test: add 9 tests (verifier edge cases, factor loader, stability, MTF, save strategy) — 641 total

test/qlib/test_headform5.py

@@ -0,0 +1,99 @@
+"""Batch 5: runtime verifier edge cases, factor loader, ensemble, stability."""
+
+from __future__ import annotations
+
+import sys
+from pathlib import Path
+from unittest.mock import MagicMock, patch
+
+import numpy as np
+import pandas as pd
+import pytest
+
+PROJECT_ROOT = Path(__file__).parent.parent.parent
+sys.path.insert(0, str(PROJECT_ROOT))
+
+
+class TestRuntimeVerifierMissesNothing:
+    def test_all_keys_missing_detected(self):
+        from rdagent.components.backtesting.verify import verify_backtest_result
+        assert len(verify_backtest_result({})) > 0
+
+    def test_partial_keys_missing(self):
+        from rdagent.components.backtesting.verify import verify_backtest_result
+        w = verify_backtest_result({"sharpe": 1.0, "max_drawdown": -0.1})
+        assert len(w) > 0
+
+    def test_zero_sharpe_accepted(self):
+        from rdagent.components.backtesting.verify import verify_backtest_result
+        result = {
+            "sharpe": 0.0, "max_drawdown": -0.15, "win_rate": 0.5,
+            "total_return": 0.0, "annual_return_pct": 0.0,
+            "monthly_return_pct": 0.0, "n_trades": 10, "status": "success",
+        }
+        assert verify_backtest_result(result) == []
+
+
+class TestFactorLoaderEdgeCases:
+    def test_load_nonexistent_factor(self):
+        from rdagent.scenarios.qlib.local.strategy_orchestrator import StrategyOrchestrator
+        orch = StrategyOrchestrator.__new__(StrategyOrchestrator)
+        orch.values_dir = Path("/nonexistent")
+        result = orch.load_factor_values("nonexistent")
+        assert result is None
+
+
+class TestStabilityCheckEdgeCases:
+    def test_too_short_data_passes(self):
+        from rdagent.scenarios.qlib.local.strategy_orchestrator import StrategyOrchestrator
+        orch = StrategyOrchestrator.__new__(StrategyOrchestrator)
+        dates = pd.date_range("2024-01-01", periods=100, freq="1min")
+        close = pd.Series(1.10, index=dates)
+        signal = pd.Series(np.where(np.arange(100)%2==0, 1.0, -1.0), index=dates)
+        result = orch._check_stability(signal, close, "test")
+        assert result["passed"] is True
+
+    def test_negative_sharpe_fails(self):
+        from rdagent.scenarios.qlib.local.strategy_orchestrator import StrategyOrchestrator
+        orch = StrategyOrchestrator.__new__(StrategyOrchestrator)
+        n = 5000
+        dates = pd.date_range("2020-01-01", periods=n, freq="1min")
+        rng = np.random.default_rng(42)
+        close = pd.Series(1.10 * np.exp(np.cumsum(rng.normal(0, 0.0002, n))), index=dates)
+        signal = pd.Series(np.where(rng.normal(0, 1, n) > 0, 1.0, -1.0), index=dates)
+        result = orch._check_stability(signal, close, "test")
+        assert isinstance(result, dict)
+        assert "passed" in result
+        assert "worst_sharpe" in result
+
+
+class TestEnsembleBuilder:
+    def test_build_ensemble_exists(self):
+        from rdagent.scenarios.qlib.local.strategy_orchestrator import StrategyOrchestrator
+        assert hasattr(StrategyOrchestrator, 'build_ensemble')
+
+
+
+class TestMultiTimeframeEdgeCases:
+    def test_returns_dict(self):
+        from rdagent.scenarios.qlib.local.strategy_orchestrator import StrategyOrchestrator
+        orch = StrategyOrchestrator.__new__(StrategyOrchestrator)
+        dates = pd.date_range("2024-01-01", periods=500, freq="1min")
+        close = pd.Series(1.10, index=dates)
+        signal = pd.Series(np.where(np.arange(500)%2==0, 1.0, -1.0), index=dates)
+        result = orch._check_multi_timeframe(signal, close, "test")
+        assert isinstance(result, dict)
+        assert "passed" in result
+        assert "timeframes" in result
+
+
+class TestSaveStrategyJson:
+    def test_save_creates_file(self, tmp_path):
+        import json
+        (tmp_path / "factors").mkdir()
+        from rdagent.scenarios.qlib.local.strategy_orchestrator import StrategyOrchestrator
+        orch = StrategyOrchestrator.__new__(StrategyOrchestrator)
+        orch.strategies_dir = tmp_path
+        orch._save_strategy({"strategy_name": "test", "status": "accepted", "sharpe_ratio": 1.0})
+        files = list(tmp_path.glob("*.json"))
+        assert len(files) > 0