wehub-resource-sync
85 lines
2.8 KiB
Python
85 lines
2.8 KiB
Python
from __future__ import annotations
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import json
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import math
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from pathlib import Path
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import tempfile
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import pytest
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from backtest import validation
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def test_rejects_missing_run_dir_argument() -> None:
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with pytest.raises(SystemExit, match="Usage: python -m backtest.validation <run_dir>"):
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validation._parse_run_dir(["validation"])
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def test_rejects_blank_run_dir() -> None:
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with pytest.raises(SystemExit, match="run_dir must be a non-empty path"):
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validation._parse_run_dir(["validation", " "])
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def test_rejects_malformed_run_dir() -> None:
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with pytest.raises(SystemExit, match="Invalid run_dir path:"):
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validation._parse_run_dir(["validation", "\0bad"])
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def test_rejects_missing_directory() -> None:
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missing_dir = Path(tempfile.gettempdir()) / "validation-cli-missing-dir"
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with pytest.raises(SystemExit, match=rf"run_dir does not exist: .*{missing_dir.name}"):
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validation._parse_run_dir(["validation", str(missing_dir)])
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def test_rejects_non_directory_path() -> None:
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with tempfile.NamedTemporaryFile() as handle:
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with pytest.raises(SystemExit, match=rf"run_dir is not a directory: .*{Path(handle.name).name}"):
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validation._parse_run_dir(["validation", handle.name])
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def test_accepts_existing_directory() -> None:
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with tempfile.TemporaryDirectory() as run_dir:
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parsed = validation._parse_run_dir(["validation", run_dir])
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assert parsed == Path(run_dir)
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def test_main_writes_strict_json_for_non_finite_results(tmp_path: Path, monkeypatch, capsys) -> None:
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artifacts = tmp_path / "artifacts"
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artifacts.mkdir()
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(tmp_path / "config.json").write_text('{"initial_cash": 1000}', encoding="utf-8")
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monkeypatch.setattr(validation, "_load_equity", lambda _run_dir: object())
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monkeypatch.setattr(validation, "_load_trades", lambda _run_dir: [])
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monkeypatch.setattr(
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validation,
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"monte_carlo_test",
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lambda *_args, **_kwargs: {"actual_sharpe": math.nan},
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)
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monkeypatch.setattr(
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validation,
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"bootstrap_sharpe_ci",
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lambda *_args, **_kwargs: {"ci": [math.inf, -math.inf, 1.0]},
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)
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monkeypatch.setattr(
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validation,
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"walk_forward_analysis",
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lambda *_args, **_kwargs: {"windows": [{"sharpe": math.nan}]},
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)
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result = validation.main(tmp_path)
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raw = (artifacts / "validation.json").read_text(encoding="utf-8")
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stdout = capsys.readouterr().out
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assert "NaN" not in raw
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assert "Infinity" not in raw
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assert "NaN" not in stdout
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assert "Infinity" not in stdout
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loaded = json.loads(raw)
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assert loaded == result
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assert loaded["monte_carlo"]["actual_sharpe"] is None
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assert loaded["bootstrap"]["ci"] == [None, None, 1.0]
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assert loaded["walk_forward"]["windows"][0]["sharpe"] is None
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