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Jimmy7892
67ab17280b
Python DSL, examples, docs, benchmarks, and tests. Rust engine distributed as pre-compiled wheel via PyPI.
55 lines
1.6 KiB
Python
55 lines
1.6 KiB
Python
"""Tests for Strategy serialization."""
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import json
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from manifoldbt.expr import col, lit, param, when
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from manifoldbt.strategy import Strategy
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def test_strategy_serializes_to_valid_json():
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size = param("size", default=1.0, range=(0.5, 2.0))
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signal = when(col("close") > col("close").lag(1), lit(1.0), lit(0.0))
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strategy = Strategy(
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name="test_strategy",
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signals={"trend": signal},
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position_sizing=col("trend") * size,
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parameters={"size": size},
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)
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result = json.loads(strategy.to_json())
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assert result["name"] == "test_strategy"
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assert "trend" in result["signals"]
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assert result["parameters"]["size"]["default"] == {"Float64": 1.0}
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assert result["parameters"]["size"]["range"] == [
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{"Float64": 0.5},
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{"Float64": 2.0},
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]
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def test_strategy_no_params():
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strategy = Strategy(
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name="simple",
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signals={"signal": lit(1.0)},
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position_sizing=col("signal"),
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)
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result = json.loads(strategy.to_json())
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assert result["name"] == "simple"
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assert result["parameters"] == {}
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assert result["constraints"] == []
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assert result["signals"]["signal"] == {"Literal": {"Float64": 1.0}}
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assert result["position_sizing"] == {"Column": "signal"}
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def test_strategy_metadata():
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strategy = Strategy(
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name="documented",
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signals={"s": lit(1.0)},
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position_sizing=col("s"),
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description="A documented strategy",
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)
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result = json.loads(strategy.to_json())
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assert result["metadata"]["description"] == "A documented strategy"
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