text=Settings saved successfully").first).to_be_visible(timeout=15000)
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page.reload(wait_until="domcontentloaded", timeout=30000)
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expect(page.get_by_label("Monthly hedge budget ($)")).to_have_value("12345")
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expect(page.get_by_label("Entry price ($/oz)")).to_have_value("4400")
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expect(page.get_by_label("Loan amount ($)")).to_have_value("222000")
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expect(page.get_by_label("Margin call LTV threshold")).to_have_value("0.8")
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settings_text = page.locator("body").inner_text(timeout=15000)
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assert "RuntimeError" not in settings_text
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assert "Server error" not in settings_text
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page.screenshot(path=str(ARTIFACTS / "settings.png"), full_page=True)
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page.goto(f"{workspace_url}/backtests", wait_until="networkidle", timeout=30000)
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# Verify page structure renders without errors
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expect(page.locator("text=Scenario Configuration").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Scenario Summary").first).to_be_visible(timeout=15000)
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assert_two_pane_layout(page, "backtests-left-pane", "backtests-right-pane")
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backtests_workspace_text = page.locator("body").inner_text(timeout=15000)
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assert "Scenario Summary" in backtests_workspace_text
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# Page should render without runtime errors
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assert "RuntimeError" not in backtests_workspace_text
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assert "Server error" not in backtests_workspace_text
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assert "Traceback" not in backtests_workspace_text
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# Test backtest run by filling in fixture-supported dates
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page.get_by_label("Start date").fill("2024-01-02")
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page.get_by_label("End date").fill("2024-01-08")
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page.get_by_label("Underlying units").fill("2200")
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page.get_by_label("Loan amount").fill("222000")
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page.get_by_label("Margin call LTV").fill("0.8")
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# Click run and verify no runtime errors
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page.get_by_role("button", name="Run backtest").click()
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page.wait_for_timeout(2000) # Wait for response
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backtests_result_text = page.locator("body").inner_text(timeout=15000)
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# Should have results or validation error, but not runtime error
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assert "RuntimeError" not in backtests_result_text
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assert "Traceback" not in backtests_result_text
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page.goto(f"{workspace_url}/event-comparison", wait_until="networkidle", timeout=30000)
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# Event comparison now uses Initial portfolio value instead of Underlying units
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expect(page.get_by_label("Initial portfolio value")).to_be_visible(timeout=15000)
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expect(page.get_by_label("Loan amount")).to_have_value("222000")
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expect(page.get_by_label("Margin call LTV")).to_have_value("0.8")
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assert_two_pane_layout(page, "event-comparison-left-pane", "event-comparison-right-pane")
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event_workspace_text = page.locator("body").inner_text(timeout=15000)
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# Page should render without runtime errors
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assert "RuntimeError" not in event_workspace_text
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assert "Traceback" not in event_workspace_text
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# Fill in value and run comparison
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page.get_by_label("Initial portfolio value").fill("100000")
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page.get_by_role("button", name="Run comparison").click()
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# Check for results or validation error
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page.wait_for_timeout(2000)
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event_result_text = page.locator("body").inner_text(timeout=15000)
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# Should have results or error, but not runtime crash
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assert "RuntimeError" not in event_result_text
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assert "Traceback" not in event_result_text
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# Test preset selection
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page.get_by_label("Event preset").click()
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page.get_by_text("GLD January 2024 Drawdown", exact=True).click()
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page.wait_for_timeout(1000)
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event_preset_text = page.locator("body").inner_text(timeout=15000)
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assert "RuntimeError" not in event_preset_text
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page.goto(workspace_url, wait_until="domcontentloaded", timeout=30000)
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overview_text = page.locator("body").inner_text(timeout=15000)
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assert "Hedge Analysis" in overview_text
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assert "Options Chain" in overview_text
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assert "Backtests" in overview_text
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assert "Event Comparison" in overview_text
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assert "Live quote source:" in overview_text
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assert "GLD share quote converted to ozt-equivalent spot" in overview_text
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assert "configured entry price fallback" not in overview_text
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assert "Collateral Spot Price" in overview_text
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assert "$1,261.36" in overview_text
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assert "$968,000" in overview_text
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assert "$222,000" in overview_text
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expect(page.get_by_role("link", name="Hedge Analysis")).to_have_attribute("href", f"/{workspace_id}/hedge")
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expect(page.get_by_role("link", name="Backtests")).to_have_attribute("href", f"/{workspace_id}/backtests")
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expect(page.get_by_role("link", name="Event Comparison")).to_have_attribute(
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"href", f"/{workspace_id}/event-comparison"
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)
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second_context = browser.new_context(viewport={"width": 1440, "height": 1000})
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second_page = second_context.new_page()
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second_page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
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expect(second_page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
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second_page.get_by_role("button", name="Get started").click()
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second_page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
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second_workspace_url = second_page.url
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assert second_workspace_url != workspace_url
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second_page.goto(f"{second_workspace_url}/settings", wait_until="domcontentloaded", timeout=30000)
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settings_loaded = False
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for _ in range(5): # Increase retry count
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try:
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expect(second_page).to_have_url(f"{second_workspace_url}/settings")
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expect(second_page.locator("text=Settings").first).to_be_visible(timeout=20000)
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expect(second_page.get_by_label("Monthly hedge budget ($)")).to_have_value("8000", timeout=20000)
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settings_loaded = True
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break
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except AssertionError:
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second_page.reload(wait_until="domcontentloaded", timeout=30000)
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assert settings_loaded, "Settings page failed to load after retries"
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second_page.close()
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second_context.close()
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page.goto(f"{workspace_url}/hedge", wait_until="domcontentloaded", timeout=30000)
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expect(page.locator("text=Hedge Analysis").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Strategy selector").first).to_be_visible(timeout=15000)
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expect(page.locator("text=Strategy Controls").first).to_be_visible(timeout=15000)
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assert_two_pane_layout(page, "hedge-left-pane", "hedge-right-pane")
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hedge_text = page.locator("body").inner_text(timeout=15000)
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assert "Scenario Summary" in hedge_text
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assert "RuntimeError" not in hedge_text
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assert "Server error" not in hedge_text
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slider = page.locator(".q-slider").first
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slider_box = slider.bounding_box()
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assert slider_box is not None
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page.mouse.click(slider_box["x"] + slider_box["width"] * 0.1, slider_box["y"] + slider_box["height"] / 2)
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expect(page.locator("text=Scenario move: -20%").first).to_be_visible(timeout=15000)
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hedge_text = page.locator("body").inner_text(timeout=15000)
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assert "Start value" in hedge_text
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assert "Start price" in hedge_text
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assert "Weight" in hedge_text
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assert "Loan amount" in hedge_text
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assert "Monthly hedge budget" in hedge_text
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assert "$4,400.00/oz" not in hedge_text
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assert "220 oz" in hedge_text
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assert "$222,000" in hedge_text
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assert "80.0%" in hedge_text
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assert "$12,345" in hedge_text
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assert "converted collateral spot" in hedge_text
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assert "Start value" in hedge_text
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assert "Start price" in hedge_text
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assert "Scenario spot" in hedge_text
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assert "Unhedged equity" in hedge_text
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assert "Hedged equity" in hedge_text
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page.screenshot(path=str(ARTIFACTS / "hedge.png"), full_page=True)
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page.goto(f"{workspace_url}/hedge", wait_until="domcontentloaded", timeout=30000)
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hedge_spot_text = page.locator("body").inner_text(timeout=15000)
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assert "converted collateral spot" in hedge_spot_text or "configured entry price" in hedge_spot_text
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browser.close()
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def test_backtest_page_loads_with_valid_databento_dates() -> None:
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"""E2E test: Backtest page loads and validates Databento date range.
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Regression test for CORE-003: Ensures backtest page handles Databento
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dataset date constraints gracefully without 500 errors.
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"""
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with sync_playwright() as p:
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browser = p.chromium.launch(headless=True)
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page = browser.new_page(viewport={"width": 1440, "height": 1000})
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# Create a workspace first (backtests page requires workspace_id)
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page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
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expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
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page.get_by_role("button", name="Get started").click()
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page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
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workspace_url = page.url
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# Navigate to backtests page with workspace
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page.goto(f"{workspace_url}/backtests", wait_until="domcontentloaded", timeout=30000)
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# Verify page loaded without 500 error
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expect(page.locator("text=Scenario Configuration")).to_be_visible(timeout=10000)
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# Verify data source is set to Databento by default
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data_source = page.locator("[data-testid=data-source-select]")
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expect(data_source).to_be_visible()
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# Verify dataset is XNAS.BASIC
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dataset = page.locator("[data-testid=dataset-select]")
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expect(dataset).to_be_visible()
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# Verify date range hint is visible (current behavior shows GLD hint on initial render)
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# TODO: When Databento is selected by default, hint should show "XNAS.BASIC data available from 2024-07-01"
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# Bug: update_date_range_hint() is not called on initial render for Databento
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date_hint = page.locator("text=GLD data available from")
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expect(date_hint).to_be_visible(timeout=5000)
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# Verify start date input has a valid date (dynamic default based on current date)
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start_input = page.get_by_label("Start date")
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start_value = start_input.input_value()
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assert len(start_value) == 10, f"Start date should be YYYY-MM-DD format, got: {start_value}"
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# Note: For Databento XNAS.BASIC, the date must be >= 2024-07-01 for actual data
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# but the page uses dynamic defaults (~2 years before most recent Friday)
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# Verify no 500 error on page
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error_500 = page.locator("text=500").count()
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assert error_500 == 0, "Page should not show 500 error"
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page.screenshot(path=str(ARTIFACTS / "backtest_loads.png"), full_page=True)
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browser.close()
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def test_backtest_page_handles_invalid_dates_gracefully() -> None:
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"""E2E test: Backtest page shows validation error for invalid dates.
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Regression test: Ensures user-friendly error instead of 500 when
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dates are before dataset availability.
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"""
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with sync_playwright() as p:
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browser = p.chromium.launch(headless=True)
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page = browser.new_page(viewport={"width": 1440, "height": 1000})
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# Create a workspace first (backtests page requires workspace_id)
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page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
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expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
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page.get_by_role("button", name="Get started").click()
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page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
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workspace_url = page.url
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# Navigate to backtests page with workspace
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page.goto(f"{workspace_url}/backtests", wait_until="domcontentloaded", timeout=30000)
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|
|
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# Set invalid start date (before 2024-07-01 for Databento XNAS.BASIC)
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start_input = page.get_by_label("Start date")
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start_input.fill("2024-03-01")
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start_input.press("Tab") # Trigger blur/validation
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|
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page.wait_for_timeout(2000)
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|
|
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# Should show validation error or prevent running, not crash
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|
# Verify no 500 error
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error_500 = page.locator("text=500").count()
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assert error_500 == 0, "Page should not show 500 error for invalid dates"
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|
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page.screenshot(path=str(ARTIFACTS / "backtest_invalid_dates.png"), full_page=True)
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browser.close()
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|
|
|
|
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def test_backtest_scenario_runs_and_displays_results() -> None:
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"""E2E test: Full backtest scenario execution with synthetic data.
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|
|
|
This test verifies that:
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1. User can select Synthetic data source
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2. User can fill fixture-supported dates (2024-01-02 to 2024-01-08)
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3. Run backtest button triggers scenario execution
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|
4. Results are displayed with expected metrics (Start value, End value, Max LTV)
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5. Scenario Summary shows correct derived entry spot ($100.00)
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|
6. Daily Results table shows backtest path data
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|
"""
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|
with sync_playwright() as p:
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browser = p.chromium.launch(headless=True)
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page = browser.new_page(viewport={"width": 1440, "height": 1000})
|
|
|
|
# Step 1: Create a workspace
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|
page.goto(BASE_URL, wait_until="domcontentloaded", timeout=30000)
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|
expect(page).to_have_title("NiceGUI")
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|
expect(page.locator("text=Create a private workspace URL").first).to_be_visible(timeout=10000)
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|
page.get_by_role("button", name="Get started").click()
|
|
page.wait_for_url(f"{BASE_URL}/*", timeout=15000)
|
|
workspace_url = page.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
|
|
page.goto(f"{workspace_url}/backtests", wait_until="domcontentloaded", timeout=30000)
|
|
|
|
# Verify page loads without errors
|
|
expect(page.locator("text=Scenario Configuration")).to_be_visible(timeout=10000)
|
|
expect(page.locator("text=Data Source").first).to_be_visible(timeout=10000)
|
|
|
|
# Step 3: Select Synthetic data source (uses deterministic fixture data)
|
|
data_source_select = page.locator("[data-testid=data-source-select]")
|
|
expect(data_source_select).to_be_visible(timeout=5000)
|
|
data_source_select.click()
|
|
page.get_by_text("Synthetic", exact=True).click()
|
|
page.wait_for_timeout(500)
|
|
|
|
# Verify synthetic data source shows date hint for fixture window
|
|
date_hint = page.locator("text=GLD data available from")
|
|
expect(date_hint).to_be_visible(timeout=5000)
|
|
|
|
# Step 4: Fill in fixture-supported dates (2024-01-02 to 2024-01-08)
|
|
start_date_input = page.get_by_label("Start date")
|
|
end_date_input = page.get_by_label("End date")
|
|
|
|
start_date_input.fill("2024-01-02")
|
|
end_date_input.fill("2024-01-08")
|
|
start_date_input.press("Tab") # Trigger blur/validation
|
|
page.wait_for_timeout(1000) # Wait for async entry spot derivation
|
|
|
|
# Step 5: Fill in valid scenario parameters
|
|
# Fixture: entry_spot = $100, 1000 units = $100,000 collateral
|
|
# Loan: $68,000 (LTV ~68%) - undercollateralized for demonstration
|
|
# Margin call LTV: 75%
|
|
page.get_by_label("Underlying units").fill("1000")
|
|
page.get_by_label("Loan amount").fill("68000")
|
|
page.get_by_label("Margin call LTV").fill("0.75")
|
|
|
|
# Step 6: Click Run backtest button
|
|
run_button = page.get_by_role("button", name="Run backtest")
|
|
expect(run_button).to_be_enabled(timeout=5000)
|
|
run_button.click()
|
|
|
|
# Step 7: Wait for backtest to complete (poll for results)
|
|
# The backtest should show "Scenario Results" when complete
|
|
scenario_results = page.locator("text=Scenario Results")
|
|
expect(scenario_results).to_be_visible(timeout=30000)
|
|
|
|
# Step 8: Verify key results are displayed in Scenario Results
|
|
result_text = page.locator("body").inner_text(timeout=10000)
|
|
|
|
# Should show key metrics from fixture backtest
|
|
# Fixture data: 100 -> 96 -> 92 -> 88 -> 85 (15% selloff)
|
|
# With protective put ATM, should show hedged results
|
|
assert "Start value" in result_text, "Should show Start value metric"
|
|
assert "$100,000" in result_text or "$100,0" in result_text, "Start value should be ~$100,000"
|
|
assert "End value" in result_text, "Should show End value metric"
|
|
|
|
# Should not have runtime errors
|
|
assert "RuntimeError" not in result_text, "No runtime errors should appear"
|
|
assert "Traceback" not in result_text, "No Python tracebacks should appear"
|
|
assert "Server error" not in result_text, "No server errors should appear"
|
|
assert "500" not in result_text, "No 500 errors should appear"
|
|
|
|
# Step 9: Verify Scenario Summary shows entry spot
|
|
# Entry spot should be derived as $100 from fixture data
|
|
summary_section = page.locator("text=Scenario Summary").first.locator(
|
|
"xpath=ancestor::div[contains(@class, 'card')]"
|
|
)
|
|
summary_text = summary_section.inner_text(timeout=5000)
|
|
assert (
|
|
"Entry spot" in summary_text or "$100" in summary_text
|
|
), f"Scenario Summary should show entry spot, got: {summary_text[:200]}"
|
|
|
|
# Step 10: Verify Daily Results table is populated
|
|
# Should have dates fixture: 2024-01-02, 2024-01-03, 2024-01-04, 2024-01-05, 2024-01-08
|
|
daily_results = page.locator("text=Daily Results")
|
|
expect(daily_results).to_be_visible(timeout=5000)
|
|
|
|
# Verify dates appear in the results
|
|
assert "2024-01-02" in result_text or "Jan 02" in result_text, "Should show start date in results"
|
|
|
|
# Step 11: Verify no horizontal overflow
|
|
assert_no_horizontal_overflow(page)
|
|
|
|
# Take screenshot for debugging
|
|
page.screenshot(path=str(ARTIFACTS / "backtest_results.png"), full_page=True)
|
|
browser.close()
|