mirror of
https://github.com/NicolasBohn/NexQuant.git
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TPTBusiness
bef1d77ee0
Parallel strategy generation with: - Multi-Process Pool (4-8 workers) - File-based LLM Semaphore (max 2 llama.cpp calls) - Random factor selection for diversity - SHA-256 deduplication - Progress tracking every 10 strategies - Graceful shutdown handling 30 tests passing.
788 lines
29 KiB
Python
788 lines
29 KiB
Python
"""
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Tests for Strategy Orchestrator.
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Public test file - references closed-source module at rdagent/scenarios/qlib/local/strategy_orchestrator.py
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Tests cover:
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- Initialization and configuration
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- Factor selection randomness
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- Deduplication logic
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- Parallel execution with mocked workers
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- Result collection
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- Graceful shutdown
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- Task queue building
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- Summary saving
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"""
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import os
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import json
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import time
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import tempfile
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from pathlib import Path
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from unittest.mock import Mock, patch, MagicMock, PropertyMock
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from multiprocessing import Manager
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import pytest
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import numpy as np
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import pandas as pd
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from rdagent.scenarios.qlib.local.strategy_orchestrator import (
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StrategyOrchestrator,
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_worker_process_task,
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)
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# =============================================================================
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# Fixtures
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# =============================================================================
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@pytest.fixture
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def mock_data_loader():
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"""Mock DataLoader for fast tests."""
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loader = Mock()
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# Sample factors
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loader.get_top_factors_by_ic.return_value = [
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{'name': 'momentum_1d', 'ic': 0.15, 'description': 'Momentum'},
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{'name': 'mean_reversion', 'ic': -0.12, 'description': 'Mean reversion'},
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{'name': 'volatility', 'ic': 0.08, 'description': 'Volatility'},
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{'name': 'trend_strength', 'ic': 0.10, 'description': 'Trend'},
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{'name': 'session_momentum', 'ic': 0.07, 'description': 'Session momentum'},
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]
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loader.load_factor_metadata.return_value = [
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{'name': 'momentum_1d', 'ic': 0.15, 'file': '/tmp/f1.json', 'data': {}},
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{'name': 'mean_reversion', 'ic': -0.12, 'file': '/tmp/f2.json', 'data': {}},
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{'name': 'volatility', 'ic': 0.08, 'file': '/tmp/f3.json', 'data': {}},
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{'name': 'trend_strength', 'ic': 0.10, 'file': '/tmp/f4.json', 'data': {}},
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{'name': 'session_momentum', 'ic': 0.07, 'file': '/tmp/f5.json', 'data': {}},
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]
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# Sample close data
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dates = pd.date_range('2024-01-01', periods=1000, freq='1min')
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np.random.seed(42)
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close_prices = 1.0850 + np.cumsum(np.random.randn(1000) * 0.0001)
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loader.load_ohlcv.return_value = pd.Series(close_prices, index=dates, name='$close')
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# Sample factor time-series
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def mock_load_factor_timeseries(name, ohlcv_index=None):
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np.random.seed(hash(name) % 2**32)
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if ohlcv_index is not None:
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return pd.Series(np.random.randn(len(ohlcv_index)), index=ohlcv_index, name=name)
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return pd.Series(np.random.randn(1000), index=dates, name=name)
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loader.load_factor_timeseries.side_effect = mock_load_factor_timeseries
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return loader
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@pytest.fixture
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def tmp_output_dir(tmp_path):
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"""Temporary output directory."""
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out_dir = tmp_path / 'strategies_new'
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out_dir.mkdir()
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return str(out_dir)
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@pytest.fixture
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def tmp_log_dir(tmp_path):
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"""Temporary log directory."""
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log_dir = tmp_path / 'logs'
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log_dir.mkdir()
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return str(log_dir)
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@pytest.fixture
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def orchestrator(mock_data_loader, tmp_output_dir, tmp_log_dir):
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"""StrategyOrchestrator instance with mocked dependencies."""
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orch = StrategyOrchestrator(
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n_workers=2,
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max_llm_parallel=2,
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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)
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return orch
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# =============================================================================
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# Initialization Tests
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# =============================================================================
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class TestStrategyOrchestratorInit:
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"""Test orchestrator initialization."""
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def test_init_defaults(self, mock_data_loader, tmp_output_dir, tmp_log_dir):
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"""Test initialization with default parameters."""
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orch = StrategyOrchestrator(
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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)
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assert orch.n_workers == 4
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assert orch.max_llm_parallel == 2
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assert orch.max_retries == 3
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assert orch._running is False
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assert orch._pool is None
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def test_init_custom_params(self, mock_data_loader, tmp_output_dir, tmp_log_dir):
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"""Test initialization with custom parameters."""
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orch = StrategyOrchestrator(
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n_workers=8,
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max_llm_parallel=4,
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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llm_url='http://custom:9999/v1',
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model_name='custom-model',
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max_retries=5,
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)
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assert orch.n_workers == 8
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assert orch.max_llm_parallel == 4
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assert orch.data_loader == mock_data_loader
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assert str(orch.output_dir) == tmp_output_dir
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assert str(orch.log_dir) == tmp_log_dir
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assert orch.llm_url == 'http://custom:9999/v1'
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assert orch.model_name == 'custom-model'
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assert orch.max_retries == 5
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def test_init_min_workers(self, mock_data_loader, tmp_output_dir, tmp_log_dir):
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"""Test that n_workers is clamped to minimum of 1."""
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orch = StrategyOrchestrator(
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n_workers=0,
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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)
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assert orch.n_workers == 1
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def test_init_min_llm_parallel(self, mock_data_loader, tmp_output_dir, tmp_log_dir):
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"""Test that max_llm_parallel is clamped to minimum of 1."""
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orch = StrategyOrchestrator(
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max_llm_parallel=0,
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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)
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assert orch.max_llm_parallel == 1
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def test_init_creates_output_dir(self, tmp_path, mock_data_loader, tmp_log_dir):
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"""Test that output directory is created if it doesn't exist."""
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new_dir = str(tmp_path / 'new_strategies')
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orch = StrategyOrchestrator(
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data_loader=mock_data_loader,
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output_dir=new_dir,
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log_dir=tmp_log_dir,
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)
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assert Path(new_dir).exists()
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def test_init_creates_log_dir(self, tmp_path, mock_data_loader, tmp_output_dir):
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"""Test that log directory is created if it doesn't exist."""
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new_dir = str(tmp_path / 'new_logs')
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orch = StrategyOrchestrator(
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=new_dir,
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)
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assert Path(new_dir).exists()
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# =============================================================================
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# Factor Selection Tests
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# =============================================================================
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class TestFactorSelection:
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"""Test factor selection functionality."""
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def test_select_factors_default(self, orchestrator, mock_data_loader):
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"""Test factor selection with default parameters."""
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factors = orchestrator._select_factors()
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mock_data_loader.get_top_factors_by_ic.assert_called_once()
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assert isinstance(factors, list)
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def test_select_factors_custom_params(self, orchestrator, mock_data_loader):
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"""Test factor selection with custom parameters."""
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factors = orchestrator._select_factors(top_n=5, min_ic=0.05, randomize=False, seed=42)
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mock_data_loader.get_top_factors_by_ic.assert_called_once_with(
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top_n=5, min_ic=0.05, randomize=False, seed=42
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)
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def test_select_factors_randomness(self, mock_data_loader, tmp_output_dir, tmp_log_dir):
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"""Test that different seeds produce different factor selections."""
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# Make the mock return different values based on randomize
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def mock_get_factors(top_n=20, min_ic=0.01, randomize=False, seed=None):
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np.random.seed(seed if seed is not None else 0)
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factors = [
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{'name': f'factor_{i}', 'ic': round(np.random.uniform(0.01, 0.2), 4)}
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for i in range(top_n * 2)
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]
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return factors[:top_n]
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mock_data_loader.get_top_factors_by_ic.side_effect = mock_get_factors
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orch = StrategyOrchestrator(
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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)
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factors1 = orch._select_factors(top_n=5, seed=42)
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factors2 = orch._select_factors(top_n=5, seed=42)
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factors3 = orch._select_factors(top_n=5, seed=123)
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# Same seed should give same results
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names1 = [f['name'] for f in factors1]
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names2 = [f['name'] for f in factors2]
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assert names1 == names2
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# =============================================================================
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# Deduplication Tests
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# =============================================================================
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class TestDeduplication:
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"""Test deduplication logic."""
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def test_factor_combo_hash_deterministic(self, orchestrator):
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"""Test that factor combo hash is deterministic."""
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names1 = ['factor_a', 'factor_b', 'factor_c']
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names2 = ['factor_c', 'factor_a', 'factor_b'] # different order
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hash1 = orchestrator._factor_combo_hash(names1)
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hash2 = orchestrator._factor_combo_hash(names2)
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# Same factors, different order -> same hash
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assert hash1 == hash2
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def test_factor_combo_hash_different(self, orchestrator):
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"""Test that different factor combos have different hashes."""
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names1 = ['factor_a', 'factor_b']
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names2 = ['factor_a', 'factor_c']
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hash1 = orchestrator._factor_combo_hash(names1)
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hash2 = orchestrator._factor_combo_hash(names2)
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assert hash1 != hash2
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def test_is_duplicate_first_time(self, orchestrator):
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"""Test that a new combination is not a duplicate."""
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names = ['factor_a', 'factor_b']
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result = orchestrator._is_duplicate(names)
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assert result is False
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def test_is_duplicate_same_combo(self, orchestrator):
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"""Test that the same combination is a duplicate."""
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names1 = ['factor_a', 'factor_b']
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names2 = ['factor_b', 'factor_a'] # same, different order
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assert orchestrator._is_duplicate(names1) is False
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assert orchestrator._is_duplicate(names2) is True
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def test_is_unique_after_different_combo(self, orchestrator):
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"""Test that different combinations are not duplicates."""
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names1 = ['factor_a', 'factor_b']
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names2 = ['factor_a', 'factor_c']
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assert orchestrator._is_duplicate(names1) is False
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assert orchestrator._is_duplicate(names2) is False
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def test_load_existing_strategies(self, tmp_output_dir, tmp_log_dir, mock_data_loader):
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"""Test loading existing strategies for deduplication."""
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# Create a fake strategy file
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strategy_file = Path(tmp_output_dir) / '123456_TestStrategy.json'
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strategy_data = {
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'factor_names': ['existing_factor_a', 'existing_factor_b'],
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'code': 'pass',
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'backtest_result': {},
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'acceptance_result': {'passed': True, 'checks': {}},
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}
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strategy_file.write_text(json.dumps(strategy_data))
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# Verify file exists
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assert strategy_file.exists(), f"Strategy file not found at {strategy_file}"
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# Create orchestrator with same output_dir
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orch2 = StrategyOrchestrator(
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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)
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combo_hash = orch2._factor_combo_hash(['existing_factor_a', 'existing_factor_b'])
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assert combo_hash in orch2._used_factor_combos, (
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f"Hash {combo_hash} not found in {orch2._used_factor_combos}. "
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f"Output dir: {orch2.output_dir}, Files: {list(orch2.output_dir.glob('*.json'))}"
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)
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# =============================================================================
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# Task Queue Building Tests
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# =============================================================================
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class TestTaskQueue:
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"""Test task queue building."""
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def test_build_task_queue(self, orchestrator, mock_data_loader):
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"""Test building a task queue."""
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tasks = orchestrator._build_task_queue(
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target_count=3,
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top_n_factors=3,
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min_ic=0.01,
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seed=42,
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)
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assert len(tasks) > 0
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assert all('task_id' in t for t in tasks)
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assert all('factors' in t for t in tasks)
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assert all('strategy_name' in t for t in tasks)
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def test_build_task_queue_unique_factors(self, orchestrator, mock_data_loader):
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"""Test that task queue has unique factor combinations."""
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# Make mock return varied factors for randomization
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call_count = [0]
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original_side_effect = mock_data_loader.get_top_factors_by_ic.side_effect
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def varied_factors(top_n=20, min_ic=0.01, randomize=False, seed=None):
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call_count[0] += 1
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np.random.seed(seed if seed is not None else call_count[0])
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factors = [
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{'name': f'factor_{i}_v{call_count[0]}', 'ic': round(np.random.uniform(0.01, 0.2), 4)}
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for i in range(top_n)
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]
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return factors
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mock_data_loader.get_top_factors_by_ic.side_effect = varied_factors
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tasks = orchestrator._build_task_queue(
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target_count=2,
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top_n_factors=3,
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min_ic=0.01,
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seed=42,
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)
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# All tasks should have factor lists
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assert all(len(t['factors']) > 0 for t in tasks)
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def test_build_task_queue_task_ids_sequential(self, orchestrator, mock_data_loader):
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"""Test that task IDs are sequential starting from 0."""
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tasks = orchestrator._build_task_queue(
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target_count=2,
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top_n_factors=3,
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min_ic=0.01,
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seed=42,
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)
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task_ids = [t['task_id'] for t in tasks]
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assert task_ids == list(range(len(tasks)))
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# =============================================================================
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# Parallel Execution Tests (Mocked)
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# =============================================================================
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class TestParallelExecution:
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"""Test parallel execution with mocked components."""
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@patch('rdagent.scenarios.qlib.local.strategy_orchestrator._worker_process_task')
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@patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool')
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def test_run_dispatches_tasks(self, mock_pool_class, mock_worker, orchestrator):
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"""Test that run() dispatches tasks to the pool."""
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# Mock the pool
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mock_pool = Mock()
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mock_pool_class.return_value = mock_pool
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mock_async_result = Mock()
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mock_async_result.get.return_value = None
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mock_pool.apply_async.return_value = mock_async_result
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# We need to patch the Manager dict to simulate results
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manager = Manager()
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results_dict = manager.dict()
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with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Manager') as mock_manager:
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mock_manager.return_value.__enter__ = Mock(return_value=manager)
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mock_manager.return_value.__exit__ = Mock(return_value=False)
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mock_manager.return_value.dict = Mock(return_value=results_dict)
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# Run with very small target to keep test fast
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try:
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summary = orchestrator.run(target_count=1, seed=42)
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except Exception:
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# Pool might not work perfectly in test environment
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pass
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# Verify pool was created with correct worker count
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mock_pool_class.assert_called_once_with(processes=orchestrator.n_workers)
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@patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool')
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def test_run_collects_results(self, mock_pool_class, orchestrator, mock_data_loader, tmp_output_dir, tmp_log_dir):
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"""Test that run() collects results from workers."""
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# Create a simpler mock approach: mock the entire run flow
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orch = StrategyOrchestrator(
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n_workers=2,
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max_llm_parallel=2,
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data_loader=mock_data_loader,
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output_dir=tmp_output_dir,
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log_dir=tmp_log_dir,
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)
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# Mock _build_task_queue to return predictable tasks
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orch._build_task_queue = Mock(return_value=[
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{'task_id': 0, 'factors': [{'name': 'f1', 'ic': 0.1}], 'strategy_name': 'Test1', 'feedback': None},
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{'task_id': 1, 'factors': [{'name': 'f2', 'ic': 0.15}], 'strategy_name': 'Test2', 'feedback': None},
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])
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# Mock _load_existing_strategies
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orch._load_existing_strategies = Mock()
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# Mock the worker process function results via patching the Pool
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manager = Manager()
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results_dict = manager.dict()
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results_dict[0] = {
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'task_id': 0,
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'strategy_name': 'Test1',
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'success': True,
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'stage': 'complete',
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'saved_path': '/tmp/strategy1.json',
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'backtest_result': {'ic': 0.05, 'sharpe_ratio': 1.2},
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}
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results_dict[1] = {
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'task_id': 1,
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'strategy_name': 'Test2',
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'success': False,
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'stage': 'acceptance',
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'rejection_reasons': ['IC too low'],
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'backtest_result': {'ic': 0.01, 'sharpe_ratio': 0.3},
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}
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with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Manager') as mock_mgr:
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mock_mgr.return_value.dict = Mock(return_value=results_dict)
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mock_mgr.return_value.__enter__ = Mock(return_value=manager)
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mock_mgr.return_value.__exit__ = Mock(return_value=False)
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mock_pool = Mock()
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mock_pool_class.return_value = mock_pool
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mock_ar = Mock()
|
|
mock_ar.get.return_value = None
|
|
mock_pool.apply_async.return_value = mock_ar
|
|
|
|
summary = orch.run(target_count=1, seed=42)
|
|
|
|
assert summary['total_attempted'] == 2
|
|
assert summary['accepted'] == 1
|
|
assert summary['rejected'] == 1
|
|
assert summary['failed'] == 0
|
|
assert '/tmp/strategy1.json' in summary['strategies']
|
|
|
|
@patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool')
|
|
def test_run_with_all_failures(self, mock_pool_class, orchestrator, mock_data_loader, tmp_output_dir, tmp_log_dir):
|
|
"""Test run() when all tasks fail."""
|
|
orch = StrategyOrchestrator(
|
|
n_workers=2,
|
|
max_llm_parallel=2,
|
|
data_loader=mock_data_loader,
|
|
output_dir=tmp_output_dir,
|
|
log_dir=tmp_log_dir,
|
|
)
|
|
orch._build_task_queue = Mock(return_value=[
|
|
{'task_id': 0, 'factors': [{'name': 'f1', 'ic': 0.1}], 'strategy_name': 'Test1', 'feedback': None},
|
|
])
|
|
orch._load_existing_strategies = Mock()
|
|
|
|
manager = Manager()
|
|
results_dict = manager.dict()
|
|
results_dict[0] = {
|
|
'task_id': 0,
|
|
'strategy_name': 'Test1',
|
|
'success': False,
|
|
'stage': 'generation',
|
|
'error': 'LLM timeout',
|
|
}
|
|
|
|
with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Manager') as mock_mgr:
|
|
mock_mgr.return_value.dict = Mock(return_value=results_dict)
|
|
mock_mgr.return_value.__enter__ = Mock(return_value=manager)
|
|
mock_mgr.return_value.__exit__ = Mock(return_value=False)
|
|
|
|
mock_pool = Mock()
|
|
mock_pool_class.return_value = mock_pool
|
|
mock_ar = Mock()
|
|
mock_ar.get.return_value = None
|
|
mock_pool.apply_async.return_value = mock_ar
|
|
|
|
summary = orch.run(target_count=1, seed=42)
|
|
|
|
assert summary['accepted'] == 0
|
|
assert summary['failed'] == 1
|
|
assert len(summary['strategies']) == 0
|
|
|
|
@patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool')
|
|
def test_run_tracks_elapsed_time(self, mock_pool_class, orchestrator, mock_data_loader, tmp_output_dir, tmp_log_dir):
|
|
"""Test that run() tracks elapsed time."""
|
|
orch = StrategyOrchestrator(
|
|
n_workers=1,
|
|
max_llm_parallel=1,
|
|
data_loader=mock_data_loader,
|
|
output_dir=tmp_output_dir,
|
|
log_dir=tmp_log_dir,
|
|
)
|
|
orch._build_task_queue = Mock(return_value=[])
|
|
orch._load_existing_strategies = Mock()
|
|
|
|
with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Manager') as mock_mgr:
|
|
mock_mgr.return_value.dict = Mock(return_value={})
|
|
mock_mgr.return_value.__enter__ = Mock(return_value=Manager())
|
|
mock_mgr.return_value.__exit__ = Mock(return_value=False)
|
|
|
|
mock_pool = Mock()
|
|
mock_pool_class.return_value = mock_pool
|
|
|
|
summary = orch.run(target_count=1, seed=42)
|
|
|
|
assert 'elapsed_seconds' in summary
|
|
assert isinstance(summary['elapsed_seconds'], float)
|
|
assert summary['elapsed_seconds'] >= 0
|
|
|
|
def test_is_running_property(self, orchestrator):
|
|
"""Test the is_running property."""
|
|
assert orchestrator.is_running is False
|
|
orchestrator._running = True
|
|
assert orchestrator.is_running is True
|
|
orchestrator._running = False
|
|
|
|
|
|
# =============================================================================
|
|
# Graceful Shutdown Tests
|
|
# =============================================================================
|
|
|
|
class TestGracefulShutdown:
|
|
"""Test graceful shutdown behavior."""
|
|
|
|
@patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool')
|
|
def test_shutdown_sets_flag(self, mock_pool_class, orchestrator):
|
|
"""Test that shutdown() sets the running flag to False."""
|
|
orchestrator._running = True
|
|
mock_pool = Mock()
|
|
orchestrator._pool = mock_pool
|
|
|
|
orchestrator.shutdown()
|
|
|
|
assert orchestrator._running is False
|
|
mock_pool.terminate.assert_called_once()
|
|
|
|
@patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool')
|
|
def test_terminate_pool_handles_errors(self, mock_pool_class, orchestrator):
|
|
"""Test that _terminate_pool handles errors gracefully."""
|
|
mock_pool = Mock()
|
|
mock_pool.terminate.side_effect = RuntimeError("Pool error")
|
|
orchestrator._pool = mock_pool
|
|
|
|
# Should not raise
|
|
orchestrator._terminate_pool()
|
|
|
|
assert orchestrator._pool is None
|
|
|
|
@patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool')
|
|
def test_shutdown_cleans_pool(self, mock_pool_class, orchestrator):
|
|
"""Test that shutdown properly cleans up the pool."""
|
|
mock_pool = Mock()
|
|
orchestrator._pool = mock_pool
|
|
orchestrator._running = True
|
|
|
|
orchestrator.shutdown()
|
|
|
|
mock_pool.terminate.assert_called()
|
|
mock_pool.join.assert_called()
|
|
mock_pool.close.assert_called()
|
|
|
|
|
|
# =============================================================================
|
|
# Summary Saving Tests
|
|
# =============================================================================
|
|
|
|
class TestSummarySaving:
|
|
"""Test summary saving functionality."""
|
|
|
|
def test_save_summary(self, orchestrator, tmp_path):
|
|
"""Test saving orchestrator summary."""
|
|
summary = {
|
|
'total_attempted': 10,
|
|
'accepted': 3,
|
|
'rejected': 5,
|
|
'failed': 2,
|
|
'strategies': ['/path/to/strategy1.json'],
|
|
'results': [],
|
|
'elapsed_seconds': 120.5,
|
|
'timestamp': '2024-01-01T00:00:00',
|
|
}
|
|
|
|
orch2 = StrategyOrchestrator(
|
|
n_workers=1,
|
|
max_llm_parallel=1,
|
|
data_loader=orchestrator.data_loader,
|
|
output_dir=str(tmp_path / 'strategies'),
|
|
log_dir=str(tmp_path / 'logs'),
|
|
)
|
|
orch2._save_summary(summary)
|
|
|
|
summary_path = tmp_path / 'orchestrator_summary.json'
|
|
assert summary_path.exists()
|
|
|
|
with open(summary_path) as f:
|
|
saved = json.load(f)
|
|
|
|
assert saved['total_attempted'] == 10
|
|
assert saved['accepted'] == 3
|
|
assert saved['rejected'] == 5
|
|
assert saved['failed'] == 2
|
|
assert saved['elapsed_seconds'] == 120.5
|
|
|
|
|
|
# =============================================================================
|
|
# Worker Process Function Tests
|
|
# =============================================================================
|
|
|
|
class TestWorkerProcessTask:
|
|
"""Test the standalone worker process function."""
|
|
|
|
def test_worker_task_factor_loading_failure(self, tmp_path):
|
|
"""Test worker task when no factor data is loaded."""
|
|
from rdagent.scenarios.qlib.local.strategy_orchestrator import _worker_process_task
|
|
|
|
# Create mock close data
|
|
dates = pd.date_range('2024-01-01', periods=100, freq='1min')
|
|
close_values = [1.0850] * 100
|
|
close_index_str = [str(d) for d in dates]
|
|
close_data = (close_values, close_index_str)
|
|
|
|
manager = Manager()
|
|
results_dict = manager.dict()
|
|
|
|
# Mock the DataLoader inside the worker by patching the import
|
|
factor_subset = [{'name': 'nonexistent_factor', 'ic': 0.1}]
|
|
|
|
# This test is limited since the worker imports real DataLoader
|
|
# We verify the result structure is correct when data loading fails
|
|
# In a real scenario, the worker would connect to the actual data
|
|
# Here we just verify the function is callable and has correct signature
|
|
import inspect
|
|
sig = inspect.signature(_worker_process_task)
|
|
params = list(sig.parameters.keys())
|
|
|
|
assert 'task_id' in params
|
|
assert 'factor_subset' in params
|
|
assert 'close_data' in params
|
|
assert 'strategy_name' in params
|
|
assert 'results_dict' in params
|
|
assert 'llm_max_parallel' in params
|
|
|
|
|
|
# =============================================================================
|
|
# Integration-like Tests (Mocked)
|
|
# =============================================================================
|
|
|
|
class TestOrchestratorIntegration:
|
|
"""Test orchestrator integration with mocked components."""
|
|
|
|
def test_full_workflow_mocked(self, mock_data_loader, tmp_output_dir, tmp_log_dir):
|
|
"""Test the full orchestrator workflow with mocked components."""
|
|
orch = StrategyOrchestrator(
|
|
n_workers=2,
|
|
max_llm_parallel=2,
|
|
data_loader=mock_data_loader,
|
|
output_dir=tmp_output_dir,
|
|
log_dir=tmp_log_dir,
|
|
)
|
|
|
|
# Mock the internal methods
|
|
orch._load_existing_strategies = Mock()
|
|
orch._build_task_queue = Mock(return_value=[
|
|
{
|
|
'task_id': 0,
|
|
'factors': [{'name': 'f1', 'ic': 0.1}, {'name': 'f2', 'ic': 0.15}],
|
|
'strategy_name': 'Test_Strategy',
|
|
'feedback': None,
|
|
},
|
|
])
|
|
|
|
manager = Manager()
|
|
results_dict = manager.dict()
|
|
results_dict[0] = {
|
|
'task_id': 0,
|
|
'strategy_name': 'Test_Strategy',
|
|
'success': True,
|
|
'stage': 'complete',
|
|
'saved_path': f'{tmp_output_dir}/123_Test_Strategy.json',
|
|
'backtest_result': {
|
|
'ic': 0.05,
|
|
'sharpe_ratio': 1.5,
|
|
'max_drawdown': -0.05,
|
|
'total_trades': 20,
|
|
'sl_pct': 0.02,
|
|
'tp_pct': 0.04,
|
|
},
|
|
}
|
|
|
|
with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Manager') as mock_mgr:
|
|
mock_mgr.return_value.dict = Mock(return_value=results_dict)
|
|
mock_mgr.return_value.__enter__ = Mock(return_value=manager)
|
|
mock_mgr.return_value.__exit__ = Mock(return_value=False)
|
|
|
|
mock_pool = Mock()
|
|
mock_ar = Mock()
|
|
mock_ar.get.return_value = None
|
|
mock_pool.apply_async.return_value = mock_ar
|
|
|
|
with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool') as mock_pool_cls:
|
|
mock_pool_cls.return_value = mock_pool
|
|
|
|
summary = orch.run(target_count=1, seed=42)
|
|
|
|
assert summary['total_attempted'] == 1
|
|
assert summary['accepted'] == 1
|
|
assert summary['rejected'] == 0
|
|
assert summary['failed'] == 0
|
|
assert len(summary['strategies']) == 1
|
|
assert 'elapsed_seconds' in summary
|
|
assert 'timestamp' in summary
|
|
|
|
def test_result_structure(self, mock_data_loader, tmp_output_dir, tmp_log_dir):
|
|
"""Test that run() returns correct result structure."""
|
|
orch = StrategyOrchestrator(
|
|
n_workers=1,
|
|
max_llm_parallel=1,
|
|
data_loader=mock_data_loader,
|
|
output_dir=tmp_output_dir,
|
|
log_dir=tmp_log_dir,
|
|
)
|
|
orch._load_existing_strategies = Mock()
|
|
orch._build_task_queue = Mock(return_value=[])
|
|
|
|
with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Manager') as mock_mgr:
|
|
mock_mgr.return_value.dict = Mock(return_value={})
|
|
mock_mgr.return_value.__enter__ = Mock(return_value=Manager())
|
|
mock_mgr.return_value.__exit__ = Mock(return_value=False)
|
|
|
|
with patch('rdagent.scenarios.qlib.local.strategy_orchestrator.Pool') as mock_pool_cls:
|
|
mock_pool_cls.return_value = Mock()
|
|
|
|
summary = orch.run(target_count=1, seed=42)
|
|
|
|
# Verify all required keys are present
|
|
required_keys = [
|
|
'total_attempted',
|
|
'accepted',
|
|
'rejected',
|
|
'failed',
|
|
'strategies',
|
|
'results',
|
|
'elapsed_seconds',
|
|
'timestamp',
|
|
]
|
|
for key in required_keys:
|
|
assert key in summary, f"Missing key: {key}"
|