File size: 3,374 Bytes
3339913 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 | """CLI surface — argument handling and that each command actually completes."""
from __future__ import annotations
import json
import pytest
from algotrader.cli import _parse_params, main
class TestArgumentParsing:
def test_params_are_parsed_into_floats(self):
assert _parse_params(["fast=10", "slow=50.5"]) == {"fast": 10.0, "slow": 50.5}
def test_params_without_an_equals_sign_are_rejected(self):
with pytest.raises(SystemExit, match="name=value"):
_parse_params(["fast10"])
def test_no_params_is_an_empty_dict(self):
assert _parse_params(None) == {}
def test_an_unknown_strategy_is_rejected_at_parse_time(self):
with pytest.raises(SystemExit):
main(["lab", "--strategy", "nope"])
def test_a_missing_subcommand_is_rejected(self):
with pytest.raises(SystemExit):
main([])
class TestCommands:
"""All runs force the simulator so the suite never touches the network."""
def test_lab_prints_a_report(self, capsys):
code = main([
"lab", "--symbol", "SPY", "--source", "synthetic", "--strategy", "sma_cross",
"--start", "2018-01-01", "--end", "2023-01-01",
"--permutations", "10", "--folds", "2", "--quiet",
])
out = capsys.readouterr().out
assert code == 0
assert "REALITY SCORE" in out
assert "Deflated Sharpe" in out
def test_lab_json_output_is_machine_readable(self, capsys):
code = main([
"lab", "--source", "synthetic", "--start", "2018-01-01", "--end", "2023-01-01",
"--permutations", "10", "--folds", "2", "--quiet", "--json",
])
payload = json.loads(capsys.readouterr().out)
assert code == 0
assert 0.0 <= payload["verdict"]["score"] <= 100.0
assert payload["verdict"]["grade"] in {"A", "B", "C", "D", "F"}
assert payload["source"] == "synthetic"
def test_lab_honours_param_overrides(self, capsys):
main([
"lab", "--source", "synthetic", "--start", "2018-01-01", "--end", "2023-01-01",
"--strategy", "sma_cross", "--param", "fast=5", "--param", "slow=60",
"--permutations", "0", "--folds", "2", "--quiet", "--json",
])
payload = json.loads(capsys.readouterr().out)
assert payload["params"] == {"fast": 5, "slow": 60}
assert payload["p_value"] is None # permutations disabled
def test_arena_ranks_the_zoo(self, capsys):
code = main([
"arena", "--source", "synthetic", "--start", "2018-01-01", "--end", "2023-01-01",
"--permutations", "0", "--quiet",
])
out = capsys.readouterr().out
assert code == 0
assert "Buy & Hold" in out and "Coin Flip" in out
assert "Ranked by evidence" in out
def test_strategies_lists_the_registry(self, capsys):
assert main(["strategies"]) == 0
out = capsys.readouterr().out
assert "sma_cross" in out and "donchian_breakout" in out
def test_errors_are_reported_not_raised(self, capsys):
code = main([
"lab", "--source", "synthetic",
"--start", "2022-01-01", "--end", "2022-02-01", # far too short
"--permutations", "0", "--quiet",
])
assert code == 1
assert "error:" in capsys.readouterr().err
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