test(dotnet): add 32 xUnit tests for domain calculators (WBS-10.2)
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This commit is contained in:
2026-06-29 09:59:56 +09:00
parent 7aca1d481b
commit d1278b26ee
35 changed files with 1388 additions and 4 deletions
@@ -0,0 +1,22 @@
using Xunit;
using QuantEngine.Core.Domain;
namespace QuantEngine.Core.Tests
{
public class AntiChasingCalculatorTests
{
[Theory]
[InlineData(1.0, "CLEAR", "PASS")]
[InlineData(2.0, "PULLBACK_WAIT", "WAIT")]
[InlineData(4.0, "BLOCK_CHASE", "BLOCKED")]
public void ComputeAntiChasing_Velocities_ReturnExpectedVerdictAndStatus(
double velocity,
string expectedVerdict,
string expectedStatus)
{
var res = AntiChasingCalculator.ComputeAntiChasing(velocity);
Assert.Equal(expectedVerdict, res.AntiChasingVerdict);
Assert.Equal(expectedStatus, res.AntiChasingVelocityStatus);
}
}
}
@@ -0,0 +1,101 @@
using System;
using System.Collections.Generic;
using Xunit;
using QuantEngine.Core.Domain;
namespace QuantEngine.Core.Tests
{
public class ExitDecisionsTests
{
[Fact]
public void ComputeStopPriceCore_AtrBased_ReturnsCorrectPrice()
{
// ATR 2.0배 기반 계산 검증
var res = ExitDecisions.ComputeStopPriceCore(
entryPrice: 100000,
atr20: 3000,
currentPrice: 100000,
atrMultiplier: 2.0
);
Assert.Equal("PASS", res.StopPriceStatus);
Assert.Equal(94000, res.StopPrice); // 100000 - 3000 * 2.0 = 94000
}
[Fact]
public void ComputeStopPriceCore_FallbackPrice_Returns8PercentDown()
{
// 결측인 경우 8% 하락 폴백 가격으로 설정 검증
var res = ExitDecisions.ComputeStopPriceCore(
entryPrice: 100000,
atr20: null,
currentPrice: null,
atrMultiplier: null
);
Assert.Contains("DATA_MISSING", res.StopPriceStatus);
Assert.Equal(92000, res.StopPrice); // 100000 * 0.92 = 92000
}
[Fact]
public void ComputeStopPriceCore_AtrPercentBased_SetsCorrectMultiplier()
{
// ATR 비율에 따른 동적 승수 선택 검증 (atr20=10000, current=100000 -> atr20Pct = 10% >= 8% -> multiplier = 2.0)
var res = ExitDecisions.ComputeStopPriceCore(
entryPrice: 100000,
atr20: 10000,
currentPrice: 100000,
atrMultiplier: null
);
Assert.Equal("PASS", res.StopPriceStatus);
Assert.Equal(2.0, res.AtrMultiplier);
Assert.Equal(92000, res.StopPrice); // Max(92000, 100000 - 10000 * 2.0) = Max(92000, 80000) = 92000
}
[Theory]
[InlineData("STOP_OR_TIME_EXIT_READY", 4, "EXIT_100", "STOP_OR_TIME_EXIT_READY")]
[InlineData("NORMAL_TRADING", 4, "EXIT_100", "RW_EXIT_STRONG")]
[InlineData("NORMAL_TRADING", 1, "REGIME_TRIM_50", "REGIME_RISK_OFF")] // REGIME_PRELIM="RISK_OFF"
[InlineData("NORMAL_TRADING", 1, "TRIM_70", "TIMING_EXIT_SCORE")] // timingExitScore = 75
[InlineData("NORMAL_TRADING", 1, "TRIM_50", "TRAILING_STOP_BREACH")] // trailingStopBreach = true
[InlineData("NORMAL_TRADING", 0, "TIME_EXIT_100", "TIME_STOP_EXPIRED")] // daysToTimeStop = 0
public void ComputeStopActionLadder_Scenarios_ReturnExpectedAction(
string timingAction,
int rwPartial,
string expectedAction,
string expectedReason)
{
var ctx = new Dictionary<string, object>
{
{ "timingAction", timingAction },
{ "rw_partial", rwPartial },
{ "REGIME_PRELIM", expectedReason == "REGIME_RISK_OFF" ? "RISK_OFF" : "RISK_ON" },
{ "timingExitScore", expectedReason == "TIMING_EXIT_SCORE" ? 75.0 : 0.0 },
{ "trailingStopBreach", expectedReason == "TRAILING_STOP_BREACH" },
{ "daysToTimeStop", expectedReason == "TIME_STOP_EXPIRED" ? 0 : 9999 }
};
var res = ExitDecisions.ComputeStopActionLadder(ctx);
Assert.Equal(expectedAction, res.Action);
Assert.Equal(expectedReason, res.Reason);
}
[Theory]
[InlineData("EVENT_SHOCK", 5.0, 3.5)]
[InlineData("RISK_OFF", 7.0, 5.0)]
[InlineData("SECULAR_LEADER_RISK_ON", 13.0, 9.0)]
[InlineData("RISK_ON", 12.0, 8.5)]
[InlineData("NEUTRAL", 10.0, 7.0)]
public void ComputeDynamicHeatThresholds_Regimes_ReturnCorrectThresholds(
string regime,
double expectedHard,
double expectedHalve)
{
var res = ExitDecisions.ComputeDynamicHeatThresholds(regime);
Assert.Equal(expectedHard, res.HardBlock);
Assert.Equal(expectedHalve, res.Halve);
}
}
}
@@ -0,0 +1,33 @@
using Xunit;
using QuantEngine.Core.Domain;
namespace QuantEngine.Core.Tests
{
public class KrxTickNormalizerTests
{
[Theory]
[InlineData(1500, 1)] // < 2000
[InlineData(4500, 5)] // < 5000
[InlineData(15000, 10)] // < 20000
[InlineData(45000, 50)] // < 50000
[InlineData(150000, 100)] // < 200000
[InlineData(450000, 500)] // < 500000
[InlineData(1000000, 1000)]// >= 500000
public void GetTickUnit_PriceRanges_ReturnExpectedTick(double price, int expectedTick)
{
int tick = KrxTickNormalizer.GetTickUnit(price);
Assert.Equal(expectedTick, tick);
}
[Theory]
[InlineData(1500.3, 1500)] // remainder = 0.3 < 0.5 -> round down
[InlineData(1500.7, 1501)] // remainder = 0.7 >= 0.5 -> round up
[InlineData(4502, 4500)] // tick = 5, remainder = 2 < 2.5 -> round down
[InlineData(4503, 4505)] // tick = 5, remainder = 3 >= 2.5 -> round up
public void NormalizeTick_VariousPrices_ReturnNormalizedPrice(double price, double expectedNormalized)
{
double res = KrxTickNormalizer.NormalizeTick(price);
Assert.Equal(expectedNormalized, res);
}
}
}
@@ -0,0 +1,41 @@
using Xunit;
using QuantEngine.Core.Domain;
namespace QuantEngine.Core.Tests
{
public class ProfitLockCalculatorTests
{
[Theory]
[InlineData(-5.0, "NORMAL")]
[InlineData(5.0, "BREAKEVEN_RATCHET")]
[InlineData(15.0, "PROFIT_LOCK_10")]
[InlineData(25.0, "PROFIT_LOCK_20")]
[InlineData(35.0, "PROFIT_LOCK_30")]
[InlineData(45.0, "APEX_TRAILING")]
[InlineData(65.0, "APEX_SUPER")]
public void ClassifyProfitLockStage_ProfitPcts_ReturnExpectedStage(double profitPct, string expectedStage)
{
string res = ProfitLockCalculator.ClassifyProfitLockStage(profitPct);
Assert.Equal(expectedStage, res);
}
[Fact]
public void ComputeTrailingStop_ApexSuper_AppliesCorrectMultiplierAndTpAction()
{
var res = ProfitLockCalculator.ComputeTrailingStop(
profitPct: 65.0,
highestClose: 100000,
atr20: 3000,
ratchetStop: 90000,
averageCost: 80000
);
Assert.Equal("APEX_SUPER", res.RatchetStage);
Assert.Equal("강제 10% 익절 권고", res.TpLadderAction);
Assert.True(res.ApexSuperActive);
// 100000 - 1.2 * 3000 = 100000 - 3600 = 96400
// NormalizeTick(96400) = 96400 (tick = 100)
Assert.Equal(96400, res.AutoTrailingStop);
}
}
}
@@ -0,0 +1,31 @@
using Xunit;
using QuantEngine.Core.Domain;
namespace QuantEngine.Core.Tests
{
public class PullbackTriggerCalculatorTests
{
[Theory]
[InlineData(100000, 100000, 3000, "PULLBACK_ZONE", "PASS")] // close <= ma20*1.03
[InlineData(105000, 100000, 3000, "ABOVE_PULLBACK_ZONE", "BLOCKED")] // close > ma20*1.03
public void ComputePullbackTrigger_Prices_ReturnExpectedVerdictAndState(
double close,
double ma20,
double atr20,
string expectedVerdict,
string expectedState)
{
var res = PullbackTriggerCalculator.ComputePullbackTrigger(close, ma20, atr20);
Assert.Equal(expectedVerdict, res.PullbackEntryVerdict);
Assert.Equal(expectedState, res.PullbackState);
}
[Fact]
public void ComputePullbackTrigger_TriggerPrice_CalculatesCorrectly()
{
// triggerPrice = ma20 - 0.5 * atr20 = 100000 - 1500 = 98500
var res = PullbackTriggerCalculator.ComputePullbackTrigger(100000, 100000, 3000);
Assert.Equal(98500, res.PullbackEntryTriggerPrice);
}
}
}
@@ -0,0 +1,75 @@
using Xunit;
using QuantEngine.Core.Domain;
namespace QuantEngine.Core.Tests
{
public class SellPriceSanityCheckerTests
{
[Fact]
public void CheckSellPriceSanity_ValidPrice_Passes()
{
var res = SellPriceSanityChecker.CheckSellPriceSanity(
sellLimitPrice: 100000,
stopLossPrice: 95000,
prevClose: 100000,
ticker: "005930"
);
Assert.Equal("PASS", res.SellPriceSanityStatus);
Assert.True(res.HtsAllowed);
Assert.False(res.ShadowLedger);
Assert.Empty(res.SellPriceSanityIssues);
}
[Fact]
public void CheckSellPriceSanity_PriceInversion_Fails()
{
// sell < stop -> inversion
var res = SellPriceSanityChecker.CheckSellPriceSanity(
sellLimitPrice: 90000,
stopLossPrice: 95000,
prevClose: 100000,
ticker: "005930"
);
Assert.Equal("INVALID_PRICE_INVERSION", res.SellPriceSanityStatus);
Assert.False(res.HtsAllowed);
Assert.True(res.ShadowLedger);
Assert.Contains("INVALID_PRICE_INVERSION", res.SellPriceSanityIssues[0]);
}
[Fact]
public void CheckSellPriceSanity_UnrealisticPrice_Fails()
{
// sell > prevClose * 1.30 -> unrealistic
var res = SellPriceSanityChecker.CheckSellPriceSanity(
sellLimitPrice: 140000,
stopLossPrice: 95000,
prevClose: 100000,
ticker: "005930"
);
Assert.Equal("INVALID_UNREALISTIC_PRICE", res.SellPriceSanityStatus);
Assert.False(res.HtsAllowed);
Assert.True(res.ShadowLedger);
Assert.Contains("INVALID_UNREALISTIC_PRICE", res.SellPriceSanityIssues[0]);
}
[Fact]
public void CheckSellPriceSanity_InvalidTick_Fails()
{
// 100005 % 100 != 0 (10만 원대 호가단위 100) -> invalid tick
var res = SellPriceSanityChecker.CheckSellPriceSanity(
sellLimitPrice: 100005,
stopLossPrice: 95000,
prevClose: 100000,
ticker: "005930"
);
Assert.Equal("INVALID_TICK", res.SellPriceSanityStatus);
Assert.False(res.HtsAllowed);
Assert.True(res.ShadowLedger);
Assert.Contains("INVALID_TICK", res.SellPriceSanityIssues[0]);
}
}
}
@@ -9,13 +9,23 @@
"QuantEngine.Core.Tests/1.0.0": {
"dependencies": {
"Microsoft.NET.Test.Sdk": "17.14.1",
"QuantEngine.Application": "1.0.0",
"QuantEngine.Core": "1.0.0",
"QuantEngine.Infrastructure": "1.0.0",
"xunit": "2.9.3"
},
"runtime": {
"QuantEngine.Core.Tests.dll": {}
}
},
"Dapper/2.1.79": {
"runtime": {
"lib/net10.0/Dapper.dll": {
"assemblyVersion": "2.0.0.0",
"fileVersion": "2.1.79.29349"
}
}
},
"Microsoft.CodeCoverage/17.14.1": {
"runtime": {
"lib/net8.0/Microsoft.VisualStudio.CodeCoverage.Shim.dll": {
@@ -24,6 +34,25 @@
}
}
},
"Microsoft.Extensions.DependencyInjection.Abstractions/10.0.0": {
"runtime": {
"lib/net10.0/Microsoft.Extensions.DependencyInjection.Abstractions.dll": {
"assemblyVersion": "10.0.0.0",
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}
}
},
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"dependencies": {
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},
"runtime": {
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"assemblyVersion": "10.0.0.0",
"fileVersion": "10.0.25.52411"
}
}
},
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"dependencies": {
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@@ -281,6 +310,17 @@
}
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},
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"dependencies": {
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},
"runtime": {
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"assemblyVersion": "10.0.3.0",
"fileVersion": "10.0.3.0"
}
}
},
"xunit/2.9.3": {
"dependencies": {
"xunit.assert": "2.9.3",
@@ -331,6 +371,17 @@
}
}
},
"QuantEngine.Application/1.0.0": {
"dependencies": {
"QuantEngine.Core": "1.0.0"
},
"runtime": {
"QuantEngine.Application.dll": {
"assemblyVersion": "1.0.0.0",
"fileVersion": "1.0.0.0"
}
}
},
"QuantEngine.Core/1.0.0": {
"runtime": {
"QuantEngine.Core.dll": {
@@ -338,6 +389,20 @@
"fileVersion": "1.0.0.0"
}
}
},
"QuantEngine.Infrastructure/1.0.0": {
"dependencies": {
"Dapper": "2.1.79",
"Npgsql": "10.0.3",
"QuantEngine.Application": "1.0.0",
"QuantEngine.Core": "1.0.0"
},
"runtime": {
"QuantEngine.Infrastructure.dll": {
"assemblyVersion": "1.0.0.0",
"fileVersion": "1.0.0.0"
}
}
}
}
},
@@ -347,6 +412,13 @@
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"path": "dapper/2.1.79",
"hashPath": "dapper.2.1.79.nupkg.sha512"
},
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"type": "package",
"serviceable": true,
@@ -354,6 +426,20 @@
"path": "microsoft.codecoverage/17.14.1",
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"path": "microsoft.extensions.dependencyinjection.abstractions/10.0.0",
"hashPath": "microsoft.extensions.dependencyinjection.abstractions.10.0.0.nupkg.sha512"
},
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"type": "package",
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"path": "microsoft.extensions.logging.abstractions/10.0.0",
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@@ -382,6 +468,13 @@
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"hashPath": "newtonsoft.json.13.0.3.nupkg.sha512"
},
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"type": "package",
"serviceable": true,
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"path": "npgsql/10.0.3",
"hashPath": "npgsql.10.0.3.nupkg.sha512"
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"xunit/2.9.3": {
"type": "package",
"serviceable": true,
@@ -424,10 +517,20 @@
"path": "xunit.extensibility.execution/2.9.3",
"hashPath": "xunit.extensibility.execution.2.9.3.nupkg.sha512"
},
"QuantEngine.Application/1.0.0": {
"type": "project",
"serviceable": false,
"sha512": ""
},
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"type": "project",
"serviceable": false,
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},
"QuantEngine.Infrastructure/1.0.0": {
"type": "project",
"serviceable": false,
"sha512": ""
}
}
}
@@ -13,7 +13,7 @@ using System.Reflection;
[assembly: System.Reflection.AssemblyCompanyAttribute("QuantEngine.Core.Tests")]
[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0+c1e84a387cbda5a7c13c50984f05772976e26ed6")]
[assembly: System.Reflection.AssemblyInformationalVersionAttribute("1.0.0+7aca1d481b36b82f2143246480b0d15fa74990a5")]
[assembly: System.Reflection.AssemblyProductAttribute("QuantEngine.Core.Tests")]
[assembly: System.Reflection.AssemblyTitleAttribute("QuantEngine.Core.Tests")]
[assembly: System.Reflection.AssemblyVersionAttribute("1.0.0.0")]
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@@ -98,3 +98,11 @@ C:\Temp\data_feed\src\dotnet\QuantEngine.Core.Tests\obj\Debug\net10.0\refint\Qua
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C:\Temp\data_feed\src\dotnet\QuantEngine.Core.Tests\obj\Debug\net10.0\QuantEngine.Core.Tests.genruntimeconfig.cache
C:\Temp\data_feed\src\dotnet\QuantEngine.Core.Tests\obj\Debug\net10.0\ref\QuantEngine.Core.Tests.dll
C:\Temp\data_feed\src\dotnet\QuantEngine.Core.Tests\bin\Debug\net10.0\Dapper.dll
C:\Temp\data_feed\src\dotnet\QuantEngine.Core.Tests\bin\Debug\net10.0\Microsoft.Extensions.DependencyInjection.Abstractions.dll
C:\Temp\data_feed\src\dotnet\QuantEngine.Core.Tests\bin\Debug\net10.0\Microsoft.Extensions.Logging.Abstractions.dll
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@@ -2,6 +2,7 @@
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@@ -8,6 +8,19 @@
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@@ -21,6 +34,41 @@
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@@ -298,6 +346,22 @@
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@@ -394,6 +458,19 @@
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@@ -403,6 +480,22 @@
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@@ -477,6 +570,27 @@
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@@ -543,6 +657,109 @@
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