"""Unit tests for libs/backtest/selector.py.""" from __future__ import annotations import datetime as dt from zoneinfo import ZoneInfo import pytest from libs.backtest.domain import SignalConfig, UniverseConfig _UTC = ZoneInfo("UTC") def _make_raw_row(**kwargs) -> dict: defaults = { "event_id": "EVT::TEST::001", "symbol": "AAPL", "issuer_id": "ISSUER::0000320193", "score": 0.75, "sector": "Technology", "event_type": "earnings", "event_timestamp": "2026-01-05T21:00:00+00:00", "filing_time_bucket": "post_market", "reaction_date": "2026-01-06", "entry_date": "2026-01-07", "entry_price": 150.0, "avg_dollar_volume": 5_000_000.0, "atr_14": 3.5, } defaults.update(kwargs) return defaults class TestBuildCandidate: def test_basic(self): from libs.backtest.selector import build_candidate row = _make_raw_row() c = build_candidate(row) assert c is not None assert c.symbol == "AAPL" assert c.score == 0.75 assert c.execution_date == dt.date(2026, 1, 7) assert c.event_timestamp.tzinfo is not None def test_null_timestamp_returns_none(self): from libs.backtest.selector import build_candidate row = _make_raw_row(event_timestamp=None) assert build_candidate(row) is None def test_zero_entry_price_returns_none(self): from libs.backtest.selector import build_candidate row = _make_raw_row(entry_price=0.0) assert build_candidate(row) is None def test_missing_entry_price_returns_none(self): from libs.backtest.selector import build_candidate row = _make_raw_row() del row["entry_price"] assert build_candidate(row) is None def test_null_exec_date_returns_none(self): from libs.backtest.selector import build_candidate row = _make_raw_row() del row["entry_date"] assert build_candidate(row) is None def test_sector_defaults_to_unknown(self): from libs.backtest.selector import build_candidate row = _make_raw_row(sector=None) c = build_candidate(row) assert c is not None assert c.sector == "UNKNOWN" def test_score_bucket_classification(self): from libs.backtest.selector import build_candidate c = build_candidate(_make_raw_row(score=0.85)) assert c.score_bucket == "high" c = build_candidate(_make_raw_row(score=0.65)) assert c.score_bucket == "medium_high" c = build_candidate(_make_raw_row(score=0.45)) assert c.score_bucket == "medium" c = build_candidate(_make_raw_row(score=0.25)) assert c.score_bucket == "medium_low" c = build_candidate(_make_raw_row(score=0.10)) assert c.score_bucket == "low" class TestRankCandidates: def test_sorted_by_score_desc(self): from libs.backtest.selector import build_candidate, rank_candidates rows = [ _make_raw_row(symbol="A", score=0.5, avg_dollar_volume=1e6), _make_raw_row(symbol="B", score=0.8, avg_dollar_volume=1e6), _make_raw_row(symbol="C", score=0.6, avg_dollar_volume=1e6), ] candidates = [build_candidate(r) for r in rows] ranked = rank_candidates([c for c in candidates if c]) assert ranked[0].symbol == "B" assert ranked[1].symbol == "C" assert ranked[2].symbol == "A" def test_tiebreak_by_avg_dollar_volume(self): from libs.backtest.selector import build_candidate, rank_candidates rows = [ _make_raw_row(symbol="A", score=0.7, avg_dollar_volume=1e6), _make_raw_row(symbol="B", score=0.7, avg_dollar_volume=5e6), ] candidates = [build_candidate(r) for r in rows] ranked = rank_candidates([c for c in candidates if c]) assert ranked[0].symbol == "B" # higher avg_dollar_volume def test_tiebreak_by_symbol_asc(self): from libs.backtest.selector import build_candidate, rank_candidates rows = [ _make_raw_row(symbol="Z", score=0.7, avg_dollar_volume=1e6), _make_raw_row(symbol="A", score=0.7, avg_dollar_volume=1e6), ] candidates = [build_candidate(r) for r in rows] ranked = rank_candidates([c for c in candidates if c]) assert ranked[0].symbol == "A" def test_deterministic(self): from libs.backtest.selector import build_candidate, rank_candidates rows = [ _make_raw_row(symbol="C", score=0.9), _make_raw_row(symbol="A", score=0.7), _make_raw_row(symbol="B", score=0.8), ] candidates = [build_candidate(r) for r in rows] r1 = rank_candidates([c for c in candidates if c]) r2 = rank_candidates([c for c in candidates if c]) assert [c.symbol for c in r1] == [c.symbol for c in r2] class TestFilterCandidates: def test_score_threshold(self): from libs.backtest.selector import build_candidate, filter_by_score rows = [ _make_raw_row(symbol="A", score=0.3), _make_raw_row(symbol="B", score=0.7), _make_raw_row(symbol="C", score=0.5), ] candidates = [build_candidate(r) for r in rows if build_candidate(r)] filtered = filter_by_score(candidates, score_threshold=0.5) assert len(filtered) == 2 assert all(c.score >= 0.5 for c in filtered) def test_min_price_filter(self): from libs.backtest.selector import build_candidate, filter_by_universe u = UniverseConfig(min_price=100.0, min_avg_dollar_volume=0) rows = [ _make_raw_row(symbol="CHEAP", entry_price=50.0), _make_raw_row(symbol="OK", entry_price=150.0), ] candidates = [build_candidate(r) for r in rows if build_candidate(r)] filtered = filter_by_universe(candidates, u) assert len(filtered) == 1 assert filtered[0].symbol == "OK" def test_min_adv_filter(self): from libs.backtest.selector import build_candidate, filter_by_universe u = UniverseConfig(min_price=0, min_avg_dollar_volume=2_000_000) rows = [ _make_raw_row(symbol="ILLIQUID", avg_dollar_volume=500_000), _make_raw_row(symbol="LIQUID", avg_dollar_volume=5_000_000), ] candidates = [build_candidate(r) for r in rows if build_candidate(r)] filtered = filter_by_universe(candidates, u) assert len(filtered) == 1 assert filtered[0].symbol == "LIQUID" def test_truncate(self): from libs.backtest.selector import build_candidate, rank_candidates, truncate_candidates rows = [_make_raw_row(symbol=s, score=0.9 - i * 0.1) for i, s in enumerate("ABCDE")] candidates = rank_candidates([build_candidate(r) for r in rows if build_candidate(r)]) truncated = truncate_candidates(candidates, max_per_day=3) assert len(truncated) == 3 class TestSelectCandidates: def test_full_pipeline(self): from libs.backtest.selector import select_candidates rows = [ _make_raw_row(symbol="A", score=0.9, avg_dollar_volume=5e6, entry_price=100.0), _make_raw_row(symbol="B", score=0.3, avg_dollar_volume=5e6, entry_price=100.0), # below threshold _make_raw_row(symbol="C", score=0.8, avg_dollar_volume=1e4, entry_price=100.0), # low ADV _make_raw_row(symbol="D", score=0.7, avg_dollar_volume=5e6, entry_price=2.0), # below min_price ] u = UniverseConfig(min_price=5.0, min_avg_dollar_volume=1_000_000) s = SignalConfig(score_threshold=0.5, max_candidates_per_day=10) result = select_candidates(rows, u, s) symbols = [c.symbol for c in result] assert "A" in symbols assert "B" not in symbols # below threshold assert "C" not in symbols # low ADV assert "D" not in symbols # below min_price