vault-dash/tests/test_backtest_job.py

"""Tests for backtest job execution via the jobs module."""

from __future__ import annotations

from datetime import date

from app.services.backtesting.jobs import (
    BacktestJobStore,
    JobStage,
    JobStatus,
    job_store,
    run_backtest_job,
)
from app.services.backtesting.ui_service import BacktestPageService


def test_backtest_job_store_creates_and_retrieves_jobs() -> None:
    """Test that the job store can create and retrieve jobs."""
    store = BacktestJobStore()

    job = store.create_job("workspace-1")
    assert job.status == JobStatus.PENDING
    assert job.stage == JobStage.VALIDATING

    retrieved = store.get_job("workspace-1")
    assert retrieved is job

    # Creating a new job replaces the old one
    job2 = store.create_job("workspace-1")
    assert store.get_job("workspace-1") is job2


def test_backtest_job_store_updates_job_status() -> None:
    """Test that job status can be updated."""
    store = BacktestJobStore()
    store.create_job("workspace-1")

    store.update_job(
        "workspace-1",
        status=JobStatus.RUNNING,
        stage=JobStage.FETCHING_PRICES,
        progress=50,
        message="Fetching prices...",
    )

    updated = store.get_job("workspace-1")
    assert updated is not None
    assert updated.status == JobStatus.RUNNING
    assert updated.stage == JobStage.FETCHING_PRICES
    assert updated.progress == 50
    assert updated.message == "Fetching prices..."


def test_run_backtest_job_completes_with_synthetic_data() -> None:
    """Test that a backtest job completes successfully with synthetic fixture data."""
    # Use the global job_store singleton
    workspace_id = "workspace-test-job-complete"
    job = job_store.create_job(workspace_id)
    service = BacktestPageService()

    run_backtest_job(
        workspace_id=workspace_id,
        job=job,
        service=service,
        symbol="GLD",
        start_date=date(2024, 1, 2),
        end_date=date(2024, 1, 8),
        template_slug="protective-put-atm-12m",
        underlying_units=1000.0,
        loan_amount=68000.0,
        margin_call_ltv=0.75,
        data_source="synthetic",
    )

    updated = job_store.get_job(workspace_id)
    assert updated is not None
    assert updated.status == JobStatus.COMPLETE, f"Job failed with error: {updated.error}"
    assert updated.result is not None

    # Verify result structure
    result = updated.result
    assert "scenario_id" in result
    assert "entry_spot" in result
    assert result["entry_spot"] == 100.0
    assert "template_results" in result
    assert len(result["template_results"]) == 1

    # Verify template result structure
    template_result = result["template_results"][0]
    assert "template_slug" in template_result
    assert "summary_metrics" in template_result
    assert "daily_path" in template_result

    # Verify there are daily points
    daily_path = template_result["daily_path"]
    assert len(daily_path) == 5  # 5 trading days in fixture

    # Verify summary metrics exist
    summary = template_result["summary_metrics"]
    assert "start_value" in summary
    assert "total_hedge_cost" in summary


def test_run_backtest_job_serializes_daily_path_correctly() -> None:
    """Test that daily_path is properly serialized with all fields."""
    workspace_id = "workspace-test-daily-path"
    job = job_store.create_job(workspace_id)
    service = BacktestPageService()

    run_backtest_job(
        workspace_id=workspace_id,
        job=job,
        service=service,
        symbol="GLD",
        start_date=date(2024, 1, 2),
        end_date=date(2024, 1, 8),
        template_slug="protective-put-atm-12m",
        underlying_units=1000.0,
        loan_amount=68000.0,
        margin_call_ltv=0.75,
        data_source="synthetic",
    )

    result = job_store.get_job(workspace_id).result
    daily_point = result["template_results"][0]["daily_path"][0]

    # Verify all fields are present
    assert "date" in daily_point
    assert "spot_close" in daily_point
    assert "underlying_value" in daily_point
    assert "option_market_value" in daily_point
    assert "net_portfolio_value" in daily_point
    assert "ltv_hedged" in daily_point
    assert "ltv_unhedged" in daily_point
    assert "margin_call_hedged" in daily_point
    assert "margin_call_unhedged" in daily_point


def test_run_backtest_job_handles_validation_errors() -> None:
    """Test that validation errors are properly captured."""
    workspace_id = "workspace-test-validation"
    job = job_store.create_job(workspace_id)
    service = BacktestPageService()

    # Use invalid dates (outside fixture window for synthetic)
    run_backtest_job(
        workspace_id=workspace_id,
        job=job,
        service=service,
        symbol="GLD",
        start_date=date(2023, 1, 1),  # Outside fixture window
        end_date=date(2023, 1, 7),
        template_slug="protective-put-atm-12m",
        underlying_units=1000.0,
        loan_amount=68000.0,
        margin_call_ltv=0.75,
        data_source="synthetic",
    )

    updated = job_store.get_job(workspace_id)
    assert updated is not None
    assert updated.status == JobStatus.FAILED
    assert updated.error is not None
    assert "deterministic fixture data" in updated.error


def test_run_backtest_job_handles_invalid_symbol() -> None:
    """Test that invalid symbols are properly rejected."""
    workspace_id = "workspace-test-invalid-symbol"
    job = job_store.create_job(workspace_id)
    service = BacktestPageService()

    run_backtest_job(
        workspace_id=workspace_id,
        job=job,
        service=service,
        symbol="INVALID",
        start_date=date(2024, 1, 2),
        end_date=date(2024, 1, 8),
        template_slug="protective-put-atm-12m",
        underlying_units=1000.0,
        loan_amount=68000.0,
        margin_call_ltv=0.75,
        data_source="synthetic",
    )

    updated = job_store.get_job(workspace_id)
    assert updated is not None
    assert updated.status == JobStatus.FAILED
    assert "GLD, GC, XAU" in updated.error