dennisthiessen
1e82dfad7f
Production strategy change based on the July 2026 backtest: paper trades now default to a 30-trading-day hold with the initial stop (classic momentum hold-and-rerank), while target and trailing exits remain available in Admin. The exit policy API/UI now carries hold_days and close_reason can be 'time'. The activation confidence floor default is now 0/off because the gate ablation showed it added no per-trade edge while filtering out usable setups. Migration 015 clears stored activation_min_confidence and paper_exit_mode so the new defaults take effect; this intentionally resets Track Record comparability from this deploy. Verification: 451 backend tests pass, ruff check app/ clean, frontend npm run build clean. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
79 lines
3.1 KiB
Python
79 lines
3.1 KiB
Python
"""Unit tests for activation threshold configuration."""
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from __future__ import annotations
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import pytest
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.exceptions import ValidationError
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from app.services.admin_service import (
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get_activation_config,
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update_activation_config,
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)
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@pytest.fixture
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async def session() -> AsyncSession:
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"""DB session compatible with services that commit."""
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from tests.conftest import _test_session_factory
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async with _test_session_factory() as session:
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yield session
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class TestActivationConfig:
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async def test_defaults_when_unset(self, session: AsyncSession):
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config = await get_activation_config(session)
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assert config == {
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"min_momentum_percentile": 80.0,
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"min_rr": 1.2,
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"min_confidence": 0.0, # off — the July 2026 ablation showed it adds nothing
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"require_high_conviction": False,
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"exclude_conflicts": False,
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"exclude_neutral": True,
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}
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async def test_update_and_read_back(self, session: AsyncSession):
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updated = await update_activation_config(
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session, {"min_momentum_percentile": 70.0, "min_confidence": 60.0}
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)
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assert updated["min_momentum_percentile"] == 70.0
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assert updated["min_confidence"] == 60.0
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config = await get_activation_config(session)
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assert config["min_momentum_percentile"] == 70.0
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assert config["min_confidence"] == 60.0
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async def test_partial_update_keeps_other_value(self, session: AsyncSession):
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await update_activation_config(session, {"min_confidence": 80.0})
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config = await get_activation_config(session)
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assert config["min_rr"] == 1.2 # default untouched
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assert config["min_confidence"] == 80.0
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async def test_rejects_out_of_range_momentum_percentile(self, session: AsyncSession):
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with pytest.raises(ValidationError):
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await update_activation_config(session, {"min_momentum_percentile": 150.0})
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async def test_conviction_flags_round_trip(self, session: AsyncSession):
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await update_activation_config(
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session,
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{"require_high_conviction": True, "exclude_conflicts": True},
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)
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config = await get_activation_config(session)
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assert config["require_high_conviction"] is True
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assert config["exclude_conflicts"] is True
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async def test_exclude_neutral_round_trip(self, session: AsyncSession):
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# On by default; can be turned off.
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assert (await get_activation_config(session))["exclude_neutral"] is True
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await update_activation_config(session, {"exclude_neutral": False})
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assert (await get_activation_config(session))["exclude_neutral"] is False
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async def test_rejects_negative_rr(self, session: AsyncSession):
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with pytest.raises(ValidationError):
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await update_activation_config(session, {"min_rr": -1.0})
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async def test_rejects_out_of_range_confidence(self, session: AsyncSession):
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with pytest.raises(ValidationError):
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await update_activation_config(session, {"min_confidence": 120.0})
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