94 lines
2.6 KiB
Python
94 lines
2.6 KiB
Python
"""
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E2E tests for quant strategy flow.
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"""
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import pytest
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from fastapi.testclient import TestClient
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def test_multi_factor_strategy(client: TestClient, auth_headers):
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"""Test multi-factor strategy endpoint."""
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response = client.post(
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"/api/strategy/multi-factor",
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json={
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"universe": {
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"markets": ["KOSPI"],
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"min_market_cap": 10000, # 1조원 (억원 단위)
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},
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"top_n": 20,
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"weights": {
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"value": 0.3,
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"quality": 0.3,
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"momentum": 0.2,
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"low_vol": 0.2,
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},
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},
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headers=auth_headers,
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)
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# May fail if no stock data, just check it returns a proper response
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assert response.status_code in [200, 400, 500]
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if response.status_code == 200:
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data = response.json()
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assert "stocks" in data
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assert "strategy_name" in data
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assert data["strategy_name"] == "multi_factor"
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def test_quality_strategy(client: TestClient, auth_headers):
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"""Test quality strategy endpoint."""
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response = client.post(
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"/api/strategy/quality",
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json={
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"universe": {
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"markets": ["KOSPI"],
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"min_market_cap": 10000,
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},
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"top_n": 20,
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"min_fscore": 6,
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},
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headers=auth_headers,
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)
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assert response.status_code in [200, 400, 500]
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if response.status_code == 200:
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data = response.json()
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assert "stocks" in data
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assert data["strategy_name"] == "quality"
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def test_value_momentum_strategy(client: TestClient, auth_headers):
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"""Test value-momentum strategy endpoint."""
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response = client.post(
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"/api/strategy/value-momentum",
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json={
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"universe": {
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"markets": ["KOSPI"],
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"min_market_cap": 10000,
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},
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"top_n": 20,
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"value_weight": 0.5,
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"momentum_weight": 0.5,
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},
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headers=auth_headers,
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)
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assert response.status_code in [200, 400, 500]
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if response.status_code == 200:
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data = response.json()
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assert "stocks" in data
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assert data["strategy_name"] == "value_momentum"
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def test_strategy_requires_auth(client: TestClient):
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"""Test that strategy endpoints require authentication."""
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response = client.post(
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"/api/strategy/multi-factor",
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json={
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"universe": {
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"markets": ["KOSPI"],
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},
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"top_n": 20,
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},
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)
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assert response.status_code == 401
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