alt/apps/cli/internal/operator/runner_backtest_test.go

690 lines
19 KiB
Go

package operator
import (
"bytes"
"context"
"fmt"
"strings"
"sync"
"testing"
"time"
altv1 "git.toki-labs.com/toki/alt/packages/contracts/gen/go/alt/v1"
)
func TestRunBacktestRequestOutputsRunID(t *testing.T) {
api := &fakeAPI{
startBacktestResp: &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{
Id: "run-12345",
Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING,
},
},
}
url := startFakeAPIServer(t, api)
sc := &Scenario{
Name: "backtest_run_request",
Steps: []Step{
{
ID: "start",
Action: ActionStartBacktest,
Request: Request{
StrategyID: "strategy-v1",
Market: "kr",
Timeframe: "daily",
FromUnixMs: 1746057600000,
ToUnixMs: 1747267200000,
Symbols: []string{"005930"},
},
Expect: Expect{
Status: "ok",
},
},
},
}
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (out=%q)", code, out)
}
if !strings.Contains(out, "run.id=run-12345") {
t.Errorf("output %q missing run.id=run-12345", out)
}
if !strings.Contains(out, "run.status=pending") {
t.Errorf("output %q missing run.status=pending", out)
}
got := api.lastStartBacktestReq()
if got == nil {
t.Fatal("server did not receive a start backtest request")
}
if got.GetSpec().GetStrategyId() != "strategy-v1" {
t.Errorf("server received strategy_id = %q, want strategy-v1", got.GetSpec().GetStrategyId())
}
if len(got.GetSpec().GetSelector().GetSymbols()) != 1 || got.GetSpec().GetSelector().GetSymbols()[0] != "005930" {
t.Errorf("server received symbols = %+v, want [005930]", got.GetSpec().GetSelector().GetSymbols())
}
}
func TestRunBacktestImportThenStartFlow(t *testing.T) {
api := &fakeAPI{
importDailyBarsResp: &altv1.ImportDailyBarsResponse{Provider: "kis", InstrumentCount: 1, BarCount: 42},
startBacktestResp: &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{
Id: "run-12345",
Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING,
},
},
}
url := startFakeAPIServer(t, api)
sc := &Scenario{
Name: "backtest_run_request",
Steps: []Step{
{
ID: "import_kr_daily_bars",
Action: ActionImportDailyBars,
Request: Request{
Provider: "kis",
SelectorKind: "watchlist",
Market: "kr",
Venue: "krx",
Symbols: []string{"005930"},
FromYYYYMMDD: "20240527",
ToYYYYMMDD: "20240528",
},
Expect: Expect{Status: "ok"},
},
{
ID: "start_run",
Action: ActionStartBacktest,
Request: Request{
StrategyID: "strategy-v1",
Market: "kr",
Timeframe: "daily",
FromUnixMs: 1746057600000,
ToUnixMs: 1747267200000,
Symbols: []string{"005930"},
},
Expect: Expect{Status: "ok"},
},
},
}
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (out=%q)", code, out)
}
// The import step runs before the start step and reports imported counts.
if !strings.Contains(out, "instrument_count=1") || !strings.Contains(out, "bar_count=42") {
t.Errorf("output %q missing import counts", out)
}
if !strings.Contains(out, "run.id=run-12345") || !strings.Contains(out, "run.status=pending") {
t.Errorf("output %q missing start run id/status", out)
}
if api.lastImportDailyBarsReq() == nil {
t.Error("server did not receive an import request before start")
}
if api.lastStartBacktestReq() == nil {
t.Error("server did not receive a start backtest request")
}
}
func TestRunBacktestPollingStopsOnSucceeded(t *testing.T) {
var mu sync.Mutex
pollCount := 0
api := &fakeAPI{
getBacktestRunFunc: func(req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
mu.Lock()
defer mu.Unlock()
pollCount++
status := altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_RUNNING
if pollCount >= 3 {
status = altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_SUCCEEDED
}
return &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{
Id: req.GetRunId(),
Status: status,
},
}, nil
},
}
url := startFakeAPIServer(t, api)
sc := &Scenario{
Name: "backtest_run_polling",
Steps: []Step{
{
ID: "poll",
Action: ActionPollBacktestRun,
Request: Request{
RunID: "run-12345",
PollingInterval: Duration(50 * time.Millisecond),
},
Expect: Expect{
Status: "ok",
RunStatus: "succeeded",
},
},
},
}
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (out=%q)", code, out)
}
if !strings.Contains(out, "run.status=succeeded") {
t.Errorf("output %q missing run.status=succeeded", out)
}
mu.Lock()
finalPollCount := pollCount
mu.Unlock()
if finalPollCount < 3 {
t.Errorf("pollCount = %d, want >= 3", finalPollCount)
}
}
func TestRunBacktestResultSummaryOutputsMetrics(t *testing.T) {
api := &fakeAPI{
getBacktestResultResp: &altv1.GetBacktestResultResponse{
Result: &altv1.BacktestResult{
RunId: "run-12345",
Summary: &altv1.BacktestSummaryMetrics{
StartingCash: &altv1.Price{Amount: &altv1.Decimal{Value: "10000000"}},
EndingEquity: &altv1.Price{Amount: &altv1.Decimal{Value: "12500000"}},
TotalReturn: &altv1.Decimal{Value: "0.25"},
TradeCount: 42,
},
},
},
}
url := startFakeAPIServer(t, api)
sc := &Scenario{
Name: "backtest_result_summary",
Steps: []Step{
{
ID: "result",
Action: ActionGetBacktestResult,
Request: Request{
RunID: "run-12345",
},
Expect: Expect{
Status: "ok",
},
},
},
}
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (out=%q)", code, out)
}
for _, want := range []string{
"run.id=run-12345",
"starting_cash=10000000",
"ending_equity=12500000",
"total_return=0.25",
"trade_count=42",
} {
if !strings.Contains(out, want) {
t.Errorf("output %q missing %q", out, want)
}
}
}
func TestRunBacktestMissingRunIDTypedError(t *testing.T) {
api := &fakeAPI{
getBacktestResultResp: &altv1.GetBacktestResultResponse{
Error: &altv1.ErrorInfo{
Code: "not_found",
Message: "missing run id",
},
},
}
url := startFakeAPIServer(t, api)
sc := &Scenario{
Name: "backtest_missing_run_id",
Steps: []Step{
{
ID: "result",
Action: ActionGetBacktestResult,
Request: Request{
RunID: "nonexistent",
},
Expect: Expect{
Status: "error",
ErrorCode: "not_found",
},
},
},
}
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (out=%q)", code, out)
}
if !strings.Contains(out, "error.code=not_found") {
t.Errorf("output %q missing error.code=not_found", out)
}
}
// matrixScenario builds a minimal 1-universe, 1-strategy, 1-timeframe scenario
// with the given period list, so matrix batch tests share the same setup.
func matrixScenario(name string, periods []MatrixPeriod) *Scenario {
return &Scenario{
Name: name,
Universes: []UniverseConfig{
{Name: "u1", Provider: "kis", SelectorKind: "watchlist", Market: "kr", Symbols: []string{"005930"}},
},
Matrix: &BacktestScenarioMatrix{
Universes: []string{"u1"},
Strategies: []string{"strat1"},
Timeframes: []string{"daily"},
Periods: periods,
},
}
}
func TestRunBacktestMatrixRunsSequentially(t *testing.T) {
var mu sync.Mutex
var startCalls int
api := &fakeAPI{
startBacktestFunc: func(req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
mu.Lock()
startCalls++
n := startCalls
mu.Unlock()
return &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{
Id: fmt.Sprintf("run-%d", n),
Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING,
},
}, nil
},
getBacktestRunFunc: func(req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
return &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{
Id: req.GetRunId(),
Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_SUCCEEDED,
},
}, nil
},
}
url := startFakeAPIServer(t, api)
sc := matrixScenario("matrix_sequential", []MatrixPeriod{
{ID: "p1", FromUnixMs: 1000, ToUnixMs: 2000},
{ID: "p2", FromUnixMs: 3000, ToUnixMs: 4000},
})
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (out=%q)", code, out)
}
mu.Lock()
finalCalls := startCalls
mu.Unlock()
if finalCalls != 2 {
t.Errorf("StartBacktest called %d times, want 2", finalCalls)
}
for _, want := range []string{
"matrix_run_id=u1__strat1__daily__p1",
"matrix_run_id=u1__strat1__daily__p2",
"universe=u1",
"strategy_id=strat1",
"timeframe=daily",
"period_id=p1",
"period_id=p2",
"run.id=run-1",
"run.id=run-2",
"run.status=succeeded",
"steps=2",
"passed=2",
} {
if !strings.Contains(out, want) {
t.Errorf("output missing %q", want)
}
}
}
func TestRunBacktestMatrixBatchOutputJSONLKeys(t *testing.T) {
api := &fakeAPI{
startBacktestFunc: func(req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
return &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{Id: "run-j1", Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING},
}, nil
},
getBacktestRunFunc: func(req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
return &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{Id: req.GetRunId(), Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_SUCCEEDED},
}, nil
},
}
url := startFakeAPIServer(t, api)
sc := matrixScenario("matrix_jsonl", []MatrixPeriod{
{ID: "p1", FromUnixMs: 1000, ToUnixMs: 2000},
})
var stdout bytes.Buffer
code := RunScenario(context.Background(), sc, RunOptions{
APIURL: url,
Timeout: 2 * time.Second,
Format: OutputJSONL,
}, &stdout)
if code != codeOK {
t.Fatalf("exit code = %d, want 0", code)
}
out := stdout.String()
for _, want := range []string{`"matrix_run_id"`, `"period_id"`, `"strategy_id"`, `"timeframe"`} {
if !strings.Contains(out, want) {
t.Errorf("JSONL output missing key %q", want)
}
}
}
func TestRunBacktestMatrixReportsTerminalFailedAsLifecycleResult(t *testing.T) {
api := &fakeAPI{
startBacktestFunc: func(req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
return &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{Id: "run-fail", Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING},
}, nil
},
getBacktestRunFunc: func(req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
return &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{Id: req.GetRunId(), Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_FAILED},
}, nil
},
}
url := startFakeAPIServer(t, api)
sc := matrixScenario("matrix_terminal_failed", []MatrixPeriod{
{ID: "p1", FromUnixMs: 1000, ToUnixMs: 2000},
})
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (terminal failed is lifecycle evidence) (out=%q)", code, out)
}
if !strings.Contains(out, "run.status=failed") {
t.Errorf("output %q missing run.status=failed", out)
}
if !strings.Contains(out, "passed=1") {
t.Errorf("output %q missing passed=1", out)
}
}
func TestRunBacktestMatrixPollingTimeoutExitsTransport(t *testing.T) {
api := &fakeAPI{
startBacktestFunc: func(req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
return &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{Id: "run-hang", Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING},
}, nil
},
getBacktestRunResp: &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{
Id: "run-hang",
Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_RUNNING,
},
},
}
url := startFakeAPIServer(t, api)
sc := matrixScenario("matrix_polling_timeout", []MatrixPeriod{
{ID: "p1", FromUnixMs: 1000, ToUnixMs: 2000},
})
var stdout bytes.Buffer
code := RunScenario(context.Background(), sc, RunOptions{
APIURL: url,
Timeout: 80 * time.Millisecond,
Format: OutputText,
}, &stdout)
if code != codeTransport {
t.Fatalf("exit code = %d, want 3 (codeTransport) (out=%q)", code, stdout.String())
}
out := stdout.String()
if !strings.Contains(out, "polling timed out") {
t.Errorf("output %q missing polling timeout message", out)
}
if !strings.Contains(out, "status=transport_error") {
t.Errorf("output %q missing status=transport_error", out)
}
}
func TestRunBacktestMatrixStartRequestMaterializes(t *testing.T) {
var capturedReq *altv1.StartBacktestRequest
var mu sync.Mutex
api := &fakeAPI{
startBacktestFunc: func(req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
mu.Lock()
capturedReq = req
mu.Unlock()
return &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{Id: "run-mat", Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING},
}, nil
},
getBacktestRunFunc: func(req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
return &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{Id: req.GetRunId(), Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_SUCCEEDED},
}, nil
},
}
url := startFakeAPIServer(t, api)
sc := matrixScenario("matrix_materialize", []MatrixPeriod{
{ID: "p1", FromUnixMs: 1746057600000, ToUnixMs: 1747267200000},
})
_, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0", code)
}
mu.Lock()
req := capturedReq
mu.Unlock()
if req == nil {
t.Fatal("StartBacktest was never called")
}
spec := req.GetSpec()
if spec == nil {
t.Fatal("StartBacktest request has nil spec")
}
if spec.GetMarket() != altv1.Market_MARKET_KR {
t.Errorf("spec.Market = %v, want MARKET_KR", spec.GetMarket())
}
if spec.GetTimeframe() != altv1.Timeframe_TIMEFRAME_DAILY {
t.Errorf("spec.Timeframe = %v, want TIMEFRAME_DAILY", spec.GetTimeframe())
}
if spec.GetFromUnixMs() != 1746057600000 {
t.Errorf("spec.FromUnixMs = %d, want 1746057600000", spec.GetFromUnixMs())
}
if spec.GetToUnixMs() != 1747267200000 {
t.Errorf("spec.ToUnixMs = %d, want 1747267200000", spec.GetToUnixMs())
}
sel := spec.GetSelector()
if sel == nil {
t.Fatal("spec.Selector is nil")
}
if len(sel.GetSymbols()) != 1 || sel.GetSymbols()[0] != "005930" {
t.Errorf("spec.Selector.Symbols = %v, want [005930]", sel.GetSymbols())
}
}
func TestRunBacktestPollingHonorsPollingTimeout(t *testing.T) {
// API will keep returning RUNNING, never terminal, so polling should hit polling_timeout
api := &fakeAPI{
getBacktestRunResp: &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{
Id: "run-12345",
Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_RUNNING,
},
},
}
url := startFakeAPIServer(t, api)
sc := &Scenario{
Name: "backtest_run_polling_timeout",
Steps: []Step{
{
ID: "poll",
Action: ActionPollBacktestRun,
Request: Request{
RunID: "run-12345",
PollingInterval: Duration(5 * time.Millisecond),
PollingTimeout: Duration(25 * time.Millisecond),
},
Expect: Expect{
Status: "transport_error", // expected to time out
},
},
},
}
out, code := runScenario(t, sc, url)
if code != codeTransport {
t.Fatalf("exit code = %d, want 3 (out=%q)", code, out)
}
if !strings.Contains(out, "status=transport_error") || !strings.Contains(out, "polling timed out") {
t.Errorf("output %q missing polling timeout markers", out)
}
}
func TestRunBacktestMatrixReportsMismatchOnExpectedStatusDifference(t *testing.T) {
api := &fakeAPI{
startBacktestFunc: func(req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
return &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{Id: "run-mismatch", Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING},
}, nil
},
getBacktestRunFunc: func(req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
return &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{Id: req.GetRunId(), Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_FAILED},
}, nil
},
}
url := startFakeAPIServer(t, api)
sc := matrixScenario("matrix_mismatch", []MatrixPeriod{
{ID: "p1", FromUnixMs: 1000, ToUnixMs: 2000},
})
sc.Matrix.Expect.RunStatus = "succeeded"
var stdout bytes.Buffer
code := RunScenario(context.Background(), sc, RunOptions{
APIURL: url,
Timeout: 2 * time.Second,
Format: OutputJSONL,
}, &stdout)
if code != codeAppError {
t.Fatalf("exit code = %d, want 1 (codeAppError) (out=%q)", code, stdout.String())
}
out := stdout.String()
if !strings.Contains(out, `"status":"mismatch"`) {
t.Errorf("output %q missing mismatch status in step", out)
}
if !strings.Contains(out, `expectation mismatch: expected succeeded but got failed`) {
t.Errorf("output %q missing expectation mismatch message", out)
}
if !strings.Contains(out, `"status":"failed"`) {
t.Errorf("output %q missing failed status in summary", out)
}
}
func TestRunBacktestMatrixTimeoutPreservesLastNonTerminalStatus(t *testing.T) {
api := &fakeAPI{
startBacktestFunc: func(req *altv1.StartBacktestRequest) (*altv1.StartBacktestResponse, error) {
return &altv1.StartBacktestResponse{
Run: &altv1.BacktestRun{Id: "run-timeout", Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_PENDING},
}, nil
},
getBacktestRunFunc: func(req *altv1.GetBacktestRunRequest) (*altv1.GetBacktestRunResponse, error) {
return &altv1.GetBacktestRunResponse{
Run: &altv1.BacktestRun{
Id: req.GetRunId(),
Status: altv1.BacktestRunStatus_BACKTEST_RUN_STATUS_RUNNING,
},
}, nil
},
}
url := startFakeAPIServer(t, api)
sc := matrixScenario("matrix_timeout", []MatrixPeriod{
{ID: "p1", FromUnixMs: 1000, ToUnixMs: 2000},
})
var stdout bytes.Buffer
code := RunScenario(context.Background(), sc, RunOptions{
APIURL: url,
Timeout: 80 * time.Millisecond,
Format: OutputJSONL,
}, &stdout)
if code != codeTransport {
t.Fatalf("exit code = %d, want 3 (codeTransport) (out=%q)", code, stdout.String())
}
out := stdout.String()
if !strings.Contains(out, `"run_status":"running"`) {
t.Errorf("output %q missing preserved last non-terminal status \"running\"", out)
}
if !strings.Contains(out, `"status":"transport_error"`) {
t.Errorf("output %q missing transport_error status", out)
}
}
func TestRunBacktestResultSummaryOutputsZeroTradeCount(t *testing.T) {
api := &fakeAPI{
getBacktestResultResp: &altv1.GetBacktestResultResponse{
Result: &altv1.BacktestResult{
RunId: "run-zero-trade",
Summary: &altv1.BacktestSummaryMetrics{
StartingCash: &altv1.Price{Amount: &altv1.Decimal{Value: "10000000"}},
EndingEquity: &altv1.Price{Amount: &altv1.Decimal{Value: "10000000"}},
TotalReturn: &altv1.Decimal{Value: "0.0"},
TradeCount: 0,
},
},
},
}
url := startFakeAPIServer(t, api)
sc := &Scenario{
Name: "backtest_result_summary_zero",
Steps: []Step{
{
ID: "result",
Action: ActionGetBacktestResult,
Request: Request{
RunID: "run-zero-trade",
},
Expect: Expect{
Status: "ok",
},
},
},
}
out, code := runScenario(t, sc, url)
if code != codeOK {
t.Fatalf("exit code = %d, want 0 (out=%q)", code, out)
}
for _, want := range []string{
"run.id=run-zero-trade",
"starting_cash=10000000",
"ending_equity=10000000",
"total_return=0.0",
"trade_count=0",
} {
if !strings.Contains(out, want) {
t.Errorf("output %q missing %q", out, want)
}
}
}