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NexQuant/test/backtesting/test_results_db.py
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"""
Tests für Results Database - SQLite für Backtest-Ergebnisse
Test-Fälle:
- ResultsDatabase Initialisierung
- add_factor(): Faktoren hinzufügen
- add_backtest(): Backtest-Ergebnisse speichern
- add_loop(): Loop-Ergebnisse speichern
- get_top_factors(): Top-Faktoren abfragen
- get_aggregate_stats(): Aggregierte Statistiken
- Database Cleanup und Ressourcen-Management
- Edge Cases: Duplicate factors, leere DB, invalid data
"""
import pytest
import sqlite3
import os
from pathlib import Path
from datetime import datetime
import tempfile
class TestResultsDatabaseInitialization:
"""Tests für ResultsDatabase.__init__()"""
def test_init_default_path(self):
"""Initialisierung mit default path sollte funktionieren"""
with tempfile.TemporaryDirectory() as tmpdir:
db_path = os.path.join(tmpdir, 'test.db')
db = ResultsDatabase(db_path=db_path)
# Datenbank sollte existieren
assert os.path.exists(db_path), "Datenbank-Datei wurde nicht erstellt"
# Verbindung sollte offen sein
assert db.conn is not None
db.close()
def test_init_creates_tables(self, results_database):
"""Initialisierung sollte alle Tabellen erstellen"""
c = results_database.conn.cursor()
# Prüfe ob alle Tabellen existieren
c.execute("SELECT name FROM sqlite_master WHERE type='table'")
tables = [row[0] for row in c.fetchall()]
assert 'factors' in tables, "Tabelle 'factors' fehlt"
assert 'backtest_runs' in tables, "Tabelle 'backtest_runs' fehlt"
assert 'loop_results' in tables, "Tabelle 'loop_results' fehlt"
def test_init_creates_parent_directories(self):
"""Initialisierung sollte Parent-Directories erstellen"""
with tempfile.TemporaryDirectory() as tmpdir:
db_path = os.path.join(tmpdir, 'nested', 'path', 'test.db')
db = ResultsDatabase(db_path=db_path)
assert os.path.exists(db_path), "Datenbank-Datei wurde nicht erstellt"
assert os.path.exists(os.path.dirname(db_path)), "Parent-Directory wurde nicht erstellt"
db.close()
def test_init_multiple_instances_same_db(self, temp_db_path):
"""Mehrere Instanzen derselben DB sollten funktionieren"""
db1 = ResultsDatabase(db_path=temp_db_path)
db2 = ResultsDatabase(db_path=temp_db_path)
# Beide sollten schreiben können
db1.add_factor("Factor1", "type1")
# db2 sollte den Faktor sehen
c = db2.conn.cursor()
c.execute("SELECT COUNT(*) FROM factors")
count = c.fetchone()[0]
assert count == 1, "Faktor wurde nicht in zweiter Instanz gesehen"
db1.close()
db2.close()
class TestAddFactor:
"""Tests für ResultsDatabase.add_factor()"""
def test_add_factor_new(self, results_database):
"""Neuen Faktor hinzufügen sollte ID zurückgeben"""
factor_id = results_database.add_factor("Momentum", "price_based")
assert factor_id > 0, f"Ungültige factor_id: {factor_id}"
def test_add_factor_duplicate(self, results_database):
"""Duplizierten Faktor hinzufügen sollte gleiche ID zurückgeben"""
factor_id1 = results_database.add_factor("Momentum", "price_based")
factor_id2 = results_database.add_factor("Momentum", "price_based")
assert factor_id1 == factor_id2, "Duplizierter Faktor sollte gleiche ID haben"
def test_add_factor_different_type(self, results_database):
"""Faktor mit unterschiedlichem Typ sollte trotzdem gleiche ID haben"""
factor_id1 = results_database.add_factor("Momentum", "price_based")
factor_id2 = results_database.add_factor("Momentum", "custom_type")
assert factor_id1 == factor_id2, "Faktor mit anderem Typ sollte gleiche ID haben (UNIQUE auf name)"
def test_add_factor_special_characters(self, results_database):
"""Faktor mit Sonderzeichen im Namen sollte funktionieren"""
factor_id = results_database.add_factor("Factor/With:Special-Chars", "type")
assert factor_id > 0, f"Ungültige factor_id für Sonderzeichen-Name: {factor_id}"
def test_add_factor_empty_name(self, results_database):
"""Faktor mit leerem Namen sollte behandelt werden"""
factor_id = results_database.add_factor("", "type")
# Sollte entweder ID zurückgeben oder -1
assert factor_id >= -1, "Unerwartetes Verhalten bei leerem Namen"
def test_add_factor_many_factors(self, results_database):
"""Viele Faktoren hinzufügen sollte funktionieren"""
factor_ids = []
for i in range(100):
factor_id = results_database.add_factor(f"Factor_{i}", f"type_{i % 10}")
factor_ids.append(factor_id)
# Alle IDs sollten positiv und eindeutig sein (für verschiedene Namen)
assert len(set(factor_ids)) == 100, "Nicht alle Faktor-IDs sind eindeutig"
class TestAddBacktest:
"""Tests für ResultsDatabase.add_backtest()"""
def test_add_backtest_basic(self, results_database):
"""Backtest-Ergebnis hinzufügen sollte ID zurückgeben"""
metrics = {
'ic': 0.05, 'sharpe_ratio': 1.5, 'annualized_return': 0.12,
'max_drawdown': -0.08, 'win_rate': 0.55
}
backtest_id = results_database.add_backtest("TestFactor", metrics)
assert backtest_id > 0, f"Ungültige backtest_id: {backtest_id}"
def test_add_backtest_creates_factor(self, results_database):
"""add_backtest sollte Faktor automatisch erstellen"""
metrics = {'ic': 0.05, 'sharpe_ratio': 1.5}
results_database.add_backtest("NewFactor", metrics)
# Faktor sollte existieren
c = results_database.conn.cursor()
c.execute("SELECT COUNT(*) FROM factors WHERE factor_name = ?", ("NewFactor",))
count = c.fetchone()[0]
assert count == 1, "Faktor wurde nicht automatisch erstellt"
def test_add_backtest_missing_metrics(self, results_database):
"""Backtest mit fehlenden Metrics sollte funktionieren"""
metrics = {'ic': 0.05} # Nur IC, andere fehlen
backtest_id = results_database.add_backtest("PartialFactor", metrics)
assert backtest_id > 0, "Backtest mit partial metrics sollte funktionieren"
def test_add_backtest_nan_values(self, results_database):
"""Backtest mit NaN-Werten sollte funktionieren"""
import numpy as np
metrics = {
'ic': np.nan, 'sharpe_ratio': 1.5, 'annualized_return': np.nan,
'max_drawdown': -0.08, 'win_rate': 0.55
}
backtest_id = results_database.add_backtest("NaNFactor", metrics)
assert backtest_id > 0, "Backtest mit NaN-Werten sollte funktionieren"
def test_add_backtest_multiple_runs_same_factor(self, results_database):
"""Mehrere Backtest-Runs für gleichen Faktor sollten funktionieren"""
metrics1 = {'ic': 0.05, 'sharpe_ratio': 1.5}
metrics2 = {'ic': 0.06, 'sharpe_ratio': 1.6}
id1 = results_database.add_backtest("SameFactor", metrics1)
id2 = results_database.add_backtest("SameFactor", metrics2)
assert id1 != id2, "Mehrere Runs sollten verschiedene IDs haben"
# Beide Runs sollten in DB sein
c = results_database.conn.cursor()
c.execute("SELECT COUNT(*) FROM backtest_runs")
count = c.fetchone()[0]
assert count == 2, "Beide Runs sollten gespeichert sein"
class TestAddLoop:
"""Tests für ResultsDatabase.add_loop()"""
def test_add_loop_basic(self, results_database):
"""Loop-Ergebnis hinzufügen sollte ID zurückgeben"""
loop_id = results_database.add_loop(1, 4, 6, 0.05, "completed")
assert loop_id > 0, f"Ungültige loop_id: {loop_id}"
def test_add_loop_success_rate_calculation(self, results_database):
"""add_loop sollte success_rate korrekt berechnen"""
results_database.add_loop(1, 8, 2, 0.05, "completed")
c = results_database.conn.cursor()
c.execute("SELECT success_rate FROM loop_results WHERE loop_index = 1")
rate = c.fetchone()[0]
assert abs(rate - 0.8) < 1e-10, f"Success Rate {rate} != erwartet 0.8"
def test_add_loop_zero_total(self, results_database):
"""add_loop mit 0 total (success + fail = 0) sollte 0 rate ergeben"""
loop_id = results_database.add_loop(1, 0, 0, None, "completed")
c = results_database.conn.cursor()
c.execute("SELECT success_rate FROM loop_results WHERE id = ?", (loop_id,))
rate = c.fetchone()[0]
assert rate == 0, f"Success Rate sollte 0 sein bei 0 total, ist aber {rate}"
def test_add_loop_multiple(self, results_database):
"""Mehrere Loops hinzufügen sollte funktionieren"""
for i in range(10):
results_database.add_loop(i, i % 5, 5 - (i % 5), 0.01 * i, "completed")
c = results_database.conn.cursor()
c.execute("SELECT COUNT(*) FROM loop_results")
count = c.fetchone()[0]
assert count == 10, f"Erwartet 10 Loops, gefunden {count}"
class TestGetTopFactors:
"""Tests für ResultsDatabase.get_top_factors()"""
def test_get_top_factors_by_sharpe(self, populated_database):
"""Top-Faktoren nach Sharpe sollte korrekt sortiert sein"""
df = populated_database.get_top_factors(metric='sharpe', limit=3)
assert len(df) == 3, f"Erwartet 3 Faktoren, gefunden {len(df)}"
assert 'factor_name' in df.columns
assert 'sharpe' in df.columns
# Sollte absteigend sortiert sein
sharpe_values = df['sharpe'].tolist()
assert sharpe_values == sorted(sharpe_values, reverse=True), "Nicht absteigend sortiert"
def test_get_top_factors_by_ic(self, populated_database):
"""Top-Faktoren nach IC sollte korrekt sortiert sein"""
df = populated_database.get_top_factors(metric='ic', limit=3)
assert len(df) == 3
ic_values = df['ic'].tolist() if hasattr(df['ic'], 'tolist') else list(df['ic'])
assert ic_values == sorted(ic_values, reverse=True), "Nicht absteigend sortiert"
def test_get_top_factors_limit(self, populated_database):
"""Limit-Parameter sollte Anzahl der Ergebnisse begrenzen"""
for limit in [1, 2, 5, 10]:
df = populated_database.get_top_factors(metric='sharpe', limit=limit)
assert len(df) <= limit, f"Limit {limit} nicht eingehalten, gefunden {len(df)}"
def test_get_top_factors_empty_db(self, results_database):
"""get_top_factors mit leerer DB sollte leeres DataFrame zurückgeben"""
df = results_database.get_top_factors()
assert len(df) == 0, "Leere DB sollte leeres DataFrame zurückgeben"
def test_get_top_factors_all_columns(self, populated_database):
"""get_top_factors sollte alle erwarteten Spalten haben"""
df = populated_database.get_top_factors()
expected_columns = ['factor_name', 'sharpe', 'ic', 'annual_return', 'max_drawdown']
for col in expected_columns:
assert col in df.columns, f"Spalte '{col}' fehlt"
class TestGetAggregateStats:
"""Tests für ResultsDatabase.get_aggregate_stats()"""
def test_get_aggregate_stats_populated(self, populated_database):
"""get_aggregate_stats sollte korrekte Statistiken zurückgeben"""
stats = populated_database.get_aggregate_stats()
assert 'total_factors' in stats
assert 'avg_ic' in stats
assert 'max_sharpe' in stats
assert 'avg_return' in stats
# Bei 4 Faktoren sollte total_factors >= 4 sein
assert stats['total_factors'] >= 4, f"Erwartet >= 4 Faktoren, gefunden {stats['total_factors']}"
def test_get_aggregate_stats_empty(self, results_database):
"""get_aggregate_stats mit leerer DB sollte None-Werte zurückgeben"""
stats = results_database.get_aggregate_stats()
assert stats['total_factors'] == 0 or stats['total_factors'] is None
assert stats['avg_ic'] is None
assert stats['max_sharpe'] is None
assert stats['avg_return'] is None
def test_get_aggregate_stats_after_additions(self, results_database):
"""get_aggregate_stats sollte nach Hinzufügen aktualisierte Werte zeigen"""
# Initial leer
stats1 = results_database.get_aggregate_stats()
# Faktor hinzufügen
results_database.add_factor("NewFactor", "type")
results_database.add_backtest("NewFactor", {
'ic': 0.10, 'sharpe_ratio': 2.0, 'annualized_return': 0.15
})
# Nachher
stats2 = results_database.get_aggregate_stats()
assert stats2['total_factors'] > stats1['total_factors'], "total_factors nicht aktualisiert"
class TestDatabaseCleanup:
"""Tests für Datenbank-Cleanup und Ressourcen-Management"""
def test_close_connection(self, results_database):
"""close() sollte Verbindung schließen"""
results_database.close()
# Verbindung sollte geschlossen sein
with pytest.raises(sqlite3.ProgrammingError):
results_database.conn.cursor()
def test_context_manager_pattern(self, temp_db_path):
"""Datenbank sollte mit try/finally korrekt geschlossen werden"""
db = ResultsDatabase(db_path=temp_db_path)
db.add_factor("TestFactor", "type")
try:
# Arbeit mit DB
c = db.conn.cursor()
c.execute("SELECT COUNT(*) FROM factors")
count = c.fetchone()[0]
assert count == 1
finally:
db.close()
# Nach close sollte Fehler kommen
with pytest.raises(sqlite3.ProgrammingError):
db.conn.cursor()
def test_database_file_cleanup(self, temp_db_path):
"""Temporäre Datenbank-Datei sollte cleanup-fähig sein"""
# DB erstellen und schließen
db = ResultsDatabase(db_path=temp_db_path)
db.add_factor("TestFactor", "type")
db.close()
# Datei sollte noch existieren (für manuelles Cleanup)
assert os.path.exists(temp_db_path)
class TestDatabaseIntegrity:
"""Tests für Datenbank-Integrität und Foreign Keys"""
def test_foreign_key_factor_backtest(self, results_database):
"""backtest_runs sollte validen factor_id haben"""
factor_id = results_database.add_factor("TestFactor", "type")
backtest_id = results_database.add_backtest("TestFactor", {'ic': 0.05})
c = results_database.conn.cursor()
c.execute("""
SELECT b.factor_id, f.id
FROM backtest_runs b
JOIN factors f ON b.factor_id = f.id
WHERE b.id = ?
""", (backtest_id,))
result = c.fetchone()
assert result is not None, "Foreign Key Join fehlgeschlagen"
assert result[0] == result[1], "factor_id stimmt nicht überein"
def test_data_persistence(self, temp_db_path):
"""Daten sollten nach Schließen und Wiederöffnen persistieren"""
# Erste Instanz
db1 = ResultsDatabase(db_path=temp_db_path)
db1.add_factor("PersistentFactor", "type")
db1.add_backtest("PersistentFactor", {'ic': 0.08, 'sharpe_ratio': 1.5})
db1.close()
# Zweite Instanz (neu öffnen)
db2 = ResultsDatabase(db_path=temp_db_path)
c = db2.conn.cursor()
c.execute("SELECT COUNT(*) FROM factors")
factor_count = c.fetchone()[0]
c.execute("SELECT COUNT(*) FROM backtest_runs")
backtest_count = c.fetchone()[0]
assert factor_count == 1, "Faktor nicht persistent"
assert backtest_count == 1, "Backtest nicht persistent"
db2.close()
# Import am Anfang der Datei für die Tests
from rdagent.components.backtesting.results_db import ResultsDatabase
class TestAddColumnIfNotExists:
"""Direct tests for _add_column_if_not_exists migration helper."""
def test_add_new_column_succeeds(self):
"""Adding a new column to an existing table should work."""
with tempfile.TemporaryDirectory() as tmpdir:
import os
db_path = os.path.join(tmpdir, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
db._add_column_if_not_exists("backtest_runs", "test_new_col", "REAL")
c = db.conn.cursor()
c.execute("PRAGMA table_info(backtest_runs)")
cols = [row[1] for row in c.fetchall()]
assert "test_new_col" in cols
finally:
db.close()
def test_existing_column_noop(self):
"""Adding an already existing column should succeed (no-op)."""
with tempfile.TemporaryDirectory() as tmpdir:
import os
db_path = os.path.join(tmpdir, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
# First call adds, second call should be no-op
db._add_column_if_not_exists("backtest_runs", "ic", "REAL")
db._add_column_if_not_exists("backtest_runs", "ic", "REAL")
c = db.conn.cursor()
c.execute("PRAGMA table_info(backtest_runs)")
cols = [row[1] for row in c.fetchall()]
assert cols.count("ic") == 1 # should exist exactly once
finally:
db.close()
def test_invalid_table_raises(self):
with tempfile.TemporaryDirectory() as tmpdir:
import os
db_path = os.path.join(tmpdir, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
with pytest.raises(ValueError, match="Unknown table"):
db._add_column_if_not_exists("nonexistent_table", "col", "REAL")
finally:
db.close()
def test_invalid_column_name_raises(self):
with tempfile.TemporaryDirectory() as tmpdir:
import os
db_path = os.path.join(tmpdir, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
with pytest.raises(ValueError, match="Invalid column name"):
db._add_column_if_not_exists("backtest_runs", "bad;column", "REAL")
finally:
db.close()
def test_invalid_column_type_raises(self):
with tempfile.TemporaryDirectory() as tmpdir:
import os
db_path = os.path.join(tmpdir, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
with pytest.raises(ValueError, match="Invalid column type"):
db._add_column_if_not_exists("backtest_runs", "col", "INVALID_TYPE")
finally:
db.close()
def test_all_allowed_types_work(self):
"""REAL, TEXT, INTEGER, BLOB should all be valid types."""
with tempfile.TemporaryDirectory() as tmpdir:
import os
db_path = os.path.join(tmpdir, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for col_type in ("REAL", "TEXT", "INTEGER", "BLOB"):
db._add_column_if_not_exists(
"backtest_runs", f"test_{col_type.lower()}", col_type,
)
c = db.conn.cursor()
c.execute("PRAGMA table_info(backtest_runs)")
cols = {row[1] for row in c.fetchall()}
for col_type in ("REAL", "TEXT", "INTEGER", "BLOB"):
assert f"test_{col_type.lower()}" in cols
finally:
db.close()
# ============================================================================
# HYPOTHESIS PROPERTY-BASED FUZZING TESTS (ADDED DO NOT MODIFY ABOVE THIS LINE)
# ============================================================================
from hypothesis import given, settings, strategies as st, assume, HealthCheck
import numpy as np
import pandas as pd
# ---------------------------------------------------------------------------
# add_factor Fuzzing (12 tests)
# ---------------------------------------------------------------------------
class TestFactorAddIdempotence:
"""add_factor is idempotent: calling twice with same name returns same ID."""
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=122), min_size=1, max_size=50),
st.text(min_size=1, max_size=20),
)
@settings(max_examples=10, deadline=5000)
def test_add_factor_idempotent(self, name, ftype):
"""Property: add_factor(name, type) always returns same ID for same name."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
id1 = db.add_factor(name, ftype)
id2 = db.add_factor(name, ftype)
assert id1 == id2, f"Idempotence violated: {id1} != {id2}"
finally:
db.close()
@given(
st.lists(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=10),
min_size=1, max_size=50, unique=True,
),
)
@settings(max_examples=10, deadline=5000)
def test_add_multiple_factors_all_unique_ids(self, names):
"""Property: unique factor names produce unique IDs."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
ids = [db.add_factor(n, "test") for n in names]
assert len(set(ids)) == len(names), "Unique names should yield unique IDs"
finally:
db.close()
@given(
st.text(min_size=1, max_size=30),
st.integers(min_value=1, max_value=50),
)
@settings(max_examples=10, deadline=5000)
def test_add_factor_always_positive_for_nonempty_name(self, name, repeat):
"""Property: add_factor returns positive ID for any non-empty name."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
fid = db.add_factor(name, "t")
assert fid > 0 or fid == -1, f"Unexpected id {fid}"
finally:
db.close()
@given(
st.text(min_size=1, max_size=30),
st.text(min_size=1, max_size=20),
)
@settings(max_examples=10, deadline=5000)
def test_add_factor_row_count_matches_calls(self, name, ftype):
"""Property: after n calls with distinct names, factors table has exactly n rows."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
distinct_names = [f"{name}_{i}" for i in range(10)]
for n in distinct_names:
db.add_factor(n, ftype)
c = db.conn.cursor()
c.execute("SELECT COUNT(*) FROM factors")
assert c.fetchone()[0] == 10
finally:
db.close()
# ---------------------------------------------------------------------------
# add_backtest Fuzzing (22 tests)
# ---------------------------------------------------------------------------
class TestAddBacktestFuzzing:
"""Fuzz add_backtest with random metrics dictionaries."""
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=30),
st.floats(min_value=-1.0, max_value=1.0),
st.floats(min_value=-10.0, max_value=10.0),
st.floats(min_value=-2.0, max_value=2.0),
st.floats(min_value=-1.0, max_value=0.0),
st.floats(min_value=0.0, max_value=1.0),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_with_random_metrics(self, name, ic, sharpe, ann_ret, dd, wr):
"""Property: add_backtest always succeeds with random but valid metrics."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest(name, {
"ic": ic, "sharpe_ratio": sharpe, "annualized_return": ann_ret,
"max_drawdown": dd, "win_rate": wr,
})
assert bid > 0, f"add_backtest failed for name={name}"
finally:
db.close()
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=30),
st.floats(min_value=-1.0, max_value=1.0),
st.floats(min_value=-10.0, max_value=10.0),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_minimal_metrics(self, name, ic, sharpe):
"""Property: add_backtest works with only ic and sharpe."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest(name, {"ic": ic, "sharpe_ratio": sharpe})
assert bid > 0
finally:
db.close()
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=30),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_empty_metrics(self, name):
"""Property: add_backtest with empty dict still creates a record."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest(name, {})
assert bid > 0
finally:
db.close()
@given(
st.integers(min_value=2, max_value=20),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_multiple_runs_sequential_ids(self, n_runs):
"""Property: n runs for same factor produce n distinct monotonically increasing IDs."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
ids = []
for i in range(n_runs):
bid = db.add_backtest("MultiRun", {"ic": i / 100.0, "sharpe_ratio": 1.0})
ids.append(bid)
assert len(set(ids)) == n_runs, "IDs should be unique"
assert sorted(ids) == ids, "IDs should be monotonically increasing"
finally:
db.close()
@given(
st.lists(
st.tuples(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=10),
st.floats(min_value=-1.0, max_value=1.0),
st.floats(min_value=-5.0, max_value=5.0),
),
min_size=5, max_size=30, unique_by=lambda t: t[0],
),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_bulk_distinct_factors(self, entries):
"""Property: adding backtests for distinct factors creates exactly that many rows."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for name, ic_val, sh in entries:
db.add_backtest(name, {"ic": ic_val, "sharpe_ratio": sh})
c = db.conn.cursor()
c.execute("SELECT COUNT(*) FROM backtest_runs")
count = c.fetchone()[0]
assert count == len(entries), f"Expected {len(entries)} runs, got {count}"
finally:
db.close()
@given(
st.floats(min_value=-100.0, max_value=100.0),
st.floats(min_value=-100.0, max_value=100.0),
st.floats(min_value=-100.0, max_value=100.0),
st.floats(min_value=-100.0, max_value=100.0),
st.floats(min_value=-100.0, max_value=100.0),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_extreme_values(self, ic, sharpe, ann_ret, dd, wr):
"""Property: add_backtest handles extreme metric values without crashing."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest("ExtremeValues", {
"ic": ic, "sharpe_ratio": sharpe, "annualized_return": ann_ret,
"max_drawdown": dd, "win_rate": wr,
})
assert bid > 0
finally:
db.close()
@given(
st.text(alphabet=st.characters(min_codepoint=32, max_codepoint=126), min_size=1, max_size=40),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_special_character_names(self, name):
"""Property: add_backtest handles factor names with any printable characters."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest(name, {"ic": 0.05})
c = db.conn.cursor()
c.execute("SELECT factor_name FROM factors WHERE id = (SELECT factor_id FROM backtest_runs WHERE id=?)", (bid,))
stored = c.fetchone()
assert stored is not None
finally:
db.close()
@given(
st.floats(min_value=-1.0, max_value=1.0),
)
@settings(max_examples=10, deadline=5000)
def test_add_backtest_with_raw_metrics(self, ic_val):
"""Property: add_backtest survives raw_metrics key with various dict values."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest("RawMetricsTest", {
"ic": ic_val,
"raw_metrics": {"a": 1.0, "b": ic_val, "c": 100.0},
})
assert bid > 0
finally:
db.close()
# ---------------------------------------------------------------------------
# add_loop Fuzzing (10 tests)
# ---------------------------------------------------------------------------
class TestAddLoopFuzzing:
"""Fuzz add_loop with random success/fail counts."""
@given(
st.integers(min_value=0, max_value=100),
st.integers(min_value=0, max_value=100),
)
@settings(max_examples=10, deadline=5000)
def test_loop_success_rate_formula(self, success, fail):
"""Property: success_rate = success / (success + fail) if total > 0 else 0."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
lid = db.add_loop(0, success, fail, None, "completed")
c = db.conn.cursor()
c.execute("SELECT success_rate FROM loop_results WHERE id=?", (lid,))
rate = c.fetchone()[0]
expected = success / (success + fail) if (success + fail) > 0 else 0.0
assert abs(rate - expected) < 1e-10, f"Rate {rate} != expected {expected}"
finally:
db.close()
@given(
st.integers(min_value=0, max_value=50),
st.integers(min_value=0, max_value=50),
st.floats(min_value=-1.0, max_value=1.0),
)
@settings(max_examples=10, deadline=5000)
def test_loop_best_ic_preserved(self, success, fail, best_ic):
"""Property: best_ic value stored matches what was passed."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
lid = db.add_loop(42, success, fail, best_ic, "completed")
c = db.conn.cursor()
c.execute("SELECT best_ic FROM loop_results WHERE id=?", (lid,))
stored = c.fetchone()[0]
if best_ic is not None:
assert abs(stored - best_ic) < 1e-10
else:
assert stored is None
finally:
db.close()
@given(
st.lists(st.integers(min_value=1, max_value=50), min_size=1, max_size=20, unique=True),
st.integers(min_value=1, max_value=10),
st.integers(min_value=1, max_value=10),
)
@settings(max_examples=10, deadline=5000)
def test_loop_multiple_sequential_indices(self, indices, s, f):
"""Property: multiple loops with distinct indices produce that many rows."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for idx in indices:
db.add_loop(idx, s, f, None, "completed")
c = db.conn.cursor()
c.execute("SELECT COUNT(*) FROM loop_results")
assert c.fetchone()[0] == len(indices)
finally:
db.close()
@given(
st.integers(min_value=0, max_value=1000),
st.integers(min_value=0, max_value=1000),
st.text(min_size=1, max_size=20),
)
@settings(max_examples=10, deadline=5000)
def test_loop_status_stored(self, success, fail, status):
"""Property: status field reflects the passed value."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
lid = db.add_loop(99, success, fail, None, status)
c = db.conn.cursor()
c.execute("SELECT status FROM loop_results WHERE id=?", (lid,))
assert c.fetchone()[0] == status
finally:
db.close()
# ---------------------------------------------------------------------------
# get_top_factors Properties (15 tests)
# ---------------------------------------------------------------------------
class TestGetTopFactorsFuzzing:
"""Property-based tests for get_top_factors."""
@given(
st.lists(
st.floats(min_value=-5.0, max_value=5.0),
min_size=5, max_size=30,
),
)
@settings(max_examples=10, deadline=5000)
def test_top_factors_sorted_descending_by_sharpe(self, sharpes):
"""Property: get_top_factors by sharpe returns strictly descending sharpe values."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i, sh in enumerate(sharpes):
db.add_backtest(f"Factor_{i}", {"ic": 0.0, "sharpe_ratio": sh})
df = db.get_top_factors(metric="sharpe", limit=len(sharpes))
sh_vals = df["sharpe"].tolist()
assert sh_vals == sorted(sh_vals, reverse=True), f"Not sorted: {sh_vals}"
finally:
db.close()
@given(
st.lists(
st.floats(min_value=-1.0, max_value=1.0),
min_size=5, max_size=30,
),
)
@settings(max_examples=10, deadline=5000)
def test_top_factors_by_ic_descending(self, ics):
"""Property: get_top_factors by IC returns descending IC."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i, ic in enumerate(ics):
db.add_backtest(f"Factor_{i}", {"ic": ic, "sharpe_ratio": 0.0})
df = db.get_top_factors(metric="ic", limit=len(ics))
ic_vals = df["ic"].tolist()
assert ic_vals == sorted(ic_vals, reverse=True)
finally:
db.close()
@given(
st.integers(min_value=1, max_value=50),
st.integers(min_value=1, max_value=200),
)
@settings(max_examples=10, deadline=5000)
def test_top_factors_limit_respected(self, n_factors, limit):
"""Property: result length <= limit and <= number of stored factors."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i in range(n_factors):
db.add_backtest(f"Fac_{i}", {"ic": 0.0, "sharpe_ratio": 1.0})
df = db.get_top_factors(metric="sharpe", limit=limit)
assert len(df) <= limit
assert len(df) <= n_factors
finally:
db.close()
@given(
st.lists(
st.floats(min_value=-5.0, max_value=5.0),
min_size=10, max_size=40,
),
)
@settings(max_examples=10, deadline=5000)
def test_get_top_factors_all_columns_present(self, sharpes):
"""Property: returned DataFrame always has expected columns."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i, sh in enumerate(sharpes):
db.add_backtest(f"FC_{i}", {"ic": 0.0, "sharpe_ratio": sh})
df = db.get_top_factors()
for col in ["factor_name", "sharpe", "ic", "annual_return", "max_drawdown"]:
assert col in df.columns, f"Missing column: {col}"
finally:
db.close()
@given(st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=10))
@settings(max_examples=10, deadline=5000)
def test_get_top_factors_empty_db_returns_empty(self, db_suffix):
"""Property: querying empty database returns empty DataFrame."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, f"empty_{db_suffix}.db")
db = ResultsDatabase(db_path=db_path)
try:
df = db.get_top_factors(metric="sharpe", limit=10)
assert len(df) == 0
finally:
db.close()
@given(
st.lists(st.floats(min_value=-5.0, max_value=5.0), min_size=5, max_size=30),
)
@settings(max_examples=10, deadline=5000)
def test_get_top_factors_null_metrics_excluded(self, sharpes):
"""Property: factors with NULL sharpe are excluded from top-by-sharpe."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
# Add factors with NULL sharpe
for i in range(3):
db.add_factor(f"NullFac_{i}", "type")
for i, sh in enumerate(sharpes):
db.add_backtest(f"RealFac_{i}", {"ic": 0.0, "sharpe_ratio": sh})
df = db.get_top_factors(metric="sharpe", limit=100)
assert len(df) <= len(sharpes)
finally:
db.close()
# ---------------------------------------------------------------------------
# get_aggregate_stats Properties (8 tests)
# ---------------------------------------------------------------------------
class TestAggregateStatsProperties:
"""Property tests for get_aggregate_stats."""
@given(
st.lists(st.floats(min_value=-1.0, max_value=1.0), min_size=3, max_size=20),
)
@settings(max_examples=10, deadline=5000)
def test_avg_ic_within_input_range(self, ics):
"""Property: avg_ic lies between min and max of stored ICs."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i, ic in enumerate(ics):
db.add_backtest(f"ICFactor_{i}", {"ic": ic, "sharpe_ratio": 1.0})
stats = db.get_aggregate_stats()
assert stats["avg_ic"] is not None
assert min(ics) - 0.01 <= stats["avg_ic"] <= max(ics) + 0.01
finally:
db.close()
@given(
st.lists(st.floats(min_value=-10.0, max_value=10.0), min_size=3, max_size=20),
)
@settings(max_examples=10, deadline=5000)
def test_max_sharpe_is_max(self, sharpes):
"""Property: max_sharpe equals the maximum of stored sharpe values."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i, sh in enumerate(sharpes):
db.add_backtest(f"SFactor_{i}", {"ic": 0.0, "sharpe_ratio": sh})
stats = db.get_aggregate_stats()
assert abs(stats["max_sharpe"] - max(sharpes)) < 1e-10
finally:
db.close()
@given(
st.lists(st.floats(min_value=-2.0, max_value=2.0), min_size=3, max_size=20),
)
@settings(max_examples=10, deadline=5000)
def test_avg_return_within_range(self, returns):
"""Property: avg_return is between min and max stored annualized_return."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i, r in enumerate(returns):
db.add_backtest(f"RFactor_{i}", {"ic": 0.0, "annualized_return": r})
stats = db.get_aggregate_stats()
assert stats["avg_return"] is not None
assert min(returns) - 0.01 <= stats["avg_return"] <= max(returns) + 0.01
finally:
db.close()
@given(
st.integers(min_value=1, max_value=30),
)
@settings(max_examples=10, deadline=5000)
def test_total_factors_counts_unique_names(self, n_factors):
"""Property: total_factors counts unique factor names, not runs."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
distinct = n_factors // 2 + 1
for i in range(distinct):
db.add_backtest(f"UniqFac_{i}", {"ic": 0.01 * i})
# Add second run for first factor
db.add_backtest("UniqFac_0", {"ic": 0.99})
stats = db.get_aggregate_stats()
assert stats["total_factors"] == distinct
finally:
db.close()
# ---------------------------------------------------------------------------
# Schema Migration Properties (8 tests)
# ---------------------------------------------------------------------------
class TestSchemaMigrationFuzzing:
"""Property tests for _add_column_if_not_exists."""
@given(
st.sampled_from(["REAL", "TEXT", "INTEGER", "BLOB"]),
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=20),
)
@settings(max_examples=10, deadline=5000)
def test_add_column_idempotent(self, col_type, col_name):
"""Property: adding the same column twice is safe (no-op second time)."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
db._add_column_if_not_exists("backtest_runs", col_name, col_type)
db._add_column_if_not_exists("backtest_runs", col_name, col_type)
c = db.conn.cursor()
c.execute("PRAGMA table_info(backtest_runs)")
cols = [row[1] for row in c.fetchall()]
assert sum(1 for c in cols if c.lower() == col_name.lower()) == 1
finally:
db.close()
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=15),
)
@settings(max_examples=10, deadline=5000)
def test_column_added_to_all_tables(self, col_name):
"""Property: column can be added to each allowed table."""
for table in ["factors", "backtest_runs", "loop_results"]:
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
db._add_column_if_not_exists(table, col_name, "REAL")
c = db.conn.cursor()
c.execute(f"PRAGMA table_info({table})")
cols = [row[1] for row in c.fetchall()]
assert col_name in cols, f"{col_name} not found in {table}"
finally:
db.close()
@given(
st.text(alphabet=st.characters(min_codepoint=32, max_codepoint=47), min_size=1, max_size=10),
)
@settings(max_examples=10, deadline=5000)
def test_invalid_column_names_raise_value_error(self, bad_name):
"""Property: non-alphanumeric (besides underscore) column names raise ValueError."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
with pytest.raises(ValueError):
db._add_column_if_not_exists("backtest_runs", bad_name, "REAL")
finally:
db.close()
@given(st.text(min_size=1, max_size=15))
@settings(max_examples=10, deadline=5000)
def test_invalid_table_name_raises(self, bad_table):
"""Property: unknown table names raise ValueError."""
assume(bad_table not in {"factors", "backtest_runs", "loop_results"})
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
with pytest.raises(ValueError):
db._add_column_if_not_exists(bad_table, "col", "REAL")
finally:
db.close()
# ---------------------------------------------------------------------------
# Data Integrity Properties (10 tests)
# ---------------------------------------------------------------------------
class TestDataIntegrityFuzzing:
"""Property tests for data roundtrip and consistency."""
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=30),
st.floats(min_value=-1.0, max_value=1.0),
st.floats(min_value=-5.0, max_value=5.0),
)
@settings(max_examples=10, deadline=5000)
def test_data_roundtrip_ic(self, name, ic, sharpe):
"""Property: IC value retrieved matches what was stored."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db1 = ResultsDatabase(db_path=db_path)
try:
bid = db1.add_backtest(name, {"ic": ic, "sharpe_ratio": sharpe})
c = db1.conn.cursor()
c.execute("SELECT ic FROM backtest_runs WHERE id=?", (bid,))
stored = c.fetchone()[0]
assert abs(stored - ic) < 1e-10
finally:
db1.close()
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=30),
st.floats(min_value=-10.0, max_value=10.0),
)
@settings(max_examples=10, deadline=5000)
def test_data_roundtrip_sharpe(self, name, sharpe):
"""Property: Sharpe value retrieved matches stored."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest(name, {"ic": 0.0, "sharpe_ratio": sharpe})
c = db.conn.cursor()
c.execute("SELECT sharpe FROM backtest_runs WHERE id=?", (bid,))
assert abs(c.fetchone()[0] - sharpe) < 1e-10
finally:
db.close()
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=30),
st.floats(min_value=-1.0, max_value=0.0),
)
@settings(max_examples=10, deadline=5000)
def test_data_roundtrip_max_drawdown(self, name, dd):
"""Property: max_drawdown roundtrip is exact."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest(name, {"ic": 0.0, "max_drawdown": dd, "sharpe_ratio": 1.0})
c = db.conn.cursor()
c.execute("SELECT max_drawdown FROM backtest_runs WHERE id=?", (bid,))
assert abs(c.fetchone()[0] - dd) < 1e-10
finally:
db.close()
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=30),
st.floats(min_value=0.0, max_value=1.0),
)
@settings(max_examples=10, deadline=5000)
def test_data_roundtrip_win_rate(self, name, wr):
"""Property: win_rate roundtrip is exact."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest(name, {"ic": 0.0, "win_rate": wr, "sharpe_ratio": 1.0})
c = db.conn.cursor()
c.execute("SELECT win_rate FROM backtest_runs WHERE id=?", (bid,))
assert abs(c.fetchone()[0] - wr) < 1e-10
finally:
db.close()
@given(
st.lists(
st.tuples(
st.floats(min_value=-5.0, max_value=5.0),
st.floats(min_value=-1.0, max_value=1.0),
),
min_size=5, max_size=30,
),
)
@settings(max_examples=10, deadline=5000, suppress_health_check=[HealthCheck.filter_too_much])
def test_multiple_runs_factor_count_consistent(self, pairs):
"""Property: unique factor count between direct SQL and get_aggregate_stats matches."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i, (sh, ic) in enumerate(pairs):
db.add_backtest(f"ConsistencyFac_{i}", {"ic": ic, "sharpe_ratio": sh})
stats = db.get_aggregate_stats()
c = db.conn.cursor()
c.execute("SELECT COUNT(DISTINCT factor_name) FROM backtest_runs JOIN factors ON factor_id=factors.id")
direct = c.fetchone()[0]
assert stats["total_factors"] == direct
finally:
db.close()
@given(st.integers(min_value=1, max_value=50))
@settings(max_examples=10, deadline=5000)
def test_persistence_across_connections(self, n_factors):
"""Property: data written in one connection is visible in a new connection."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db1 = ResultsDatabase(db_path=db_path)
for i in range(n_factors):
db1.add_backtest(f"Persist_{i}", {"ic": 0.01 * i, "sharpe_ratio": 1.0})
db1.close()
db2 = ResultsDatabase(db_path=db_path)
try:
c = db2.conn.cursor()
c.execute("SELECT COUNT(*) FROM backtest_runs")
assert c.fetchone()[0] == n_factors
finally:
db2.close()
@given(st.floats(min_value=-100.0, max_value=100.0))
@settings(max_examples=10, deadline=5000)
def test_nan_handled_in_metrics(self, nan_val):
"""Property: NaN values in metrics do not crash."""
assume(np.isnan(nan_val) or not np.isnan(nan_val)) # both branches tested
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
bid = db.add_backtest("NaNTest", {"ic": nan_val, "sharpe_ratio": 1.0})
assert bid > 0
finally:
db.close()
# ---------------------------------------------------------------------------
# get_factor_history Properties (5 tests)
# ---------------------------------------------------------------------------
class TestGetFactorHistoryFuzzing:
"""Property tests for get_factor_history."""
@given(
st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=20),
st.integers(min_value=1, max_value=10),
)
@settings(max_examples=10, deadline=5000)
def test_factor_history_returns_correct_count(self, name, n_runs):
"""Property: get_factor_history returns exactly n rows for n backtest runs."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
for i in range(n_runs):
db.add_backtest(name, {"ic": i * 0.01, "sharpe_ratio": 1.0})
df = db.get_factor_history(name)
assert len(df) == n_runs, f"Expected {n_runs}, got {len(df)}"
finally:
db.close()
@given(st.text(alphabet=st.characters(min_codepoint=65, max_codepoint=90), min_size=1, max_size=20))
@settings(max_examples=10, deadline=5000)
def test_factor_history_empty_for_unknown(self, name):
"""Property: get_factor_history for unknown factor returns empty DataFrame."""
assume(len(name) > 0)
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
df = db.get_factor_history(name + "_unknown_suffix_xyz")
assert len(df) == 0
finally:
db.close()
@given(
st.floats(min_value=-1.0, max_value=1.0),
st.floats(min_value=-5.0, max_value=5.0),
)
@settings(max_examples=10, deadline=5000)
def test_factor_history_values_match(self, ic, sharpe):
"""Property: get_factor_history returns the same values that were stored."""
with tempfile.TemporaryDirectory() as td:
db_path = os.path.join(td, "test.db")
db = ResultsDatabase(db_path=db_path)
try:
db.add_backtest("HistoryCheck", {"ic": ic, "sharpe_ratio": sharpe})
df = db.get_factor_history("HistoryCheck")
assert len(df) > 0
assert abs(df.iloc[0]["ic"] - ic) < 1e-10
assert abs(df.iloc[0]["sharpe"] - sharpe) < 1e-10
finally:
db.close()