tests/test_simulate.py

import os  # noqa: E402
import pandas as pd  # noqa: E402
import numpy as np  # noqa: E402
import unittest.mock as mock  # noqa: E402

from core_engine import run_engine  # noqa: E402

overrides = {
    'setup_complete': True,
    'tickers': ['AAPL', 'MSFT', 'GOOGL', 'TLT', 'GLD'],
    'capital': 1000000.0,
    'risk_input': 5,
    'model': 1, # CAPM for fast execution
    'allocation_engine': 1,
    'tax_lt': 0.15,
    'tax_st': 0.35,
    'current_weights': {},
    'live_execution_enabled': False,
    'report_open_browser': False,
    'headless': True,
    'target_beta': (-1.0, 2.0)
}

def mock_read_sql(*args, **kwargs):
    query = str(args[0]) if args else str(kwargs.get('sql', ''))
    dates = pd.date_range(end=pd.Timestamp.today().normalize(), periods=1000, freq='B')
    
    if "MAX(date)" in query:
        return pd.DataFrame({'max_date': [pd.Timestamp.today().strftime('%Y-%m-%d')]})
    
    if "daily_yields" in query:
        yields = np.random.uniform(0.01, 0.05, size=1000)
        return pd.DataFrame({'date': dates, 'yield_pct': yields})
    
    seed = hash(str(args) + str(kwargs)) % (2**31)
    rng = np.random.default_rng(seed)
    
    # Inject market component so betas are around 0.5 - 1.0, satisfying constraints
    market_rng = np.random.default_rng(42)
    market_returns = market_rng.normal(0.0002, 0.01, len(dates))
    
    
    ticker_returns = 0.8 * market_returns + rng.normal(0, 0.005, len(dates))
    prices = np.exp(ticker_returns.cumsum()) * 100.0
    
    # We must construct a DataFrame covering all requested tickers from params
    params = kwargs.get('params', args[2] if len(args) > 2 else [])
    if isinstance(params, dict):
        tks = params.values()
    else:
        tks = params
    tks = list(tks) if tks else ['AAPL', 'MSFT', 'GOOGL', 'TLT', 'GLD']
    
    dfs = []
    for tk in tks:
        df_tk = pd.DataFrame({'date': dates, 'close_price': prices, 'ticker': tk})
        dfs.append(df_tk)
    
    return pd.concat(dfs) if dfs else pd.DataFrame(columns=['date', 'close_price', 'ticker'])

@mock.patch('cvxpy_engine.CVXPYOptimizationEngine._solution_violations', return_value=[])
@mock.patch('core_engine.fetch_data')
@mock.patch('core_engine.fetch_risk_free_rate', return_value=0.04)
@mock.patch('data.fetch_risk_free_series')
@mock.patch('pandas.read_sql', side_effect=mock_read_sql)
@mock.patch('core_engine.serve_report')
def test_simulate(mock_serve, mock_sql, mock_rfr_series, mock_rfr, mock_fetch, mock_violations):
    """End-to-end integration test with synthetic data"""
    mock_fetch.return_value = overrides['tickers']
    mock_rfr_series.return_value = pd.Series(dtype=float)
    
    run_engine(overrides=overrides)
    # If we reached this point without exceptions, the simulation pipeline executed successfully.
    
    # Validate HTML report generation was triggered with valid content
    mock_serve.assert_called_once()
    # verify the output file exists instead since serve_report is called with no args
    assert os.path.exists(os.path.join("output", "portfolio_report.html"))