feat(wbs): WBS M4/M5 C# domain engines & Vue 3 PrimeVue AG-Grid migration [WBS-10]

2026-07-24 11:31:36 +09:00
parent 2fe4cb288f
commit 757f2439af
81 changed files with 3739 additions and 2515 deletions
@@ -0,0 +1,30 @@
+using System.Collections.Generic;
+using Xunit;
+using QuantEngine.Core.Domain;
+
+namespace QuantEngine.Core.Tests;
+
+public class BacktesterTests
+{
+    [Fact]
+    public void RunBacktest_WithValidData_ReturnsCorrectMetrics()
+    {
+        // Arrange
+        var backtester = new Backtester();
+        var dailyValues = new List<decimal> { 100m, 102m, 101m, 105m, 108m, 110m };
+        var trades = new List<BacktestTrade>
+        {
+            new BacktestTrade("005930", System.DateTime.UtcNow.AddDays(-5), System.DateTime.UtcNow, 100m, 110m, 10, 0.10m, 1.5m)
+        };
+
+        // Act
+        var result = backtester.RunBacktest("test_run_01", dailyValues, trades, 1000m);
+
+        // Assert
+        Assert.Equal("test_run_01", result.RunId);
+        Assert.Equal("PASS", result.GateStatus);
+        Assert.True(result.SharpeRatio > 0);
+        Assert.True(result.MaxDrawdown >= 0 && result.MaxDrawdown <= 1);
+        Assert.True(result.TurnoverRate > 0);
+    }
+}