29 lines
755 B
Python
29 lines
755 B
Python
from __future__ import annotations
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from datetime import date
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from app.backtest.engine import BacktestEngine, BtConfig
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def test_required_fields_include_precomputed_factors(isolated_db):
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cfg = BtConfig(
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id="bt-test",
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name="bt-test",
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start_date=date(2025, 1, 1),
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end_date=date(2025, 1, 2),
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universe=["000001.SZ"],
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params={},
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)
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engine = BacktestEngine(cfg)
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required = set(engine.required_fields)
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expected_fields = {
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"factors.mom_5",
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"factors.turn_5",
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"factors.val_pe_score",
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"factors.val_pb_score",
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"factors.volume_ratio_score",
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"factors.val_multiscore",
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"factors.risk_penalty",
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}
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assert expected_fields.issubset(required)
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