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40 lines
1.3 KiB
Python
40 lines
1.3 KiB
Python
from datetime import date
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from types import SimpleNamespace
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import polars as pl
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import pytest
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from app.backtest.strategy import StrategyBacktestService
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from app.strategy.engine import StrategyEngine
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def _candidates() -> pl.DataFrame:
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return pl.DataFrame({
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"symbol": ["A", "B"],
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"date": [date(2024, 1, 2)] * 2,
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"close": [11.0, 12.0],
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"ma20": [10.0, 10.0],
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"vol_ratio_5d": [2.0, 1.0],
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})
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def test_virtual_scoring_is_shared_and_does_not_add_virtual_column():
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weights = {"ma20_bias": 0.6, "vol_ratio_5d": 0.4}
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realtime = StrategyEngine._apply_scoring(_candidates(), weights)
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strategy = SimpleNamespace(meta={"scoring": weights, "order_by": "score"})
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backtest = StrategyBacktestService._apply_score(_candidates(), strategy, None)
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assert realtime["score"].to_list() == pytest.approx([40.0, 60.0])
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assert backtest["score"].to_list() == pytest.approx([40.0, 60.0])
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assert "ma20_bias" not in realtime.columns
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assert "ma20_bias" not in backtest.columns
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def test_scoring_reweights_only_available_fields():
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scored = StrategyEngine._apply_scoring(
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_candidates().drop("ma20"),
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{"ma20_bias": 0.6, "vol_ratio_5d": 0.4},
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)
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assert scored["score"].to_list() == pytest.approx([100.0, 0.0])
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