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AlphaFX Testing Guide

Test Suite Overview

Suite Location Framework Count
Backend unit code/backend/tests/test_alphafx.py pytest + pytest-django 88
AI services unit code/ai_services/tests/test_ai_services.py pytest 20
Total 108

Running Backend Tests

cd code/backend
python -m pytest tests/ -v

# Run a specific class
python -m pytest tests/test_alphafx.py::TestGarmanKohlhagen -v

# Run with coverage
pip install pytest-cov
python -m pytest tests/ --cov=apps --cov-report=term-missing

Backend Test Classes

Class Tests Coverage area
TestSpotRates 8 Known pairs, inverse lookup, JPY, pip size, pip val
TestCrossRates 3 Same-currency identity, direct, triangulation
TestForwardRates 5 Positive/negative carry, flat, sign, tenor ordering
TestGarmanKohlhagen 11 Price, delta bounds, gamma, vega, parity, ITM/OTM
TestCarryTrade 5 List, sorted descending, filter, carry-to-vol, TRY
TestVolSurface 3 Tenors present, ATM positive, wing >= ATM
TestTechnicalAnalysis 9 Signal set, RSI/stoch/WR range, indicators present
TestRiskEngine 10 P&L sign, VaR positive, ES >= VaR, HHI, scenarios
TestRatesAPI 12 All rate endpoints, option Greeks, 400/404 handling
TestPortfolioAPI 8 Full CRUD, position open, risk, 10 scenarios
TestAnalyticsAPI 7 Position size, R:R=2.0, SABR smile, strategy
TestTechnicalAPI 6 Analysis, scan, correlation, S/R, Fibonacci, HV
TestHealthEndpoints 2 Root returns name, health status present

AI Services Test Classes

Class Tests Coverage area
TestFeatureEngineering 7 Matrix shape, target binary, RSI range, sequences
TestLSTMForecaster 4 Fit/predict, binary output, fallback, save/load
TestRegimeDetector 4 State labels, prob sum=1, duration coverage
TestGARCHForecaster 3 Forecast shape, positive vol, NIC length=41
TestAnomalyDetector 3 Columns, severity set, crash injection detected
TestSentimentService 4 Rule scores, CCY detection, macro range, dict
TestSignalAggregator 3 Valid signal, technical score, risk_adjustment

Key Assertions

Put-call parity (TestGarmanKohlhagen)

Verifies: C - P = S _ exp(-r_f _ T) - K _ exp(-r_d _ T) Tolerance: 5e-5

VaR monotonicity (TestRiskEngine)

Verifies: VaR_10d >= VaR_1d and ES >= VaR_1d (Both hold under square-root-of-time scaling)

HHI edge cases (TestRiskEngine)

Single position: HHI = 1.0 (maximum concentration) Two equal positions: HHI = 0.5

Risk/reward ratio (TestAnalyticsAPI)

Entry=1.0850, SL=1.0800, TP=1.0950, side=buy Expected: risk_pips=50, reward_pips=100, rr=2.0

Strategy builder straddle (TestAnalyticsAPI)

Two legs (call+put, same strike, same tenor, both long) Expected strategy_name: "Long Straddle" Expected payoff table length: 21 (11 points from -10% to +10%)

CI Pipeline

# .github/workflows/ci.yml
on: [push, pull_request]
jobs:
  test:
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v3
      - uses: actions/setup-python@v4
        with: { python-version: "3.12" }
      - run: pip install -r code/backend/requirements.txt
      - run: cd code/backend && python -m pytest tests/ -v

Test Configuration

The backend pytest configuration is in code/backend/pytest.ini:

Setting Value
DJANGO_SETTINGS_MODULE alphafx.settings.base
python_files tests/test_*.py
python_classes Test*
python_functions test_*
addopts -v --tb=short

Writing New Tests

Backend API test pattern

class TestMyFeature(TestCase):
    def setUp(self):
        self.client = APIClient()

    def test_my_endpoint(self):
        resp = self.client.get("/api/v1/my-endpoint/")
        self.assertEqual(resp.status_code, 200)
        self.assertIn("expected_key", resp.data)

AI service test pattern

class TestMyModel(TestCase):
    @pytest.fixture(autouse=True)
    def setup(self, sample_ohlcv):
        self.df = sample_ohlcv

    def test_model_output(self):
        from ai_services.models.my_model import MyModel
        model = MyModel()
        model.fit(self.df["close"])
        result = model.predict(self.df["close"])
        assert result is not None