package postgres import ( "testing" "time" "git.toki-labs.com/toki/alt/packages/domain/backtest" "git.toki-labs.com/toki/alt/packages/domain/market" "git.toki-labs.com/toki/alt/services/worker/internal/storage/postgres/sqlc" ) func TestBacktestRunMappingRoundTrip(t *testing.T) { now := time.Now().UTC().Truncate(time.Microsecond) // Truncate because postgres timestamptz resolves to microsecond precision run := backtest.Run{ ID: backtest.RunID("run-123"), Spec: backtest.RunSpec{ StrategyID: backtest.StrategyID("strat-abc"), Market: market.MarketKR, Timeframe: market.TimeframeDaily, From: now.Add(-24 * time.Hour), To: now, }, Status: backtest.RunStatusSucceeded, CreatedAt: now.Add(-25 * time.Hour), UpdatedAt: now, } params, err := mapRunToParams(run) if err != nil { t.Fatalf("failed to map run to params: %v", err) } row := sqlc.BacktestRun{ ID: params.ID, StrategyID: params.StrategyID, Market: params.Market, Timeframe: params.Timeframe, FromTime: params.FromTime, ToTime: params.ToTime, Status: params.Status, CreatedAt: params.CreatedAt, UpdatedAt: params.UpdatedAt, } mappedBack, err := mapRowToRun(row) if err != nil { t.Fatalf("failed to map row back to run: %v", err) } if mappedBack.ID != run.ID { t.Errorf("ID mismatch: got %v, want %v", mappedBack.ID, run.ID) } if mappedBack.Spec.StrategyID != run.Spec.StrategyID { t.Errorf("StrategyID mismatch: got %v, want %v", mappedBack.Spec.StrategyID, run.Spec.StrategyID) } if mappedBack.Spec.Market != run.Spec.Market { t.Errorf("Market mismatch: got %v, want %v", mappedBack.Spec.Market, run.Spec.Market) } if mappedBack.Spec.Timeframe != run.Spec.Timeframe { t.Errorf("Timeframe mismatch: got %v, want %v", mappedBack.Spec.Timeframe, run.Spec.Timeframe) } if !mappedBack.Spec.From.Equal(run.Spec.From) { t.Errorf("From mismatch: got %v, want %v", mappedBack.Spec.From, run.Spec.From) } if !mappedBack.Spec.To.Equal(run.Spec.To) { t.Errorf("To mismatch: got %v, want %v", mappedBack.Spec.To, run.Spec.To) } if mappedBack.Status != run.Status { t.Errorf("Status mismatch: got %v, want %v", mappedBack.Status, run.Status) } if !mappedBack.CreatedAt.Equal(run.CreatedAt) { t.Errorf("CreatedAt mismatch: got %v, want %v", mappedBack.CreatedAt, run.CreatedAt) } if !mappedBack.UpdatedAt.Equal(run.UpdatedAt) { t.Errorf("UpdatedAt mismatch: got %v, want %v", mappedBack.UpdatedAt, run.UpdatedAt) } } func TestMarketBarMappingRejectsInvalidDecimal(t *testing.T) { now := time.Now().UTC() bar := market.Bar{ InstrumentID: market.InstrumentID("KRX:005930"), Timeframe: market.TimeframeDaily, Timestamp: now, Open: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "invalid_decimal"}, }, High: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "50000"}, }, Low: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "49000"}, }, Close: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "49500"}, }, Volume: market.Quantity{ Amount: market.Decimal{Value: "1000000"}, }, } _, err := mapBarToParams(bar) if err == nil { t.Fatal("expected error when mapping bar with invalid open decimal, got nil") } // Make Open valid but Volume invalid bar.Open.Amount.Value = "50000" bar.Volume.Amount.Value = "abc" _, err = mapBarToParams(bar) if err == nil { t.Fatal("expected error when mapping bar with invalid volume decimal, got nil") } } func TestBacktestResultMappingRoundTrip(t *testing.T) { now := time.Now().UTC().Truncate(time.Second) res := backtest.Result{ RunID: backtest.RunID("run-123"), StartingCash: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "100000000"}, }, EndingEquity: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "123456789.12"}, }, Trades: []backtest.TradeSummary{ { InstrumentID: market.InstrumentID("KRX:005930"), Side: backtest.OrderSideBuy, Quantity: market.Quantity{Amount: market.Decimal{Value: "10"}}, Price: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "50000"}}, Timestamp: now.Add(-1 * time.Hour), }, }, Positions: []backtest.PositionSummary{ { InstrumentID: market.InstrumentID("KRX:005930"), Quantity: market.Quantity{Amount: market.Decimal{Value: "10"}}, LastPrice: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "52000"}}, }, }, Summary: backtest.SummaryMetrics{ StartingCash: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "100000000"}}, EndingEquity: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "123456789.12"}}, TotalReturn: market.Decimal{Value: "0.2345678912"}, TradeCount: 1, }, EquityCurve: []backtest.EquityPoint{ {Timestamp: now.Add(-2 * time.Hour), Equity: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "100000000"}}}, {Timestamp: now.Add(-1 * time.Hour), Equity: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "123456789.12"}}}, }, } params, err := mapResultToParams(res) if err != nil { t.Fatalf("failed to map result to params: %v", err) } row := sqlc.BacktestResult{ RunID: params.RunID, StartingCashCurrency: params.StartingCashCurrency, StartingCashAmount: params.StartingCashAmount, EndingEquityCurrency: params.EndingEquityCurrency, EndingEquityAmount: params.EndingEquityAmount, TotalReturn: params.TotalReturn, TradeCount: params.TradeCount, Trades: params.Trades, Positions: params.Positions, EquityCurve: params.EquityCurve, } mappedBack, err := mapRowToResult(row) if err != nil { t.Fatalf("failed to map row back to result: %v", err) } if mappedBack.RunID != res.RunID { t.Errorf("RunID mismatch: got %v, want %v", mappedBack.RunID, res.RunID) } if mappedBack.StartingCash.Currency != res.StartingCash.Currency || mappedBack.StartingCash.Amount.Value != res.StartingCash.Amount.Value { t.Errorf("StartingCash mismatch: got %v, want %v", mappedBack.StartingCash, res.StartingCash) } if mappedBack.EndingEquity.Currency != res.EndingEquity.Currency || mappedBack.EndingEquity.Amount.Value != res.EndingEquity.Amount.Value { t.Errorf("EndingEquity mismatch: got %v, want %v", mappedBack.EndingEquity, res.EndingEquity) } if len(mappedBack.Trades) != len(res.Trades) { t.Fatalf("Trades length mismatch: got %d, want %d", len(mappedBack.Trades), len(res.Trades)) } if mappedBack.Trades[0].InstrumentID != res.Trades[0].InstrumentID || mappedBack.Trades[0].Side != res.Trades[0].Side || mappedBack.Trades[0].Quantity.Amount.Value != res.Trades[0].Quantity.Amount.Value { t.Errorf("Trade mismatch: got %v, want %v", mappedBack.Trades[0], res.Trades[0]) } if !mappedBack.Trades[0].Timestamp.Equal(res.Trades[0].Timestamp) { t.Errorf("Trade timestamp mismatch: got %v, want %v", mappedBack.Trades[0].Timestamp, res.Trades[0].Timestamp) } if len(mappedBack.Positions) != len(res.Positions) { t.Fatalf("Positions length mismatch: got %d, want %d", len(mappedBack.Positions), len(res.Positions)) } if mappedBack.Positions[0].InstrumentID != res.Positions[0].InstrumentID || mappedBack.Positions[0].Quantity.Amount.Value != res.Positions[0].Quantity.Amount.Value { t.Errorf("Position mismatch: got %v, want %v", mappedBack.Positions[0], res.Positions[0]) } // Summary round-trips, reconstructed from persisted columns. if mappedBack.Summary.TotalReturn.Value != res.Summary.TotalReturn.Value { t.Errorf("Summary TotalReturn mismatch: got %q, want %q", mappedBack.Summary.TotalReturn.Value, res.Summary.TotalReturn.Value) } if mappedBack.Summary.TradeCount != res.Summary.TradeCount { t.Errorf("Summary TradeCount mismatch: got %d, want %d", mappedBack.Summary.TradeCount, res.Summary.TradeCount) } if mappedBack.Summary.StartingCash.Amount.Value != res.Summary.StartingCash.Amount.Value || mappedBack.Summary.EndingEquity.Amount.Value != res.Summary.EndingEquity.Amount.Value { t.Errorf("Summary cash/equity mismatch: got %+v, want %+v", mappedBack.Summary, res.Summary) } // Equity curve round-trips with order and timestamps preserved. if len(mappedBack.EquityCurve) != len(res.EquityCurve) { t.Fatalf("EquityCurve length mismatch: got %d, want %d", len(mappedBack.EquityCurve), len(res.EquityCurve)) } for i := range res.EquityCurve { if !mappedBack.EquityCurve[i].Timestamp.Equal(res.EquityCurve[i].Timestamp) { t.Errorf("EquityCurve[%d] timestamp mismatch: got %v, want %v", i, mappedBack.EquityCurve[i].Timestamp, res.EquityCurve[i].Timestamp) } if mappedBack.EquityCurve[i].Equity.Amount.Value != res.EquityCurve[i].Equity.Amount.Value { t.Errorf("EquityCurve[%d] equity mismatch: got %q, want %q", i, mappedBack.EquityCurve[i].Equity.Amount.Value, res.EquityCurve[i].Equity.Amount.Value) } } } func TestBacktestResultMappingDefaultsEmptySummary(t *testing.T) { // A result persisted without a computed summary or equity curve must still map // to valid NOT NULL columns ("0" total return, empty JSON arrays). res := backtest.Result{ RunID: backtest.RunID("run-empty"), StartingCash: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "100"}}, EndingEquity: market.Price{Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "100"}}, } params, err := mapResultToParams(res) if err != nil { t.Fatalf("failed to map result to params: %v", err) } if string(params.EquityCurve) != "[]" { t.Errorf("expected empty equity curve JSON array, got %q", string(params.EquityCurve)) } mappedBack, err := mapRowToResult(sqlc.BacktestResult{ RunID: params.RunID, StartingCashCurrency: params.StartingCashCurrency, StartingCashAmount: params.StartingCashAmount, EndingEquityCurrency: params.EndingEquityCurrency, EndingEquityAmount: params.EndingEquityAmount, TotalReturn: params.TotalReturn, TradeCount: params.TradeCount, Trades: params.Trades, Positions: params.Positions, EquityCurve: params.EquityCurve, }) if err != nil { t.Fatalf("failed to map row back to result: %v", err) } if mappedBack.Summary.TotalReturn.Value != "0" { t.Errorf("expected default total return 0, got %q", mappedBack.Summary.TotalReturn.Value) } if len(mappedBack.EquityCurve) != 0 { t.Errorf("expected empty equity curve, got %d points", len(mappedBack.EquityCurve)) } } func TestBacktestRunListRowMapping(t *testing.T) { // ListRuns returns sqlc.BacktestRun rows; verify they map to domain runs the same // way single-run detail rows do, so list and detail surfaces stay consistent. now := time.Now().UTC().Truncate(time.Microsecond) run := backtest.Run{ ID: backtest.RunID("run-list"), Spec: backtest.RunSpec{ StrategyID: backtest.StrategyID("strat-list"), Market: market.MarketUS, Timeframe: market.TimeframeDaily, From: now.Add(-48 * time.Hour), To: now, }, Status: backtest.RunStatusRunning, CreatedAt: now.Add(-49 * time.Hour), UpdatedAt: now, } params, err := mapRunToParams(run) if err != nil { t.Fatalf("failed to map run to params: %v", err) } mappedBack, err := mapRowToRun(sqlc.BacktestRun{ ID: params.ID, StrategyID: params.StrategyID, Market: params.Market, Timeframe: params.Timeframe, FromTime: params.FromTime, ToTime: params.ToTime, Status: params.Status, CreatedAt: params.CreatedAt, UpdatedAt: params.UpdatedAt, }) if err != nil { t.Fatalf("failed to map list row to run: %v", err) } if mappedBack.ID != run.ID || mappedBack.Status != run.Status || mappedBack.Spec.Market != run.Spec.Market { t.Errorf("list run mapping mismatch: got %+v, want %+v", mappedBack, run) } } func TestBacktestResultMappingRejectsInvalidDecimal(t *testing.T) { res := backtest.Result{ RunID: backtest.RunID("run-123"), StartingCash: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "invalid"}, }, EndingEquity: market.Price{ Currency: market.CurrencyKRW, Amount: market.Decimal{Value: "12345"}, }, } _, err := mapResultToParams(res) if err == nil { t.Fatal("expected error when mapping result with invalid starting cash decimal, got nil") } res.StartingCash.Amount.Value = "100" res.EndingEquity.Amount.Value = "invalid" _, err = mapResultToParams(res) if err == nil { t.Fatal("expected error when mapping result with invalid ending equity decimal, got nil") } }