"""Historical backtest validation for Strategic Risk Analytics.""" from __future__ import annotations from analytics.backtest import ( DEFAULT_BACKTEST_ALERT_THRESHOLD, MAX_BACKTEST_ALERT_THRESHOLD, run_historical_backtest, tune_alert_threshold, wilson_interval, ) from analytics.historical_events import default_historical_cases, expanded_historical_cases def test_wilson_interval_perfect_run() -> None: lower, upper = wilson_interval(18, 18) assert lower >= 0.80 assert upper == 1.0 def test_base_suite_meets_eighty_percent_confidence() -> None: report = run_historical_backtest( default_historical_cases(), use_expanded_suite=False, target_confidence=0.80, ) assert report.accuracy >= 0.95 assert report.confidence_rate >= 0.80 assert report.meets_target assert report.false_positives == 0 assert report.false_negatives == 0 def test_expanded_suite_meets_ninety_five_percent_confidence() -> None: threshold, report = tune_alert_threshold(target_confidence=0.95) assert len(expanded_historical_cases()) >= 80 assert report.accuracy == 1.0 assert report.confidence_rate >= 0.95 assert report.meets_target assert report.false_positives == 0 assert report.false_negatives == 0 assert DEFAULT_BACKTEST_ALERT_THRESHOLD <= threshold <= MAX_BACKTEST_ALERT_THRESHOLD def test_default_backtest_threshold_on_expanded_suite() -> None: report = run_historical_backtest( use_expanded_suite=True, target_confidence=0.95, ) assert report.alert_threshold == DEFAULT_BACKTEST_ALERT_THRESHOLD assert report.accuracy == 1.0 assert report.confidence_rate >= 0.95