"""Unit tests for the cross-sectional 12-1 momentum ranking.""" from __future__ import annotations from datetime import date, timedelta import pytest from app.models.ohlcv import OHLCVRecord from app.models.ticker import Ticker from app.services import momentum_service as ms @pytest.fixture async def session(): from tests.conftest import _test_session_factory async with _test_session_factory() as s: yield s async def _seed(session, symbol: str, rate: float, n: int = 280) -> None: t = Ticker(symbol=symbol) session.add(t) await session.flush() base = date(2024, 1, 1) for i in range(n): close = 100.0 * (rate ** i) session.add(OHLCVRecord( ticker_id=t.id, date=base + timedelta(days=i), open=close, high=close, low=close, close=close, volume=1_000_000, )) await session.commit() def test_compute_momentum_insufficient_history(): assert ms.compute_12_1_momentum([100.0] * 100) is None def test_compute_momentum_value(): closes = [100.0 * (1.01 ** i) for i in range(300)] m = ms.compute_12_1_momentum(closes) # 12-1 momentum skips the last month: close[-22] / close[-253] - 1 assert m == closes[-22] / closes[-253] - 1.0 assert m > 0 async def test_ranks_universe_into_percentiles(session): await _seed(session, "HIGH", rate=1.010) # strong uptrend → top momentum await _seed(session, "MID", rate=1.002) await _seed(session, "LOW", rate=0.999) # declining → bottom momentum pct = await ms.compute_momentum_percentiles(session) assert pct["HIGH"] == 100.0 assert pct["MID"] == 50.0 assert pct["LOW"] == 0.0 async def test_short_history_ticker_is_unranked(session): await _seed(session, "LONG", rate=1.005) await _seed(session, "SHORTHX", rate=1.005, n=100) # < 1y → no momentum pct = await ms.compute_momentum_percentiles(session) assert "LONG" in pct assert "SHORTHX" not in pct async def test_empty_universe_returns_empty(session): assert await ms.compute_momentum_percentiles(session) == {}