from __future__ import annotations
import json
import os
from pathlib import Path
import pandas as pd
import pytest
from wbt import WeightBacktest, generate_backtest_report
from wbt.report import HtmlReportBuilder, get_performance_metrics_cards
from wbt.report._generator import _validate_input_data
def test_validate_rejects_missing_columns(sample_dfw: pd.DataFrame) -> None:
bad = sample_dfw.drop(columns=["price"])
with pytest.raises(ValueError, match="缺少必需列"):
_validate_input_data(bad)
def test_validate_rejects_empty_dataframe() -> None:
empty = pd.DataFrame({"dt": [], "symbol": [], "weight": [], "price": []})
with pytest.raises(ValueError, match="不能为空"):
_validate_input_data(empty)
def test_validate_rejects_nan_in_weight_or_price(sample_dfw: pd.DataFrame) -> None:
bad = sample_dfw.copy()
bad.loc[0, "weight"] = float("nan")
with pytest.raises(ValueError, match="不能包含空值"):
_validate_input_data(bad)
def test_metrics_cards_on_real_wbt_stats(wb: WeightBacktest) -> None:
cards = get_performance_metrics_cards(wb.stats)
assert isinstance(cards, list)
labels = [c["label"] for c in cards]
assert len(cards) == 14
assert len(labels) == len(set(labels)), f"指标卡标签不应重复: {labels}"
assert set(labels) == {
"年化收益率",
"绝对收益",
"夏普",
"卡玛",
"最大回撤",
"年化波动率",
"下行波动率",
"单笔收益(BP)",
"单笔盈亏比",
"交易胜率",
"日胜率",
"持仓K线数",
"多头占比",
"空头占比",
}
for c in cards:
assert isinstance(c["value"], str)
assert isinstance(c["is_positive"], bool)
def test_metrics_cards_from_result(wb: WeightBacktest) -> None:
result = wb.to_result()
assert get_performance_metrics_cards(result.stats) == get_performance_metrics_cards(wb.stats)
def test_html_builder_render_contains_title_and_basic_structure() -> None:
html = (
HtmlReportBuilder(title="My Test Report")
.add_header({"Period": "2020-2024"}, subtitle="Hello")
.add_metrics([{"label": "Return", "value": "15%", "is_positive": True}])
.add_footer("End of report")
.render()
)
assert "<!DOCTYPE html>" in html
assert "<title>My Test Report</title>" in html
assert "Period" in html and "2020-2024" in html assert "data-theme" in html and "theme-switch" in html assert "Hello" in html
assert "Return" in html
assert "15%" in html
assert "End of report" in html
def test_html_builder_save_writes_file(tmp_path: Path) -> None:
out = tmp_path / "subdir" / "report.html"
builder = HtmlReportBuilder(title="x")
builder.add_header({"a": "b"})
builder.add_footer()
returned = builder.save(str(out))
assert returned == str(out)
assert out.exists()
assert out.read_text(encoding="utf-8").startswith("<!DOCTYPE html>")
def test_generate_backtest_report_writes_valid_html(sample_dfw: pd.DataFrame, tmp_path: Path) -> None:
out_path = tmp_path / "backtest_report.html"
returned = generate_backtest_report(sample_dfw, output_path=str(out_path), title="测试报告", n_jobs=1)
assert returned == str(out_path)
assert out_path.exists()
html = out_path.read_text(encoding="utf-8")
assert "<!DOCTYPE html>" in html
assert "<title>测试报告</title>" in html
assert "header-section" in html
assert "section-title" in html
assert 'class="nav nav-tabs"' in html
assert 'class="chart-card"' in html
assert "chart-grid" in html assert html.count("plotly-graph-div") >= 2 assert "回测概览" in html
assert "策略审核" in html
assert "稳健性分析" in html
assert "多空对比" in html
assert json.dumps("空头超额") in html
assert "交易分析" in html
assert "wbt 权重回测引擎" in html
def test_generate_backtest_report_has_history_and_recent_verdict(sample_dfw: pd.DataFrame, tmp_path: Path) -> None:
out = tmp_path / "r.html"
generate_backtest_report(sample_dfw, output_path=str(out), n_jobs=1)
html = out.read_text(encoding="utf-8")
assert "history 模式（逐年判定）" in html
assert "recent 模式（尾部窗口判定）" in html
assert "查看详细判定信息" in html assert '<details class="verdict-details"' in html
assert "历史超额回撤(剔除近期)" in html
def test_generate_backtest_report_default_path_in_cwd(
sample_dfw: pd.DataFrame, tmp_path: Path, monkeypatch: pytest.MonkeyPatch
) -> None:
monkeypatch.chdir(tmp_path)
returned = generate_backtest_report(sample_dfw, n_jobs=1)
expected = tmp_path / "backtest_report.html"
assert os.path.abspath(returned) == str(expected)
assert expected.exists()
def test_generate_backtest_report_rejects_bad_input(tmp_path: Path) -> None:
bad = pd.DataFrame({"dt": [], "symbol": [], "weight": []}) with pytest.raises(ValueError):
generate_backtest_report(bad, output_path=str(tmp_path / "x.html"))
def test_generate_backtest_report_contains_metric_labels(sample_dfw: pd.DataFrame, tmp_path: Path) -> None:
out = tmp_path / "r.html"
generate_backtest_report(sample_dfw, output_path=str(out), n_jobs=1)
html = out.read_text(encoding="utf-8")
for label in [
"年化收益率",
"绝对收益",
"下行波动率",
"单笔盈亏比",
"日胜率",
"持仓K线数",
"多头占比",
"空头占比",
]:
assert label in html, f"missing metric label: {label}"