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import unittest | ||
from unittest.mock import patch, MagicMock | ||
import numpy as np | ||
import gym | ||
from src.agent_management import TradingEnvironment, moving_average_jax, load_data # Replace 'your_module' with the actual module name | ||
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class TestTradingEnvironment(unittest.TestCase): | ||
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def setUp(self): | ||
# Mock data | ||
self.mock_prices = np.array([100, 105, 110, 115, 120, 125, 130], dtype=np.float32) | ||
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# Mock the load_data function | ||
self.mock_load_data = MagicMock(return_value=self.mock_prices) | ||
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# Initialize the environment | ||
self.env = TradingEnvironment(csv_file_path='dummy_path.csv') | ||
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@patch('your_module.load_data', self.mock_load_data) | ||
def test_initialization(self): | ||
self.assertEqual(self.env.initial_balance, 10000) | ||
self.assertEqual(self.env.transaction_fee, 0.001) | ||
self.assertEqual(self.env.action_space.n, 3) | ||
self.assertEqual(self.env.observation_space.shape, (4,)) | ||
self.assertTrue(np.all(self.env.prices == self.mock_prices)) | ||
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@patch('your_module.moving_average_jax') | ||
def test_step_buy(self, mock_moving_average): | ||
mock_moving_average.return_value = np.array([100, 105, 110, 115, 120, 125, 130]) | ||
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obs = self.env.reset() | ||
self.env.step(1) # Buy action | ||
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self.assertEqual(self.env.balance, 10000 - 100 * (1 + self.env.transaction_fee)) | ||
self.assertEqual(self.env.shares_held, 10000 // 100) | ||
self.assertEqual(self.env.current_step, 1) | ||
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@patch('your_module.moving_average_jax') | ||
def test_step_sell(self, mock_moving_average): | ||
mock_moving_average.return_value = np.array([100, 105, 110, 115, 120, 125, 130]) | ||
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# Simulate buying first | ||
self.env.step(1) # Buy action | ||
self.env.step(2) # Sell action | ||
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self.assertEqual(self.env.balance, (10000 // 100) * 100 * (1 - self.env.transaction_fee)) | ||
self.assertEqual(self.env.shares_held, 0) | ||
self.assertEqual(self.env.current_step, 2) | ||
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def test_calculate_reward(self): | ||
self.env.reset() | ||
self.env.step(1) # Buy action | ||
self.env.step(2) # Sell action | ||
reward = self.env._calculate_reward() | ||
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expected_reward = (10000 // 100) * 100 * (1 - self.env.transaction_fee) - 10000 | ||
self.assertAlmostEqual(reward, expected_reward) | ||
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def test_reset(self): | ||
self.env.step(1) # Perform some actions | ||
obs = self.env.reset() | ||
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self.assertEqual(self.env.balance, 10000) | ||
self.assertEqual(self.env.shares_held, 0) | ||
self.assertEqual(self.env.current_step, 0) | ||
self.assertEqual(obs[0], 10000) | ||
self.assertEqual(obs[1], 0) | ||
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@patch('builtins.print') | ||
def test_render(self, mock_print): | ||
self.env.reset() | ||
self.env.render() | ||
mock_print.assert_called_with( | ||
f'Step: 0\nBalance: 10000\nShares held: 0\nCurrent price: 100\nTotal value: 10000' | ||
) | ||
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if __name__ == "__main__": | ||
unittest.main() |