ParallelLLC/algorithmic_trading

1"""CLI surface — argument handling and that each command actually completes."""2 3from __future__ import annotations4 5import json6 7import pytest8 9from algotrader.cli import _parse_params, main10 11 12class TestArgumentParsing:13    def test_params_are_parsed_into_floats(self):14        assert _parse_params(["fast=10", "slow=50.5"]) == {"fast": 10.0, "slow": 50.5}15 16    def test_params_without_an_equals_sign_are_rejected(self):17        with pytest.raises(SystemExit, match="name=value"):18            _parse_params(["fast10"])19 20    def test_no_params_is_an_empty_dict(self):21        assert _parse_params(None) == {}22 23    def test_an_unknown_strategy_is_rejected_at_parse_time(self):24        with pytest.raises(SystemExit):25            main(["lab", "--strategy", "nope"])26 27    def test_a_missing_subcommand_is_rejected(self):28        with pytest.raises(SystemExit):29            main([])30 31 32class TestCommands:33    """All runs force the simulator so the suite never touches the network."""34 35    def test_lab_prints_a_report(self, capsys):36        code = main([37            "lab", "--symbol", "SPY", "--source", "synthetic", "--strategy", "sma_cross",38            "--start", "2018-01-01", "--end", "2023-01-01",39            "--permutations", "10", "--folds", "2", "--quiet",40        ])41        out = capsys.readouterr().out42        assert code == 043        assert "REALITY SCORE" in out44        assert "Deflated Sharpe" in out45 46    def test_lab_json_output_is_machine_readable(self, capsys):47        code = main([48            "lab", "--source", "synthetic", "--start", "2018-01-01", "--end", "2023-01-01",49            "--permutations", "10", "--folds", "2", "--quiet", "--json",50        ])51        payload = json.loads(capsys.readouterr().out)52        assert code == 053        assert 0.0 <= payload["verdict"]["score"] <= 100.054        assert payload["verdict"]["grade"] in {"A", "B", "C", "D", "F"}55        assert payload["source"] == "synthetic"56 57    def test_lab_honours_param_overrides(self, capsys):58        main([59            "lab", "--source", "synthetic", "--start", "2018-01-01", "--end", "2023-01-01",60            "--strategy", "sma_cross", "--param", "fast=5", "--param", "slow=60",61            "--permutations", "0", "--folds", "2", "--quiet", "--json",62        ])63        payload = json.loads(capsys.readouterr().out)64        assert payload["params"] == {"fast": 5, "slow": 60}65        assert payload["p_value"] is None  # permutations disabled66 67    def test_arena_ranks_the_zoo(self, capsys):68        code = main([69            "arena", "--source", "synthetic", "--start", "2018-01-01", "--end", "2023-01-01",70            "--permutations", "0", "--quiet",71        ])72        out = capsys.readouterr().out73        assert code == 074        assert "Buy & Hold" in out and "Coin Flip" in out75        assert "Ranked by evidence" in out76 77    def test_strategies_lists_the_registry(self, capsys):78        assert main(["strategies"]) == 079        out = capsys.readouterr().out80        assert "sma_cross" in out and "donchian_breakout" in out81 82    def test_errors_are_reported_not_raised(self, capsys):83        code = main([84            "lab", "--source", "synthetic",85            "--start", "2022-01-01", "--end", "2022-02-01",  # far too short86            "--permutations", "0", "--quiet",87        ])88        assert code == 189        assert "error:" in capsys.readouterr().err90