张胜宇
9675df8453
- 分支内容对齐 qyqy_develop b6ec3aa，树完全一致（同步后 git diff 为空） - 覆盖本轮全部交付：客服 Agent 重构（安全路由 / 五出口 / 记忆与画像 / RAG 全链路） + 开发文档 62 份编号体系（D1.1 v1.17 索引） + 新增 D2.10-客服Agent端到端答辩文档-2026-09-21.html - 基线：e239eb7（2026-09-17 品牌口径统一快照），本提交为其直接后继
71 lines
2.5 KiB
Python
71 lines
2.5 KiB
Python
from datetime import date, timedelta
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from decimal import Decimal
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from app.service.allocation_backtest_service import (
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AllocationBacktestEngine,
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AllocationBacktestService,
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BacktestObservation,
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)
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def observation(day: int, cash: str, equity: str, liquid: bool = True) -> BacktestObservation:
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return BacktestObservation(
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trade_date=date(2026, 1, 1) + timedelta(days=day),
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returns_pct={
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"cash_management_etf": Decimal(cash),
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"equity_etf": Decimal(equity),
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},
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liquidity_observed=liquid,
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)
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def test_backtest_compares_static_and_dynamic_performance() -> None:
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observations = [observation(0, "0", "10"), observation(1, "0", "-10")]
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result = AllocationBacktestEngine.run(
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observations,
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{"cash_management_etf": 50, "bond_etf": 0, "equity_etf": 50},
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{
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observations[1].trade_date: {
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"cash_management_etf": 100,
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"bond_etf": 0,
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"equity_etf": 0,
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}
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},
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)
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assert result.observation_count == 2
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assert result.static is not None and result.dynamic is not None
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assert result.static.total_return_pct == Decimal("-0.2500")
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assert result.dynamic.total_return_pct == Decimal("5.0000")
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assert result.dynamic_rebalance_count == 1
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assert result.liquidity_history_coverage_pct == Decimal("100")
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assert result.status == "insufficient_history"
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def test_rolling_metrics_and_adequate_history_are_ready() -> None:
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observations = [observation(day, "1", "2") for day in range(20)]
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metrics = AllocationBacktestService._rolling_metrics(observations)
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assert {item.asset_class for item in metrics} == {"cash_management_etf", "equity_etf"}
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assert all(item.product_count == 20 for item in metrics)
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result = AllocationBacktestEngine.run(
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observations,
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{"cash_management_etf": 50, "bond_etf": 0, "equity_etf": 50},
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{},
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)
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assert result.status == "ready"
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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。",)
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def test_backtest_reports_liquidity_coverage_limit() -> None:
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observations = [observation(day, "0", "0", day < 10) for day in range(20)]
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result = AllocationBacktestEngine.run(
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observations,
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{"cash_management_etf": 100, "bond_etf": 0, "equity_etf": 0},
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{},
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)
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assert result.status == "partial"
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assert result.liquidity_history_coverage_pct == Decimal("50")
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assert any("80%" in limitation for limitation in result.limitations)
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