test: add strategy and integration tests

Add tests for trend rider (integration, robustness, v4),
US combo sweep, and US fundamentals modules.

tests/test_trend_rider_v4.py

@@ -0,0 +1,43 @@
+import unittest
+
+import numpy as np
+import pandas as pd
+
+from strategies.permanent import TrendRiderV4
+
+
+class TrendRiderV4Tests(unittest.TestCase):
+    def test_v4_builds_capped_multi_asset_portfolio(self):
+        dates = pd.bdate_range("2023-01-02", periods=320)
+        trend = np.linspace(100.0, 180.0, len(dates))
+        prices = pd.DataFrame(
+            {
+                "SPY": trend,
+                "QQQ": trend * 1.10,
+                "SSO": trend * 1.55,
+                "QLD": trend * 1.65,
+                "UPRO": trend * 2.00,
+                "TQQQ": trend * 2.20,
+                "SHY": np.linspace(100.0, 103.0, len(dates)),
+                "IEF": np.linspace(100.0, 104.0, len(dates)),
+                "TLT": np.linspace(100.0, 105.0, len(dates)),
+                "GLD": np.linspace(100.0, 115.0, len(dates)),
+                "DBC": np.linspace(90.0, 105.0, len(dates)),
+            },
+            index=dates,
+        )
+
+        strategy = TrendRiderV4(max_single_weight=0.35, max_leveraged_weight=0.50)
+        weights = strategy.generate_signals(prices)
+        active = weights[weights.sum(axis=1) > 0.99]
+
+        self.assertFalse(active.empty)
+        self.assertLessEqual(active.max(axis=1).max(), 0.350001)
+        self.assertGreaterEqual((active > 0.001).sum(axis=1).min(), 4)
+        leveraged = [c for c in ["SSO", "QLD", "UPRO", "TQQQ"] if c in active.columns]
+        self.assertLessEqual(active[leveraged].sum(axis=1).max(), 0.500001)
+        self.assertTrue(np.allclose(active.sum(axis=1), 1.0))
+
+
+if __name__ == "__main__":
+    unittest.main()