35 lines
1.2 KiB
Rust
35 lines
1.2 KiB
Rust
use chrono::NaiveDate;
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use fidc_core::{CnSmallCapRotationConfig, CnSmallCapRotationStrategy, DataSet, Strategy, StrategyContext, PortfolioState};
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use std::path::PathBuf;
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#[test]
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fn strategy_emits_target_weights_and_diagnostics() {
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let data_dir = PathBuf::from(env!("CARGO_MANIFEST_DIR")).join("../../data/demo");
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let data = DataSet::from_csv_dir(&data_dir).expect("demo data");
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let decision_date = NaiveDate::from_ymd_opt(2024, 1, 10).unwrap();
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let execution_date = NaiveDate::from_ymd_opt(2024, 1, 11).unwrap();
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let portfolio = PortfolioState::new(1_000_000.0);
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let mut cfg = CnSmallCapRotationConfig::demo();
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cfg.base_index_level = 3000.0;
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cfg.base_cap_floor = 38.0;
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cfg.cap_span = 25.0;
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let mut strategy = CnSmallCapRotationStrategy::new(cfg);
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let decision = strategy
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.on_day(&StrategyContext {
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execution_date,
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decision_date,
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decision_index: 0,
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data: &data,
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portfolio: &portfolio,
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})
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.expect("decision");
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assert!(decision.rebalance);
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assert!(!decision.target_weights.is_empty());
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assert!(decision
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.diagnostics
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.iter()
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.any(|line| line.contains("selected=")));
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}
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