Gahow Wang
24663ebd35
Add tests for trend rider (integration, robustness, v4), US combo sweep, and US fundamentals modules.
52 lines
2.1 KiB
Python
52 lines
2.1 KiB
Python
import unittest
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import pandas as pd
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import trader
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from strategies.permanent import (
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ETF_UNIVERSE,
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GLOBAL_ETF_UNIVERSE,
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HK_ETF_UNIVERSE,
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TREND_RIDER_V4_UNIVERSE,
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TrendRiderV3,
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TrendRiderV4,
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)
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class TrendRiderTraderIntegrationTests(unittest.TestCase):
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def test_trend_rider_strategies_are_registered(self):
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self.assertIsInstance(trader.STRATEGY_REGISTRY["trend_rider_v3_us"](), TrendRiderV3)
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self.assertIsInstance(trader.STRATEGY_REGISTRY["trend_rider_v3_global"](), TrendRiderV3)
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self.assertIsInstance(trader.STRATEGY_REGISTRY["trend_rider_v3_hk"](), TrendRiderV3)
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self.assertIsInstance(trader.STRATEGY_REGISTRY["trend_rider_v4"](), TrendRiderV4)
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def test_strategy_universe_uses_etfs_for_trend_rider(self):
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tickers, benchmark = trader.strategy_universe("us", "trend_rider_v3_us")
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self.assertEqual(tickers, sorted(ETF_UNIVERSE))
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self.assertEqual(benchmark, "SPY")
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self.assertEqual(trader.strategy_data_market("us", "trend_rider_v3_us"), "etfs")
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global_tickers, global_benchmark = trader.strategy_universe("us", "trend_rider_v3_global")
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self.assertEqual(global_tickers, sorted(set(GLOBAL_ETF_UNIVERSE)))
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self.assertEqual(global_benchmark, "SPY")
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hk_tickers, hk_benchmark = trader.strategy_universe("us", "trend_rider_v3_hk")
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self.assertEqual(hk_tickers, sorted(set(HK_ETF_UNIVERSE)))
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self.assertEqual(hk_benchmark, "SPY")
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v4_tickers, v4_benchmark = trader.strategy_universe("us", "trend_rider_v4")
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self.assertEqual(v4_tickers, sorted(set(TREND_RIDER_V4_UNIVERSE)))
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self.assertEqual(v4_benchmark, "SPY")
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def test_filter_tradable_columns_preserves_strategy_assets(self):
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close_data = pd.DataFrame(columns=["SPY", "TQQQ", "UPRO", "GLD", "DBC", "SHY"])
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tickers = trader.filter_tradable_tickers(close_data, ["SPY", "TQQQ", "MISSING"])
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self.assertEqual(tickers, ["SPY", "TQQQ"])
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def test_stock_strategies_keep_market_cache(self):
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self.assertEqual(trader.strategy_data_market("us", "recovery_mom_top10"), "us")
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if __name__ == "__main__":
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unittest.main()
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