charieswei
/
TradingAgents
mirror of https://github.com/TauricResearch/TradingAgents.git
1
0
Fork 0
Code Issues Packages Projects Releases Wiki Activity

test(filter): fix test quality issues in OHLCV cache tests

This commit is contained in:
Youssef Aitousarrah 2026-04-15 12:44:00 -07:00
parent 79599a8ace
commit b03ab60f32
1 changed files with 15 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

23
tests/test_filter_ohlcv_cache.py
View File

@ -3,15 +3,21 @@ import pandas as pd
import pytest import pytest
from unittest.mock import MagicMock, patch from unittest.mock import MagicMock, patch
# 200-day SMA lookback + 10-day buffer — minimum rows needed for filter checks
_BASELINE_ROWS = 210
def _make_ohlcv(closes: list[float]) -> pd.DataFrame: def _make_ohlcv(closes: list[float]) -> pd.DataFrame:
"""Build a minimal OHLCV DataFrame from a list of closing prices.""" """Build a minimal OHLCV DataFrame from a list of closing prices."""
dates = pd.date_range("2026-01-01", periods=len(closes), freq="B") dates = pd.date_range("2026-01-01", periods=len(closes), freq="B")
opens = [c * 0.995 for c in closes]
highs = [c * 1.005 for c in closes]
lows = [c * 0.990 for c in closes]
return pd.DataFrame( return pd.DataFrame(
{ {
"Open": closes, "Open": opens,
"High": closes, "High": highs,
"Low": closes, "Low": lows,
"Close": closes, "Close": closes,
"Volume": [1_000_000] * len(closes), "Volume": [1_000_000] * len(closes),
}, },
@ -76,7 +82,7 @@ def _make_filter(config_overrides=None):
def test_current_price_comes_from_ohlcv_cache(): def test_current_price_comes_from_ohlcv_cache():
"""current_price on the candidate should be the last close from the OHLCV cache.""" """current_price on the candidate should be the last close from the OHLCV cache."""
closes = [100.0] * 210 + [123.45] # last close = 123.45 closes = [100.0] * _BASELINE_ROWS + [123.45] # last close = 123.45
ohlcv_data = {"AAPL": _make_ohlcv(closes)} ohlcv_data = {"AAPL": _make_ohlcv(closes)}
f = _make_filter() f = _make_filter()
@ -86,7 +92,7 @@ def test_current_price_comes_from_ohlcv_cache():
def test_intraday_check_from_cache_not_moved(): def test_intraday_check_from_cache_not_moved():
"""intraday check: <10% day-over-day change → already_moved=False.""" """intraday check: <10% day-over-day change → already_moved=False."""
closes = [100.0] * 210 + [105.0] # +5% last day — under threshold closes = [100.0] * _BASELINE_ROWS + [105.0] # +5% last day — under threshold
ohlcv_data = {"AAPL": _make_ohlcv(closes)} ohlcv_data = {"AAPL": _make_ohlcv(closes)}
f = _make_filter() f = _make_filter()
@ -97,7 +103,7 @@ def test_intraday_check_from_cache_not_moved():
def test_intraday_check_from_cache_moved(): def test_intraday_check_from_cache_moved():
"""intraday check: >10% day-over-day change → already_moved=True.""" """intraday check: >10% day-over-day change → already_moved=True."""
closes = [100.0] * 210 + [115.0] # +15% last day — over threshold closes = [100.0] * _BASELINE_ROWS + [115.0] # +15% last day — over threshold
ohlcv_data = {"AAPL": _make_ohlcv(closes)} ohlcv_data = {"AAPL": _make_ohlcv(closes)}
f = _make_filter() f = _make_filter()
@ -108,7 +114,7 @@ def test_intraday_check_from_cache_moved():
def test_recent_move_check_from_cache_leading(): def test_recent_move_check_from_cache_leading():
"""recent-move check: <10% change over 7 days → status=leading.""" """recent-move check: <10% change over 7 days → status=leading."""
closes = [100.0] * 205 + [103.0] * 7 # flat last 7 days closes = [100.0] * (_BASELINE_ROWS - 5) + [103.0] * 7 # +3% change within the 7-day lookback window — under the 10% threshold
ohlcv_data = {"AAPL": _make_ohlcv(closes)} ohlcv_data = {"AAPL": _make_ohlcv(closes)}
f = _make_filter() f = _make_filter()
@ -119,12 +125,13 @@ def test_recent_move_check_from_cache_leading():
def test_recent_move_check_from_cache_lagging(): def test_recent_move_check_from_cache_lagging():
"""recent-move check: >10% change over 7 days → status=lagging.""" """recent-move check: >10% change over 7 days → status=lagging."""
closes = [100.0] * 205 + [100.0] * 6 + [115.0] # +15% in last day within window closes = [100.0] * (_BASELINE_ROWS - 5) + [100.0] * 6 + [115.0] # +15% in last day within window
ohlcv_data = {"AAPL": _make_ohlcv(closes)} ohlcv_data = {"AAPL": _make_ohlcv(closes)}
f = _make_filter() f = _make_filter()
result = f._recent_move_from_cache("AAPL", ohlcv_data, lookback_days=7, threshold=10.0) result = f._recent_move_from_cache("AAPL", ohlcv_data, lookback_days=7, threshold=10.0)
assert result["status"] == "lagging" assert result["status"] == "lagging"
assert result["price_change_pct"] == pytest.approx(15.0)
def test_cache_miss_returns_none(): def test_cache_miss_returns_none():