"""Unit tests for libs/backtest/splits.py.""" from __future__ import annotations import datetime as dt import pytest from libs.backtest.calendar import get_trading_days class TestGenerateWalkForwardWindows: def test_basic(self): from libs.backtest.splits import generate_walk_forward_windows dates = [dt.date(2026, 1, 1) + dt.timedelta(days=i) for i in range(400)] windows = generate_walk_forward_windows(dates, train_days=252, test_days=63, step_days=63) assert len(windows) > 0 for w in windows: assert w.train_start < w.train_end assert w.test_start <= w.test_end assert w.train_end < w.test_start def test_no_windows_when_not_enough_data(self): from libs.backtest.splits import generate_walk_forward_windows dates = [dt.date(2026, 1, 1) + dt.timedelta(days=i) for i in range(10)] windows = generate_walk_forward_windows(dates, train_days=252, test_days=63) assert windows == [] def test_window_indices(self): from libs.backtest.splits import generate_walk_forward_windows dates = [dt.date(2026, 1, 1) + dt.timedelta(days=i) for i in range(400)] windows = generate_walk_forward_windows(dates, train_days=100, test_days=50, step_days=50) for i, w in enumerate(windows): assert w.window_index == i def test_repr(self): from libs.backtest.splits import WalkForwardWindow w = WalkForwardWindow( 0, dt.date(2026, 1, 1), dt.date(2026, 6, 1), dt.date(2026, 6, 2), dt.date(2026, 9, 1), ) assert "WalkForwardWindow" in repr(w) class TestSplitByYear: def test_groups_by_year(self): from libs.backtest.splits import split_by_year dates = ( [dt.date(2024, 12, i) for i in range(1, 10)] + [dt.date(2025, 1, i) for i in range(1, 10)] ) by_year = split_by_year(dates) assert 2024 in by_year assert 2025 in by_year assert all(d.year == 2024 for d in by_year[2024]) assert all(d.year == 2025 for d in by_year[2025]) def test_empty(self): from libs.backtest.splits import split_by_year assert split_by_year([]) == {} class TestSplitByRegime: def test_basic_grouping(self): from libs.backtest.splits import split_by_regime dates = [dt.date(2026, 1, i) for i in range(1, 11)] regime_map = { dt.date(2026, 1, 1): "bull", dt.date(2026, 1, 2): "bull", dt.date(2026, 1, 3): "bear", } grouped = split_by_regime(dates, regime_map) assert "bull" in grouped assert "bear" in grouped assert "unknown" in grouped # dates without regime def test_custom_default(self): from libs.backtest.splits import split_by_regime dates = [dt.date(2026, 1, 5)] grouped = split_by_regime(dates, {}, default_regime="neutral") assert "neutral" in grouped