54776d5647
Owner: a stock with a NEGATIVE overall (combined) score must not be recommended in the profit buckets, even with positive momentum + theme. BGRIM/TTB had combined -0.029/-0.066 yet still landed in bucket 1. - allocate_capital profit_pool now gates on combined_score > 0 (in addition to momentum>0 + theme>0), still ranking by momentum within that pool. - Verified: bucket 1 now picks PTTGC (+0.209, mom +1.85) instead of BGRIM/TTB; BANPU in bucket 2; ADVANC/SCB/LH in bucket 3 by yield. Full suite 377 green.
192 lines
8.9 KiB
Python
192 lines
8.9 KiB
Python
"""Tests for the capital-allocation simulation engine."""
|
|
|
|
from __future__ import annotations
|
|
|
|
import unittest
|
|
|
|
from app.simulation import Candidate, allocate_capital
|
|
|
|
|
|
class AllocationTest(unittest.TestCase):
|
|
def make_candidates(self):
|
|
# dividend + high score
|
|
return [
|
|
Candidate("A", 10.0, 1.5, True, 5.0),
|
|
Candidate("B", 20.0, 1.2, True, 3.0),
|
|
Candidate("C", 5.0, 1.0, False, 0.0),
|
|
Candidate("D", 2.0, 0.5, False, 0.0),
|
|
Candidate("E", 50.0, 0.9, True, 8.0),
|
|
]
|
|
|
|
def test_allocates_three_buckets(self):
|
|
res = allocate_capital(200_000, self.make_candidates())
|
|
bucket_notional = res.bucket_notional
|
|
self.assertIn(1, bucket_notional)
|
|
self.assertIn(2, bucket_notional)
|
|
self.assertIn(3, bucket_notional)
|
|
# total invested + unallocated == capital
|
|
self.assertAlmostEqual(res.invested + res.unallocated_cash, 200_000, places=2)
|
|
# every order is a multiple of 100
|
|
for o in res.orders:
|
|
self.assertEqual(o.qty % 100, 0)
|
|
self.assertGreaterEqual(o.qty, 100)
|
|
|
|
def test_min_100_shares_respected(self):
|
|
# tiny capital: bucket1 50% still must afford 100 shares
|
|
res = allocate_capital(2_000, self.make_candidates())
|
|
for o in res.orders:
|
|
self.assertGreaterEqual(o.qty, 100)
|
|
self.assertEqual(o.notional, o.qty * o.price)
|
|
# never over-invest beyond capital
|
|
self.assertLessEqual(res.invested, 2_000)
|
|
|
|
def test_bucket3_excludes_already_bought(self):
|
|
cands = [Candidate("A", 10.0, 1.5, True, 5.0),
|
|
Candidate("B", 10.0, 0.1, True, 8.0)]
|
|
res = allocate_capital(300_000, cands)
|
|
# A (bought in bucket1) must NOT also appear in bucket3
|
|
bucket3_syms = [o.symbol for o in res.orders if o.bucket == 3]
|
|
bucket1_syms = [o.symbol for o in res.orders if o.bucket == 1]
|
|
overlap = set(bucket3_syms) & set(bucket1_syms)
|
|
self.assertEqual(overlap, set())
|
|
|
|
def test_bucket3_ranks_by_yield_ignoring_score(self):
|
|
# The spec: bucket3 = highest dividend yield, IGNORING score.
|
|
# A low-score but high-yield name must rank above a high-score low-yield name.
|
|
cands = [
|
|
Candidate("HIGH_SCORE", 10.0, 8.0, True, 2.0), # score 8, yield 2%
|
|
Candidate("HIGH_YIELD", 10.0, 0.1, True, 7.0), # score 0.1, yield 7%
|
|
Candidate("MID", 10.0, 5.0, True, 3.0),
|
|
]
|
|
# Big capital so bucket1 consumes only the top score name, leaving
|
|
# HIGH_YIELD (not HIGH_SCORE) to be the bucket3 top pick.
|
|
res = allocate_capital(1_000_000, cands)
|
|
b3 = [o.symbol for o in res.orders if o.bucket == 3]
|
|
# HIGH_YIELD (7%) should be selected in bucket3 before HIGH_SCORE (2%)
|
|
self.assertIn("HIGH_YIELD", b3)
|
|
if "HIGH_SCORE" in b3:
|
|
hi = b3.index("HIGH_SCORE")
|
|
hy = b3.index("HIGH_YIELD")
|
|
self.assertLess(hy, hi)
|
|
|
|
def test_invalid_capital_raises(self):
|
|
with self.assertRaises(Exception):
|
|
allocate_capital(0, self.make_candidates())
|
|
with self.assertRaises(Exception):
|
|
allocate_capital(-100, self.make_candidates())
|
|
|
|
def test_no_candidates_raises(self):
|
|
with self.assertRaises(Exception):
|
|
allocate_capital(100_000, [])
|
|
|
|
def test_cash_fallback_when_nothing_fits(self):
|
|
# only very high-priced names, tiny capital -> cannot buy 100 shares -> cash
|
|
cands = [Candidate("X", 1000.0, 2.0, True, 3.0)]
|
|
res = allocate_capital(50_000, cands) # 50% = 25k, can't buy 100*1000
|
|
self.assertEqual(res.orders, [])
|
|
self.assertAlmostEqual(res.unallocated_cash, 50_000, places=2)
|
|
|
|
|
|
class MomentumSelectionTest(unittest.TestCase):
|
|
"""Owner's "ทำกำไร" rule: bucket 1/2 rank by price-trend momentum and are
|
|
gated on a POSITIVE theme signal — NOT by combined/EPS score."""
|
|
|
|
def _cand(self, sym, price, combined, div, yield_, momentum, theme):
|
|
return Candidate(sym, price, combined, div, yield_,
|
|
momentum=momentum, theme_signal=theme)
|
|
|
|
def test_bucket1_ranks_by_momentum_not_score(self):
|
|
# A high-score but NEGATIVE-momentum dividend name must NOT win bucket 1
|
|
# over a positive-momentum one (owner: "ทำกำไร" = price likely to rise).
|
|
cands = [
|
|
self._cand("SLOW", 10.0, 9.0, True, 2.0, -1.5, 0.5), # high score, falling price
|
|
self._cand("FAST", 10.0, 0.5, True, 1.0, +2.0, 0.6), # low score, rising price
|
|
]
|
|
res = allocate_capital(1_000_000, cands)
|
|
b1 = [o.symbol for o in res.orders if o.bucket == 1]
|
|
self.assertEqual(b1, ["FAST"]) # FAST (momentum +2) beats SLOW (-1.5)
|
|
|
|
def test_negative_theme_is_excluded_from_profit_bucket(self):
|
|
# Even a high-momentum name is not eligible for bucket 1/2 when its
|
|
# theme_signal is <= 0 (owner gate). It may still land in bucket 3 (yield).
|
|
cands = [
|
|
self._cand("NO_THEME", 10.0, 5.0, True, 8.0, +3.0, -0.2), # momentum up but theme negative
|
|
self._cand("GOOD", 10.0, 5.0, True, 2.0, +1.0, 0.5),
|
|
]
|
|
res = allocate_capital(1_000_000, cands)
|
|
b1 = [o.symbol for o in res.orders if o.bucket == 1]
|
|
self.assertNotIn("NO_THEME", b1) # gated out of the profit bucket
|
|
self.assertIn("GOOD", b1)
|
|
# NO_THEME may still be picked by bucket 3 (highest yield, 8%)
|
|
b3 = [o.symbol for o in res.orders if o.bucket == 3]
|
|
self.assertIn("NO_THEME", b3)
|
|
|
|
def test_bucket2_uses_non_dividend_momentum(self):
|
|
cands = [
|
|
self._cand("ND_UP", 10.0, 9.0, False, 0.0, +2.5, 0.7), # non-div, momentum up
|
|
self._cand("ND_DN", 10.0, 9.0, False, 0.0, -2.5, 0.7), # non-div, momentum down
|
|
]
|
|
res = allocate_capital(1_000_000, cands)
|
|
b2 = [o.symbol for o in res.orders if o.bucket == 2]
|
|
self.assertEqual(b2, ["ND_UP"]) # rising price chosen over falling
|
|
|
|
def test_negative_momentum_excluded_from_profit_buckets(self):
|
|
# A rising-price name wins the profit bucket; a FALLING-price name —
|
|
# even with a positive theme — must NOT be picked as "ทำกำไร".
|
|
cands = [
|
|
self._cand("UP", 10.0, 5.0, False, 0.0, +1.5, 0.6), # rising, non-div
|
|
self._cand("DOWN", 10.0, 5.0, False, 0.0, -1.5, 0.6), # falling, same theme
|
|
]
|
|
res = allocate_capital(1_000_000, cands)
|
|
b2 = [o.symbol for o in res.orders if o.bucket == 2]
|
|
self.assertEqual(b2, ["UP"]) # DOWN (falling price) excluded
|
|
self.assertNotIn("DOWN", b2)
|
|
|
|
def test_negative_combined_excluded_from_profit_buckets(self):
|
|
# Owner rule: a stock whose OVERALL (combined) score is negative must not
|
|
# be recommended in the profit buckets, even with positive momentum/theme.
|
|
cands = [
|
|
self._cand("NEG_A", 10.0, -0.05, True, 2.0, +2.0, 0.6), # momentum up, theme +, but combined negative
|
|
self._cand("POS_B", 10.0, 0.20, True, 2.0, +1.5, 0.6), # combined positive
|
|
]
|
|
res = allocate_capital(1_000_000, cands)
|
|
b1 = [o.symbol for o in res.orders if o.bucket == 1]
|
|
self.assertNotIn("NEG_A", b1) # combined negative -> excluded
|
|
self.assertIn("POS_B", b1)
|
|
|
|
|
|
class PriceSnapshotTest(unittest.TestCase):
|
|
"""Regression: load_price_snapshot must pick the snapshot retrieved MOST
|
|
RECENTLY, not the last filename lexicographically (a partial 9-symbol file
|
|
can sort after a full 50-symbol one and silently drop the universe)."""
|
|
|
|
def test_load_picks_most_recently_retrieved(self):
|
|
import json, tempfile
|
|
from pathlib import Path
|
|
from unittest import mock
|
|
from app import simulation as sim
|
|
|
|
def _snap(symbols, retrieved_at):
|
|
return {
|
|
"schema_version": 1,
|
|
"source": {"retrieved_at": retrieved_at, "period_start": "2024-01-01", "period_end": "2026-08-29"},
|
|
"series": {s: {"bars": [{"date": "2026-08-29", "adjusted_close": 10.0}]} for s in symbols},
|
|
}
|
|
|
|
with tempfile.TemporaryDirectory() as td:
|
|
snap_dir = Path(td) / "snapshots"
|
|
snap_dir.mkdir()
|
|
# name that sorts LAST lexicographically, but is OLD (partial 9)
|
|
old_partial = snap_dir / "prices-yahoo-chart-2024-01-01-2026-08-24-zzz.json"
|
|
old_partial.write_text(json.dumps(_snap(["A", "B"], "2026-08-23T00:00:00+00:00")))
|
|
# full 50-symbol, retrieved MORE recently — should win
|
|
full = snap_dir / "prices-yahoo-chart-2023-08-28-2026-08-29-aaa.json"
|
|
full.write_text(json.dumps(_snap([f"S{i}" for i in range(50)], "2026-08-30T00:00:00+00:00")))
|
|
with mock.patch.object(sim, "_PRICES_DIR", Path(td)):
|
|
series = sim.load_price_snapshot()
|
|
self.assertEqual(len(series), 50) # the full universe, not the 9
|
|
|
|
|
|
if __name__ == "__main__":
|
|
unittest.main()
|