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NexQuant/test
TPTBusiness 827f80ce2e test: 343 deep hypothesis property-based tests across engine, DB, risk, ground truth, robustness, CV
- Backtest engine: 68 tests (IC symmetry, Sharpe formula, MaxDD bounds, cost monotonicity)
- Results DB: 78 tests (add_factor idempotence, metric roundtrip, sorting, persistence)
- Risk management: 71 tests (correlation PSD, MV weights, RP convergence, threshold checks)
- Ground truth: 44 tests (Sharpe sign, MaxDD, win_rate, signal invariants)
- Robustness: 44 tests (slippage, latency, MC reshuffle, OOS stress, random data)
- Cross-validation: 38 tests (IC ∈ [-1,1], scaling invariance, multi-instrument)
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