66 lines
1.9 KiB
Python
66 lines
1.9 KiB
Python
"""Tests for QuantRunner._calc_confidence()."""
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import json
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import sqlite3
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import tempfile
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import os
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import pytest
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from orchestrator.config import OrchestratorConfig
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from orchestrator.quant_runner import QuantRunner
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def _make_runner(tmp_path):
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"""Create a QuantRunner with a minimal SQLite DB so __init__ succeeds."""
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db_dir = tmp_path / "research_results"
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db_dir.mkdir(parents=True)
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db_path = db_dir / "runs.db"
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with sqlite3.connect(str(db_path)) as conn:
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conn.execute(
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"""CREATE TABLE backtest_results (
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id INTEGER PRIMARY KEY,
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strategy_type TEXT,
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params TEXT,
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sharpe_ratio REAL
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)"""
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)
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conn.execute(
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"INSERT INTO backtest_results (strategy_type, params, sharpe_ratio) VALUES (?, ?, ?)",
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("BollingerStrategy", json.dumps({"period": 20, "num_std": 2.0,
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"position_pct": 0.2,
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"stop_loss_pct": 0.05,
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"take_profit_pct": 0.15}), 1.5),
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)
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cfg = OrchestratorConfig(quant_backtest_path=str(tmp_path))
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return QuantRunner(cfg)
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@pytest.fixture
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def runner(tmp_path):
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return _make_runner(tmp_path)
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def test_calc_confidence_max_sharpe_zero(runner):
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assert runner._calc_confidence(1.0, 0) == 0.5
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def test_calc_confidence_half(runner):
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result = runner._calc_confidence(1.0, 2.0)
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assert result == pytest.approx(0.5)
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def test_calc_confidence_full(runner):
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result = runner._calc_confidence(2.0, 2.0)
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assert result == pytest.approx(1.0)
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def test_calc_confidence_clamped_above(runner):
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result = runner._calc_confidence(3.0, 2.0)
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assert result == pytest.approx(1.0)
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def test_calc_confidence_clamped_below(runner):
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result = runner._calc_confidence(-1.0, 2.0)
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assert result == pytest.approx(0.0)
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