Fix bounded S/R training portfolio calendars

2026-07-12 22:45:05 +02:00
parent 4ca48ac590
commit cb64f7bf65
4 changed files with 52 additions and 4 deletions
@@ -604,6 +604,34 @@ class TestSimulatePortfolio:
    def test_nothing_qualified_returns_none(self):
        assert bt._simulate_portfolio([], {}, None, "hold", 30) is None

+    def test_configured_entry_end_truncates_flat_calendar_tail(self, monkeypatch):
+        closes = [100.0 + i for i in range(100)]
+        prices = {"AAA": _sim_prices(self.ORD, closes)}
+        cand = _sim_cand("AAA", self.ORD, entry=100.0, stop=95.0, target=130.0)
+        monkeypatch.setenv(
+            "BACKTEST_ENTRY_END", date.fromordinal(self.ORD).isoformat()
+        )
+
+        sim = bt._simulate_portfolio([cand], prices, None, "hold", 3)
+
+        assert sim is not None
+        assert sim["end_date"] == date.fromordinal(self.ORD + 3).isoformat()
+
+    def test_configured_entry_start_aligns_book_calendar(self, monkeypatch):
+        closes = [100.0 + i for i in range(10)]
+        prices = {"AAA": _sim_prices(self.ORD, closes)}
+        cand = _sim_cand(
+            "AAA", self.ORD + 1, entry=101.0, stop=96.0, target=130.0
+        )
+        monkeypatch.setenv(
+            "BACKTEST_ENTRY_START", date.fromordinal(self.ORD).isoformat()
+        )
+
+        sim = bt._simulate_portfolio([cand], prices, None, "hold", 3)
+
+        assert sim is not None
+        assert sim["start_date"] == date.fromordinal(self.ORD).isoformat()
+

 def test_bucket_stats_counts_and_expectancy():
    cands = [