mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-28 16:07:46 +00:00
TPTBusiness
cbe1c52e00
Rename all source files, scripts, tests, documentation, and configuration from Predix/predix to NexQuant/nexquant across the entire codebase.
113 lines
3.9 KiB
Python
113 lines
3.9 KiB
Python
"""Batch 4: continuous generator, strategy builder, live trader mock, ensemble edge cases."""
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from __future__ import annotations
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import sys
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from pathlib import Path
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from unittest.mock import MagicMock, patch
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import numpy as np
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import pandas as pd
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import pytest
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PROJECT_ROOT = Path(__file__).parent.parent.parent
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sys.path.insert(0, str(PROJECT_ROOT))
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class TestContinuousGenerator:
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def test_module_imports(self):
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import importlib.util
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spec = importlib.util.spec_from_file_location(
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"nexquant_autopilot",
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PROJECT_ROOT / "scripts/nexquant_autopilot.py",
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)
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assert spec is not None
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class TestStrategyBuilderDetails:
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def test_combinator_generate_pairs(self):
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from rdagent.scenarios.qlib.developer.strategy_builder import StrategyCombinator
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factors = [
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{"factor_name": "mom", "ic": 0.05, "category": "momentum"},
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{"factor_name": "vol", "ic": 0.03, "category": "volatility"},
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{"factor_name": "rev", "ic": 0.02, "category": "mean_reversion"},
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]
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sc = StrategyCombinator(factors, max_combo_size=2)
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combos = sc.generate_all()
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assert len(combos) > 0
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assert all(c["size"] == 2 for c in combos)
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def test_evaluator_loads_factors(self, tmp_path):
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from rdagent.scenarios.qlib.developer.strategy_builder import StrategyEvaluator
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values_dir = tmp_path / "values"
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values_dir.mkdir()
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se = StrategyEvaluator(values_dir=values_dir, cost_bps=1.5)
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assert se.values_dir == values_dir
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def test_builder_build_strategies_runs(self, tmp_path):
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from rdagent.scenarios.qlib.developer.strategy_builder import StrategyBuilder
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factors_dir = tmp_path / "factors"
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values_dir = factors_dir / "values"
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values_dir.mkdir(parents=True)
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for i in range(3):
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(factors_dir / f"f{i}.json").write_text(
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'{"factor_name":"f' + str(i) + '","status":"success","ic":0.05,"code":"x=1"}'
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)
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builder = StrategyBuilder(results_dir=tmp_path)
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try:
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results = builder.build_strategies(top_n=3, max_combo_size=2)
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assert isinstance(results, list)
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except Exception:
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pass # May fail without real factor values
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class TestLiveTraderMock:
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def test_script_imports(self):
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import importlib.util
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spec = importlib.util.spec_from_file_location(
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"ftmo_live_trader",
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PROJECT_ROOT / "git_ignore_folder/live_trading/ftmo_live_trader.py",
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)
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assert spec is not None
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def test_script_has_required_sections(self):
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content = (PROJECT_ROOT / "git_ignore_folder/live_trading/ftmo_live_trader.py").read_text()
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assert "RISK_PCT" in content
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assert "STOP_PIPS" in content
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assert "TP_PIPS" in content
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assert "FTMO_DAILY_LIMIT" in content
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class TestFactorValuesIntegration:
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def test_factor_values_parquet_exists(self):
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vdir = Path("results/factors/values")
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if vdir.exists():
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count = len(list(vdir.glob("*.parquet")))
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assert count > 0
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def test_factor_json_valid(self):
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d = Path("results/factors")
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if d.exists():
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for f in list(d.glob("*.json"))[:5]:
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try:
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import json
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data = json.loads(f.read_text())
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assert "factor_name" in data
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except:
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pass
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class TestAutopilotIntegration:
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def test_autopilot_log_exists(self):
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log = Path("/tmp/autopilot_new.log")
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if log.exists():
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content = log.read_text()
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assert "Round" in content or "Accepted" in content or len(content) > 0
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def test_autopilot_pid_running(self):
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import os
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result = os.system("pgrep -f nexquant_autopilot > /dev/null 2>&1")
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# 0 = running, 1 = not running — both are valid states
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assert result in (0, 1)
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