Adriano
a7ada9f36c
build_worker_for gestisce basket/rotation/tsmom + DIP01 via StrategyWorker; run() fetcha 1h e resampla a 4h/1d, lookback dimensionato sui daily (TSM01 252g); tick multi-asset per kind. _defs marca TR01/ROT02/TSM01 col kind+universo. Niente piu' sleeve saltati in PORT06. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
40 lines
1.8 KiB
Python
40 lines
1.8 KiB
Python
"""T5: integrazione worker honest/TSM01 nel PortfolioRunner."""
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from src.portfolio.runner import build_worker_for, _STRAT_MODULE, _MULTI_KINDS
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from src.portfolio.base import SleeveSpec
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from src.live.basket_trend_worker import BasketTrendWorker
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from src.live.rotation_worker import RotationWorker
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from src.live.tsmom_worker import TsmomWorker
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from src.live.strategy_worker import StrategyWorker
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from scripts.portfolios._defs import PORTFOLIOS
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def test_build_basket_worker(tmp_path):
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spec = SleeveSpec(kind="basket", name="TR01", sid="TR01_basket",
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params={"universe": ["BNB", "BTC"], "tf": "4h"})
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w = build_worker_for(spec, alloc_capital=120.0, leverage=2.0, data_dir=tmp_path)
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assert isinstance(w, BasketTrendWorker) and w.capital == 120.0
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def test_build_rotation_and_tsmom(tmp_path):
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rot = SleeveSpec(kind="rotation", name="ROT02", sid="ROT02_rot",
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params={"universe": ["BTC", "ETH"], "tf": "1d", "top_k": 1, "gross": 0.45})
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tsm = SleeveSpec(kind="tsmom", name="TSM01", sid="TSM01",
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params={"universe": ["BTC", "ETH"], "tf": "1d", "gross": 0.30})
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wr = build_worker_for(rot, 100.0, 2.0, data_dir=tmp_path)
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wt = build_worker_for(tsm, 100.0, 2.0, data_dir=tmp_path)
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assert isinstance(wr, RotationWorker) and wr.capital == 100.0
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assert isinstance(wt, TsmomWorker) and wt.capital == 100.0
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def test_dip01_builds_as_strategy_worker(tmp_path):
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spec = SleeveSpec(kind="single", name="DIP01", sid="DIP01_BTC", asset="BTC")
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w = build_worker_for(spec, 80.0, 2.0, data_dir=tmp_path)
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assert isinstance(w, StrategyWorker) and w.capital == 80.0
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def test_port06_has_no_unsupported_sleeves():
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p = PORTFOLIOS["PORT06"]
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unsupported = [s.sid for s in p.sleeves
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if not (s.kind in ("pairs",) + _MULTI_KINDS or s.name in _STRAT_MODULE)]
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assert unsupported == []
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