feat: add allocation backtest evidence

tests/unit/service/test_allocation_backtest_service.py

@@ -0,0 +1,70 @@
+from datetime import date, timedelta
+from decimal import Decimal
+
+from app.service.allocation_backtest_service import (
+    AllocationBacktestEngine,
+    AllocationBacktestService,
+    BacktestObservation,
+)
+
+
+def observation(day: int, cash: str, equity: str, liquid: bool = True) -> BacktestObservation:
+    return BacktestObservation(
+        trade_date=date(2026, 1, 1) + timedelta(days=day),
+        returns_pct={
+            "cash_management_etf": Decimal(cash),
+            "equity_etf": Decimal(equity),
+        },
+        liquidity_observed=liquid,
+    )
+
+
+def test_backtest_compares_static_and_dynamic_performance() -> None:
+    observations = [observation(0, "0", "10"), observation(1, "0", "-10")]
+    result = AllocationBacktestEngine.run(
+        observations,
+        {"cash_management_etf": 50, "bond_etf": 0, "equity_etf": 50},
+        {
+            observations[1].trade_date: {
+                "cash_management_etf": 100,
+                "bond_etf": 0,
+                "equity_etf": 0,
+            }
+        },
+    )
+
+    assert result.observation_count == 2
+    assert result.static is not None and result.dynamic is not None
+    assert result.static.total_return_pct == Decimal("-0.2500")
+    assert result.dynamic.total_return_pct == Decimal("5.0000")
+    assert result.dynamic_rebalance_count == 1
+    assert result.liquidity_history_coverage_pct == Decimal("100")
+    assert result.status == "insufficient_history"
+
+
+def test_rolling_metrics_and_adequate_history_are_ready() -> None:
+    observations = [observation(day, "1", "2") for day in range(20)]
+    metrics = AllocationBacktestService._rolling_metrics(observations)
+
+    assert {item.asset_class for item in metrics} == {"cash_management_etf", "equity_etf"}
+    assert all(item.product_count == 20 for item in metrics)
+    result = AllocationBacktestEngine.run(
+        observations,
+        {"cash_management_etf": 50, "bond_etf": 0, "equity_etf": 50},
+        {},
+    )
+    assert result.status == "ready"
+    assert result.limitations == ("历史观察不足 120 个交易日，动态优化无法覆盖完整窗口。",)
+
+
+def test_backtest_reports_liquidity_coverage_limit() -> None:
+    observations = [observation(day, "0", "0", day < 10) for day in range(20)]
+    result = AllocationBacktestEngine.run(
+        observations,
+        {"cash_management_etf": 100, "bond_etf": 0, "equity_etf": 0},
+        {},
+    )
+
+    assert result.status == "partial"
+    assert result.liquidity_history_coverage_pct == Decimal("50")
+    assert any("80%" in limitation for limitation in result.limitations)