mirror of
https://github.com/Xe138/AI-Trader.git
synced 2026-04-02 01:27:24 -04:00
Bill
4638c073e3
Remove job_id filter from get_previous_trading_day() SQL query to enable portfolio continuity across jobs. Previously, new jobs would reset to initial $10,000 cash instead of continuing from previous job's ending position. Root cause: get_previous_trading_day() filtered by job_id, while get_current_position_from_db() correctly queries across all jobs. This inconsistency caused starting_cash to default to initial_cash when no previous day was found within the same job. Changes: - api/database.py: Remove job_id filter from SQL WHERE clause - tests/unit/test_database_helpers.py: Add test for cross-job continuity Fixes position tracking bug where subsequent jobs on consecutive dates would not recognize previous day's holdings from different job.
327 lines
10 KiB
Python
327 lines
10 KiB
Python
import pytest
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from datetime import datetime
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from api.database import Database
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class TestDatabaseHelpers:
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@pytest.fixture
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def db(self, tmp_path):
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"""Create test database with schema."""
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import importlib
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migration_module = importlib.import_module('api.migrations.001_trading_days_schema')
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create_trading_days_schema = migration_module.create_trading_days_schema
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db_path = tmp_path / "test.db"
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db = Database(str(db_path))
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# Create jobs table (prerequisite)
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db.connection.execute("""
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CREATE TABLE IF NOT EXISTS jobs (
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job_id TEXT PRIMARY KEY,
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status TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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)
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""")
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create_trading_days_schema(db)
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return db
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def test_create_trading_day(self, db):
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"""Test creating a new trading day record."""
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# Insert job first
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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trading_day_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-15",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9500.0,
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ending_portfolio_value=9500.0
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)
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assert trading_day_id is not None
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# Verify record created
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cursor = db.connection.execute(
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"SELECT * FROM trading_days WHERE id = ?",
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(trading_day_id,)
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)
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row = cursor.fetchone()
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assert row is not None
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def test_get_previous_trading_day(self, db):
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"""Test retrieving previous trading day."""
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# Setup: Create job and two trading days
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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day1_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-15",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9500.0,
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ending_portfolio_value=9500.0
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)
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day2_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-16",
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starting_cash=9500.0,
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starting_portfolio_value=9500.0,
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daily_profit=-500.0,
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daily_return_pct=-5.0,
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ending_cash=9700.0,
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ending_portfolio_value=9700.0
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)
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# Test: Get previous day from day2
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previous = db.get_previous_trading_day(
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job_id="test-job",
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model="gpt-4",
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current_date="2025-01-16"
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)
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assert previous is not None
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assert previous["date"] == "2025-01-15"
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assert previous["ending_cash"] == 9500.0
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def test_get_previous_trading_day_with_weekend_gap(self, db):
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"""Test retrieving previous trading day across weekend."""
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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# Friday
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db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-17", # Friday
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9500.0,
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ending_portfolio_value=9500.0
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)
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# Test: Get previous from Monday (should find Friday)
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previous = db.get_previous_trading_day(
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job_id="test-job",
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model="gpt-4",
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current_date="2025-01-20" # Monday
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)
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assert previous is not None
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assert previous["date"] == "2025-01-17"
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def test_get_previous_trading_day_across_jobs(self, db):
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"""Test retrieving previous trading day from different job (cross-job continuity)."""
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# Setup: Create two jobs
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db.connection.execute(
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"INSERT INTO jobs (job_id, status, config_path, date_range, models, created_at) VALUES (?, ?, ?, ?, ?, ?)",
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("job-1", "completed", "config.json", "2025-10-07,2025-10-07", "deepseek-chat-v3.1", "2025-11-07T00:00:00Z")
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)
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db.connection.execute(
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"INSERT INTO jobs (job_id, status, config_path, date_range, models, created_at) VALUES (?, ?, ?, ?, ?, ?)",
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("job-2", "running", "config.json", "2025-10-08,2025-10-08", "deepseek-chat-v3.1", "2025-11-07T01:00:00Z")
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)
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# Day 1 in job-1
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db.create_trading_day(
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job_id="job-1",
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model="deepseek-chat-v3.1",
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date="2025-10-07",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=214.58,
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daily_return_pct=2.15,
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ending_cash=123.59,
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ending_portfolio_value=10214.58
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)
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# Test: Get previous day from job-2 on next date
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# Should find job-1's record (cross-job continuity)
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previous = db.get_previous_trading_day(
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job_id="job-2",
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model="deepseek-chat-v3.1",
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current_date="2025-10-08"
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)
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assert previous is not None
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assert previous["date"] == "2025-10-07"
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assert previous["ending_cash"] == 123.59
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assert previous["ending_portfolio_value"] == 10214.58
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def test_get_ending_holdings(self, db):
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"""Test retrieving ending holdings for a trading day."""
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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trading_day_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-15",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9000.0,
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ending_portfolio_value=10000.0
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)
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# Add holdings
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db.create_holding(trading_day_id, "AAPL", 10)
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db.create_holding(trading_day_id, "MSFT", 5)
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# Test
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holdings = db.get_ending_holdings(trading_day_id)
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assert len(holdings) == 2
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assert {"symbol": "AAPL", "quantity": 10} in holdings
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assert {"symbol": "MSFT", "quantity": 5} in holdings
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def test_get_starting_holdings_first_day(self, db):
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"""Test starting holdings for first trading day (should be empty)."""
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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trading_day_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-15",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9500.0,
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ending_portfolio_value=9500.0
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)
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holdings = db.get_starting_holdings(trading_day_id)
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assert holdings == []
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def test_get_starting_holdings_from_previous_day(self, db):
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"""Test starting holdings derived from previous day's ending."""
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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# Day 1
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day1_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-15",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9000.0,
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ending_portfolio_value=10000.0
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)
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db.create_holding(day1_id, "AAPL", 10)
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# Day 2
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day2_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-16",
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starting_cash=9000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=8500.0,
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ending_portfolio_value=9500.0
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)
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# Test: Day 2 starting = Day 1 ending
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holdings = db.get_starting_holdings(day2_id)
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assert len(holdings) == 1
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assert holdings[0]["symbol"] == "AAPL"
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assert holdings[0]["quantity"] == 10
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def test_create_action(self, db):
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"""Test creating an action record."""
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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trading_day_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-15",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9500.0,
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ending_portfolio_value=9500.0
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)
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action_id = db.create_action(
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trading_day_id=trading_day_id,
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action_type="buy",
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symbol="AAPL",
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quantity=10,
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price=100.0
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)
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assert action_id is not None
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# Verify
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cursor = db.connection.execute(
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"SELECT * FROM actions WHERE id = ?",
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(action_id,)
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)
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row = cursor.fetchone()
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assert row is not None
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def test_get_actions(self, db):
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"""Test retrieving all actions for a trading day."""
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db.connection.execute(
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"INSERT INTO jobs (job_id, status) VALUES (?, ?)",
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("test-job", "running")
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)
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trading_day_id = db.create_trading_day(
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job_id="test-job",
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model="gpt-4",
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date="2025-01-15",
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starting_cash=10000.0,
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starting_portfolio_value=10000.0,
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daily_profit=0.0,
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daily_return_pct=0.0,
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ending_cash=9500.0,
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ending_portfolio_value=9500.0
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)
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db.create_action(trading_day_id, "buy", "AAPL", 10, 100.0)
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db.create_action(trading_day_id, "sell", "MSFT", 5, 50.0)
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actions = db.get_actions(trading_day_id)
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assert len(actions) == 2
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