""" 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()