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54 lines
1.7 KiB
54 lines
1.7 KiB
# -*- coding: utf-8 -*-
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"""Unit tests for BacktestEngine.compute_summary()."""
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import unittest
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from dataclasses import dataclass
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from src.core.backtest_engine import BacktestEngine
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@dataclass
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class FakeRow:
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eval_status: str = "completed"
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position_recommendation: str = "long"
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outcome: str = "win"
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direction_correct: bool | None = True
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stock_return_pct: float | None = 1.0
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simulated_return_pct: float | None = 1.0
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hit_stop_loss: bool | None = False
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hit_take_profit: bool | None = False
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first_hit: str | None = "neither"
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first_hit_trading_days: int | None = None
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operation_advice: str | None = "买入"
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class BacktestSummaryTestCase(unittest.TestCase):
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def test_trigger_rates_use_applicable_denominators(self) -> None:
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# One row has stop-loss configured, one row doesn't.
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rows = [
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FakeRow(hit_stop_loss=True, hit_take_profit=None, first_hit="stop_loss"),
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FakeRow(hit_stop_loss=None, hit_take_profit=True, first_hit="take_profit"),
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]
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summary = BacktestEngine.compute_summary(
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results=rows,
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scope="stock",
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code="600519",
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eval_window_days=3,
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engine_version="v1",
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)
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# stop_loss_trigger_rate denominator should be 1 (only applicable row)
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self.assertEqual(summary["stop_loss_trigger_rate"], 100.0)
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# take_profit_trigger_rate denominator should be 1 (only applicable row)
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self.assertEqual(summary["take_profit_trigger_rate"], 100.0)
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# ambiguous_rate denominator should be 2 (any target applicable)
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self.assertEqual(summary["ambiguous_rate"], 0.0)
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if __name__ == "__main__":
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unittest.main()
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