alexei.dolgolyov
6e12dd73c3
New /anomalies/compare page runs every saved strategy preset over the same window and ranks them by ROI — bets, W–L, hit-rate, net, and max drawdown side by side, with the best ROI flagged. Auto-runs on load with an optional date-range refine. - CompareStrategiesUseCase fans RunBacktestUseCase over saved presets (re-loads the anomaly set per preset — fine for the handful a user keeps; stays bug-for-bug identical to a single backtest run). - StrategyComparisonService.BuildVm (pure) computes per-row hit-rate + a single best-by-ROI flag; nav entry + en/ru resx. - 6 tests: use-case fan-out + BuildVm best/tie/no-bets/hit-rate.
90 lines
2.9 KiB
C#
90 lines
2.9 KiB
C#
using FluentAssertions;
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using Marathon.Application.UseCases;
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using Marathon.Domain.Backtesting;
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using Marathon.Domain.ValueObjects;
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using Marathon.UI.Services;
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namespace Marathon.UI.Tests.Services;
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/// <summary>
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/// Tests the pure <see cref="StrategyComparisonService.BuildVm"/> projection — per-row hit
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/// rate and the single best-by-ROI flag — without the (sealed) use case.
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/// </summary>
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public sealed class StrategyComparisonServiceTests
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{
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private static BacktestResult Result(int bets, int wins, int losses, decimal net, decimal? roi, decimal maxDd = 0m) =>
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new(
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StartingBankroll: 1000m,
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FinalBankroll: 1000m + net,
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NetProfit: net,
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RoiPercent: roi,
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TotalStaked: 0m,
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TotalReturned: 0m,
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MaxDrawdown: maxDd,
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MaxDrawdownPercent: null,
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BetsPlaced: bets,
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Wins: wins,
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Losses: losses,
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Skipped: 0,
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SkippedByThreshold: 0,
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SkippedByDataQuality: 0,
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SkippedByBankroll: 0,
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MaxWinStreak: 0,
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MaxLossStreak: 0,
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Trace: Array.Empty<BacktestTrace>(),
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EventTitles: new Dictionary<EventId, string>());
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private static StrategyComparison Comp(string name, BacktestResult result) =>
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new(Guid.NewGuid(), name, result);
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[Fact]
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public void BuildVm_Empty_When_NoComparisons()
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{
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StrategyComparisonService.BuildVm(Array.Empty<StrategyComparison>())
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.Should().Be(StrategyComparisonVm.Empty);
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}
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[Fact]
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public void BuildVm_MarksHighestRoiBest_AndComputesHitRate()
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{
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var comps = new[]
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{
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Comp("Flat", Result(bets: 10, wins: 6, losses: 4, net: 20m, roi: 5m)),
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Comp("Kelly", Result(bets: 10, wins: 7, losses: 3, net: 50m, roi: 12m)),
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Comp("Percent", Result(bets: 10, wins: 5, losses: 5, net: -10m, roi: -3m)),
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};
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var vm = StrategyComparisonService.BuildVm(comps);
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vm.Rows.Should().HaveCount(3);
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vm.Rows.Count(r => r.IsBest).Should().Be(1);
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vm.Rows.Single(r => r.IsBest).Name.Should().Be("Kelly");
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vm.Rows.Single(r => r.Name == "Flat").HitRatePercent.Should().Be(60m); // 6/10
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}
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[Fact]
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public void BuildVm_NoBetsPreset_NotBest_AndNullHitRate()
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{
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var vm = StrategyComparisonService.BuildVm(new[]
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{
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Comp("Idle", Result(bets: 0, wins: 0, losses: 0, net: 0m, roi: null)),
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});
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vm.Rows.Should().ContainSingle();
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vm.Rows[0].IsBest.Should().BeFalse();
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vm.Rows[0].HitRatePercent.Should().BeNull();
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}
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[Fact]
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public void BuildVm_Ties_ProduceSingleBest()
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{
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var comps = new[]
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{
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Comp("A", Result(10, 6, 4, 20m, 5m)),
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Comp("B", Result(10, 6, 4, 20m, 5m)),
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};
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StrategyComparisonService.BuildVm(comps).Rows.Count(r => r.IsBest).Should().Be(1);
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}
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}
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