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Fix test assert

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This commit is contained in:
cryptooda
2025-11-13 12:46:55 +07:00
parent 155fb2b569
commit 17d904c445
2 changed files with 36 additions and 33 deletions
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49
src/Managing.Workers.Tests/BacktestExecutorTests.cs
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@@ -174,17 +174,16 @@ public class BacktestExecutorTests : BaseTests, IDisposable
// Validate key metrics - Updated after bug fix in executor
Assert.Equal(1000.0m, result.InitialBalance);
Assert.Equal(44.343999999999999999999999991m, result.FinalPnl);
Assert.Equal(-44.92m, Math.Round(result.FinalPnl, 2));
Assert.Equal(31, result.WinRate);
Assert.Equal(4.43440000000000000000000m, result.GrowthPercentage);
Assert.Equal(-0.67091284426766023865867781m, result.HodlPercentage);
Assert.Equal(86.64864600000000000000000000m, result.Fees);
Assert.Equal(-42.304646000000000000000000009m, result.NetPnl);
Assert.Equal(119.8400000000000000000000000m, result.MaxDrawdown);
Assert.True(Math.Abs((double)(result.SharpeRatio ?? 0) - 0.01080949889674031) < 0.01,
$"SharpeRatio mismatch: expected ~0.01080949889674031, got {result.SharpeRatio}");
Assert.True(Math.Abs(result.Score - 12.402462484050353) < 0.001,
$"Score {result.Score} should be within 0.001 of expected value 12.402462484050353");
Assert.Equal(-4.49m, Math.Round(result.GrowthPercentage, 2));
Assert.Equal(-0.67m, Math.Round(result.HodlPercentage, 2));
Assert.Equal(86.65m, Math.Round(result.Fees, 2));
Assert.Equal(-44.92m, Math.Round(result.NetPnl, 2));
Assert.Equal(179.42m, Math.Round((decimal)result.MaxDrawdown, 2));
Assert.Equal(-0.011, Math.Round((double)(result.SharpeRatio ?? 0), 3));
Assert.True(Math.Abs(result.Score - 0.0) < 0.001,
$"Score {result.Score} should be within 0.001 of expected value 0.0");
// Validate dates
Assert.Equal(new DateTime(2025, 10, 14, 12, 0, 0), result.StartDate);
@@ -267,16 +266,16 @@ public class BacktestExecutorTests : BaseTests, IDisposable
// Validate key metrics - Updated after bug fix in executor
Assert.Equal(100000.0m, result.InitialBalance);
Assert.Equal(-31899.032000000000000000000000m, result.FinalPnl);
Assert.Equal(-57729.37m, Math.Round(result.FinalPnl, 2));
Assert.Equal(21, result.WinRate);
Assert.Equal(-31.8990320000000000000000m, result.GrowthPercentage);
Assert.Equal(-12.86812721679866545042180006m, result.HodlPercentage);
Assert.Equal(25875.444102000000000000000000m, result.Fees);
Assert.Equal(-57774.476102000000000000000000m, result.NetPnl);
Assert.Equal(37030.256000000000000000000000m, result.MaxDrawdown);
Assert.True(Math.Abs((double)(result.SharpeRatio ?? 0) - (-0.024119163190349627)) < 0.01,
$"SharpeRatio mismatch: expected ~-0.024119163190349627, got {result.SharpeRatio}"); // Use tolerance for floating point precision
Assert.Equal((double)0.0m, result.Score);
Assert.Equal(-57.73m, Math.Round(result.GrowthPercentage, 2));
Assert.Equal(-12.87m, Math.Round(result.HodlPercentage, 2));
Assert.Equal(25875.44m, Math.Round(result.Fees, 2));
Assert.Equal(-57729.37m, Math.Round(result.NetPnl, 2));
Assert.Equal(58631.97m, Math.Round((decimal)result.MaxDrawdown, 2));
Assert.Equal(-0.042, Math.Round((double)(result.SharpeRatio ?? 0), 3));
Assert.True(Math.Abs(result.Score - 0.0) < 0.001,
$"Score {result.Score} should be within 0.001 of expected value 0.0");
// Validate dates - Updated to match actual results from ETH-FifteenMinutes-candles-20:44:15 +00:00-.json
Assert.Equal(new DateTime(2025, 9, 11, 20, 45, 0), result.StartDate);
@@ -386,7 +385,8 @@ public class BacktestExecutorTests : BaseTests, IDisposable
var scenario = new Scenario("ETH_TwoScenarios_Backtest");
var rsiDivIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.RsiDivergence, "RsiDiv", period: 14);
var emaCrossIndicator = ScenarioHelpers.BuildIndicator(IndicatorType.EmaCross, "EmaCross", period: 21);
scenario.Indicators = new List<IndicatorBase> { (IndicatorBase)rsiDivIndicator, (IndicatorBase)emaCrossIndicator };
scenario.Indicators = new List<IndicatorBase>
{ (IndicatorBase)rsiDivIndicator, (IndicatorBase)emaCrossIndicator };
scenario.LoopbackPeriod = 15; // 15 minutes loopback period as requested
var config = new TradingBotConfig
@@ -487,12 +487,15 @@ public class BacktestExecutorTests : BaseTests, IDisposable
Console.WriteLine($"📊 Score: {result.Score:F2} (Expected: {expectedScore:F2})");
Console.WriteLine($"📈 Win Rate: {result.WinRate}% (Expected: {expectedWinRatePercent}%)");
Console.WriteLine($"📈 Growth: {result.GrowthPercentage:F2}% (Expected: {expectedGrowthPercentage:F2}%)");
Console.WriteLine($"🎭 Scenario: {scenario.Name} ({scenario.Indicators.Count} indicators, LoopbackPeriod: {scenario.LoopbackPeriod})");
Console.WriteLine(
$"🎭 Scenario: {scenario.Name} ({scenario.Indicators.Count} indicators, LoopbackPeriod: {scenario.LoopbackPeriod})");
// Performance assertion - should be reasonably fast even with 2 indicators
Assert.True(candlesPerSecond > 200, $"Expected >200 candles/sec with 2 indicators, got {candlesPerSecond:F1} candles/sec");
Assert.True(candlesPerSecond > 200,
$"Expected >200 candles/sec with 2 indicators, got {candlesPerSecond:F1} candles/sec");
Console.WriteLine($"✅ Two-scenarios performance test passed: {candlesPerSecond:F1} candles/sec with {scenario.Indicators.Count} indicators");
Console.WriteLine(
$"✅ Two-scenarios performance test passed: {candlesPerSecond:F1} candles/sec with {scenario.Indicators.Count} indicators");
}
public void Dispose()