Local changes: Updated model training, removed debug instrumentation, and configuration improvements

tests/unit/portfolio/test_analytics.py

@@ -0,0 +1,35 @@
+"""Tests for portfolio analytics."""
+
+import pytest
+import pandas as pd
+import numpy as np
+from src.portfolio.analytics import get_portfolio_analytics, PortfolioAnalytics
+
+
+class TestPortfolioAnalytics:
+    """Tests for PortfolioAnalytics."""
+    
+    @pytest.fixture
+    def analytics(self):
+        """Create portfolio analytics instance."""
+        return get_portfolio_analytics()
+    
+    def test_calculate_sharpe_ratio(self, analytics):
+        """Test Sharpe ratio calculation."""
+        returns = pd.Series([0.01, -0.005, 0.02, -0.01, 0.015])
+        sharpe = analytics.calculate_sharpe_ratio(returns, risk_free_rate=0.0)
+        assert isinstance(sharpe, float)
+    
+    def test_calculate_sortino_ratio(self, analytics):
+        """Test Sortino ratio calculation."""
+        returns = pd.Series([0.01, -0.005, 0.02, -0.01, 0.015])
+        sortino = analytics.calculate_sortino_ratio(returns, risk_free_rate=0.0)
+        assert isinstance(sortino, float)
+    
+    def test_calculate_max_drawdown(self, analytics):
+        """Test max drawdown calculation."""
+        equity_curve = pd.Series([10000, 10500, 10200, 11000, 10800])
+        drawdown = analytics.calculate_max_drawdown(equity_curve)
+        assert isinstance(drawdown, float)
+        assert 0 <= drawdown <= 1
+