galaxis-po/backend/tests/unit/test_benchmark.py

"""
Unit tests for benchmark service.
"""
from datetime import date, timedelta
from decimal import Decimal
from unittest.mock import MagicMock, patch

import pandas as pd
import pytest

from app.services.benchmark import BenchmarkService


@pytest.fixture
def db():
    return MagicMock()


@pytest.fixture
def service(db):
    return BenchmarkService(db)


class TestGetDepositRate:
    def test_returns_fixed_rate(self, service):
        rate = service.get_deposit_rate()
        assert rate == 3.5


class TestGetBenchmarkData:
    @patch("app.services.benchmark.pykrx_stock")
    def test_returns_kospi_time_series(self, mock_pykrx, service):
        dates = pd.date_range("2025-01-02", periods=3, freq="B")
        mock_pykrx.get_index_ohlcv.return_value = pd.DataFrame(
            {"시가": [2800, 2810, 2820], "종가": [2810, 2820, 2830]},
            index=dates,
        )

        result = service.get_benchmark_data(
            "kospi", date(2025, 1, 2), date(2025, 1, 6)
        )

        assert len(result) == 3
        assert result[0]["date"] == dates[0].date()
        assert result[0]["close"] == 2810

    @patch("app.services.benchmark.pykrx_stock")
    def test_empty_data_returns_empty_list(self, mock_pykrx, service):
        mock_pykrx.get_index_ohlcv.return_value = pd.DataFrame()

        result = service.get_benchmark_data(
            "kospi", date(2025, 1, 2), date(2025, 1, 6)
        )

        assert result == []


class TestCalculateMetrics:
    def test_cumulative_return(self, service):
        returns = [0.01, 0.02, -0.005, 0.015]
        metrics = service._calculate_metrics(returns, num_days=120)

        expected_cum = ((1.01) * (1.02) * (0.995) * (1.015) - 1) * 100
        assert abs(metrics.cumulative_return - expected_cum) < 0.01

    def test_max_drawdown(self, service):
        returns = [0.10, -0.20, 0.05]
        metrics = service._calculate_metrics(returns, num_days=90)

        assert metrics.max_drawdown < 0

    def test_sharpe_ratio_with_zero_std(self, service):
        returns = [0.01, 0.01, 0.01]
        metrics = service._calculate_metrics(returns, num_days=90)

        assert metrics.sharpe_ratio is None

    def test_empty_returns(self, service):
        metrics = service._calculate_metrics([], num_days=0)

        assert metrics.cumulative_return == 0.0
        assert metrics.annualized_return == 0.0
        assert metrics.max_drawdown == 0.0


class TestCompareWithBenchmark:
    def _make_snapshot(self, snapshot_date, total_value):
        snap = MagicMock()
        snap.snapshot_date = snapshot_date
        snap.total_value = Decimal(str(total_value))
        return snap

    @patch("app.services.benchmark.pykrx_stock")
    def test_compare_basic(self, mock_pykrx, service, db):
        base = date(2025, 1, 2)
        snapshots = [
            self._make_snapshot(base, 10000),
            self._make_snapshot(base + timedelta(days=30), 10500),
            self._make_snapshot(base + timedelta(days=60), 10800),
        ]

        portfolio = MagicMock()
        portfolio.id = 1
        portfolio.name = "Test Portfolio"
        portfolio.user_id = 1

        db.query.return_value.filter.return_value.first.return_value = portfolio
        db.query.return_value.filter.return_value.order_by.return_value.all.return_value = snapshots

        dates = pd.date_range(base.strftime("%Y%m%d"), periods=3, freq="30D")
        mock_pykrx.get_index_ohlcv.return_value = pd.DataFrame(
            {"시가": [2800, 2850, 2900], "종가": [2810, 2860, 2910]},
            index=dates,
        )

        result = service.compare_with_benchmark(
            portfolio_id=1, benchmark_type="kospi", period="all", user_id=1
        )

        assert result.portfolio_name == "Test Portfolio"
        assert result.benchmark_type == "kospi"
        assert result.alpha is not None
        assert len(result.time_series) > 0

    @patch("app.services.benchmark.pykrx_stock")
    def test_compare_not_found(self, mock_pykrx, service, db):
        db.query.return_value.filter.return_value.first.return_value = None

        with pytest.raises(ValueError, match="Portfolio not found"):
            service.compare_with_benchmark(
                portfolio_id=999, benchmark_type="kospi", period="1y", user_id=1
            )

    @patch("app.services.benchmark.pykrx_stock")
    def test_compare_no_snapshots(self, mock_pykrx, service, db):
        portfolio = MagicMock()
        portfolio.id = 1
        portfolio.name = "Empty"
        portfolio.user_id = 1

        db.query.return_value.filter.return_value.first.return_value = portfolio
        db.query.return_value.filter.return_value.order_by.return_value.all.return_value = []

        with pytest.raises(ValueError, match="스냅샷 데이터가 없습니다"):
            service.compare_with_benchmark(
                portfolio_id=1, benchmark_type="kospi", period="1y", user_id=1
            )


class TestCalculateInformationRatio:
    def test_positive_tracking_error(self, service):
        portfolio_returns = [0.02, 0.03, -0.01, 0.04]
        benchmark_returns = [0.01, 0.02, -0.005, 0.02]

        ir = service._calculate_information_ratio(portfolio_returns, benchmark_returns)
        assert ir is not None
        assert isinstance(ir, float)

    def test_zero_tracking_error(self, service):
        same_returns = [0.01, 0.02, 0.03]
        ir = service._calculate_information_ratio(same_returns, same_returns)
        assert ir is None

    def test_empty_returns(self, service):
        ir = service._calculate_information_ratio([], [])
        assert ir is None