mirror of
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
32 lines
652 B
INI
32 lines
652 B
INI
[pytest]
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# Test discovery
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testpaths = test
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python_files = test_*.py
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python_classes = Test*
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python_functions = test_*
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# Coverage settings
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addopts =
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--cov=rdagent/components/backtesting
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--cov-report=term-missing
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--cov-report=html:htmlcov
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--cov-report=xml:coverage.xml
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--cov-fail-under=80
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-v
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--tb=short
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# Filter warnings
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filterwarnings =
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ignore::DeprecationWarning
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ignore::PendingDeprecationWarning
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# Logging
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log_cli = false
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log_cli_level = INFO
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# Markers
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markers =
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slow: marks tests as slow (deselect with '-m "not slow"')
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integration: marks tests as integration tests
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unit: marks tests as unit tests
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