eaaf78cd12
- Add helpful message suggesting Databento/Yahoo Finance for dates outside fixture range - Update test to expect BOUNDED policy for backtest UI
75 lines
2.5 KiB
Python
75 lines
2.5 KiB
Python
from __future__ import annotations
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from datetime import date
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import pytest
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from app.services.backtesting.fixture_source import (
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SEEDED_GLD_2024_FIXTURE_HISTORY,
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SharedHistoricalFixtureSource,
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WindowPolicy,
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)
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from app.services.backtesting.ui_service import BacktestPageService
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from app.services.event_comparison_ui import EventComparisonPageService
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def test_shared_fixture_source_exact_window_requires_seeded_bounds() -> None:
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source = SharedHistoricalFixtureSource(
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feature_label="BT-001A",
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supported_symbol="GLD",
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history=SEEDED_GLD_2024_FIXTURE_HISTORY,
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window_policy=WindowPolicy.EXACT,
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)
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rows = source.load_daily_closes("GLD", date(2024, 1, 2), date(2024, 1, 8))
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assert [row.date.isoformat() for row in rows] == [
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"2024-01-02",
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"2024-01-03",
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"2024-01-04",
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"2024-01-05",
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"2024-01-08",
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]
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with pytest.raises(ValueError, match="seeded 2024-01-02 through 2024-01-08 window"):
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source.load_daily_closes("GLD", date(2024, 1, 3), date(2024, 1, 8))
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def test_shared_fixture_source_bounded_window_allows_subranges_but_fails_closed_outside_seeded_bounds() -> None:
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source = SharedHistoricalFixtureSource(
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feature_label="BT-003A",
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supported_symbol="GLD",
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history=SEEDED_GLD_2024_FIXTURE_HISTORY,
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window_policy=WindowPolicy.BOUNDED,
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)
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rows = source.load_daily_closes("GLD", date(2024, 1, 3), date(2024, 1, 5))
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assert [row.date.isoformat() for row in rows] == ["2024-01-03", "2024-01-04", "2024-01-05"]
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with pytest.raises(ValueError, match="seeded 2024-01-02 through 2024-01-08 window"):
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source.load_daily_closes("GLD", date(2024, 1, 1), date(2024, 1, 8))
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with pytest.raises(ValueError, match="start_date must be on or before end_date"):
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source.load_daily_closes("GLD", date(2024, 1, 5), date(2024, 1, 3))
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def test_backtest_page_service_uses_shared_bounded_fixture_source() -> None:
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service = BacktestPageService()
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source = service.backtest_service.provider.source
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assert isinstance(source, SharedHistoricalFixtureSource)
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assert source.feature_label == "BT-001A"
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assert source.window_policy is WindowPolicy.BOUNDED
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def test_event_comparison_page_service_uses_shared_bounded_fixture_source() -> None:
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service = EventComparisonPageService()
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source = service.comparison_service.provider.source
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assert isinstance(source, SharedHistoricalFixtureSource)
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assert source.feature_label == "BT-003A"
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assert source.window_policy is WindowPolicy.BOUNDED
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