130 lines
4.1 KiB
Python
130 lines
4.1 KiB
Python
"""
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Backtest API integration tests
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"""
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import pytest
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from datetime import date
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from fastapi.testclient import TestClient
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from sqlalchemy.orm import Session
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@pytest.mark.integration
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class TestBacktestAPI:
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"""Backtest API endpoint tests"""
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def test_list_strategies(self, client: TestClient):
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"""Test strategy list endpoint"""
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response = client.get("/api/v1/backtest/strategies/list")
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assert response.status_code == 200
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data = response.json()
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assert "strategies" in data
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assert len(data["strategies"]) > 0
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# Check strategy structure
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strategy = data["strategies"][0]
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assert "name" in strategy
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assert "description" in strategy
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def test_run_backtest_invalid_dates(self, client: TestClient):
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"""Test backtest with invalid date range"""
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config = {
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"name": "Invalid Date Test",
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"strategy_name": "multi_factor",
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"start_date": "2023-12-31",
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"end_date": "2023-01-01", # End before start
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"initial_capital": 10000000,
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"commission_rate": 0.0015,
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"rebalance_frequency": "monthly",
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"strategy_config": {"count": 20}
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}
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response = client.post("/api/v1/backtest/run", json=config)
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# Should fail validation
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assert response.status_code in [400, 422]
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def test_run_backtest_invalid_strategy(self, client: TestClient):
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"""Test backtest with non-existent strategy"""
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config = {
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"name": "Invalid Strategy Test",
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"strategy_name": "nonexistent_strategy",
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"start_date": "2023-01-01",
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"end_date": "2023-12-31",
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"initial_capital": 10000000,
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"commission_rate": 0.0015,
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"rebalance_frequency": "monthly",
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"strategy_config": {"count": 20}
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}
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response = client.post("/api/v1/backtest/run", json=config)
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# Should fail with 400 or 404
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assert response.status_code in [400, 404]
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def test_run_backtest_missing_fields(self, client: TestClient):
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"""Test backtest with missing required fields"""
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config = {
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"name": "Incomplete Test",
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"strategy_name": "multi_factor",
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# Missing dates and other required fields
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}
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response = client.post("/api/v1/backtest/run", json=config)
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assert response.status_code == 422 # Validation error
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@pytest.mark.slow
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def test_run_backtest_success(
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self,
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client: TestClient,
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sample_assets,
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sample_price_data
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):
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"""Test successful backtest execution"""
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config = {
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"name": "Integration Test Backtest",
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"strategy_name": "multi_factor",
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"start_date": "2023-01-01",
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"end_date": "2023-01-31",
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"initial_capital": 10000000,
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"commission_rate": 0.0015,
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"rebalance_frequency": "monthly",
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"strategy_config": {"count": 3}
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}
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response = client.post("/api/v1/backtest/run", json=config)
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# Note: May fail if insufficient data, that's expected
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if response.status_code == 200:
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data = response.json()
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assert "id" in data
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assert "name" in data
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assert "status" in data
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assert data["name"] == config["name"]
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def test_get_backtest_not_found(self, client: TestClient):
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"""Test getting non-existent backtest"""
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import uuid
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fake_id = str(uuid.uuid4())
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response = client.get(f"/api/v1/backtest/{fake_id}")
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assert response.status_code == 404
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def test_list_backtests(self, client: TestClient):
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"""Test listing backtests"""
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response = client.get("/api/v1/backtest/?skip=0&limit=10")
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assert response.status_code == 200
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data = response.json()
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assert isinstance(data, list)
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def test_delete_backtest_not_found(self, client: TestClient):
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"""Test deleting non-existent backtest"""
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import uuid
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fake_id = str(uuid.uuid4())
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response = client.delete(f"/api/v1/backtest/{fake_id}")
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assert response.status_code == 404
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