wbt 0.2.1

Weight-based backtesting engine for quantitative trading
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from __future__ import annotations

import logging

import pandas as pd
import pytest


def test_short_span_returns_252_with_warning(caplog: pytest.LogCaptureFixture) -> None:
    from wbt.utils.cal_yearly_days import cal_yearly_days

    dts = pd.date_range("2024-01-01", periods=50, freq="D").tolist()
    with caplog.at_level(logging.WARNING):
        result = cal_yearly_days(dts)
    assert result == 252
    assert any("时间跨度小于一年" in rec.message for rec in caplog.records)


def test_multi_year_returns_exact_max_year_count() -> None:
    from wbt.utils.cal_yearly_days import cal_yearly_days

    dts = pd.date_range("2020-01-01", "2023-12-31", freq="B").tolist()
    # 2020 is a leap year with 262 business days, the maximum across 2020-2023
    assert cal_yearly_days(dts) == 262


def test_accepts_series_and_index() -> None:
    from wbt.utils.cal_yearly_days import cal_yearly_days

    dr = pd.date_range("2020-01-01", "2023-12-31", freq="B")
    assert cal_yearly_days(dr) == cal_yearly_days(pd.Series(dr))


def test_empty_raises() -> None:
    from wbt.utils.cal_yearly_days import cal_yearly_days

    with pytest.raises(Exception, match="输入的日期数量必须大于0"):
        cal_yearly_days([])