9j_ZdZddlZddlmcmZddlZddlZ ddl Z ddl m Z GddZy)z"Unit tests for statistics service.N)statistics_servicec<eZdZdZdZdZdZdZdZdZ dZ y ) TestStatisticsServicectjtjj ddd}t j |}t|t}|s ddtjvstjtrtjtnddtjvstj|rtj|nddtjvstjtrtjtndtj|dz}ttj|d}y) NgMbP?g{Gz?imz5assert %(py4)s {%(py4)s = %(py0)s(%(py1)s, %(py2)s) } isinstancesharpefloat)py0py1py2py4)pdSeriesnprandomnormalr sharpe_ratiorr @py_builtinslocals @pytest_ar_should_repr_global_name _safereprAssertionError_format_explanation)selfreturnsr @py_assert3 @py_format5s ?C:\xampp\htdocs\tradingbinance\backend\tests\test_statistics.pytest_sharpe_ratioz'TestStatisticsService.test_sharpe_ratio s))BII,,UD#>?#009&%((((((((z(((z((((((&(((&((((((%(((%((((((((((ctjgd}tj|}d}||kD}|st j d|fd||fdt jvst j|rt j|ndt j|dz}dd|iz}tt j|dx}}y) N)dni_r#xsr>z%(py0)s > %(py3)sddr py3assert %(py5)spy5) rrr max_drawdownr_call_reprcomparerrrrrr)requityr, @py_assert2 @py_assert1 @py_format4 @py_format6s rtest_max_drawdownz'TestStatisticsService.test_max_drawdownsb=>  , ,V 4 rAv rA r r A r!cgd}tj|}d}||k(}|stjd|fd||fdt j vstj |rtj|ndtj|dz}dd|iz}ttj|dx}}y) N)r#gN@)==)z%(py0)s == %(py3)swrr-r/r0) rwin_raterr2rrrrrr)rpnlsr?r4r5r6r7s r test_win_ratez#TestStatisticsService.test_win_rateso(  ( ( .rTzrTrrTr!cgd}tj|}d}||kD}|stjd|fd||fdt j vstj |rtj|ndtj|dz}dd|iz}ttj|dx}}y) N)r#r:r;r<r)r+pfr-r/r0) r profit_factorrr2rrrrrr)rrArEr4r5r6r7s rtest_profit_factorz(TestStatisticsService.test_profit_factorsX#  - -d 3 rAv rA r r A r!ctjdddd}d}||k}d}||k}|r|stjd||fd|||ftj|d t j vstj|rtj|nd tj|d z}d d |iz}ttj|dx}x}x}}y) N<r#2g?)capr)<=rL)z%(py1)s <= %(py4)sz%(py4)s <= %(py6)skelly)r r py6zassert %(py8)spy8) rkelly_criterionrr2rrrrrr)rrM @py_assert0r4 @py_assert5r @py_format7 @py_format9s rtest_kelly_criterion_cappedz1TestStatisticsService.test_kelly_criterion_cappeds"222sBDI!qE!!T!ET!!!!!qET!!!q!!!!!!E!!!E!!!T!!!!!!!r!ctjgd}tjd|}d}||kD}|st j d|fd||fdt jvst j|rt j|ndt j|dz}dd |iz}tt j|dx}}y) N) rD r_rr)r+zr-r/r0) rrrz_scorerr2rrrrrr)rseriesr`r4r5r6r7s r test_z_scorez"TestStatisticsService.test_z_score#sd:;  & &r6 2 q1u q1 q q 1 r!c^tjgd}tj|d}|d}d}||u}|slt j d|fd||ft j |t j |dz}d d |iz}tt j|dx}x}}y) N) rDrWrXrWrXrWrXrWrXr#g@) threshold is_anomalyT)is)z%(py1)s is %(py4)s)r r zassert %(py6)srN) rrrdetect_anomaliesrr2rrr)rrbresultrQrr4rrSs rtest_anomaly_detectionz,TestStatisticsService.test_anomaly_detection(su;<#44VsKl#+t+#t++++#t+++#+++t+++++++r!ctjgd}tjgd}tj||}d}||z }t |}d}||k}|s t j d|fd||fdtjvst jtrt jtnddtjvst j|rt j|ndt j|t j|t j|d z} d d | iz} tt j| dx}x}x}x}}y) N)rDrWrXrYrZ)rWrYr[r]r_g?g{Gz?)<)z;%(py6)s {%(py6)s = %(py0)s((%(py1)s - %(py3)s)) } < %(py9)sabscorr)r r r.rNpy9zassert %(py11)spy11) rrr correlationrmrr2rrrrrr) rabrnr4 @py_assert4rR @py_assert8 @py_assert7 @py_format10 @py_format12s rtest_correlationz&TestStatisticsService.test_correlation-s IIo & II& '!--a3%4#:%s:%%%%%%%%%%%%s%%%s%%%%%%4%%%4%%%#%%%%%%%%%%%%%%r!N) __name__ __module__ __qualname__r r8rBrGrUrcrjryr!rrr s*)    " , &r!r)__doc__builtinsr_pytest.assertion.rewrite assertionrewriterpytestpandasrnumpyrapp.services.statistics_servicerrr}r!rrs"( >'&'&r!