179 lines
7.7 KiB
Python
179 lines
7.7 KiB
Python
"""Tests for sector and peer relative performance comparison."""
|
|
|
|
import pytest
|
|
import pandas as pd
|
|
from unittest.mock import patch, MagicMock
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Helpers
|
|
# ---------------------------------------------------------------------------
|
|
|
|
def _make_price_series(n: int = 130, start: float = 100.0, growth: float = 0.001) -> pd.Series:
|
|
"""Create a synthetic daily price series."""
|
|
import numpy as np
|
|
dates = pd.date_range("2025-09-01", periods=n, freq="B")
|
|
prices = [start * (1 + growth) ** i for i in range(n)]
|
|
return pd.Series(prices, index=dates)
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Unit tests for get_sector_peers
|
|
# ---------------------------------------------------------------------------
|
|
|
|
class TestGetSectorPeers:
|
|
def test_technology_sector_returns_peers(self):
|
|
"""get_sector_peers should return known tech tickers for a tech stock."""
|
|
mock_info = {"sector": "Technology"}
|
|
with patch("yfinance.Ticker") as mock_ticker:
|
|
mock_ticker.return_value.info = mock_info
|
|
from tradingagents.dataflows.peer_comparison import get_sector_peers
|
|
sector_display, sector_key, peers = get_sector_peers("AAPL")
|
|
assert sector_key == "technology"
|
|
assert len(peers) > 0
|
|
assert "AAPL" not in peers # ticker excluded from its own peers
|
|
assert any(p in peers for p in ["MSFT", "NVDA", "GOOGL"])
|
|
|
|
def test_healthcare_sector(self):
|
|
mock_info = {"sector": "Healthcare"}
|
|
with patch("yfinance.Ticker") as mock_ticker:
|
|
mock_ticker.return_value.info = mock_info
|
|
from tradingagents.dataflows.peer_comparison import get_sector_peers
|
|
sector_display, sector_key, peers = get_sector_peers("JNJ")
|
|
assert sector_key == "healthcare"
|
|
assert "JNJ" not in peers
|
|
|
|
def test_unknown_sector_returns_empty_peers(self):
|
|
mock_info = {"sector": "Foobar"}
|
|
with patch("yfinance.Ticker") as mock_ticker:
|
|
mock_ticker.return_value.info = mock_info
|
|
from tradingagents.dataflows.peer_comparison import get_sector_peers
|
|
sector_display, sector_key, peers = get_sector_peers("XYZ")
|
|
assert peers == []
|
|
|
|
def test_network_error_returns_empty(self):
|
|
with patch("yfinance.Ticker") as mock_ticker:
|
|
mock_ticker.return_value.info = {}
|
|
mock_ticker.side_effect = Exception("network error")
|
|
from tradingagents.dataflows.peer_comparison import get_sector_peers
|
|
sector_display, sector_key, peers = get_sector_peers("AAPL")
|
|
assert peers == []
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Unit tests for compute_relative_performance
|
|
# ---------------------------------------------------------------------------
|
|
|
|
class TestComputeRelativePerformance:
|
|
def _mock_download(self, tickers: list[str]) -> pd.DataFrame:
|
|
"""Create mock multi-ticker close price DataFrame."""
|
|
n = 130
|
|
data = {}
|
|
for i, t in enumerate(tickers):
|
|
data[t] = _make_price_series(n=n, start=100.0, growth=0.001 * (i + 1))
|
|
df = pd.DataFrame(data, index=pd.date_range("2025-09-01", periods=n, freq="B"))
|
|
return pd.concat({"Close": df}, axis=1)
|
|
|
|
def test_returns_markdown_table(self):
|
|
tickers = ["AAPL", "MSFT", "NVDA", "XLK"]
|
|
mock_hist = self._mock_download(tickers)
|
|
|
|
with patch("yfinance.download", return_value=mock_hist):
|
|
from tradingagents.dataflows.peer_comparison import compute_relative_performance
|
|
result = compute_relative_performance("AAPL", "technology", ["MSFT", "NVDA", "XLK"])
|
|
|
|
assert "| Symbol |" in result
|
|
assert "AAPL" in result
|
|
assert "TARGET" in result
|
|
|
|
def test_ticker_appears_as_target(self):
|
|
tickers = ["AAPL", "MSFT", "XLK"]
|
|
mock_hist = self._mock_download(tickers)
|
|
|
|
with patch("yfinance.download", return_value=mock_hist):
|
|
from tradingagents.dataflows.peer_comparison import compute_relative_performance
|
|
result = compute_relative_performance("AAPL", "technology", ["MSFT"])
|
|
|
|
assert "► TARGET" in result
|
|
|
|
def test_etf_appears_as_benchmark(self):
|
|
tickers = ["AAPL", "MSFT", "XLK"]
|
|
mock_hist = self._mock_download(tickers)
|
|
|
|
with patch("yfinance.download", return_value=mock_hist):
|
|
from tradingagents.dataflows.peer_comparison import compute_relative_performance
|
|
result = compute_relative_performance("AAPL", "technology", ["MSFT"])
|
|
|
|
assert "ETF Benchmark" in result
|
|
|
|
def test_alpha_section_present(self):
|
|
tickers = ["AAPL", "XLK"]
|
|
mock_hist = self._mock_download(tickers)
|
|
|
|
with patch("yfinance.download", return_value=mock_hist):
|
|
from tradingagents.dataflows.peer_comparison import compute_relative_performance
|
|
result = compute_relative_performance("AAPL", "technology", [])
|
|
|
|
assert "Alpha vs Sector ETF" in result
|
|
|
|
def test_download_failure_returns_error_string(self):
|
|
with patch("yfinance.download", side_effect=Exception("timeout")):
|
|
from tradingagents.dataflows.peer_comparison import compute_relative_performance
|
|
result = compute_relative_performance("AAPL", "technology", ["MSFT"])
|
|
assert "Error" in result
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Unit tests for get_sector_relative_report
|
|
# ---------------------------------------------------------------------------
|
|
|
|
class TestGetSectorRelativeReport:
|
|
def _mock_download(self) -> pd.DataFrame:
|
|
n = 130
|
|
data = {
|
|
"AAPL": _make_price_series(n=n, start=150.0, growth=0.002),
|
|
"XLK": _make_price_series(n=n, start=200.0, growth=0.001),
|
|
}
|
|
df = pd.DataFrame(data, index=pd.date_range("2025-09-01", periods=n, freq="B"))
|
|
return pd.concat({"Close": df}, axis=1)
|
|
|
|
def test_returns_table_with_all_periods(self):
|
|
mock_hist = self._mock_download()
|
|
mock_info = {"sector": "Technology"}
|
|
|
|
with patch("yfinance.Ticker") as mock_ticker, \
|
|
patch("yfinance.download", return_value=mock_hist):
|
|
mock_ticker.return_value.info = mock_info
|
|
from tradingagents.dataflows.peer_comparison import get_sector_relative_report
|
|
result = get_sector_relative_report("AAPL")
|
|
|
|
for period in ["1-Week", "1-Month", "3-Month", "6-Month", "YTD"]:
|
|
assert period in result
|
|
|
|
def test_unknown_sector_returns_graceful_message(self):
|
|
mock_info = {"sector": "UnknownSector"}
|
|
with patch("yfinance.Ticker") as mock_ticker:
|
|
mock_ticker.return_value.info = mock_info
|
|
from tradingagents.dataflows.peer_comparison import get_sector_relative_report
|
|
result = get_sector_relative_report("XYZ")
|
|
assert "No ETF benchmark" in result
|
|
|
|
|
|
# ---------------------------------------------------------------------------
|
|
# Integration test
|
|
# ---------------------------------------------------------------------------
|
|
|
|
@pytest.mark.integration
|
|
class TestPeerComparisonIntegration:
|
|
def test_peer_comparison_tool(self):
|
|
from tradingagents.agents.utils.fundamental_data_tools import get_peer_comparison
|
|
result = get_peer_comparison.invoke({"ticker": "AAPL", "curr_date": "2026-03-17"})
|
|
assert isinstance(result, str)
|
|
assert len(result) > 50
|
|
|
|
def test_sector_relative_tool(self):
|
|
from tradingagents.agents.utils.fundamental_data_tools import get_sector_relative
|
|
result = get_sector_relative.invoke({"ticker": "AAPL", "curr_date": "2026-03-17"})
|
|
assert isinstance(result, str)
|
|
assert len(result) > 50
|