From 73eaf704584e5bf3c4499ccdd574af87304e1e5f Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Wed, 1 Apr 2026 16:22:12 +0900
Subject: feat(backtester): integrate detailed metrics and rich reporter

- Add timestamp field to SimulatedTrade, pass candle.open_time from engine
- Engine now builds TradeRecord list and computes DetailedMetrics
- Reporter uses rich tables for summary and monthly returns display
- Add export_csv() and export_json() functions
- Update reporter tests for rich output and export functions
---
 services/backtester/tests/test_reporter.py | 74 ++++++++++++++++++++++++++++--
 1 file changed, 71 insertions(+), 3 deletions(-)

(limited to 'services/backtester/tests/test_reporter.py')

diff --git a/services/backtester/tests/test_reporter.py b/services/backtester/tests/test_reporter.py
index f5c694c..aef3fc6 100644
--- a/services/backtester/tests/test_reporter.py
+++ b/services/backtester/tests/test_reporter.py
@@ -1,12 +1,35 @@
 """Tests for the report formatter."""
+import json
+from datetime import timedelta
 from decimal import Decimal
 
 from backtester.engine import BacktestResult
-from backtester.reporter import format_report
+from backtester.metrics import DetailedMetrics
+from backtester.reporter import export_csv, export_json, format_report
 
 
-def test_format_report_contains_key_metrics():
-    result = BacktestResult(
+def _make_result(with_detailed: bool = False) -> BacktestResult:
+    detailed = None
+    if with_detailed:
+        detailed = DetailedMetrics(
+            total_return=0.15,
+            total_trades=10,
+            winning_trades=6,
+            losing_trades=4,
+            win_rate=60.0,
+            profit_factor=2.5,
+            sharpe_ratio=1.5,
+            sortino_ratio=2.0,
+            calmar_ratio=3.0,
+            max_drawdown=0.05,
+            max_drawdown_duration=timedelta(hours=5),
+            monthly_returns={"2025-01": 500.0, "2025-02": 1000.0},
+            avg_win=250.0,
+            avg_loss=125.0,
+            largest_win=600.0,
+            largest_loss=-300.0,
+        )
+    return BacktestResult(
         strategy_name="sma_crossover",
         symbol="BTCUSDT",
         total_trades=10,
@@ -15,7 +38,12 @@ def test_format_report_contains_key_metrics():
         profit=Decimal("1500"),
         profit_pct=Decimal("15"),
         trades=[],
+        detailed=detailed,
     )
+
+
+def test_format_report_contains_key_metrics():
+    result = _make_result(with_detailed=False)
     report = format_report(result)
 
     assert "sma_crossover" in report
@@ -24,3 +52,43 @@ def test_format_report_contains_key_metrics():
     assert "11500" in report
     assert "1500" in report
     assert "15" in report
+
+
+def test_format_report_with_detailed_metrics():
+    result = _make_result(with_detailed=True)
+    report = format_report(result)
+
+    assert "Sharpe Ratio" in report
+    assert "Sortino Ratio" in report
+    assert "Max Drawdown" in report
+    assert "Profit Factor" in report
+
+
+def test_format_report_monthly_returns():
+    result = _make_result(with_detailed=True)
+    report = format_report(result)
+
+    assert "Monthly Returns" in report
+    assert "2025-01" in report
+    assert "2025-02" in report
+
+
+def test_export_csv():
+    result = _make_result(with_detailed=True)
+    csv_output = export_csv(result)
+
+    assert "Metric,Value" in csv_output
+    assert "sma_crossover" in csv_output
+    assert "Sharpe Ratio" in csv_output
+
+
+def test_export_json():
+    result = _make_result(with_detailed=True)
+    json_output = export_json(result)
+
+    data = json.loads(json_output)
+    assert data["strategy_name"] == "sma_crossover"
+    assert data["symbol"] == "BTCUSDT"
+    assert "detailed" in data
+    assert data["detailed"]["sharpe_ratio"] == 1.5
+    assert data["detailed"]["monthly_returns"]["2025-01"] == 500.0
-- 
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