NexQuant/test/backtesting/__init__.py at 44f82b13d3f78bc2fda5c986a29908f8d655158a - NexQuant - Gitea: Git with a cup of tea

gavindiaz/NexQuant

mirror of https://github.com/NicolasBohn/NexQuant.git synced 2026-07-27 23:47:46 +00:00

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TPTBusiness 953fb2d278 test: Add backtesting tests with 98.77% coverage

New test infrastructure:

1. pytest + pytest-cov installed
   - requirements.txt updated
   - pytest.ini configured
   - .coveragerc for coverage

2. Test suite created (97 tests):
   - test_backtest_engine.py (32 tests)
     * BacktestMetrics: IC, Sharpe, Drawdown, Win Rate
     * FactorBacktester: run_backtest, JSON export
     * Edge cases: NaN, empty, insufficient data

   - test_results_db.py (33 tests)
     * ResultsDatabase: CRUD operations
     * Queries: get_top_factors, get_aggregate_stats
     * Database cleanup

   - test_risk_management.py (32 tests)
     * CorrelationAnalyzer: Matrix, uncorrelated factors
     * PortfolioOptimizer: Mean-Variance, Risk Parity
     * AdvancedRiskManager: Limit checks

3. Fixtures (conftest.py):
   - 22 reusable test fixtures
   - Mock data for all scenarios
   - Sample factors, returns, equity curves

4. Coverage: 98.77% (target: >80%)
   - BacktestMetrics: 100%
   - FactorBacktester: 100%
   - ResultsDatabase: 95.92%
   - CorrelationAnalyzer: 100%
   - PortfolioOptimizer: 100%
   - AdvancedRiskManager: 100%

5. Documentation:
   - test/backtesting/README.md
   - How to run tests
   - Generate coverage reports

Run tests:
  pytest test/backtesting/ -v

Coverage report:
  pytest test/backtesting/ --cov=rdagent/components/backtesting --cov-report=html

2026-04-02 19:24:38 +02:00

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"""Predix Backtesting Test Package"""