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259 lines
11 KiB
259 lines
11 KiB
2 months ago
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# -*- coding: utf-8 -*-
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"""Integration tests for backtest service and repository.
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These tests run against a temporary SQLite DB (same approach as other tests)
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and validate idempotency/force semantics, result field correctness,
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summary creation, and query methods.
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"""
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import os
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import tempfile
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import unittest
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from datetime import date, datetime
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from src.config import Config
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from src.core.backtest_engine import OVERALL_SENTINEL_CODE
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from src.services.backtest_service import BacktestService
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from src.storage import AnalysisHistory, BacktestResult, BacktestSummary, DatabaseManager, StockDaily
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class BacktestServiceTestCase(unittest.TestCase):
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def setUp(self) -> None:
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self._temp_dir = tempfile.TemporaryDirectory()
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self._db_path = os.path.join(self._temp_dir.name, "test_backtest_service.db")
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os.environ["DATABASE_PATH"] = self._db_path
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os.environ["BACKTEST_EVAL_WINDOW_DAYS"] = "3"
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Config._instance = None
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DatabaseManager.reset_instance()
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self.db = DatabaseManager.get_instance()
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# Ensure analysis is old enough for default min_age_days=14
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old_created_at = datetime(2024, 1, 1, 0, 0, 0)
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with self.db.get_session() as session:
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session.add(
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AnalysisHistory(
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query_id="q1",
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code="600519",
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name="贵州茅台",
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report_type="simple",
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sentiment_score=80,
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operation_advice="买入",
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trend_prediction="看多",
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analysis_summary="test",
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stop_loss=95.0,
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take_profit=110.0,
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created_at=old_created_at,
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context_snapshot='{"enhanced_context": {"date": "2024-01-01"}}',
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)
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)
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# Analysis day close
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session.add(
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StockDaily(
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code="600519",
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date=date(2024, 1, 1),
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open=100.0,
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high=101.0,
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low=99.0,
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close=100.0,
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)
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)
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# Forward bars (3 days) that hit take-profit on day1
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session.add_all(
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[
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StockDaily(code="600519", date=date(2024, 1, 2), high=111.0, low=100.0, close=105.0),
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StockDaily(code="600519", date=date(2024, 1, 3), high=108.0, low=103.0, close=106.0),
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StockDaily(code="600519", date=date(2024, 1, 4), high=109.0, low=104.0, close=107.0),
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]
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)
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session.commit()
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def tearDown(self) -> None:
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DatabaseManager.reset_instance()
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self._temp_dir.cleanup()
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def _count_results(self) -> int:
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with self.db.get_session() as session:
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return session.query(BacktestResult).count()
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def test_force_semantics(self) -> None:
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service = BacktestService(self.db)
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stats1 = service.run_backtest(code="600519", force=False, eval_window_days=3, min_age_days=0, limit=10)
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self.assertEqual(stats1["saved"], 1)
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self.assertEqual(self._count_results(), 1)
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# Non-force should be idempotent
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stats2 = service.run_backtest(code="600519", force=False, eval_window_days=3, min_age_days=0, limit=10)
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self.assertEqual(stats2["saved"], 0)
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self.assertEqual(self._count_results(), 1)
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# Force should replace existing result without unique constraint errors
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stats3 = service.run_backtest(code="600519", force=True, eval_window_days=3, min_age_days=0, limit=10)
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self.assertEqual(stats3["saved"], 1)
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self.assertEqual(self._count_results(), 1)
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def _run_and_get_result(self) -> BacktestResult:
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"""Helper: run backtest and return the single BacktestResult row."""
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service = BacktestService(self.db)
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service.run_backtest(code="600519", force=False, eval_window_days=3, min_age_days=0, limit=10)
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with self.db.get_session() as session:
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return session.query(BacktestResult).one()
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def test_result_fields_correct(self) -> None:
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"""Verify BacktestResult row contains correct evaluation values."""
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result = self._run_and_get_result()
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self.assertEqual(result.eval_status, "completed")
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self.assertEqual(result.code, "600519")
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self.assertEqual(result.analysis_date, date(2024, 1, 1))
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self.assertEqual(result.operation_advice, "买入")
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self.assertEqual(result.position_recommendation, "long")
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self.assertEqual(result.direction_expected, "up")
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# Prices
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self.assertAlmostEqual(result.start_price, 100.0)
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self.assertAlmostEqual(result.end_close, 107.0)
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self.assertAlmostEqual(result.stock_return_pct, 7.0)
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# Direction & outcome
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self.assertEqual(result.outcome, "win")
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self.assertTrue(result.direction_correct)
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# Target hits -- day2 high=111 >= take_profit=110
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self.assertTrue(result.hit_take_profit)
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self.assertFalse(result.hit_stop_loss)
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self.assertEqual(result.first_hit, "take_profit")
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self.assertEqual(result.first_hit_trading_days, 1)
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self.assertEqual(result.first_hit_date, date(2024, 1, 2))
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# Simulated execution
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self.assertAlmostEqual(result.simulated_entry_price, 100.0)
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self.assertAlmostEqual(result.simulated_exit_price, 110.0)
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self.assertEqual(result.simulated_exit_reason, "take_profit")
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self.assertAlmostEqual(result.simulated_return_pct, 10.0)
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def test_summaries_created_after_run(self) -> None:
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"""Verify both overall and per-stock BacktestSummary rows are created."""
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service = BacktestService(self.db)
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service.run_backtest(code="600519", force=False, eval_window_days=3, min_age_days=0, limit=10)
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with self.db.get_session() as session:
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# Overall summary uses sentinel code
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overall = session.query(BacktestSummary).filter(
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BacktestSummary.scope == "overall",
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BacktestSummary.code == OVERALL_SENTINEL_CODE,
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).first()
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self.assertIsNotNone(overall)
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self.assertEqual(overall.total_evaluations, 1)
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self.assertEqual(overall.completed_count, 1)
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self.assertEqual(overall.win_count, 1)
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self.assertEqual(overall.loss_count, 0)
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self.assertAlmostEqual(overall.win_rate_pct, 100.0)
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# Stock-level summary
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stock = session.query(BacktestSummary).filter(
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BacktestSummary.scope == "stock",
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BacktestSummary.code == "600519",
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).first()
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self.assertIsNotNone(stock)
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self.assertEqual(stock.total_evaluations, 1)
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self.assertEqual(stock.completed_count, 1)
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self.assertEqual(stock.win_count, 1)
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def test_get_summary_overall_returns_sentinel_as_none(self) -> None:
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"""Verify get_summary translates __overall__ sentinel back to None."""
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service = BacktestService(self.db)
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service.run_backtest(code="600519", force=False, eval_window_days=3, min_age_days=0, limit=10)
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summary = service.get_summary(scope="overall", code=None)
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self.assertIsNotNone(summary)
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self.assertIsNone(summary["code"])
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self.assertEqual(summary["scope"], "overall")
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self.assertEqual(summary["win_count"], 1)
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def test_get_recent_evaluations(self) -> None:
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"""Verify get_recent_evaluations returns correct paginated results."""
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service = BacktestService(self.db)
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service.run_backtest(code="600519", force=False, eval_window_days=3, min_age_days=0, limit=10)
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data = service.get_recent_evaluations(code="600519", limit=10, page=1)
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self.assertEqual(data["total"], 1)
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self.assertEqual(data["page"], 1)
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self.assertEqual(data["limit"], 10)
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self.assertEqual(len(data["items"]), 1)
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item = data["items"][0]
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self.assertEqual(item["code"], "600519")
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self.assertEqual(item["outcome"], "win")
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self.assertEqual(item["direction_expected"], "up")
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self.assertTrue(item["direction_correct"])
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def test_multi_stock_summaries(self) -> None:
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"""Verify separate summaries for multiple stocks + correct overall aggregate."""
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old_created_at = datetime(2024, 1, 1, 0, 0, 0)
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with self.db.get_session() as session:
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# Second stock with sell advice -- price drops (win for cash/down)
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session.add(
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AnalysisHistory(
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query_id="q2",
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code="000001",
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name="平安银行",
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report_type="simple",
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sentiment_score=30,
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operation_advice="卖出",
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trend_prediction="看空",
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analysis_summary="test2",
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stop_loss=None,
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take_profit=None,
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created_at=old_created_at,
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context_snapshot='{"enhanced_context": {"date": "2024-01-01"}}',
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)
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)
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session.add(
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StockDaily(code="000001", date=date(2024, 1, 1), open=10.0, high=10.2, low=9.8, close=10.0)
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)
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session.add_all([
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StockDaily(code="000001", date=date(2024, 1, 2), high=10.0, low=9.5, close=9.6),
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StockDaily(code="000001", date=date(2024, 1, 3), high=9.7, low=9.3, close=9.4),
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StockDaily(code="000001", date=date(2024, 1, 4), high=9.5, low=9.0, close=9.1),
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])
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session.commit()
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service = BacktestService(self.db)
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stats = service.run_backtest(code=None, force=False, eval_window_days=3, min_age_days=0, limit=10)
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self.assertEqual(stats["saved"], 2)
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self.assertEqual(stats["completed"], 2)
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with self.db.get_session() as session:
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# Each stock has its own summary
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s1 = session.query(BacktestSummary).filter(
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BacktestSummary.scope == "stock", BacktestSummary.code == "600519"
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).first()
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s2 = session.query(BacktestSummary).filter(
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BacktestSummary.scope == "stock", BacktestSummary.code == "000001"
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).first()
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self.assertIsNotNone(s1)
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self.assertIsNotNone(s2)
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self.assertEqual(s1.win_count, 1)
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self.assertEqual(s2.win_count, 1)
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# Overall aggregates both
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overall = session.query(BacktestSummary).filter(
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BacktestSummary.scope == "overall",
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BacktestSummary.code == OVERALL_SENTINEL_CODE,
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).first()
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self.assertIsNotNone(overall)
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self.assertEqual(overall.total_evaluations, 2)
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self.assertEqual(overall.completed_count, 2)
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self.assertEqual(overall.win_count, 2)
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if __name__ == "__main__":
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unittest.main()
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