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
225
tests/test_routes_portfolio.py
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225
tests/test_routes_portfolio.py
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"""Tests for portfolio optimization routes (TDD - RED phase first)."""
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from unittest.mock import patch, AsyncMock
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import pytest
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from httpx import AsyncClient, ASGITransport
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from main import app
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@pytest.fixture
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async def client():
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transport = ASGITransport(app=app)
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async with AsyncClient(transport=transport, base_url="http://test") as c:
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yield c
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# --- POST /api/v1/portfolio/optimize ---
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
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async def test_portfolio_optimize_happy_path(mock_fn, client):
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mock_fn.return_value = {
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"weights": {"AAPL": 0.35, "MSFT": 0.32, "GOOGL": 0.33},
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"method": "hrp",
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}
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resp = await client.post(
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"/api/v1/portfolio/optimize",
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json={"symbols": ["AAPL", "MSFT", "GOOGL"], "days": 365},
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)
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assert resp.status_code == 200
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data = resp.json()
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assert data["success"] is True
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assert data["data"]["method"] == "hrp"
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assert "AAPL" in data["data"]["weights"]
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mock_fn.assert_called_once_with(["AAPL", "MSFT", "GOOGL"], days=365)
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@pytest.mark.asyncio
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async def test_portfolio_optimize_missing_symbols(client):
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resp = await client.post("/api/v1/portfolio/optimize", json={"days": 365})
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assert resp.status_code == 422
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@pytest.mark.asyncio
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async def test_portfolio_optimize_empty_symbols(client):
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resp = await client.post(
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"/api/v1/portfolio/optimize", json={"symbols": [], "days": 365}
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)
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assert resp.status_code == 422
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@pytest.mark.asyncio
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async def test_portfolio_optimize_too_many_symbols(client):
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symbols = [f"SYM{i}" for i in range(51)]
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resp = await client.post(
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"/api/v1/portfolio/optimize", json={"symbols": symbols, "days": 365}
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)
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assert resp.status_code == 422
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
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async def test_portfolio_optimize_service_error_returns_502(mock_fn, client):
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mock_fn.side_effect = RuntimeError("Computation failed")
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resp = await client.post(
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"/api/v1/portfolio/optimize",
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json={"symbols": ["AAPL", "MSFT"], "days": 365},
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)
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assert resp.status_code == 502
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
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async def test_portfolio_optimize_value_error_returns_400(mock_fn, client):
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mock_fn.side_effect = ValueError("No price data available")
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resp = await client.post(
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"/api/v1/portfolio/optimize",
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json={"symbols": ["AAPL", "MSFT"], "days": 365},
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)
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assert resp.status_code == 400
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.optimize_hrp", new_callable=AsyncMock)
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async def test_portfolio_optimize_default_days(mock_fn, client):
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mock_fn.return_value = {"weights": {"AAPL": 1.0}, "method": "hrp"}
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resp = await client.post(
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"/api/v1/portfolio/optimize", json={"symbols": ["AAPL"]}
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)
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assert resp.status_code == 200
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mock_fn.assert_called_once_with(["AAPL"], days=365)
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# --- POST /api/v1/portfolio/correlation ---
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.compute_correlation", new_callable=AsyncMock)
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async def test_portfolio_correlation_happy_path(mock_fn, client):
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mock_fn.return_value = {
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"symbols": ["AAPL", "MSFT"],
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"matrix": [[1.0, 0.85], [0.85, 1.0]],
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}
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resp = await client.post(
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"/api/v1/portfolio/correlation",
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json={"symbols": ["AAPL", "MSFT"], "days": 365},
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)
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assert resp.status_code == 200
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data = resp.json()
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assert data["success"] is True
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assert data["data"]["symbols"] == ["AAPL", "MSFT"]
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assert data["data"]["matrix"][0][0] == pytest.approx(1.0)
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mock_fn.assert_called_once_with(["AAPL", "MSFT"], days=365)
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@pytest.mark.asyncio
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async def test_portfolio_correlation_missing_symbols(client):
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resp = await client.post("/api/v1/portfolio/correlation", json={"days": 365})
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assert resp.status_code == 422
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@pytest.mark.asyncio
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async def test_portfolio_correlation_empty_symbols(client):
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resp = await client.post(
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"/api/v1/portfolio/correlation", json={"symbols": [], "days": 365}
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)
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assert resp.status_code == 422
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.compute_correlation", new_callable=AsyncMock)
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async def test_portfolio_correlation_service_error_returns_502(mock_fn, client):
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mock_fn.side_effect = RuntimeError("Failed")
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resp = await client.post(
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"/api/v1/portfolio/correlation",
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json={"symbols": ["AAPL", "MSFT"], "days": 365},
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)
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assert resp.status_code == 502
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.compute_correlation", new_callable=AsyncMock)
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async def test_portfolio_correlation_value_error_returns_400(mock_fn, client):
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mock_fn.side_effect = ValueError("No price data available")
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resp = await client.post(
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"/api/v1/portfolio/correlation",
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json={"symbols": ["AAPL", "MSFT"], "days": 365},
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)
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assert resp.status_code == 400
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# --- POST /api/v1/portfolio/risk-parity ---
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
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async def test_portfolio_risk_parity_happy_path(mock_fn, client):
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mock_fn.return_value = {
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"weights": {"AAPL": 0.35, "MSFT": 0.33, "GOOGL": 0.32},
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"risk_contributions": {"AAPL": 0.34, "MSFT": 0.33, "GOOGL": 0.33},
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"method": "risk_parity",
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}
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resp = await client.post(
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"/api/v1/portfolio/risk-parity",
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json={"symbols": ["AAPL", "MSFT", "GOOGL"], "days": 365},
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)
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assert resp.status_code == 200
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data = resp.json()
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assert data["success"] is True
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assert data["data"]["method"] == "risk_parity"
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assert "risk_contributions" in data["data"]
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mock_fn.assert_called_once_with(["AAPL", "MSFT", "GOOGL"], days=365)
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@pytest.mark.asyncio
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async def test_portfolio_risk_parity_missing_symbols(client):
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resp = await client.post("/api/v1/portfolio/risk-parity", json={"days": 365})
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assert resp.status_code == 422
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@pytest.mark.asyncio
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async def test_portfolio_risk_parity_empty_symbols(client):
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resp = await client.post(
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"/api/v1/portfolio/risk-parity", json={"symbols": [], "days": 365}
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)
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assert resp.status_code == 422
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
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async def test_portfolio_risk_parity_service_error_returns_502(mock_fn, client):
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mock_fn.side_effect = RuntimeError("Failed")
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resp = await client.post(
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"/api/v1/portfolio/risk-parity",
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json={"symbols": ["AAPL", "MSFT"], "days": 365},
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)
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assert resp.status_code == 502
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
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async def test_portfolio_risk_parity_value_error_returns_400(mock_fn, client):
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mock_fn.side_effect = ValueError("No price data available")
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resp = await client.post(
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"/api/v1/portfolio/risk-parity",
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json={"symbols": ["AAPL", "MSFT"], "days": 365},
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)
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assert resp.status_code == 400
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@pytest.mark.asyncio
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@patch("routes_portfolio.portfolio_service.compute_risk_parity", new_callable=AsyncMock)
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async def test_portfolio_risk_parity_default_days(mock_fn, client):
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mock_fn.return_value = {
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"weights": {"AAPL": 1.0},
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"risk_contributions": {"AAPL": 1.0},
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"method": "risk_parity",
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}
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resp = await client.post(
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"/api/v1/portfolio/risk-parity", json={"symbols": ["AAPL"]}
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)
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assert resp.status_code == 200
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mock_fn.assert_called_once_with(["AAPL"], days=365)
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