Files
AI-Trader/tests/api/test_period_metrics.py

55 lines
1.7 KiB
Python

"""Tests for period metrics calculations."""
from datetime import datetime
from api.routes.period_metrics import calculate_period_metrics
def test_calculate_period_metrics_basic():
"""Test basic period metrics calculation."""
metrics = calculate_period_metrics(
starting_value=10000.0,
ending_value=10500.0,
start_date="2025-01-16",
end_date="2025-01-20",
trading_days=3
)
assert metrics["starting_portfolio_value"] == 10000.0
assert metrics["ending_portfolio_value"] == 10500.0
assert metrics["period_return_pct"] == 5.0
assert metrics["calendar_days"] == 5
assert metrics["trading_days"] == 3
# annualized_return = ((10500/10000) ** (365/5) - 1) * 100 = ~3422%
assert 3400 < metrics["annualized_return_pct"] < 3450
def test_calculate_period_metrics_zero_return():
"""Test period metrics when no change."""
metrics = calculate_period_metrics(
starting_value=10000.0,
ending_value=10000.0,
start_date="2025-01-16",
end_date="2025-01-16",
trading_days=1
)
assert metrics["period_return_pct"] == 0.0
assert metrics["annualized_return_pct"] == 0.0
assert metrics["calendar_days"] == 1
def test_calculate_period_metrics_negative_return():
"""Test period metrics with loss."""
metrics = calculate_period_metrics(
starting_value=10000.0,
ending_value=9500.0,
start_date="2025-01-16",
end_date="2025-01-23",
trading_days=5
)
assert metrics["period_return_pct"] == -5.0
assert metrics["calendar_days"] == 8
# Negative annualized return
assert metrics["annualized_return_pct"] < 0