test.yml

name: Auto Test

on:
  push:
    branches: [main, develop, "feature/**", "claude/**"]
  pull_request:
    branches: [main, develop]

env:
  GIT_LFS_SKIP_SMUDGE: "1"
  TALIB_VERSION: "0.6.4"
  TALIB_CACHE_VERSION: "1"
  PYTHON_VERSION: "3.11"

jobs:
  # ---------------------------------------------------------------------------
  # Job 1: Lint & import checks (fast, no data needed)
  # ---------------------------------------------------------------------------
  lint:
    name: Lint & Syntax Check
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v4
        with:
          lfs: false

      - uses: actions/setup-python@v5
        with:
          python-version: ${{ env.PYTHON_VERSION }}

      - name: Install minimal dependencies
        run: |
          pip install --upgrade pip
          pip install pyflakes

      - name: Check Python syntax (all project modules)
        run: pyflakes alpha/ strategy/ portfolio/ user_data/strategies/ dataset/

  # ---------------------------------------------------------------------------
  # Job 2: Unit tests
  # ---------------------------------------------------------------------------
  unit-tests:
    name: Unit Tests
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v4
        with:
          submodules: recursive
          lfs: false

      - uses: actions/setup-python@v5
        with:
          python-version: ${{ env.PYTHON_VERSION }}

      - uses: ./.github/actions/setup-talib
        with:
          talib-version: ${{ env.TALIB_VERSION }}
          cache-version: ${{ env.TALIB_CACHE_VERSION }}

      - name: Cache pip packages
        uses: actions/cache@v4
        with:
          path: ~/.cache/pip
          key: pip-${{ env.PYTHON_VERSION }}-${{ hashFiles('requirements.txt') }}
          restore-keys: pip-${{ env.PYTHON_VERSION }}-

      - name: Install dependencies
        run: |
          pip install --upgrade pip "setuptools<75" wheel
          pip install -r requirements.txt
          pip install -r requirements-ml.txt
          pip install scipy pytest
          pip install -e .

      - name: Generate synthetic test data
        run: portbench generate-data

      - name: Run unit tests
        run: pytest tests/ -v --tb=short

  # ---------------------------------------------------------------------------
  # Job 3: Strategy import validation
  # ---------------------------------------------------------------------------
  strategy-import:
    name: Strategy Import Validation
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v4
        with:
          submodules: recursive
          lfs: false

      - uses: actions/setup-python@v5
        with:
          python-version: ${{ env.PYTHON_VERSION }}

      - uses: ./.github/actions/setup-talib
        with:
          talib-version: ${{ env.TALIB_VERSION }}
          cache-version: ${{ env.TALIB_CACHE_VERSION }}

      - name: Cache pip packages
        uses: actions/cache@v4
        with:
          path: ~/.cache/pip
          key: pip-${{ env.PYTHON_VERSION }}-${{ hashFiles('requirements.txt') }}
          restore-keys: pip-${{ env.PYTHON_VERSION }}-

      - name: Install Python dependencies
        run: |
          pip install --upgrade pip "setuptools<75" wheel
          pip install -r requirements.txt
          pip install -r requirements-ml.txt
          pip install scipy
          pip install -e .

      - name: Validate all strategy imports
        run: |
          python -c "
          import sys
          errors = []

          # Alpha modules
          try:
              from alpha.interface import IAlpha
              print('OK: alpha.interface.IAlpha')
          except Exception as e:
              errors.append(f'alpha.interface: {e}')

          try:
              from alpha.SimpleEmaFactors import EmaAlpha
              print('OK: alpha.SimpleEmaFactors.EmaAlpha')
          except Exception as e:
              errors.append(f'alpha.SimpleEmaFactors: {e}')

          # Trading strategies
          try:
              from strategy.EmaCrossStrategy import EmaCrossStrategy
              print('OK: strategy.EmaCrossStrategy')
          except Exception as e:
              errors.append(f'strategy.EmaCrossStrategy: {e}')

          try:
              from strategy.MacdAdxStrategy import MacdAdxStrategy
              print('OK: strategy.MacdAdxStrategy')
          except Exception as e:
              errors.append(f'strategy.MacdAdxStrategy: {e}')

          # Portfolio strategies
          try:
              from user_data.strategies.ONS import ONS_Portfolio
              print('OK: user_data.strategies.ONS.ONS_Portfolio')
          except Exception as e:
              errors.append(f'user_data.strategies.ONS: {e}')

          try:
              from user_data.strategies.inv_vol import InverseVolatilityPortfolio
              print('OK: user_data.strategies.inv_vol.InverseVolatilityPortfolio')
          except Exception as e:
              errors.append(f'user_data.strategies.inv_vol: {e}')

          try:
              from user_data.strategies.min_var import MinimumVariancePortfolio
              print('OK: user_data.strategies.min_var.MinimumVariancePortfolio')
          except Exception as e:
              errors.append(f'user_data.strategies.min_var: {e}')

          try:
              from user_data.strategies.best_single_asset import BestSingleAssetPortfolio
              print('OK: user_data.strategies.best_single_asset.BestSingleAssetPortfolio')
          except Exception as e:
              errors.append(f'user_data.strategies.best_single_asset: {e}')

          # Portfolio pipeline
          try:
              from portfolio.PortfolioManagement import run_portfolio
              print('OK: portfolio.PortfolioManagement.run_portfolio')
          except Exception as e:
              errors.append(f'portfolio.PortfolioManagement: {e}')

          if errors:
              print(f'\nFAILED: {len(errors)} import error(s):')
              for err in errors:
                  print(f'  - {err}')
              sys.exit(1)
          else:
              print(f'\nAll imports passed.')
          "

  # ---------------------------------------------------------------------------
  # Job 4: Portfolio pipeline smoke test
  # ---------------------------------------------------------------------------
  portfolio-pipeline:
    name: Portfolio Pipeline Smoke Test
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v4
        with:
          submodules: recursive
          lfs: false

      - uses: actions/setup-python@v5
        with:
          python-version: ${{ env.PYTHON_VERSION }}

      - uses: ./.github/actions/setup-talib
        with:
          talib-version: ${{ env.TALIB_VERSION }}
          cache-version: ${{ env.TALIB_CACHE_VERSION }}

      - name: Cache pip packages
        uses: actions/cache@v4
        with:
          path: ~/.cache/pip
          key: pip-${{ env.PYTHON_VERSION }}-${{ hashFiles('requirements.txt') }}
          restore-keys: pip-${{ env.PYTHON_VERSION }}-

      - name: Install Python dependencies
        run: |
          pip install --upgrade pip "setuptools<75" wheel
          pip install -r requirements.txt
          pip install scipy
          pip install -e .

      - name: Generate synthetic test data
        run: portbench generate-data

      - name: Run standalone portfolio pipeline
        run: portbench portfolio

  # ---------------------------------------------------------------------------
  # Job 5: Backtest smoke tests
  # ---------------------------------------------------------------------------
  backtest-smoke:
    name: Backtest Smoke Tests
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v4
        with:
          submodules: recursive
          lfs: false

      - uses: actions/setup-python@v5
        with:
          python-version: ${{ env.PYTHON_VERSION }}

      - uses: ./.github/actions/setup-talib
        with:
          talib-version: ${{ env.TALIB_VERSION }}
          cache-version: ${{ env.TALIB_CACHE_VERSION }}

      - name: Cache pip packages
        uses: actions/cache@v4
        with:
          path: ~/.cache/pip
          key: pip-${{ env.PYTHON_VERSION }}-${{ hashFiles('requirements.txt') }}
          restore-keys: pip-${{ env.PYTHON_VERSION }}-

      - name: Install Python dependencies
        run: |
          pip install --upgrade pip "setuptools<75" wheel
          pip install -r requirements.txt
          pip install scipy
          pip install -e .

      - name: Generate synthetic test data
        run: portbench generate-data

      # ── Trading strategies ──

      - name: Backtest EmaCrossStrategy (crypto, 1d)
        run: |
          portbench backtesting \
            --strategy EmaCrossStrategy \
            --strategy-path ./strategy \
            --timeframe 1d \
            --timerange 20250501-20250601 \
            --pairs BTC/USDT ETH/USDT

      - name: Backtest EmaCrossStrategy (crypto, 4h)
        run: |
          portbench backtesting \
            --strategy EmaCrossStrategy \
            --strategy-path ./strategy \
            --timeframe 4h \
            --timerange 20250501-20250601 \
            --pairs BTC/USDT ETH/USDT SOL/USDT XRP/USDT

      - name: Backtest MacdAdxStrategy (stocks, 1d)
        run: |
          portbench backtesting \
            --strategy MacdAdxStrategy \
            --strategy-path ./strategy \
            --timeframe 1d \
            --timerange 20250501-20250601 \
            --pairs AAPL/USD MSFT/USD

      - name: Backtest RsiBollingerStrategy (stocks, 4h)
        run: |
          portbench backtesting \
            --strategy RsiBollingerStrategy \
            --strategy-path ./strategy \
            --timeframe 4h \
            --timerange 20250501-20250601 \
            --pairs AAPL/USD MSFT/USD NVDA/USD GOOG/USD

      - name: Backtest IchimokuCloudStrategy (crypto, 1d)
        run: |
          portbench backtesting \
            --strategy IchimokuCloudStrategy \
            --strategy-path ./strategy \
            --timeframe 1d \
            --timerange 20250501-20250601 \
            --pairs BTC/USDT ETH/USDT

      - name: Backtest StochasticCciStrategy (stocks, 1d)
        run: |
          portbench backtesting \
            --strategy StochasticCciStrategy \
            --strategy-path ./strategy \
            --timeframe 1d \
            --timerange 20250501-20250601 \
            --pairs AAPL/USD MSFT/USD

      - name: Backtest EmaCrossStrategy (indices, 1d)
        run: |
          portbench backtesting \
            --strategy EmaCrossStrategy \
            --strategy-path ./strategy \
            --timeframe 1d \
            --timerange 20250501-20250601 \
            --pairs DJI/USD FTSE/USD GSPC/USD

      - name: Backtest MacdAdxStrategy (mixed assets, 1d)
        run: |
          portbench backtesting \
            --strategy MacdAdxStrategy \
            --strategy-path ./strategy \
            --timeframe 1d \
            --timerange 20250501-20250601 \
            --pairs BTC/USDT ETH/USDT AAPL/USD MSFT/USD DJI/USD

      # ── Portfolio strategies ──

      - name: Backtest ONS_Portfolio (mixed, 5m, short range)
        run: |
          portbench backtesting \
            --strategy ONS_Portfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 5m \
            --timerange 20260101-20260103 \
            --pairs BTC/USDT ETH/USDT AAPL/USD \
            --dry-run-wallet 1000000

      - name: Backtest ONS_Portfolio (crypto, 4h)
        run: |
          portbench backtesting \
            --strategy ONS_Portfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 4h \
            --timerange 20260101-20260131 \
            --pairs BTC/USDT ETH/USDT SOL/USDT XRP/USDT \
            --dry-run-wallet 1000000

      - name: Backtest InverseVolatilityPortfolio (stocks, 5m)
        run: |
          portbench backtesting \
            --strategy InverseVolatilityPortfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 5m \
            --timerange 20260101-20260103 \
            --pairs AAPL/USD MSFT/USD NVDA/USD GOOG/USD \
            --dry-run-wallet 1000000

      - name: Backtest MinimumVariancePortfolio (crypto, 5m)
        run: |
          portbench backtesting \
            --strategy MinimumVariancePortfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 5m \
            --timerange 20260101-20260103 \
            --pairs BTC/USDT ETH/USDT SOL/USDT \
            --dry-run-wallet 1000000

      - name: Backtest BestSingleAssetPortfolio (stocks, 1d)
        run: |
          portbench backtesting \
            --strategy BestSingleAssetPortfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 1d \
            --timerange 20240101-20260131 \
            --pairs AAPL/USD MSFT/USD NVDA/USD GOOG/USD \
            --dry-run-wallet 1000000

      - name: Backtest ExponentialGradientPortfolio (mixed, 5m)
        run: |
          portbench backtesting \
            --strategy ExponentialGradientPortfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 5m \
            --timerange 20260101-20260103 \
            --pairs BTC/USDT ETH/USDT AAPL/USD DJI/USD \
            --dry-run-wallet 1000000

      - name: Backtest MaxSharpePortfolio (crypto, 5m)
        run: |
          portbench backtesting \
            --strategy MaxSharpePortfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 5m \
            --timerange 20260101-20260103 \
            --pairs BTC/USDT ETH/USDT SOL/USDT XRP/USDT \
            --dry-run-wallet 1000000

      - name: Backtest RiskParityPortfolio (indices, 1d)
        run: |
          portbench backtesting \
            --strategy RiskParityPortfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 1d \
            --timerange 20240101-20260131 \
            --pairs DJI/USD FTSE/USD GSPC/USD \
            --dry-run-wallet 1000000

      - name: Backtest ONS_Portfolio (indices, 4h)
        run: |
          portbench backtesting \
            --strategy ONS_Portfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 4h \
            --timerange 20260101-20260131 \
            --pairs DJI/USD FTSE/USD GSPC/USD \
            --dry-run-wallet 1000000

      # ── Polymarket strategies ──

      - name: Backtest PolymarketMomentumStrategy (5m)
        run: |
          portbench backtesting \
            --strategy PolymarketMomentumStrategy \
            --strategy-path ./strategy \
            --timeframe 5m \
            --timerange 20240901-20241001 \
            --pairs TRUMP-WIN-YES/USDT BTC-100K-YES/USDT ETH-10K-NO/USDT

      - name: Backtest PolymarketMeanReversionStrategy (4h)
        run: |
          portbench backtesting \
            --strategy PolymarketMeanReversionStrategy \
            --strategy-path ./strategy \
            --timeframe 4h \
            --timerange 20240901-20250101 \
            --pairs TRUMP-WIN-YES/USDT FED-RATE-CUT-YES/USDT SPX-6000-YES/USDT

      - name: Backtest PolymarketPortfolio (5m)
        run: |
          portbench backtesting \
            --strategy PolymarketPortfolio \
            --strategy-path ./user_data/strategies \
            --timeframe 5m \
            --timerange 20260101-20260103 \
            --pairs TRUMP-WIN-YES/USDT BTC-100K-YES/USDT ETH-10K-YES/USDT \
            --dry-run-wallet 1000000