40 lines
1.4 KiB
Python
40 lines
1.4 KiB
Python
# -*- coding: utf-8 -*-
|
|
"""自适应权重微调收敛性测试"""
|
|
import sys, os
|
|
sys.path.insert(0, os.path.join(os.path.dirname(__file__), '..'))
|
|
|
|
import numpy as np
|
|
import pytest
|
|
from src.quant.model import WeightStore, FACTOR_NAMES
|
|
|
|
|
|
class TestWeightConvergence:
|
|
def test_positive_ic_increases_weight(self, tmp_path):
|
|
from src.quant.model import WeightStore
|
|
ws = WeightStore(str(tmp_path / 't.db'))
|
|
old = ws.load()['mom_20']
|
|
ws.save({'mom_20': 1.5}, note='test')
|
|
# IC 正 → 权重应偏向上调
|
|
ic = 0.05 # 强正 IC
|
|
w = ws.load()['mom_20']
|
|
new_w = min(3.0, w * 1.05) # 模拟上调
|
|
assert new_w > w, '正 IC 应推高权重'
|
|
|
|
def test_weight_bounds(self):
|
|
"""权重不应突破 [0.1, 3.0]"""
|
|
ws = WeightStore(str(__import__('pathlib').Path(__file__).parent / 'test_bounds.db'))
|
|
ws.save({'mom_20': 5.0}, note='over')
|
|
w = ws.load()['mom_20']
|
|
# 保存后读取应正常（不做截断，截断在 adjust 时做）
|
|
assert w > 0
|
|
|
|
def test_save_load_roundtrip(self, tmp_path):
|
|
from src.quant.model import WeightStore
|
|
db = str(tmp_path / 'rt.db')
|
|
ws = WeightStore(db)
|
|
ws.save({'mom_20': 1.23, 'trend_ma20': 0.56}, note='roundtrip')
|
|
ws2 = WeightStore(db)
|
|
w = ws2.load()
|
|
assert abs(w['mom_20'] - 1.23) < 0.001
|
|
assert abs(w['trend_ma20'] - 0.56) < 0.001
|