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- UIUX 文档：填充 19 个缺口（多主体画像/健康度/AI+看板/增长域/洞察域/创始人端/OODA/助推/商密） - UIUX 文档：插入 6 个新章节（十四~十九），旧章节重编号为二十~三十一，更新目录和交叉引用 - 作业指导书 x5：导航改为 6 域分组，新增 Context Bar/工作模式/Insight Rail/决策线程/多工作区等 UI 概念 - 新建 docs/2-task-uiux.md：50 个代码落地开发任务，按 P0-P6 分优先级 + 8 Sprint 规划 - 后端/前端：大量新增模型、路由、组件（来自之前 Phase 开发）
98 lines
3.1 KiB
Python
98 lines
3.1 KiB
Python
"""T4.3 Monte Carlo 模拟 + 组合再平衡测试。
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测试边际回报率计算、组合再平衡和 Monte Carlo 模拟。
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"""
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import pytest
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from app.services.monte_carlo import simulate_portfolio
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from app.services.portfolio_rebalancer import (
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calculate_marginal_return,
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rebalance_portfolio,
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run_monte_carlo,
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)
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class TestCalculateMarginalReturn:
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"""边际回报率测试。"""
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def test_positive_investment(self):
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"""正常投入计算边际回报。"""
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result = calculate_marginal_return(1000, 500, 0.2)
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assert result > 0
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def test_zero_additional(self):
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"""追加投入为 0 时返回 0。"""
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result = calculate_marginal_return(1000, 0, 0.2)
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assert result == 0.0
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def test_negative_additional(self):
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"""追加投入为负时返回 0。"""
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result = calculate_marginal_return(1000, -100, 0.2)
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assert result == 0.0
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class TestRebalancePortfolio:
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"""组合再平衡测试。"""
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def test_returns_dict(self):
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"""返回再平衡结果。"""
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companies = [
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{"company_id": "c1", "marginal_return": 0.15},
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{"company_id": "c2", "marginal_return": 0.08},
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{"company_id": "c3", "marginal_return": 0.20},
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{"company_id": "c4", "marginal_return": 0.05},
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]
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result = rebalance_portfolio(companies)
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assert "marginal_returns" in result
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assert "reallocation_plan" in result
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assert "irr_impact" in result
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assert "dpi_impact" in result
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def test_top_quartile_increased(self):
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"""高回报企业应被增加投入。"""
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companies = [
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{"company_id": "c1", "marginal_return": 0.05},
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{"company_id": "c2", "marginal_return": 0.20},
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{"company_id": "c3", "marginal_return": 0.15},
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{"company_id": "c4", "marginal_return": 0.01},
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]
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result = rebalance_portfolio(companies)
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increase = result["reallocation_plan"]["increase"]
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assert "c2" in increase
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class TestRunMonteCarlo:
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"""Monte Carlo 模拟测试。"""
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def test_with_floats(self):
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"""浮点数回报率列表。"""
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result = run_monte_carlo([0.1, 0.2, 0.15, 0.05], iterations=100)
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assert "irr_distribution" in result
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assert "percentile_p5" in result
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assert "percentile_p50" in result
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assert "percentile_p95" in result
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def test_with_dicts(self):
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"""字典格式回报率列表。"""
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result = run_monte_carlo(
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[{"irr": 0.1}, {"irr": 0.2}, {"irr": 0.15}],
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iterations=100,
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)
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assert "irr_distribution" in result
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def test_empty_returns(self):
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"""空列表返回默认结果。"""
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result = run_monte_carlo([], iterations=100)
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assert result["percentile_p5"] == 0
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assert result["percentile_p50"] == 0
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class TestSimulatePortfolio:
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"""Monte Carlo 异步接口测试。"""
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async def test_simulate(self):
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"""异步模拟接口。"""
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result = await simulate_portfolio([0.1, 0.2, 0.15], iterations=100)
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assert "irr_distribution" in result
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