stock-analysis/internal/strategy/lowprice_test.go

package strategy

import (
	"context"
	"testing"

	"stock-analysis/internal/backtest"
)

func TestLowPrice_Name(t *testing.T) {
	s := NewLowPrice(LowPriceParams{TopN: 10, Rebalance: 21, MinPrice: 80, MaxPrice: 130})
	name := s.Name()
	if name == "" {
		t.Error("strategy name should not be empty")
	}
}

func TestLowPrice_FirstDaySelectsTopN(t *testing.T) {
	s := NewLowPrice(LowPriceParams{TopN: 3, Rebalance: 5, MinPrice: 80, MaxPrice: 130})

	universe := []backtest.Quote{
		{Code: "A", Price: 100},
		{Code: "B", Price: 90},
		{Code: "C", Price: 110},
		{Code: "D", Price: 85},
		{Code: "E", Price: 120},
		{Code: "F", Price: 75}, // 低于 MinPrice，应被过滤
		{Code: "G", Price: 135}, // 高于 MaxPrice，应被过滤
	}

	targets, err := s.OnBar(context.Background(), "2020-01-02", universe, nil)
	if err != nil {
		t.Fatalf("unexpected error: %v", err)
	}
	if len(targets) != 3 {
		t.Fatalf("expected 3 targets, got %d", len(targets))
	}

	// 按价格升序，应选 D(85), B(90), A(100)
	codes := make(map[string]bool)
	for _, tg := range targets {
		codes[tg.Code] = true
	}
	if !codes["D"] || !codes["B"] || !codes["A"] {
		t.Errorf("expected codes D, B, A, got %v", codes)
	}

	// 权重应为等权 1/3
	for _, tg := range targets {
		if tg.Weight != 1.0/3.0 {
			t.Errorf("weight for %s: expected %f, got %f", tg.Code, 1.0/3.0, tg.Weight)
		}
	}
}

func TestLowPrice_NonRebalanceDay(t *testing.T) {
	s := NewLowPrice(LowPriceParams{TopN: 3, Rebalance: 5, MinPrice: 80, MaxPrice: 130})

	universe := []backtest.Quote{
		{Code: "A", Price: 100},
	}

	// 第 1 天：调仓
	targets, _ := s.OnBar(context.Background(), "2020-01-02", universe, nil)
	if targets == nil {
		t.Error("day 1 should rebalance")
	}

	// 第 2-5 天：不调仓
	for i := 0; i < 4; i++ {
		targets, _ = s.OnBar(context.Background(), "2020-01-02", universe, nil)
		if targets != nil {
			t.Errorf("day %d should not rebalance", i+2)
		}
	}

	// 第 6 天：调仓
	targets, _ = s.OnBar(context.Background(), "2020-01-02", universe, nil)
	if targets == nil {
		t.Error("day 6 should rebalance")
	}
}

func TestLowPrice_NoQualifiedCandidates(t *testing.T) {
	s := NewLowPrice(LowPriceParams{TopN: 3, Rebalance: 5, MinPrice: 80, MaxPrice: 130})

	// 所有标的价格都不在范围内
	universe := []backtest.Quote{
		{Code: "A", Price: 50},
		{Code: "B", Price: 200},
	}

	targets, err := s.OnBar(context.Background(), "2020-01-02", universe, nil)
	if err != nil {
		t.Fatalf("unexpected error: %v", err)
	}
	if targets != nil {
		t.Error("expected nil targets when no qualified candidates")
	}
}

func TestLowPrice_FewerThanTopN(t *testing.T) {
	s := NewLowPrice(LowPriceParams{TopN: 10, Rebalance: 5, MinPrice: 80, MaxPrice: 130})

	universe := []backtest.Quote{
		{Code: "A", Price: 100},
		{Code: "B", Price: 110},
	}

	targets, err := s.OnBar(context.Background(), "2020-01-02", universe, nil)
	if err != nil {
		t.Fatalf("unexpected error: %v", err)
	}
	if len(targets) != 2 {
		t.Fatalf("expected 2 targets, got %d", len(targets))
	}
	// 权重应为等权 1/2
	for _, tg := range targets {
		if tg.Weight != 0.5 {
			t.Errorf("weight for %s: expected 0.5, got %f", tg.Code, tg.Weight)
		}
	}
}

func TestDefaultLowPriceParams(t *testing.T) {
	p := DefaultLowPriceParams()
	if p.TopN != 10 {
		t.Errorf("TopN: expected 10, got %d", p.TopN)
	}
	if p.Rebalance != 21 {
		t.Errorf("Rebalance: expected 21, got %d", p.Rebalance)
	}
	if p.MinPrice != 80 {
		t.Errorf("MinPrice: expected 80, got %f", p.MinPrice)
	}
	if p.MaxPrice != 130 {
		t.Errorf("MaxPrice: expected 130, got %f", p.MaxPrice)
	}
}