Yuxuan Yan
22 lines
672 B
Python
22 lines
672 B
Python
import pytest
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from backtest.config import BacktestConfig
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from backtest.runner import BacktestRunner
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from strategies.reversal import FiveDayReversal
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def test_reversal_smoke():
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"""Smoke test: run a minimal reversal backtest and check results exist."""
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config = BacktestConfig(
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symbols=["sh600000"],
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start_date="2024-01-01",
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end_date="2024-03-31",
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initial_cash=100_000,
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)
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runner = BacktestRunner(config)
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results = runner.run(FiveDayReversal)
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assert results is not None
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assert len(results) == 1
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# Check analyzers exist
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sharpe = results[0].analyzers.sharpe.get_analysis()
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assert "sharperatio" in sharpe
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