test: update tests for plot_forecast_monte_carlo

and move dcf test to a separate folder

Author: chilango74

tests/portfolio/dcf/test_advanced_cashflow.py

@@ -0,0 +1,85 @@
+import pytest
+import okama as ok
+
+
+@pytest.fixture()
+def pf_single_monthly(synthetic_env):
+    """Single-asset portfolio with monthly rebalancing and mocked data."""
+    return ok.Portfolio(["A.US"], ccy="USD", inflation=False, rebalancing_strategy=ok.Rebalance(period="month"))
+
+
+def test_vds_frequency_is_year_and_setter_raises(pf_single_monthly):
+    vds = ok.VanguardDynamicSpending(pf_single_monthly)
+    assert vds.frequency == "year"
+    with pytest.raises(AttributeError, match=r"frequency.*year"):
+        vds.frequency = "month"
+
+
+def test_vds_calculate_withdrawal_size_limits(pf_single_monthly):
+    vds = ok.VanguardDynamicSpending(
+        pf_single_monthly,
+        percentage=-0.10,
+        min_max_annual_withdrawal=(500.0, 900.0),
+        adjust_min_max=False,
+        floor_ceiling=(-0.10, 0.10),
+        adjust_floor_ceiling=False,
+        indexation=0.0,
+    )
+    # Cap by ceiling when percentage-based withdrawal is too high.
+    withdrawal = vds._calculate_withdrawal_size(last_withdrawal=-800.0, balance=10_000.0, number_of_periods=0)
+    assert withdrawal == pytest.approx(-880.0)
+    # Enforce floor when percentage-based withdrawal is too low.
+    withdrawal_low = vds._calculate_withdrawal_size(last_withdrawal=-800.0, balance=4_000.0, number_of_periods=0)
+    assert withdrawal_low == pytest.approx(-720.0)
+
+
+def test_vds_cash_flow_ts_yearly_entries(pf_single_monthly):
+    vds = ok.VanguardDynamicSpending(
+        pf_single_monthly,
+        percentage=-0.06,
+        min_max_annual_withdrawal=(200.0, 2_000.0),
+        floor_ceiling=(-0.10, 0.10),
+        adjust_min_max=False,
+        adjust_floor_ceiling=False,
+        indexation=0.0,
+    )
+    pf_single_monthly.dcf.cashflow_parameters = vds
+    cfts = pf_single_monthly.dcf.cash_flow_ts(discounting="fv", remove_if_wealth_index_negative=False)
+    non_zero = cfts[cfts != 0]
+    # With 24 months of data and yearly frequency, there should be two cash flow entries.
+    assert len(non_zero) == 2
+    assert (non_zero <= 0).all()
+
+
+def test_cwid_calculate_withdrawal_size_reduction(pf_single_monthly):
+    cwid = ok.CutWithdrawalsIfDrawdown(
+        pf_single_monthly,
+        amount=-1000.0,
+        indexation=0.0,
+        crash_threshold_reduction=[(0.20, 0.40), (0.50, 1.0)],
+    )
+    assert cwid._calculate_withdrawal_size(drawdown=-0.25, withdrawal_without_drawdowns=-1000.0) == pytest.approx(-600.0)
+    assert cwid._calculate_withdrawal_size(drawdown=-0.55, withdrawal_without_drawdowns=-1000.0) == pytest.approx(0.0)
+
+
+def test_cwid_crash_threshold_reduction_validation(pf_single_monthly):
+    cwid = ok.CutWithdrawalsIfDrawdown(pf_single_monthly, amount=-1000.0, indexation=0.0)
+    with pytest.raises(ValueError, match=r"threshold"):
+        cwid.crash_threshold_reduction = [(0.0, 0.4)]
+    with pytest.raises(ValueError, match=r"reductiuon"):
+        cwid.crash_threshold_reduction = [(0.2, 1.1)]
+
+
+def test_cwid_cash_flow_ts_yearly_entries(pf_single_monthly):
+    cwid = ok.CutWithdrawalsIfDrawdown(
+        pf_single_monthly,
+        amount=-1000.0,
+        indexation=0.0,
+        crash_threshold_reduction=[(0.10, 0.30)],
+    )
+    pf_single_monthly.dcf.cashflow_parameters = cwid
+    cfts = pf_single_monthly.dcf.cash_flow_ts(discounting="fv", remove_if_wealth_index_negative=False)
+    non_zero = cfts[cfts != 0]
+    assert len(non_zero) == 2
+    assert (non_zero <= 0).all()
+    assert non_zero.abs().max() <= 1000.0

tests/portfolio/test_cashflow.py tests/portfolio/dcf/test_cashflow.pytests/portfolio/test_cashflow.py renamed to tests/portfolio/dcf/test_cashflow.py

@@ -0,0 +1,46 @@
+import matplotlib
+
+# Ensure non-interactive backend for headless test runs
+matplotlib.use("Agg")
+
+import matplotlib.pyplot as plt
+import pytest
+
+import okama as ok
+from okama.settings import DEFAULT_DISCOUNT_RATE
+
+
+@pytest.fixture()
+def pf_single_monthly(synthetic_env):
+    """Single-asset Portfolio with monthly rebalancing and no inflation (mocked data)."""
+    return ok.Portfolio(["A.US"], ccy="USD", inflation=False, rebalancing_strategy=ok.Rebalance(period="month"))
+
+
+def _configure_dcf_for_plot(pf):
+    ind = ok.IndexationStrategy(pf)
+    ind.initial_investment = 10_000
+    ind.frequency = "year"
+    ind.amount = -500
+    ind.indexation = DEFAULT_DISCOUNT_RATE
+    pf.dcf.cashflow_parameters = ind
+    pf.dcf.mc.period = 1
+    pf.dcf.mc.number = 3
+    return pf.dcf
+
+
+def test_plot_forecast_monte_carlo_returns_axes_backtest(pf_single_monthly):
+    dcf = _configure_dcf_for_plot(pf_single_monthly)
+    ax = dcf.plot_forecast_monte_carlo(backtest=True, figsize=(4, 3))
+    assert ax is not None
+    assert ax.figure is not None
+    assert len(ax.lines) >= 1
+    plt.close("all")
+
+
+def test_plot_forecast_monte_carlo_returns_axes_no_backtest(pf_single_monthly):
+    dcf = _configure_dcf_for_plot(pf_single_monthly)
+    ax = dcf.plot_forecast_monte_carlo(backtest=False, figsize=(4, 3))
+    assert ax is not None
+    assert ax.figure is not None
+    assert len(ax.lines) == dcf.mc.number
+    plt.close("all")