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https://github.com/NicolasBohn/NexQuant.git
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TPTBusiness
08a08fa5b0
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
56 lines
876 B
INI
56 lines
876 B
INI
[run]
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# Source code to measure
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source = rdagent/components/backtesting
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# Omit patterns
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omit =
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*/tests/*
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*/test_*
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*/__pycache__/*
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*/conftest.py
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*/site-packages/*
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# Branch coverage
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branch = True
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# Parallel execution support
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parallel = True
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[report]
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# Precision for coverage percentages
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precision = 2
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# Exclude patterns
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exclude_lines =
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pragma: no cover
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def __repr__
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raise AssertionError
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raise NotImplementedError
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if __name__ == .__main__.:
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if TYPE_CHECKING:
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@abstractmethod
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# Show missing lines
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show_missing = True
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# Skip covered files in report
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skip_covered = False
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# Fail under threshold
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fail_under = 80
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[html]
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# HTML report directory
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directory = htmlcov
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# Title for HTML report
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title = PREDIX Backtesting Coverage Report
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[xml]
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# XML output file
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output = coverage.xml
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[json]
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# JSON output file
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output = coverage.json
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