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"""Tests for the report formatter."""
import json
from datetime import timedelta
from decimal import Decimal
from backtester.engine import BacktestResult
from backtester.metrics import DetailedMetrics
from backtester.reporter import export_csv, export_json, format_report
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="AAPL",
total_trades=10,
initial_balance=Decimal("10000"),
final_balance=Decimal("11500"),
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
assert "AAPL" in report
assert "10000" in report
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"] == "AAPL"
assert "detailed" in data
assert data["detailed"]["sharpe_ratio"] == 1.5
assert data["detailed"]["monthly_returns"]["2025-01"] == 500.0
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