test: add 16 tests for eurusd, rl env, and all 379 tests now pass (0 failures)

.pre-commit-config.yaml

@@ -6,7 +6,7 @@ repos:
   - repo: local
     hooks:
       - id: qlib-unit-tests
-        name: Qlib Unit Tests (~360 tests)
+        name: Qlib Unit Tests (~380 tests)
         entry: pytest
         language: system
         args:

test/qlib/test_newly_importable.py

@@ -0,0 +1,155 @@
+"""Tests for newly importable modules (yfinance, rank_bm25, gymnasium installed)."""
+
+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))
+
+
+# =============================================================================
+# eurusd_macro (previously needed yfinance)
+# =============================================================================
+
+
+class TestEurusdMacro:
+    def test_importable(self):
+        from rdagent.components.coder.factor_coder import eurusd_macro
+        assert eurusd_macro is not None
+
+    def test_macro_agent_class_available(self):
+        from rdagent.components.coder.factor_coder.eurusd_macro import EURUSDMacroAgent
+        assert EURUSDMacroAgent is not None
+
+    def test_macro_signal_class_available(self):
+        from rdagent.components.coder.factor_coder.eurusd_macro import MacroSignal
+        assert MacroSignal is not None
+
+
+# =============================================================================
+# eurusd_memory (previously needed rank_bm25)
+# =============================================================================
+
+
+class TestEurusdMemory:
+    def test_importable(self):
+        from rdagent.components.coder.factor_coder import eurusd_memory
+        assert eurusd_memory is not None
+
+    def test_memory_class_available(self):
+        from rdagent.components.coder.factor_coder.eurusd_memory import EURUSDTradeMemory
+        assert EURUSDTradeMemory is not None
+
+    def test_add_and_get_similar(self):
+        from rdagent.components.coder.factor_coder.eurusd_memory import EURUSDTradeMemory
+        mem = EURUSDTradeMemory()
+        mem.add_trade(
+            situation="RSI at 30, strong momentum 0.05, low volatility",
+            decision="long",
+            outcome="win",
+            reflection="good timing",
+        )
+        results = mem.get_similar_setups("RSI 32 momentum")
+        assert isinstance(results, dict)
+        assert "similar_setups" in results
+
+
+# =============================================================================
+# eurusd_reflection (depends on eurusd_memory)
+# =============================================================================
+
+
+class TestEurusdReflection:
+    def test_importable(self):
+        from rdagent.components.coder.factor_coder import eurusd_reflection
+        assert eurusd_reflection is not None
+
+    def test_reflection_class_available(self):
+        from rdagent.components.coder.factor_coder.eurusd_reflection import TradeReflection
+        assert TradeReflection is not None
+
+
+# =============================================================================
+# rl/indicators (already tested, now via normal import)
+# =============================================================================
+
+
+class TestRLIndicatorsDirect:
+    def test_importable_normally(self):
+        from rdagent.components.coder.rl.indicators import (
+            calculate_rsi, calculate_macd, calculate_bollinger_bands,
+            calculate_atr, calculate_cci, prepare_features,
+        )
+        assert calculate_rsi is not None
+        assert calculate_macd is not None
+
+    def test_rsi_integration(self):
+        from rdagent.components.coder.rl.indicators import calculate_rsi
+        prices = pd.Series(np.random.default_rng(42).normal(0, 1, 100).cumsum() + 100)
+        rsi = calculate_rsi(prices, period=14)
+        valid = rsi.dropna()
+        assert (valid >= 0).all() and (valid <= 100).all()
+
+    def test_prepare_features_integration(self):
+        from rdagent.components.coder.rl.indicators import prepare_features
+        df = pd.DataFrame({
+            "close": np.random.default_rng(42).normal(0, 1, 200).cumsum() + 100,
+            "high": np.random.default_rng(43).normal(0, 1, 200).cumsum() + 101,
+            "low": np.random.default_rng(44).normal(0, 1, 200).cumsum() + 99,
+        })
+        features = prepare_features(df, ["rsi", "macd", "bollinger", "atr"])
+        assert isinstance(features, pd.DataFrame)
+        assert len(features.columns) > len(df.columns)  # more features added
+
+
+# =============================================================================
+# rl/env.py (now importable with gymnasium)
+# =============================================================================
+
+
+class TestTradingEnv:
+    def test_importable(self):
+        from rdagent.components.coder.rl.env import TradingEnv
+        assert TradingEnv is not None
+
+    def test_class_exists_with_correct_signature(self):
+        from rdagent.components.coder.rl.env import TradingEnv
+        import inspect
+        params = inspect.signature(TradingEnv.__init__).parameters
+        assert "prices" in params
+        assert "indicators" in params
+        assert "window_size" in params
+        assert "initial_balance" in params
+
+    def test_env_has_required_methods(self):
+        from rdagent.components.coder.rl.env import TradingEnv
+        for method in ["reset", "step", "close", "render"]:
+            assert hasattr(TradingEnv, method), f"Missing method: {method}"
+
+
+# =============================================================================
+# Previously failing fin_quant integration tests
+# =============================================================================
+
+
+class TestPreviouslyFailingIntegrationTests:
+    def test_indicators_module_importable(self):
+        from rdagent.components.coder.rl.indicators import (
+            calculate_rsi, calculate_macd, calculate_bollinger_bands,
+            calculate_cci, calculate_atr, prepare_features,
+        )
+        assert calculate_rsi is not None
+
+    def test_all_integration_modules_importable(self):
+        from rdagent.components.backtesting.protections import ProtectionManager
+        from rdagent.components.backtesting import ResultsDatabase
+        from rdagent.components.model_loader import load_model, list_available_models
+        from rdagent.components.coder.rl.indicators import calculate_rsi
+        assert all([ProtectionManager, ResultsDatabase, load_model, list_available_models, calculate_rsi])