"""Unit tests for the read-only backtest harness (issue #648). Covers the PURE aggregation / metric helpers, factored out of the DB code so they're testable without a live database: - _compute_metrics — signed/abs error %, median bias, MAPE, per-rooms split - _errors_summary — bias / MAPE / p25 / p75 of a signed-error list - _bucketize_rooms / _rooms_label — 4+ collapse, студия labelling - _derive_room_ratios — per-rooms asking→sold ratio, global fallback, guards - _apply_ratios + corrected metrics — ratios that cancel a known bias → ~0 No DB / network / mocks: these operate on plain lists/tuples. NOTE: importing scripts.backtest_estimator pulls app.services.estimator → app.core.config.Settings, which REQUIRES DATABASE_URL. Set a dummy value BEFORE importing app modules (same pattern as tests/test_estimator_pure_units.py and tests/test_audit_address_mismatch.py). """ import os os.environ.setdefault("DATABASE_URL", "postgresql+psycopg://test:test@localhost:5432/test") import math import pytest from scripts import backtest_estimator as bt # --------------------------------------------------------------------------- # # _bucketize_rooms / _rooms_label # --------------------------------------------------------------------------- # def test_bucketize_studio_and_negative_clamp_to_zero() -> None: assert bt._bucketize_rooms(0) == 0 assert bt._bucketize_rooms(-3) == 0 def test_bucketize_four_plus_collapses() -> None: assert bt._bucketize_rooms(4) == 4 assert bt._bucketize_rooms(5) == 4 assert bt._bucketize_rooms(9) == 4 def test_bucketize_passthrough_for_one_to_three() -> None: assert bt._bucketize_rooms(1) == 1 assert bt._bucketize_rooms(2) == 2 assert bt._bucketize_rooms(3) == 3 def test_rooms_label() -> None: assert bt._rooms_label(0) == "студия" assert bt._rooms_label(1) == "1к" assert bt._rooms_label(3) == "3к" assert bt._rooms_label(4) == "4+" assert bt._rooms_label(7) == "4+" # --------------------------------------------------------------------------- # # _errors_summary # --------------------------------------------------------------------------- # def test_errors_summary_empty_returns_all_none() -> None: s = bt._errors_summary([]) assert s["n"] == 0 assert s["median_bias_pct"] is None assert s["mape_pct"] is None assert s["p25_pct"] is None assert s["p75_pct"] is None def test_errors_summary_uses_median_abs_for_mape_not_mean() -> None: # signed errors with an asymmetric outlier: median |err| (=10) differs # sharply from the MEAN |err| (=40). The brief defines MAPE as the MEDIAN # absolute error, so we assert the robust median is used. signed = [10.0, 10.0, 10.0, 130.0] s = bt._errors_summary(signed) assert s["mape_pct"] == 10.0 # median(|10,10,10,130|) = 10, not mean 40 assert s["median_bias_pct"] == 10.0 # median([10,10,10,130]) = 10 def test_errors_summary_signed_bias_can_be_negative() -> None: # Under-prediction → negative bias. s = bt._errors_summary([-20.0, -10.0, -30.0]) assert s["median_bias_pct"] == -20.0 assert s["mape_pct"] == 20.0 # median of |[-20,-10,-30]| = median[10,20,30] # --------------------------------------------------------------------------- # # _compute_metrics — signed/abs error %, bias, MAPE, per-rooms # --------------------------------------------------------------------------- # def test_compute_metrics_empty_overall_is_none_per_rooms_all_present() -> None: m = bt._compute_metrics([]) assert m["overall"]["n"] == 0 assert m["overall"]["median_bias_pct"] is None assert m["overall"]["mape_pct"] is None assert m["overall"]["n_no_analogs"] == 0 # Every room bucket must still appear (with n=0) so the report renders. assert set(m["per_rooms"].keys()) == set(bt.ROOM_BUCKETS) for bucket in bt.ROOM_BUCKETS: assert m["per_rooms"][bucket]["n"] == 0 assert m["per_rooms"][bucket]["median_bias_pct"] is None assert m["per_rooms"][bucket]["label"] == bt._rooms_label(bucket) def test_compute_metrics_known_plus_22_pct_overprediction() -> None: # The headline finding: asking median over-predicts SOLD by ~+22%. # pred = 1.22 * sold for every row → signed error must be exactly +22%, # MAPE +22%, p25 == p75 == +22% (no spread). rows = [ (122_000.0, 100_000.0, 1), (244_000.0, 200_000.0, 2), (366_000.0, 300_000.0, 3), ] m = bt._compute_metrics(rows) assert m["overall"]["n"] == 3 assert m["overall"]["median_bias_pct"] == pytest.approx(22.0) assert m["overall"]["mape_pct"] == pytest.approx(22.0) assert m["overall"]["p25_pct"] == pytest.approx(22.0) assert m["overall"]["p75_pct"] == pytest.approx(22.0) def test_compute_metrics_signed_error_formula() -> None: # Single row, hand-computed: 100*(150k-120k)/120k = +25.0%. m = bt._compute_metrics([(150_000.0, 120_000.0, 2)]) assert m["overall"]["median_bias_pct"] == pytest.approx(25.0) assert m["overall"]["mape_pct"] == pytest.approx(25.0) def test_compute_metrics_abs_error_distinct_from_signed() -> None: # Mixed over/under: signed bias near 0 but MAPE (median |err|) is positive. # rows: +50%, -50%, +50%, -50% → median signed in {-50,+50} band, # median |err| = 50. rows = [ (150_000.0, 100_000.0, 1), # +50 (50_000.0, 100_000.0, 1), # -50 (150_000.0, 100_000.0, 1), # +50 (50_000.0, 100_000.0, 1), # -50 ] m = bt._compute_metrics(rows) assert m["overall"]["mape_pct"] == pytest.approx(50.0) # signed median of [-50,-50,50,50] = 0.0 (mean of two middles) assert m["overall"]["median_bias_pct"] == pytest.approx(0.0) def test_compute_metrics_per_rooms_split_and_four_plus_collapse() -> None: rows = [ (110_000.0, 100_000.0, 0), # студия: +10 (130_000.0, 100_000.0, 0), # студия: +30 → median bucket 0 = +20 (90_000.0, 100_000.0, 2), # 2к: -10 (200_000.0, 100_000.0, 5), # 4+ (5 collapses): +100 (300_000.0, 100_000.0, 4), # 4+ : +200 → median bucket 4 = +150 ] m = bt._compute_metrics(rows) assert m["per_rooms"][0]["n"] == 2 assert m["per_rooms"][0]["median_bias_pct"] == pytest.approx(20.0) assert m["per_rooms"][0]["label"] == "студия" assert m["per_rooms"][2]["n"] == 1 assert m["per_rooms"][2]["median_bias_pct"] == pytest.approx(-10.0) # rooms=5 and rooms=4 both land in bucket 4. assert m["per_rooms"][4]["n"] == 2 assert m["per_rooms"][4]["median_bias_pct"] == pytest.approx(150.0) assert m["per_rooms"][4]["label"] == "4+" # buckets 1 and 3 had no rows. assert m["per_rooms"][1]["n"] == 0 assert m["per_rooms"][3]["n"] == 0 # overall n counts every matched row. assert m["overall"]["n"] == 5 def test_compute_metrics_drops_nonpositive_sold() -> None: # sold_ppm2 <= 0 cannot be divided → row dropped, not counted, no crash. rows = [ (120_000.0, 0.0, 1), # dropped (120_000.0, -5.0, 2), # dropped (122_000.0, 100_000.0, 1), # kept → +22 ] m = bt._compute_metrics(rows) assert m["overall"]["n"] == 1 assert m["overall"]["median_bias_pct"] == pytest.approx(22.0) def test_compute_metrics_carries_no_analog_counts() -> None: rows = [(122_000.0, 100_000.0, 1)] m = bt._compute_metrics( rows, n_no_analogs=7, per_rooms_no_analogs={1: 4, 2: 3}, ) assert m["overall"]["n_no_analogs"] == 7 assert m["per_rooms"][1]["n_no_analogs"] == 4 assert m["per_rooms"][2]["n_no_analogs"] == 3 # bucket with no skipped deals defaults to 0. assert m["per_rooms"][0]["n_no_analogs"] == 0 # --------------------------------------------------------------------------- # # _derive_room_ratios — per-rooms asking→sold ratio, global fallback, guards. # --------------------------------------------------------------------------- # def _rows_for_bucket( bucket: int, *, n: int, ask: float, sold: float ) -> list[tuple[float, float, int]]: """n identical (ask, sold, bucket) rows — keeps per-bucket median == ask/sold.""" return [(ask, sold, bucket) for _ in range(n)] def test_derive_ratios_per_bucket_exact() -> None: # Each bucket ≥ MIN_BUCKET deals so every bucket gets its OWN ratio. # bucket 1: sold/ask = 80k/100k = 0.80 ; bucket 2: 150k/200k = 0.75. rows = ( _rows_for_bucket(1, n=bt.MIN_BUCKET, ask=100_000.0, sold=80_000.0) + _rows_for_bucket(2, n=bt.MIN_BUCKET, ask=200_000.0, sold=150_000.0) ) ratios, meta = bt._derive_room_ratios(rows) assert ratios[1] == pytest.approx(0.80) assert ratios[2] == pytest.approx(0.75) assert meta["fallback_buckets"] == [] # both buckets were big enough assert meta["bucket_n"][1] == bt.MIN_BUCKET assert meta["bucket_n"][2] == bt.MIN_BUCKET def test_derive_ratios_median_not_mean() -> None: # A bucket whose ask/sold pairs vary: ratio must use the MEDIAN of each # series, not a per-row mean. asks median = 100k, solds median = 90k → 0.9. rows = [ (80_000.0, 60_000.0, 1), (100_000.0, 90_000.0, 1), # median row (300_000.0, 200_000.0, 1), *_rows_for_bucket(1, n=bt.MIN_BUCKET, ask=100_000.0, sold=90_000.0), ] ratios, _ = bt._derive_room_ratios(rows) # median ask and median sold are both pinned to 100k/90k by the padding. assert ratios[1] == pytest.approx(0.90) def test_derive_ratios_thin_bucket_uses_global_fallback() -> None: # bucket 1 has plenty (own ratio 0.80); bucket 2 has only 1 deal (< MIN) → # must inherit the GLOBAL ratio, and be flagged as a fallback bucket. rows = [ *_rows_for_bucket(1, n=bt.MIN_BUCKET, ask=100_000.0, sold=80_000.0), (200_000.0, 120_000.0, 2), # lone bucket-2 deal ] ratios, meta = bt._derive_room_ratios(rows) assert ratios[1] == pytest.approx(0.80) assert 2 in meta["fallback_buckets"] # global = median(all sold) / median(all ask). With MIN_BUCKET copies of # (100k/80k) plus one (200k/120k), both medians stay at the dense point. assert ratios[2] == pytest.approx(meta["global_ratio"]) assert meta["global_ratio"] is not None def test_derive_ratios_respects_custom_min_bucket() -> None: # With min_bucket=2, a 1-deal bucket falls back; a 2-deal bucket keeps own. rows = [ (100_000.0, 50_000.0, 1), # lone bucket-1 deal → fallback (100_000.0, 90_000.0, 2), (100_000.0, 90_000.0, 2), # 2 deals → own ratio 0.9 ] ratios, meta = bt._derive_room_ratios(rows, min_bucket=2) assert 1 in meta["fallback_buckets"] assert 2 not in meta["fallback_buckets"] assert ratios[2] == pytest.approx(0.90) def test_derive_ratios_empty_returns_empty_and_safe_meta() -> None: ratios, meta = bt._derive_room_ratios([]) assert ratios == {} assert meta["global_ratio"] is None assert meta["fallback_buckets"] == [] assert all(n == 0 for n in meta["bucket_n"].values()) def test_derive_ratios_skips_nonpositive_and_guards_div_by_zero() -> None: # pred<=0 or sold<=0 rows are dropped; a bucket left with only bad rows # gets neither its own ratio NOR a (here non-existent) global one → omitted, # and the function does not raise ZeroDivisionError. rows = [ (0.0, 100_000.0, 1), # pred 0 → dropped (would div-by-zero) (100_000.0, 0.0, 1), # sold 0 → dropped (-5.0, 100_000.0, 2), # pred <0 → dropped ] ratios, meta = bt._derive_room_ratios(rows) assert ratios == {} # nothing valid survived assert meta["global_ratio"] is None # no valid pred → no global ratio def test_derive_ratios_bucket_zero_global_pred_no_ratio() -> None: # If a bucket's own pred median is 0 (all-zero preds) it can't form a ratio; # with no global fallback either, it must be omitted, not crash. rows = [(0.0, 100_000.0, 1) for _ in range(bt.MIN_BUCKET)] ratios, meta = bt._derive_room_ratios(rows) assert 1 not in ratios assert meta["global_ratio"] is None # --------------------------------------------------------------------------- # # _apply_ratios + corrected metrics — ratios that cancel a known bias → ~0. # --------------------------------------------------------------------------- # def test_apply_ratios_multiplies_pred_by_bucket_ratio() -> None: rows = [(100_000.0, 90_000.0, 1), (200_000.0, 150_000.0, 2)] out = bt._apply_ratios(rows, {1: 0.9, 2: 0.75}) assert out[0] == (pytest.approx(90_000.0), 90_000.0, 1) assert out[1] == (pytest.approx(150_000.0), 150_000.0, 2) def test_apply_ratios_missing_bucket_leaves_pred_unchanged() -> None: # bucket 3 absent from the ratios map → identity multiplier (×1.0). rows = [(123_456.0, 100_000.0, 3)] out = bt._apply_ratios(rows, {1: 0.9}) assert out[0][0] == pytest.approx(123_456.0) def test_corrected_metrics_cancel_plus_30_pct_bias_to_zero() -> None: # Construct a uniform +30% asking bias (pred = 1.30 * sold) across buckets # with enough deals that each bucket forms its OWN ratio. Deriving the ratio # in-sample and re-applying it MUST collapse the corrected bias to ~0. rows: list[tuple[float, float, int]] = [] for bucket, sold in ((0, 80_000.0), (1, 100_000.0), (2, 150_000.0)): rows += _rows_for_bucket( bucket, n=bt.MIN_BUCKET, ask=1.30 * sold, sold=sold ) # sanity: the ASKING block really is +30%. asking = bt._compute_metrics(rows) assert asking["overall"]["median_bias_pct"] == pytest.approx(30.0) ratios, meta = bt._derive_room_ratios(rows) # every per-bucket ratio == 1/1.30 ≈ 0.7692. for bucket in (0, 1, 2): assert ratios[bucket] == pytest.approx(1.0 / 1.30, rel=1e-6) assert meta["fallback_buckets"] == [] corrected = bt._compute_metrics(bt._apply_ratios(rows, ratios)) assert corrected["overall"]["median_bias_pct"] == pytest.approx(0.0, abs=1e-6) assert corrected["overall"]["mape_pct"] == pytest.approx(0.0, abs=1e-6) for bucket in (0, 1, 2): assert corrected["per_rooms"][bucket]["median_bias_pct"] == pytest.approx( 0.0, abs=1e-6 ) def test_corrected_metrics_global_fallback_cancels_uniform_bias() -> None: # Even when buckets are too thin for their OWN ratio, the GLOBAL fallback # (uniform +30% here) still cancels the systematic bias to ~0. rows = [ (130_000.0, 100_000.0, 1), # +30 (260_000.0, 200_000.0, 2), # +30 (104_000.0, 80_000.0, 0), # +30 ] ratios, meta = bt._derive_room_ratios(rows) # all buckets < MIN_BUCKET assert set(meta["fallback_buckets"]) == {0, 1, 2} # meta["global_ratio"] is rounded to 4dp for the report; the APPLIED ratios # in `ratios` keep full precision, so the corrected bias still cancels to 0. assert meta["global_ratio"] == pytest.approx(0.7692, abs=5e-5) assert ratios[1] == pytest.approx(1.0 / 1.30, rel=1e-9) # full precision applied corrected = bt._compute_metrics(bt._apply_ratios(rows, ratios)) assert corrected["overall"]["median_bias_pct"] == pytest.approx(0.0, abs=1e-6) # --------------------------------------------------------------------------- # # Rendering smoke tests — table + empty render must not crash. # --------------------------------------------------------------------------- # def test_render_table_runs_on_real_metrics() -> None: m = bt._compute_metrics([(122_000.0, 100_000.0, 1)], n_no_analogs=2) headline = { "deal_median_ppm2": 100_000.0, "ask_median_ppm2": 122_000.0, "spread_pct": 22.0, } out = bt._render_table(m, headline) assert "BACKTEST" in out assert "OVERALL" in out assert "+22.0" in out # bias rendered with sign assert "100 000" in out # ppm2 formatted with space thousands separator def test_render_table_handles_empty_sample() -> None: m = bt._compute_metrics([]) headline = {"deal_median_ppm2": None, "ask_median_ppm2": None, "spread_pct": None} out = bt._render_table(m, headline) assert "n/a" in out # None metrics render as n/a, no crash def test_render_table_includes_corrected_block_and_in_sample_warning() -> None: # Build a metrics dict the way run_backtest does, with a corrected block. rows = [(130_000.0, 100_000.0, 1)] * bt.MIN_BUCKET m = bt._compute_metrics(rows) ratios, meta = bt._derive_room_ratios(rows) meta["holdout_split"] = False m["ratios"] = ratios m["ratios_meta"] = meta m["corrected"] = bt._compute_metrics(bt._apply_ratios(rows, ratios)) headline = { "deal_median_ppm2": 100_000.0, "ask_median_ppm2": 130_000.0, "spread_pct": 30.0, } out = bt._render_table(m, headline) assert "ASKING" in out assert "CORRECTED" in out assert "ratio=" in out # derived ratio line rendered assert "IN-SAMPLE" in out # honesty caveat shown when not holdout def test_render_table_corrected_block_holdout_message() -> None: rows = [(130_000.0, 100_000.0, 1)] * bt.MIN_BUCKET m = bt._compute_metrics(rows) ratios, meta = bt._derive_room_ratios(rows) meta["holdout_split"] = True m["ratios"] = ratios m["ratios_meta"] = meta m["corrected"] = bt._compute_metrics(bt._apply_ratios(rows, ratios)) headline = {"deal_median_ppm2": None, "ask_median_ppm2": None, "spread_pct": None} out = bt._render_table(m, headline) assert "OUT-OF-SAMPLE" in out assert "IN-SAMPLE" not in out # holdout path swaps the caveat def test_render_table_no_corrected_block_when_absent() -> None: # Backward-compat: a metrics dict without "corrected" still renders (ASKING # only) and does not raise. m = bt._compute_metrics([(122_000.0, 100_000.0, 1)]) headline = { "deal_median_ppm2": 100_000.0, "ask_median_ppm2": 122_000.0, "spread_pct": 22.0, } out = bt._render_table(m, headline) assert "ASKING" in out assert "CORRECTED" not in out def test_fmt_helpers_handle_none_and_nan_safely() -> None: assert bt._fmt_pct(None) == " n/a" assert bt._fmt_ppm2(None) == "n/a" # sanity: finite values format assert "+22" in bt._fmt_pct(22.0) assert not math.isnan(22.0) # --------------------------------------------------------------------------- # # argparse — defaults match the brief. # --------------------------------------------------------------------------- # def test_argparse_defaults() -> None: ns = bt._parse_args([]) assert ns.sample == 300 assert ns.since == "2025-06-01" assert ns.radius == 1000 assert ns.rooms_tolerance == 0 assert ns.json is False assert ns.holdout_split is False def test_argparse_overrides() -> None: ns = bt._parse_args( ["--sample", "50", "--since", "2024-01-01", "--radius", "2000", "--rooms-tolerance", "1", "--holdout-split", "--json"] ) assert ns.sample == 50 assert ns.since == "2024-01-01" assert ns.radius == 2000 assert ns.rooms_tolerance == 1 assert ns.holdout_split is True assert ns.json is True