Merge pull request #21 from AKKI0511/expand-integration-tests-for-trading

Add integration tests for backtesting pipeline

Author: AKKI0511

tests/integration/__init__.py

@@ -0,0 +1,58 @@
+import unittest
+import os
+import sys
+import tempfile
+import yaml
+import pandas as pd
+from unittest.mock import patch
+
+# add src to path
+sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..", "..", "src")))
+
+from backtest.backtester import simulate_trades, compute_metrics  # noqa: E402
+from data.processor import DataProcessor  # noqa: E402
+from main import run_pipeline  # noqa: E402
+
+
+class TestPipelineIntegration(unittest.TestCase):
+    def setUp(self):
+        self.df = pd.DataFrame(
+            {
+                "Open": [10, 11, 12, 13, 14, 15],
+                "High": [11, 12, 13, 14, 15, 16],
+                "Low": [9, 10, 11, 12, 13, 14],
+                "Close": [10, 11, 12, 13, 14, 15],
+                "Volume": [100] * 6,
+            }
+        )
+
+    def test_end_to_end_backtest_metrics(self):
+        processor = DataProcessor()
+        processor.pipeline = []
+        with patch.object(processor, "_clean_data", lambda x: x):
+            processed = processor.process_data(self.df)
+            labeled = processor.generate_labels(processed, forward_returns=1, threshold=0.05)
+        simulated = simulate_trades(labeled)
+        metrics = compute_metrics(simulated)
+        self.assertAlmostEqual(metrics["cumulative_return"], 0.4, places=6)
+        self.assertIn("sharpe_ratio", metrics)
+        self.assertIn("max_drawdown", metrics)
+
+    def test_stop_loss_trigger(self):
+        df = pd.DataFrame({"Close": [100, 95, 96], "label": [1, 1, 1]})
+        res = simulate_trades(df, stop_loss_pct=0.05)
+        self.assertEqual(res["label"].tolist(), [1, 0, 0])
+        self.assertAlmostEqual(res["equity_curve"].iloc[-1], 0.95)
+
+    def test_invalid_config_file(self):
+        cfg = {"data": {"start_date": "2020-01-01"}}
+        fd, path = tempfile.mkstemp(suffix=".yaml")
+        os.write(fd, yaml.dump(cfg).encode())
+        os.close(fd)
+        with self.assertRaises(ValueError):
+            run_pipeline(path)
+        os.remove(path)
+
+
+if __name__ == "__main__":
+    unittest.main()