release: v0.8.6

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2026-06-29 21:23:38 +00:00
parent 5edc3e7024
commit ec8c4f5126
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"""Regression tests for the diagnostics config-preparation path.
Guards the fix for the bug where ``detect_lookahead`` / ``check_exposure_stability``
crashed with a dict ``universe`` (e.g. ``{"binance": ["BTC-USDT:perp"]}``):
they serialized the config without resolving the universe, so ``config.to_json()``
emitted a JSON *map* while the Rust loader expects a *sequence*
(``ValueError: invalid type: map, expected a sequence``).
The fix routes diagnostics through the same preparation as ``run()`` via
``_prepare_for_diagnostics``. These tests assert that helper resolves a dict
universe into a list of integer SymbolIds (so serialization is a JSON array),
without needing a Pro license or real market data.
"""
import json
import sqlite3
import manifoldbt as bt
from manifoldbt.diagnostics import _prepare_for_diagnostics
def _make_metadata_db(path):
"""Create a minimal metadata sqlite with one resolvable symbol (id=1)."""
conn = sqlite3.connect(path)
conn.execute(
"CREATE TABLE symbols ("
"id INTEGER PRIMARY KEY, base_currency TEXT, quote_currency TEXT, "
"asset_class TEXT, exchange TEXT, ticker TEXT)"
)
conn.execute(
"INSERT INTO symbols VALUES (1, 'BTC', 'USDT', 'CryptoPerpetual', "
"'BINANCE', 'BTC-USDT:perp')"
)
conn.commit()
conn.close()
return str(path)
class _StubStore:
"""Minimal DataStore stand-in.
``_resolve_normalized`` only needs ``metadata_db()`` (+ ``resolve_symbol``
as a fallback). ``dataset()`` raises so ``_resolve_store`` returns the store
unchanged instead of trying to swap datasets on disk.
"""
def __init__(self, db_path):
self._db = db_path
def metadata_db(self):
return self._db
def dataset(self):
raise NotImplementedError
def resolve_symbol(self, name): # fallback, not expected to be hit here
return 1
def _simple_strategy():
return (
bt.Strategy.create("regression")
.signal("s", bt.lit(1.0))
.size(bt.col("s"))
)
def test_prepare_for_diagnostics_resolves_dict_universe(tmp_path):
"""A dict universe must become a list of ints before serialization."""
db = _make_metadata_db(tmp_path / "metadata.sqlite")
store = _StubStore(db)
config = bt.BacktestConfig(
universe={"binance": ["BTC-USDT:perp"]},
time_range_start=0,
time_range_end=4_000_000_000,
bar_interval={"Hours": 1},
initial_capital=1000.0,
)
prepared, _ = _prepare_for_diagnostics(config, _simple_strategy(), store)
# Core invariant: universe is a list of ints, never a dict.
assert isinstance(prepared.universe, list)
assert prepared.universe == [1]
# And the JSON the Rust loader sees is an array, not a map (the crash cause).
universe_json = json.loads(prepared.to_json())["universe"]
assert isinstance(universe_json, list)
assert universe_json == [1]
def test_prepare_for_diagnostics_passes_through_list_universe(tmp_path):
"""An already-resolved list universe is left intact."""
db = _make_metadata_db(tmp_path / "metadata.sqlite")
store = _StubStore(db)
config = bt.BacktestConfig(
universe=[1],
time_range_start=0,
time_range_end=4_000_000_000,
bar_interval={"Hours": 1},
initial_capital=1000.0,
)
prepared, _ = _prepare_for_diagnostics(config, _simple_strategy(), store)
assert prepared.universe == [1]
assert json.loads(prepared.to_json())["universe"] == [1]