feat: add portfolio optimization and congress tracking (TDD)
Portfolio optimization (3 endpoints): - POST /portfolio/optimize - HRP optimal weights via scipy clustering - POST /portfolio/correlation - pairwise correlation matrix - POST /portfolio/risk-parity - inverse-volatility risk parity weights Congress tracking (2 endpoints): - GET /regulators/congress/trades - congress member stock trades - GET /regulators/congress/bills?query= - search congress bills Implementation: - portfolio_service.py: HRP with scipy fallback to inverse-vol - congress_service.py: multi-provider fallback pattern - 51 new tests (14 portfolio unit, 20 portfolio route, 12 congress unit, 7 congress route) - All 312 tests passing
This commit is contained in:
Yaojia Wang
187
tests/test_congress_service.py
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187
tests/test_congress_service.py
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"""Tests for congress trading service (TDD - RED phase first)."""
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from unittest.mock import AsyncMock, MagicMock, patch
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import pytest
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# --- get_congress_trades ---
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@pytest.mark.asyncio
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async def test_get_congress_trades_happy_path():
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"""Returns list of trade dicts when OBB call succeeds."""
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expected = [
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{
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"representative": "Nancy Pelosi",
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"ticker": "NVDA",
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"transaction_date": "2024-01-15",
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"transaction_type": "Purchase",
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"amount": "$1,000,001-$5,000,000",
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}
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]
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import congress_service
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mock_fn = MagicMock()
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with patch.object(congress_service, "_get_congress_fn", return_value=mock_fn), \
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patch.object(congress_service, "_try_obb_call", new_callable=AsyncMock, return_value=expected):
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result = await congress_service.get_congress_trades()
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assert isinstance(result, list)
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assert len(result) == 1
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assert result[0]["representative"] == "Nancy Pelosi"
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@pytest.mark.asyncio
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async def test_get_congress_trades_returns_empty_when_fn_not_available():
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"""Returns empty list when OBB congress function is not available."""
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import congress_service
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with patch.object(congress_service, "_get_congress_fn", return_value=None):
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result = await congress_service.get_congress_trades()
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assert result == []
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@pytest.mark.asyncio
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async def test_get_congress_trades_returns_empty_on_all_provider_failures():
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"""Returns empty list when all providers fail (_try_obb_call returns None)."""
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import congress_service
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mock_fn = MagicMock()
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with patch.object(congress_service, "_get_congress_fn", return_value=mock_fn), \
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patch.object(congress_service, "_try_obb_call", new_callable=AsyncMock, return_value=None):
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result = await congress_service.get_congress_trades()
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assert result == []
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@pytest.mark.asyncio
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async def test_get_congress_trades_empty_list_result():
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"""Returns empty list when _try_obb_call returns empty list."""
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import congress_service
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mock_fn = MagicMock()
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with patch.object(congress_service, "_get_congress_fn", return_value=mock_fn), \
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patch.object(congress_service, "_try_obb_call", new_callable=AsyncMock, return_value=[]):
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result = await congress_service.get_congress_trades()
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assert result == []
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# --- _get_congress_fn ---
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def test_get_congress_fn_returns_none_when_attribute_missing():
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"""Returns None gracefully when obb.regulators.government_us is absent."""
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import congress_service
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mock_obb = MagicMock(spec=[]) # spec with no attributes
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with patch.object(congress_service, "obb", mock_obb):
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result = congress_service._get_congress_fn()
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assert result is None
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def test_get_congress_fn_returns_callable_when_available():
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"""Returns the congress_trading callable when attribute exists."""
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import congress_service
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mock_fn = MagicMock()
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mock_obb = MagicMock()
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mock_obb.regulators.government_us.congress_trading = mock_fn
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with patch.object(congress_service, "obb", mock_obb):
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result = congress_service._get_congress_fn()
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assert result is mock_fn
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# --- _try_obb_call ---
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@pytest.mark.asyncio
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async def test_try_obb_call_returns_list_on_success():
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"""_try_obb_call converts OBBject result to list via to_list."""
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import congress_service
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mock_result = MagicMock()
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expected = [{"ticker": "AAPL"}]
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with patch.object(congress_service, "to_list", return_value=expected), \
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patch("congress_service.asyncio.to_thread", new_callable=AsyncMock, return_value=mock_result):
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result = await congress_service._try_obb_call(MagicMock())
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assert result == expected
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@pytest.mark.asyncio
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async def test_try_obb_call_returns_none_on_exception():
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"""_try_obb_call returns None when asyncio.to_thread raises."""
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import congress_service
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with patch("congress_service.asyncio.to_thread", new_callable=AsyncMock, side_effect=Exception("fail")):
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result = await congress_service._try_obb_call(MagicMock())
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assert result is None
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# --- search_congress_bills ---
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@pytest.mark.asyncio
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async def test_search_congress_bills_happy_path():
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"""Returns list of bill dicts when OBB call succeeds."""
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expected = [
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{"title": "Infrastructure Investment and Jobs Act", "bill_id": "HR3684"},
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{"title": "Inflation Reduction Act", "bill_id": "HR5376"},
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]
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import congress_service
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mock_fn = MagicMock()
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with patch.object(congress_service, "_get_congress_fn", return_value=mock_fn), \
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patch.object(congress_service, "_try_obb_call", new_callable=AsyncMock, return_value=expected):
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result = await congress_service.search_congress_bills("infrastructure")
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assert isinstance(result, list)
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assert len(result) == 2
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assert result[0]["bill_id"] == "HR3684"
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@pytest.mark.asyncio
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async def test_search_congress_bills_returns_empty_when_fn_not_available():
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"""Returns empty list when OBB function is not available."""
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import congress_service
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with patch.object(congress_service, "_get_congress_fn", return_value=None):
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result = await congress_service.search_congress_bills("taxes")
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assert result == []
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@pytest.mark.asyncio
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async def test_search_congress_bills_returns_empty_on_failure():
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"""Returns empty list when all providers fail."""
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import congress_service
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mock_fn = MagicMock()
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with patch.object(congress_service, "_get_congress_fn", return_value=mock_fn), \
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patch.object(congress_service, "_try_obb_call", new_callable=AsyncMock, return_value=None):
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result = await congress_service.search_congress_bills("taxes")
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assert result == []
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@pytest.mark.asyncio
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async def test_search_congress_bills_empty_results():
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"""Returns empty list when _try_obb_call returns empty list."""
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import congress_service
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mock_fn = MagicMock()
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with patch.object(congress_service, "_get_congress_fn", return_value=mock_fn), \
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patch.object(congress_service, "_try_obb_call", new_callable=AsyncMock, return_value=[]):
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result = await congress_service.search_congress_bills("nonexistent")
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assert result == []
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263
tests/test_portfolio_service.py
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263
tests/test_portfolio_service.py
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"""Tests for portfolio optimization service (TDD - RED phase first)."""
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from unittest.mock import AsyncMock, patch
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import pytest
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# --- HRP Optimization ---
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_hrp_optimize_happy_path(mock_fetch):
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"""HRP returns weights that sum to ~1.0 for valid symbols."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame(
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{
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"AAPL": [150.0, 151.0, 149.0, 152.0, 153.0],
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"MSFT": [300.0, 302.0, 298.0, 305.0, 307.0],
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"GOOGL": [2800.0, 2820.0, 2790.0, 2830.0, 2850.0],
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}
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)
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import portfolio_service
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result = await portfolio_service.optimize_hrp(
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["AAPL", "MSFT", "GOOGL"], days=365
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)
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assert result["method"] == "hrp"
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assert set(result["weights"].keys()) == {"AAPL", "MSFT", "GOOGL"}
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total = sum(result["weights"].values())
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assert abs(total - 1.0) < 0.01
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_hrp_optimize_single_symbol(mock_fetch):
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"""Single symbol gets weight of 1.0."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame(
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{"AAPL": [150.0, 151.0, 149.0, 152.0, 153.0]}
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)
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import portfolio_service
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result = await portfolio_service.optimize_hrp(["AAPL"], days=365)
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assert result["weights"]["AAPL"] == pytest.approx(1.0, abs=0.01)
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_hrp_optimize_no_data_raises(mock_fetch):
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"""Raises ValueError when no price data is available."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame()
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import portfolio_service
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with pytest.raises(ValueError, match="No price data"):
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await portfolio_service.optimize_hrp(["AAPL", "MSFT"], days=365)
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@pytest.mark.asyncio
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async def test_hrp_optimize_empty_symbols_raises():
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"""Raises ValueError for empty symbol list."""
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import portfolio_service
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with pytest.raises(ValueError, match="symbols"):
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await portfolio_service.optimize_hrp([], days=365)
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# --- Correlation Matrix ---
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_correlation_matrix_happy_path(mock_fetch):
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"""Correlation matrix has 1.0 on diagonal and valid shape."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame(
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{
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"AAPL": [150.0, 151.0, 149.0, 152.0, 153.0],
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"MSFT": [300.0, 302.0, 298.0, 305.0, 307.0],
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"GOOGL": [2800.0, 2820.0, 2790.0, 2830.0, 2850.0],
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}
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)
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import portfolio_service
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result = await portfolio_service.compute_correlation(
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["AAPL", "MSFT", "GOOGL"], days=365
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)
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assert result["symbols"] == ["AAPL", "MSFT", "GOOGL"]
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matrix = result["matrix"]
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assert len(matrix) == 3
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assert len(matrix[0]) == 3
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# Diagonal should be 1.0
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for i in range(3):
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assert abs(matrix[i][i] - 1.0) < 0.01
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_correlation_matrix_two_symbols(mock_fetch):
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"""Two-symbol correlation is symmetric."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame(
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{
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"AAPL": [150.0, 151.0, 149.0, 152.0, 153.0],
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"MSFT": [300.0, 302.0, 298.0, 305.0, 307.0],
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}
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)
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import portfolio_service
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result = await portfolio_service.compute_correlation(["AAPL", "MSFT"], days=365)
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matrix = result["matrix"]
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# Symmetric: matrix[0][1] == matrix[1][0]
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assert abs(matrix[0][1] - matrix[1][0]) < 0.001
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_correlation_no_data_raises(mock_fetch):
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"""Raises ValueError when no data is returned."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame()
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import portfolio_service
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with pytest.raises(ValueError, match="No price data"):
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await portfolio_service.compute_correlation(["AAPL", "MSFT"], days=365)
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@pytest.mark.asyncio
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async def test_correlation_empty_symbols_raises():
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"""Raises ValueError for empty symbol list."""
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import portfolio_service
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with pytest.raises(ValueError, match="symbols"):
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await portfolio_service.compute_correlation([], days=365)
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# --- Risk Parity ---
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_risk_parity_happy_path(mock_fetch):
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"""Risk parity returns weights and risk_contributions summing to ~1.0."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame(
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{
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"AAPL": [150.0, 151.0, 149.0, 152.0, 153.0],
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"MSFT": [300.0, 302.0, 298.0, 305.0, 307.0],
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"GOOGL": [2800.0, 2820.0, 2790.0, 2830.0, 2850.0],
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}
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)
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import portfolio_service
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result = await portfolio_service.compute_risk_parity(
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["AAPL", "MSFT", "GOOGL"], days=365
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)
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assert result["method"] == "risk_parity"
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assert set(result["weights"].keys()) == {"AAPL", "MSFT", "GOOGL"}
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assert set(result["risk_contributions"].keys()) == {"AAPL", "MSFT", "GOOGL"}
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total_w = sum(result["weights"].values())
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assert abs(total_w - 1.0) < 0.01
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_risk_parity_single_symbol(mock_fetch):
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"""Single symbol gets weight 1.0 and risk_contribution 1.0."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame(
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{"AAPL": [150.0, 151.0, 149.0, 152.0, 153.0]}
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)
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import portfolio_service
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result = await portfolio_service.compute_risk_parity(["AAPL"], days=365)
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assert result["weights"]["AAPL"] == pytest.approx(1.0, abs=0.01)
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assert result["risk_contributions"]["AAPL"] == pytest.approx(1.0, abs=0.01)
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical_prices", new_callable=AsyncMock)
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async def test_risk_parity_no_data_raises(mock_fetch):
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"""Raises ValueError when no price data is available."""
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import pandas as pd
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mock_fetch.return_value = pd.DataFrame()
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import portfolio_service
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with pytest.raises(ValueError, match="No price data"):
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await portfolio_service.compute_risk_parity(["AAPL", "MSFT"], days=365)
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@pytest.mark.asyncio
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async def test_risk_parity_empty_symbols_raises():
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"""Raises ValueError for empty symbol list."""
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import portfolio_service
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with pytest.raises(ValueError, match="symbols"):
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await portfolio_service.compute_risk_parity([], days=365)
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# --- fetch_historical_prices helper ---
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical")
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async def test_fetch_historical_prices_returns_dataframe(mock_fetch_hist):
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"""fetch_historical_prices assembles a price DataFrame from OBBject results."""
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import pandas as pd
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from unittest.mock import MagicMock
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mock_result = MagicMock()
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mock_result.results = [
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MagicMock(date="2024-01-01", close=150.0),
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MagicMock(date="2024-01-02", close=151.0),
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]
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mock_fetch_hist.return_value = mock_result
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import portfolio_service
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df = await portfolio_service.fetch_historical_prices(["AAPL"], days=30)
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assert isinstance(df, pd.DataFrame)
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assert "AAPL" in df.columns
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@pytest.mark.asyncio
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@patch("portfolio_service.fetch_historical")
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async def test_fetch_historical_prices_skips_none(mock_fetch_hist):
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"""fetch_historical_prices returns empty DataFrame when all fetches fail."""
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import pandas as pd
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mock_fetch_hist.return_value = None
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import portfolio_service
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df = await portfolio_service.fetch_historical_prices(["AAPL", "MSFT"], days=30)
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assert isinstance(df, pd.DataFrame)
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assert df.empty
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98
tests/test_routes_congress.py
Normal file
98
tests/test_routes_congress.py
Normal file
@@ -0,0 +1,98 @@
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"""Tests for congress trading routes (TDD - RED phase first)."""
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from unittest.mock import patch, AsyncMock
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import pytest
|
||||
from httpx import AsyncClient, ASGITransport
|
||||
|
||||
from main import app
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
async def client():
|
||||
transport = ASGITransport(app=app)
|
||||
async with AsyncClient(transport=transport, base_url="http://test") as c:
|
||||
yield c
|
||||
|
||||
|
||||
# --- GET /api/v1/regulators/congress/trades ---
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_regulators.congress_service.get_congress_trades", new_callable=AsyncMock)
|
||||
async def test_congress_trades_happy_path(mock_fn, client):
|
||||
mock_fn.return_value = [
|
||||
{
|
||||
"representative": "Nancy Pelosi",
|
||||
"ticker": "NVDA",
|
||||
"transaction_date": "2024-01-15",
|
||||
"transaction_type": "Purchase",
|
||||
"amount": "$1,000,001-$5,000,000",
|
||||
}
|
||||
]
|
||||
resp = await client.get("/api/v1/regulators/congress/trades")
|
||||
assert resp.status_code == 200
|
||||
data = resp.json()
|
||||
assert data["success"] is True
|
||||
assert len(data["data"]) == 1
|
||||
assert data["data"][0]["representative"] == "Nancy Pelosi"
|
||||
mock_fn.assert_called_once()
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_regulators.congress_service.get_congress_trades", new_callable=AsyncMock)
|
||||
async def test_congress_trades_empty(mock_fn, client):
|
||||
mock_fn.return_value = []
|
||||
resp = await client.get("/api/v1/regulators/congress/trades")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["data"] == []
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_regulators.congress_service.get_congress_trades", new_callable=AsyncMock)
|
||||
async def test_congress_trades_service_error_returns_502(mock_fn, client):
|
||||
mock_fn.side_effect = RuntimeError("Data provider unavailable")
|
||||
resp = await client.get("/api/v1/regulators/congress/trades")
|
||||
assert resp.status_code == 502
|
||||
|
||||
|
||||
# --- GET /api/v1/regulators/congress/bills ---
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_regulators.congress_service.search_congress_bills", new_callable=AsyncMock)
|
||||
async def test_congress_bills_happy_path(mock_fn, client):
|
||||
mock_fn.return_value = [
|
||||
{"title": "Infrastructure Investment and Jobs Act", "bill_id": "HR3684"},
|
||||
{"title": "Inflation Reduction Act", "bill_id": "HR5376"},
|
||||
]
|
||||
resp = await client.get("/api/v1/regulators/congress/bills?query=infrastructure")
|
||||
assert resp.status_code == 200
|
||||
data = resp.json()
|
||||
assert data["success"] is True
|
||||
assert len(data["data"]) == 2
|
||||
assert data["data"][0]["bill_id"] == "HR3684"
|
||||
mock_fn.assert_called_once_with("infrastructure")
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_congress_bills_missing_query(client):
|
||||
resp = await client.get("/api/v1/regulators/congress/bills")
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_regulators.congress_service.search_congress_bills", new_callable=AsyncMock)
|
||||
async def test_congress_bills_empty(mock_fn, client):
|
||||
mock_fn.return_value = []
|
||||
resp = await client.get("/api/v1/regulators/congress/bills?query=nonexistent")
|
||||
assert resp.status_code == 200
|
||||
assert resp.json()["data"] == []
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_regulators.congress_service.search_congress_bills", new_callable=AsyncMock)
|
||||
async def test_congress_bills_service_error_returns_502(mock_fn, client):
|
||||
mock_fn.side_effect = RuntimeError("Congress API unavailable")
|
||||
resp = await client.get("/api/v1/regulators/congress/bills?query=tax")
|
||||
assert resp.status_code == 502
|
||||
225
tests/test_routes_portfolio.py
Normal file
225
tests/test_routes_portfolio.py
Normal file
@@ -0,0 +1,225 @@
|
||||
"""Tests for portfolio optimization routes (TDD - RED phase first)."""
|
||||
|
||||
from unittest.mock import patch, AsyncMock
|
||||
|
||||
import pytest
|
||||
from httpx import AsyncClient, ASGITransport
|
||||
|
||||
from main import app
|
||||
|
||||
|
||||
@pytest.fixture
|
||||
async def client():
|
||||
transport = ASGITransport(app=app)
|
||||
async with AsyncClient(transport=transport, base_url="http://test") as c:
|
||||
yield c
|
||||
|
||||
|
||||
# --- POST /api/v1/portfolio/optimize ---
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
|
||||
async def test_portfolio_optimize_happy_path(mock_fn, client):
|
||||
mock_fn.return_value = {
|
||||
"weights": {"AAPL": 0.35, "MSFT": 0.32, "GOOGL": 0.33},
|
||||
"method": "hrp",
|
||||
}
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/optimize",
|
||||
json={"symbols": ["AAPL", "MSFT", "GOOGL"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 200
|
||||
data = resp.json()
|
||||
assert data["success"] is True
|
||||
assert data["data"]["method"] == "hrp"
|
||||
assert "AAPL" in data["data"]["weights"]
|
||||
mock_fn.assert_called_once_with(["AAPL", "MSFT", "GOOGL"], days=365)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_portfolio_optimize_missing_symbols(client):
|
||||
resp = await client.post("/api/v1/portfolio/optimize", json={"days": 365})
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_portfolio_optimize_empty_symbols(client):
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/optimize", json={"symbols": [], "days": 365}
|
||||
)
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_portfolio_optimize_too_many_symbols(client):
|
||||
symbols = [f"SYM{i}" for i in range(51)]
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/optimize", json={"symbols": symbols, "days": 365}
|
||||
)
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
|
||||
async def test_portfolio_optimize_service_error_returns_502(mock_fn, client):
|
||||
mock_fn.side_effect = RuntimeError("Computation failed")
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/optimize",
|
||||
json={"symbols": ["AAPL", "MSFT"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 502
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
|
||||
async def test_portfolio_optimize_value_error_returns_400(mock_fn, client):
|
||||
mock_fn.side_effect = ValueError("No price data available")
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/optimize",
|
||||
json={"symbols": ["AAPL", "MSFT"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 400
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
|
||||
async def test_portfolio_optimize_default_days(mock_fn, client):
|
||||
mock_fn.return_value = {"weights": {"AAPL": 1.0}, "method": "hrp"}
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/optimize", json={"symbols": ["AAPL"]}
|
||||
)
|
||||
assert resp.status_code == 200
|
||||
mock_fn.assert_called_once_with(["AAPL"], days=365)
|
||||
|
||||
|
||||
# --- POST /api/v1/portfolio/correlation ---
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.compute_correlation", new_callable=AsyncMock)
|
||||
async def test_portfolio_correlation_happy_path(mock_fn, client):
|
||||
mock_fn.return_value = {
|
||||
"symbols": ["AAPL", "MSFT"],
|
||||
"matrix": [[1.0, 0.85], [0.85, 1.0]],
|
||||
}
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/correlation",
|
||||
json={"symbols": ["AAPL", "MSFT"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 200
|
||||
data = resp.json()
|
||||
assert data["success"] is True
|
||||
assert data["data"]["symbols"] == ["AAPL", "MSFT"]
|
||||
assert data["data"]["matrix"][0][0] == pytest.approx(1.0)
|
||||
mock_fn.assert_called_once_with(["AAPL", "MSFT"], days=365)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_portfolio_correlation_missing_symbols(client):
|
||||
resp = await client.post("/api/v1/portfolio/correlation", json={"days": 365})
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_portfolio_correlation_empty_symbols(client):
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/correlation", json={"symbols": [], "days": 365}
|
||||
)
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.compute_correlation", new_callable=AsyncMock)
|
||||
async def test_portfolio_correlation_service_error_returns_502(mock_fn, client):
|
||||
mock_fn.side_effect = RuntimeError("Failed")
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/correlation",
|
||||
json={"symbols": ["AAPL", "MSFT"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 502
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.compute_correlation", new_callable=AsyncMock)
|
||||
async def test_portfolio_correlation_value_error_returns_400(mock_fn, client):
|
||||
mock_fn.side_effect = ValueError("No price data available")
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/correlation",
|
||||
json={"symbols": ["AAPL", "MSFT"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 400
|
||||
|
||||
|
||||
# --- POST /api/v1/portfolio/risk-parity ---
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
|
||||
async def test_portfolio_risk_parity_happy_path(mock_fn, client):
|
||||
mock_fn.return_value = {
|
||||
"weights": {"AAPL": 0.35, "MSFT": 0.33, "GOOGL": 0.32},
|
||||
"risk_contributions": {"AAPL": 0.34, "MSFT": 0.33, "GOOGL": 0.33},
|
||||
"method": "risk_parity",
|
||||
}
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/risk-parity",
|
||||
json={"symbols": ["AAPL", "MSFT", "GOOGL"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 200
|
||||
data = resp.json()
|
||||
assert data["success"] is True
|
||||
assert data["data"]["method"] == "risk_parity"
|
||||
assert "risk_contributions" in data["data"]
|
||||
mock_fn.assert_called_once_with(["AAPL", "MSFT", "GOOGL"], days=365)
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_portfolio_risk_parity_missing_symbols(client):
|
||||
resp = await client.post("/api/v1/portfolio/risk-parity", json={"days": 365})
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
async def test_portfolio_risk_parity_empty_symbols(client):
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/risk-parity", json={"symbols": [], "days": 365}
|
||||
)
|
||||
assert resp.status_code == 422
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
|
||||
async def test_portfolio_risk_parity_service_error_returns_502(mock_fn, client):
|
||||
mock_fn.side_effect = RuntimeError("Failed")
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/risk-parity",
|
||||
json={"symbols": ["AAPL", "MSFT"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 502
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
|
||||
async def test_portfolio_risk_parity_value_error_returns_400(mock_fn, client):
|
||||
mock_fn.side_effect = ValueError("No price data available")
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/risk-parity",
|
||||
json={"symbols": ["AAPL", "MSFT"], "days": 365},
|
||||
)
|
||||
assert resp.status_code == 400
|
||||
|
||||
|
||||
@pytest.mark.asyncio
|
||||
@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
|
||||
async def test_portfolio_risk_parity_default_days(mock_fn, client):
|
||||
mock_fn.return_value = {
|
||||
"weights": {"AAPL": 1.0},
|
||||
"risk_contributions": {"AAPL": 1.0},
|
||||
"method": "risk_parity",
|
||||
}
|
||||
resp = await client.post(
|
||||
"/api/v1/portfolio/risk-parity", json={"symbols": ["AAPL"]}
|
||||
)
|
||||
assert resp.status_code == 200
|
||||
mock_fn.assert_called_once_with(["AAPL"], days=365)
|
||||
Reference in New Issue
Block a user