mirror of
https://github.com/QuantEngines/fx_quant_engine.git
synced 2026-07-28 02:47:50 +00:00
47 lines
1.3 KiB
Python
47 lines
1.3 KiB
Python
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from datetime import datetime, timedelta, timezone
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from pathlib import Path
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from options_quant_engine import OptionsQuantEngine
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def test_engine_signal_schema() -> None:
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root = Path(__file__).resolve().parents[1]
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engine = OptionsQuantEngine(config_dir=root / "config")
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end = datetime.now(timezone.utc)
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start = end - timedelta(days=200)
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out = engine.run_asset("USDINR", start, end)
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signal = out["signal"]
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required = {
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"engine",
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"timestamp",
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"asset",
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"signal_type",
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"signal_direction",
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"signal_strength",
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"confidence",
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"regime",
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"expected_volatility",
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"risk_flags",
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"drivers",
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"recommended_action",
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"position_sizing_multiplier",
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}
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assert required.issubset(signal.keys())
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assert 0.0 <= signal["signal_strength"] <= 1.0
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assert 0.0 <= signal["confidence"] <= 1.0
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def test_engine_relative_value_schema() -> None:
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root = Path(__file__).resolve().parents[1]
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engine = OptionsQuantEngine(config_dir=root / "config")
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end = datetime.now(timezone.utc)
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start = end - timedelta(days=200)
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out = engine.run_relative_value("USDINR", "EURINR", start, end)
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assert "hedge_ratio" in out
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assert "spread_zscore" in out
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assert "signal" in out
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assert 0.0 <= out["signal"]["signal_strength"] <= 1.0
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