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Optimize scenario tests: tests/scenarios/permutation_tests/ #387

@MDUYN

Description

@MDUYN

Problem

The permutation test scenario in tests/scenarios/permutation_tests/ is too slow for CI (causes Ubuntu runners to timeout). It is currently skipped via @unittest.skip.

Required changes

  1. Reduce execution time — The permutation test runs multiple vector backtests with shuffled data. Reduce the number of permutations, shorten the date range, and use faster indicator parameters to bring execution under 30 seconds.

  2. Use only offline test data from tests/resources/test_data/ — All data sources must reference CSV files located in tests/resources/test_data/ (or its subdirectories). Tests should not depend on data files scattered across tests/resources/data/ or tests/resources/market_data_sources_for_testing/. This ensures tests are self-contained, reproducible, and don't break when external data files are reorganized.

Affected files

  • tests/scenarios/permutation_tests/test_permutation_test.py

Acceptance criteria

  • Test runs in under 30 seconds
  • Test uses data exclusively from tests/resources/test_data/
  • Remove the @unittest.skip decorator once optimized
  • Test passes on both macOS and Ubuntu CI runners

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