1f41be845b
ScenarioLibrary sweeps the state space (not samples) across: - spread_mult: [0.1, 0.5, 1.0, 2.0, 5.0, 10.0] - depth_fraction: [0.01, 0.05, 0.1, 0.3, 0.5, 1.0] - toxicity: [0.0, 0.3, 0.7, 1.0] - regime: [normal, crisis, recovery, transition] Default: 13 assets × 576 grid points = 7,488 scenarios. Customizable: specify symbols, dimensions, ranges. 7 tests covering: grid size, sweep output, point fields, regime coverage, custom dimensions, summary, factory function.
57 lines
1.9 KiB
Python
57 lines
1.9 KiB
Python
"""
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Tests for ScenarioLibrary — sweep coverage.
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"""
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import pytest
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from malkhut.training.scenario_library import ScenarioLibrary, SweepPoint, get_scenario_library
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class TestScenarioLibrary:
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def test_default_grid_size(self):
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lib = ScenarioLibrary()
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size = lib.grid_size()
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assert size == 13 * 6 * 6 * 4 * 4 # 13 assets × 576 grid points
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print(f' Default grid: {size} points')
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def test_sweep_produces_points(self):
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lib = ScenarioLibrary(symbols=("BTCUSDT",))
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points = lib.sweep()
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assert len(points) == 6 * 6 * 4 * 4 # 576 for one asset
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def test_sweep_point_fields(self):
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lib = ScenarioLibrary(symbols=("BTCUSDT",))
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points = lib.sweep()
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p = points[0]
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assert isinstance(p, SweepPoint)
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assert p.symbol == "BTCUSDT"
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assert isinstance(p.spread_mult, float)
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assert isinstance(p.depth_fraction, float)
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assert isinstance(p.toxicity, float)
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assert isinstance(p.regime, str)
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assert isinstance(p.label, str)
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def test_sweep_covers_all_regimes(self):
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lib = ScenarioLibrary(symbols=("BTCUSDT",))
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points = lib.sweep()
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regimes = set(p.regime for p in points)
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assert regimes == {"normal", "crisis", "recovery", "transition"}
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def test_custom_dimensions(self):
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lib = ScenarioLibrary(
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symbols=("BTCUSDT", "ETHUSDT"),
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spread_mults=[1.0, 5.0],
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depth_fracs=[0.1, 0.5],
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tox_levels=[0.0, 0.5],
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regimes=["normal", "crisis"],
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)
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assert lib.grid_size() == 2 * 2 * 2 * 2 * 2 # 32 points
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def test_summary(self):
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lib = ScenarioLibrary()
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s = lib.summary()
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assert "13" in s
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assert "7488" in s # 13 × 576
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def test_get_scenario_library(self):
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lib = get_scenario_library()
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assert lib.grid_size() > 0
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