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release: v0.14.0

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github-actions[bot]
2026-07-19 02:07:07 +00:00
parent c36b5ec4ce
commit 14bf482a9e
30 changed files with 1018 additions and 120 deletions
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python/tests/test_golden_buy_and_hold.py
+21 -9
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@@ -11,13 +11,13 @@ import pytest
import manifoldbt as bt
from manifoldbt import run_with_parquet
# The golden fixtures were generated at full (Pro) resolution; the Community
# resolution cap changes the equity-point count and the comparison is
# meaningless. CI unlocks via BT_UNLOCKED=1 (debug builds); locally this needs
# an activated Pro license.
# The golden fixtures assert on 1-second output resolution, below even the Pro
# floor (60s) — exactly like the Rust golden test, which sets BT_UNLOCKED=1.
# The override is only honored by debug builds (cargo test / maturin develop),
# so this needs BOTH: a dev build and BT_UNLOCKED=1 in the environment.
pytestmark = pytest.mark.skipif(
bt.license_info()[0] != "Pro",
reason="requires Pro (fixtures generated at sub-daily resolution); activate a license or use a BT_UNLOCKED dev build",
os.environ.get("BT_UNLOCKED") != "1",
reason="requires BT_UNLOCKED=1 on a dev (debug) build: fixtures assert 1s output, below the Pro 60s floor",
)
@@ -38,9 +38,14 @@ def test_golden_buy_and_hold_matches_fixtures(golden_buy_hold_dir):
universe=[1],
time_range_start=0,
time_range_end=4_000_000_000,
bar_interval={"Days": 1},
# The fixture is 4 bars at 1-second spacing; the Rust golden test runs
# them at Seconds(1) with per-bar output. Days(1) would resample the
# whole range into a single bar and the comparison would be meaningless.
bar_interval={"Seconds": 1},
output_resolution={"Seconds": 1},
initial_capital=1000.0,
currency="USD",
risk_free_rate=0.025,
execution=bt.ExecutionConfig(
signal_delay=1,
execution_price="AtClose",
@@ -92,8 +97,11 @@ def test_golden_buy_and_hold_matches_fixtures(golden_buy_hold_dir):
with open(os.path.join(golden_buy_hold_dir, "expected_metrics.json")) as f:
expected_metrics = json.load(f)
# Mirror the Rust golden test: annualized metrics (CAGR, volatility,
# sharpe, sortino, calmar) are not compared because the fixture uses 4
# synthetic 1-second bars, making annualization numerically extreme.
metrics = result.metrics
for key in expected_metrics:
for key in ("total_return", "max_drawdown"):
assert abs(metrics[key] - expected_metrics[key]) <= 1e-12, (
f"Metric {key}: {metrics[key]} != {expected_metrics[key]}"
)
@@ -102,7 +110,11 @@ def test_golden_buy_and_hold_matches_fixtures(golden_buy_hold_dir):
with open(os.path.join(golden_buy_hold_dir, "expected_manifest_snapshot.json")) as f:
expected_manifest = json.load(f)
# Mirror the Rust golden test: engine_version is excluded from the snapshot
# (it tracks the crate version and would break on every release bump);
# assert only that it is populated.
manifest = result.manifest
assert manifest["strategy_name"] == expected_manifest["strategy_name"]
assert manifest["engine_version"] == expected_manifest["engine_version"]
assert manifest["engine_version"], "engine_version should be populated"
assert manifest["data_versions"].get("bars_1m", "") == expected_manifest["data_version"]
assert manifest["config"] == expected_manifest["config"]