aria-code 0.159.0__tar.gz → 0.160.0__tar.gz

{aria_code-0.159.0/src/aria_code.egg-info → aria_code-0.160.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: aria-code
-Version: 0.159.0
+Version: 0.160.0
 Summary: Open-source AI agent for coding, financial analysis and logistics operations: numbers you can check, client data kept apart, actions a person approves
 License: Apache-2.0
 Project-URL: Homepage, https://github.com/artheras/aria-code
@@ -172,7 +172,7 @@ Numbers you can check, client data kept apart, actions a person approves.</p>
 <p align="center">
   <a href="https://www.npmjs.com/package/@artheras/aria-code"><img src="https://img.shields.io/npm/v/@artheras/aria-code/latest?style=flat-square&logo=npm&label=npm" alt="npm version"></a>
   <!-- Release automation pins PyPI: the default endpoint still selects legacy 4.x. -->
-  <a href="https://pypi.org/project/aria-code/0.159.0/"><img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fpypi.org%2Fpypi%2Faria-code%2F0.159.0%2Fjson&amp;query=%24.info.version&amp;prefix=v&amp;style=flat-square&amp;logo=pypi&amp;label=PyPI&amp;color=blue&amp;cacheSeconds=300" alt="PyPI version"></a>
+  <a href="https://pypi.org/project/aria-code/0.160.0/"><img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fpypi.org%2Fpypi%2Faria-code%2F0.160.0%2Fjson&amp;query=%24.info.version&amp;prefix=v&amp;style=flat-square&amp;logo=pypi&amp;label=PyPI&amp;color=blue&amp;cacheSeconds=300" alt="PyPI version"></a>
   <a href="https://github.com/artheras/aria-code/actions/workflows/ci.yml"><img src="https://img.shields.io/github/actions/workflow/status/artheras/aria-code/ci.yml?branch=main&style=flat-square&logo=githubactions&label=CI" alt="CI status"></a>
   <a href="LICENSE"><img src="https://img.shields.io/badge/license-Apache%202.0-64748b?style=flat-square" alt="Apache License 2.0"></a>
 </p>

{aria_code-0.159.0 → aria_code-0.160.0}/README.md

@@ -15,7 +15,7 @@ Numbers you can check, client data kept apart, actions a person approves.</p>
 <p align="center">
   <a href="https://www.npmjs.com/package/@artheras/aria-code"><img src="https://img.shields.io/npm/v/@artheras/aria-code/latest?style=flat-square&logo=npm&label=npm" alt="npm version"></a>
   <!-- Release automation pins PyPI: the default endpoint still selects legacy 4.x. -->
-  <a href="https://pypi.org/project/aria-code/0.159.0/"><img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fpypi.org%2Fpypi%2Faria-code%2F0.159.0%2Fjson&amp;query=%24.info.version&amp;prefix=v&amp;style=flat-square&amp;logo=pypi&amp;label=PyPI&amp;color=blue&amp;cacheSeconds=300" alt="PyPI version"></a>
+  <a href="https://pypi.org/project/aria-code/0.160.0/"><img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fpypi.org%2Fpypi%2Faria-code%2F0.160.0%2Fjson&amp;query=%24.info.version&amp;prefix=v&amp;style=flat-square&amp;logo=pypi&amp;label=PyPI&amp;color=blue&amp;cacheSeconds=300" alt="PyPI version"></a>
   <a href="https://github.com/artheras/aria-code/actions/workflows/ci.yml"><img src="https://img.shields.io/github/actions/workflow/status/artheras/aria-code/ci.yml?branch=main&style=flat-square&logo=githubactions&label=CI" alt="CI status"></a>
   <a href="LICENSE"><img src="https://img.shields.io/badge/license-Apache%202.0-64748b?style=flat-square" alt="Apache License 2.0"></a>
 </p>

{aria_code-0.159.0 → aria_code-0.160.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aria-code"
-version = "0.159.0"
+version = "0.160.0"
 description = "Open-source AI agent for coding, financial analysis and logistics operations: numbers you can check, client data kept apart, actions a person approves"
 readme = "README.md"
 license = { text = "Apache-2.0" }

{aria_code-0.159.0 → aria_code-0.160.0}/src/aria_code/_version.py

@@ -17,4 +17,4 @@ from __future__ import annotations
 
 __all__ = ["__version__"]
 
-__version__ = "0.159.0"
+__version__ = "0.160.0"

{aria_code-0.159.0 → aria_code-0.160.0}/src/aria_code/domain/backtest_engine.py

@@ -17,11 +17,12 @@ testable offline; ``load_bars`` bridges to DataService for real runs.
 
 from __future__ import annotations
 
-import math
 from abc import ABC, abstractmethod
 from dataclasses import dataclass, field
 from typing import Any, Callable, Dict, List, Optional
 
+from aria_code.domain import performance_stats as stats
+
 
 @dataclass
 class Bar:
@@ -98,27 +99,16 @@ class BacktestResult:
     benchmark: Dict[str, Any]
 
 
-def _sharpe(returns: List[float], periods: int = 252) -> float:
-    if len(returns) < 2:
-        return 0.0
-    mean = sum(returns) / len(returns)
-    var = sum((r - mean) ** 2 for r in returns) / (len(returns) - 1)
-    std = math.sqrt(var)
-    return (mean / std) * math.sqrt(periods) if std > 0 else 0.0
-
-
-def _max_drawdown(equity: List[float]) -> float:
-    peak = equity[0] if equity else 0.0
-    mdd = 0.0
-    for v in equity:
-        peak = max(peak, v)
-        if peak > 0:
-            mdd = min(mdd, v / peak - 1.0)
-    return mdd
-
-
 def _metrics(equity_curve: List[Dict[str, Any]], trades: List[Dict[str, Any]],
-             periods: int = 252) -> Dict[str, Any]:
+             periods: Optional[int] = None) -> Dict[str, Any]:
+    """Headline statistics for a run.
+
+    `periods` is the caller's own periods-per-year when they gave one, and then
+    behaves exactly as it always did. Left out, the span comes from the equity
+    curve's dates (see performance_stats), so a year of weekly bars and a year
+    of daily bars both annualize to a year. A curve whose dates cannot be read
+    falls back to 252, the old behaviour.
+    """
     eq = [pt["equity"] for pt in equity_curve]
     if len(eq) < 2 or eq[0] <= 0:
         return {"total_return": 0.0, "annual_return": 0.0, "sharpe": 0.0,
@@ -126,14 +116,23 @@ def _metrics(equity_curve: List[Dict[str, Any]], trades: List[Dict[str, Any]],
     rets = [eq[i] / eq[i - 1] - 1 for i in range(1, len(eq)) if eq[i - 1] > 0]
     total = eq[-1] / eq[0] - 1
     n = len(eq)
-    annual = (1 + total) ** (periods / n) - 1 if n > 0 else 0.0
+    years = stats.span_years(equity_curve[0].get("date"), equity_curve[-1].get("date"))
+    if periods is not None:
+        sharpe_periods = periods
+        annual = -1.0 if total <= -1 else (1 + total) ** (periods / n) - 1
+    elif years is not None:
+        sharpe_periods = len(rets) / years
+        annual = stats.annualized_return(total, years)
+    else:
+        sharpe_periods = stats.FALLBACK_PERIODS_PER_YEAR
+        annual = -1.0 if total <= -1 else (1 + total) ** (sharpe_periods / n) - 1
     sells = [t for t in trades if t["side"] == "sell"]
     wins = [t for t in sells if t.get("realized_pnl", 0) > 0]
     return {
         "total_return": round(total, 6),
         "annual_return": round(annual, 6),
-        "sharpe": round(_sharpe(rets, periods), 4),
-        "max_drawdown": round(_max_drawdown(eq), 6),
+        "sharpe": round(stats.sharpe(rets, sharpe_periods), 4),
+        "max_drawdown": round(stats.max_drawdown(eq), 6),
         "n_trades": len(trades),
         "win_rate": round(len(wins) / len(sells), 4) if sells else 0.0,
     }
@@ -142,11 +141,12 @@ def _metrics(equity_curve: List[Dict[str, Any]], trades: List[Dict[str, Any]],
 class BacktestEngine:
     def __init__(self, *, starting_cash: float = 100_000.0,
                  commission: float = 0.0005, slippage: float = 0.0005,
-                 periods_per_year: int = 252):
+                 periods_per_year: Optional[int] = None):
         self.starting_cash = float(starting_cash)
         self.commission = float(commission)
         self.slippage = float(slippage)
-        self.periods_per_year = int(periods_per_year)
+        # None: read it from the data's dates. A number: the caller knows their data.
+        self.periods_per_year = None if periods_per_year is None else int(periods_per_year)
 
     def run(self, data: Dict[str, List[Bar]], strategy: Strategy) -> BacktestResult:
         symbols = list(data.keys())

{aria_code-0.159.0 → aria_code-0.160.0}/src/aria_code/domain/backtest_report.py

@@ -12,6 +12,7 @@ from typing import Any, Dict, Iterable, List, Optional, Sequence, Tuple
 
 from aria_code.artifacts import create_user_artifact, write_artifact_metadata, write_artifact_raw_data
 from aria_code.data_service import DataService
+from aria_code.domain import performance_stats as stats
 
 
 @dataclass(frozen=True)
@@ -125,26 +126,6 @@ def _signals(strategy: str, closes: Sequence[float], fast: int, slow: int, momen
     return [1 if i >= period and closes[i] > closes[i - period] else 0 for i in range(n)]
 
 
-def _max_drawdown(values: Sequence[float]) -> float:
-    if not values:
-        return 0.0
-    peak = values[0]
-    worst = 0.0
-    for value in values:
-        peak = max(peak, value)
-        if peak > 0:
-            worst = min(worst, value / peak - 1.0)
-    return worst
-
-
-def _stddev(values: Sequence[float]) -> float:
-    if len(values) < 2:
-        return 0.0
-    mean = sum(values) / len(values)
-    variance = sum((v - mean) ** 2 for v in values) / (len(values) - 1)
-    return math.sqrt(max(variance, 0.0))
-
-
 def run_backtest_from_history(history: Sequence[Dict[str, Any]], config: BacktestConfig) -> Dict[str, Any]:
     rows = _clean_history_rows(history, config.start_date, config.end_date)
     min_bars = max(30, min(max(config.slow_period, config.momentum_period) + 2, 80))
@@ -192,11 +173,17 @@ def run_backtest_from_history(history: Sequence[Dict[str, Any]], config: Backtes
 
     total_return = equity[-1] / initial - 1.0
     benchmark_return = benchmark[-1] / initial - 1.0
-    span_days = max((_parse_date(dates[-1]) - _parse_date(dates[0])).days if _parse_date(dates[-1]) and _parse_date(dates[0]) else len(rows), 1)
-    years = max(span_days / 365.25, 1 / 252)
-    annualized_return = (1.0 + total_return) ** (1.0 / years) - 1.0 if total_return > -1 else -1.0
-    volatility = _stddev(daily_strategy_returns[1:]) * math.sqrt(252)
-    sharpe = (sum(daily_strategy_returns[1:]) / max(len(daily_strategy_returns) - 1, 1)) / _stddev(daily_strategy_returns[1:]) * math.sqrt(252) if _stddev(daily_strategy_returns[1:]) > 0 else 0.0
+    rets = daily_strategy_returns[1:]
+    years = stats.span_years(dates[0], dates[-1])
+    if years is None:
+        # Undatable rows: count bars as days, the long-standing fallback.
+        years = max(len(rows) / stats.DAYS_PER_YEAR, stats.MIN_YEARS)
+        periods_per_year = float(stats.FALLBACK_PERIODS_PER_YEAR)
+    else:
+        periods_per_year = len(rets) / years
+    annualized_return = stats.annualized_return(total_return, years)
+    volatility = stats.stddev(rets) * math.sqrt(periods_per_year)
+    sharpe = stats.sharpe(rets, periods_per_year)
     if entry_equity:
         trade_results.append(equity[-1] / entry_equity - 1.0)   # still open: marked at the last close
     # Winning trades over trades. This was the share of up days while holding,
@@ -228,8 +215,8 @@ def run_backtest_from_history(history: Sequence[Dict[str, Any]], config: Backtes
         "benchmark_return": round(benchmark_return, 6),
         "buy_hold_return": round(benchmark_return, 6),
         "alpha": round(total_return - benchmark_return, 6),
-        "max_drawdown": round(_max_drawdown(equity), 6),
-        "benchmark_max_drawdown": round(_max_drawdown(benchmark), 6),
+        "max_drawdown": round(stats.max_drawdown(equity), 6),
+        "benchmark_max_drawdown": round(stats.max_drawdown(benchmark), 6),
         "annual_volatility": round(volatility, 6),
         "sharpe_ratio": round(sharpe, 4),
         "win_rate": round(win_rate, 4),

aria_code-0.160.0/src/aria_code/domain/performance_stats.py

@@ -0,0 +1,101 @@
+"""Performance statistics, from the data's own calendar.
+
+There were two backtest calculators in this package, and they disagreed. The
+engine annualized as (1 + total) ** (252 / bars) - 1, which is right only when
+a year holds 252 bars. Run on a calendar year of daily bars for a market that
+trades every day it reported a 10.5% return as 7.1% a year, and on a year of
+weekly bars it reported 59%. The report module annualized by calendar span but
+still scaled volatility and Sharpe by sqrt(252). Neither could be right for a
+24/7 market, for weekly bars, or for an intraday run, and nothing tested the
+numbers, because the only check was the output of the same code.
+
+The statistics here read the span from the dates themselves, so one rule holds
+for every bar frequency:
+
+    years              = (last date - first date) / 365.25
+    annualized return  = (1 + total) ** (1 / years) - 1
+    periods per year   = observations / years
+    Sharpe             = mean / sample-std * sqrt(periods per year)
+
+An explicit periods-per-year is still honoured: someone who passes 365 knows
+their data. Dates that cannot be read fall back to 252, the previous behaviour,
+which keeps synthetic series ("1", "2", "3") working. There is a Go port of
+this arithmetic (go/runtime/quant) checked against the fixtures this module
+generates; change both together.
+"""
+from __future__ import annotations
+
+import math
+from datetime import date
+from typing import Optional, Sequence
+
+#: What the engine assumed for every series, and what an undatable one still gets.
+FALLBACK_PERIODS_PER_YEAR = 252
+
+DAYS_PER_YEAR = 365.25
+
+#: A span shorter than one trading day would compound a result hundreds of
+#: times over. The report module already clamped here; the engine now does too.
+MIN_YEARS = 1.0 / FALLBACK_PERIODS_PER_YEAR
+
+
+def parse_day(text: object) -> Optional[date]:
+    """The calendar day of an ISO timestamp or date, or None when it is not one."""
+    try:
+        return date.fromisoformat(str(text)[:10])
+    except ValueError:
+        return None
+
+
+def span_years(first: object, last: object) -> Optional[float]:
+    """Years between two dates, or None when either is unreadable or the span is not forward.
+
+    Clamped to MIN_YEARS from below so a one-day span cannot compound into nonsense.
+    """
+    a, b = parse_day(first), parse_day(last)
+    if a is None or b is None or b <= a:
+        return None
+    return max((b - a).days / DAYS_PER_YEAR, MIN_YEARS)
+
+
+def annualized_return(total_return: float, years: float) -> float:
+    """The constant yearly rate that compounds to `total_return` over `years`."""
+    if total_return <= -1.0:
+        return -1.0
+    return (1.0 + total_return) ** (1.0 / years) - 1.0
+
+
+def stddev(values: Sequence[float]) -> float:
+    """Sample standard deviation (n - 1); 0 for fewer than two values."""
+    if len(values) < 2:
+        return 0.0
+    mean = sum(values) / len(values)
+    variance = sum((v - mean) ** 2 for v in values) / (len(values) - 1)
+    return math.sqrt(max(variance, 0.0))
+
+
+def sharpe(returns: Sequence[float], periods_per_year: float) -> float:
+    """Annualized mean over sample standard deviation; 0 when there is no spread."""
+    if len(returns) < 2:
+        return 0.0
+    std = stddev(returns)
+    if std <= 0:
+        return 0.0
+    return (sum(returns) / len(returns)) / std * math.sqrt(periods_per_year)
+
+
+def max_drawdown(equity: Sequence[float]) -> float:
+    """The worst peak-to-trough fall, as a negative fraction (0 when never below a peak)."""
+    peak = equity[0] if equity else 0.0
+    worst = 0.0
+    for value in equity:
+        peak = max(peak, value)
+        if peak > 0:
+            worst = min(worst, value / peak - 1.0)
+    return worst
+
+
+def periods_per_year_from_dates(n_returns: int, first: object, last: object) -> Optional[float]:
+    """How many observations a year this series holds, or None when its dates cannot say."""
+    years = span_years(first, last)
+    return None if years is None else n_returns / years

{aria_code-0.159.0 → aria_code-0.160.0}/src/aria_code/packages/quant_engine/backtest/engine.py

@@ -80,8 +80,14 @@ class BacktestEngine:
         returns = equity_df['total_value'].pct_change().dropna()
         total_return = (equity_df['total_value'].iloc[-1] / self.portfolio.initial_cash) - 1.0
 
-        ann_vol = returns.std() * (252 ** 0.5) if not returns.empty else 0.0
-        sharpe = (returns.mean() * 252) / ann_vol if ann_vol > 0 else 0.0
+        # Periods a year from the equity curve's own dates; 252 when it has none.
+        from aria_code.domain import performance_stats as stats
+
+        periods = stats.periods_per_year_from_dates(
+            len(returns), equity_df.index[0], equity_df.index[-1]
+        ) or float(stats.FALLBACK_PERIODS_PER_YEAR)
+        ann_vol = returns.std() * (periods ** 0.5) if not returns.empty else 0.0
+        sharpe = (returns.mean() * periods) / ann_vol if ann_vol > 0 else 0.0
 
         cum_ret = (1 + returns).cumprod()
         peak = cum_ret.cummax()

{aria_code-0.159.0 → aria_code-0.160.0}/src/aria_code/tools/data_analysis_tools.py

@@ -485,7 +485,7 @@ def calc_correlation_matrix(params: dict) -> dict:
                 continue
             stats[sym] = {
                 "return_total": round((s.iloc[-1]/s.iloc[0] - 1)*100, 2),
-                "volatility":   round(float(r.std() * np.sqrt(252) * 100), 2) if len(r) > 1 else None,
+                "volatility":   round(_annual_vol(r) * 100, 2) if len(r) > 1 else None,
                 "sharpe":       _calc_sharpe(r),
                 "max_drawdown": round(_max_drawdown(s) * 100, 2),
             }
@@ -586,7 +586,7 @@ def portfolio_backtest(params: dict) -> dict:
             port_cum = (1 + port_rets_w).cumprod()
 
         total_return = float(port_cum.iloc[-1] - 1) * 100
-        annual_vol   = float(port_rets_w.std() * np.sqrt(252 if freq else 252) * 100)
+        annual_vol   = _annual_vol(port_rets_w) * 100
         sharpe       = _calc_sharpe(port_rets_w)
         max_dd       = round(_max_drawdown(port_cum) * 100, 2)
 
@@ -598,7 +598,7 @@ def portfolio_backtest(params: dict) -> dict:
             bench_stats = {
                 "symbol":     benchmark,
                 "total_return": round((float(b_cum.iloc[-1]) - 1)*100, 2),
-                "volatility": round(float(bench_rets.std() * np.sqrt(252) * 100), 2),
+                "volatility": round(_annual_vol(bench_rets) * 100, 2),
                 "sharpe":     _calc_sharpe(bench_rets),
                 "max_drawdown": round(_max_drawdown(b_cum) * 100, 2),
             }
@@ -785,6 +785,28 @@ def load_csv_data(params: dict) -> dict:
 
 # ── Private Helpers ───────────────────────────────────────────────────────────
 
+def _periods_per_year(rets) -> float:
+    """Observations a year in this return series, read from its index.
+
+    Monthly-rebalanced portfolio returns are monthly, so scaling them by
+    sqrt(252) overstated volatility and Sharpe about 4.6x. An index that is not
+    dates falls back to 252 (daily), the old assumption.
+    """
+    from aria_code.domain import performance_stats as stats
+
+    try:
+        idx = rets.index
+        # N dated returns span N - 1 intervals.
+        found = stats.periods_per_year_from_dates(len(rets) - 1, idx[0], idx[-1])
+    except Exception:
+        found = None
+    return found if found else float(stats.FALLBACK_PERIODS_PER_YEAR)
+
+
+def _annual_vol(rets) -> float:
+    return float(rets.std() * np.sqrt(_periods_per_year(rets)))
+
+
 def _calc_sharpe(rets, rf_daily: float = 0.0) -> Optional[float]:
     if not _HAS_NP or not hasattr(rets, "__len__") or len(rets) < 2:
         return None
@@ -792,7 +814,7 @@ def _calc_sharpe(rets, rf_daily: float = 0.0) -> Optional[float]:
         excess = rets - rf_daily
         if float(excess.std()) == 0:
             return None
-        return round(float(excess.mean() / excess.std() * np.sqrt(252)), 3)
+        return round(float(excess.mean() / excess.std() * np.sqrt(_periods_per_year(rets))), 3)
     except Exception:
         return None
 

{aria_code-0.159.0 → aria_code-0.160.0/src/aria_code.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: aria-code
-Version: 0.159.0
+Version: 0.160.0
 Summary: Open-source AI agent for coding, financial analysis and logistics operations: numbers you can check, client data kept apart, actions a person approves
 License: Apache-2.0
 Project-URL: Homepage, https://github.com/artheras/aria-code
@@ -172,7 +172,7 @@ Numbers you can check, client data kept apart, actions a person approves.</p>
 <p align="center">
   <a href="https://www.npmjs.com/package/@artheras/aria-code"><img src="https://img.shields.io/npm/v/@artheras/aria-code/latest?style=flat-square&logo=npm&label=npm" alt="npm version"></a>
   <!-- Release automation pins PyPI: the default endpoint still selects legacy 4.x. -->
-  <a href="https://pypi.org/project/aria-code/0.159.0/"><img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fpypi.org%2Fpypi%2Faria-code%2F0.159.0%2Fjson&amp;query=%24.info.version&amp;prefix=v&amp;style=flat-square&amp;logo=pypi&amp;label=PyPI&amp;color=blue&amp;cacheSeconds=300" alt="PyPI version"></a>
+  <a href="https://pypi.org/project/aria-code/0.160.0/"><img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Fpypi.org%2Fpypi%2Faria-code%2F0.160.0%2Fjson&amp;query=%24.info.version&amp;prefix=v&amp;style=flat-square&amp;logo=pypi&amp;label=PyPI&amp;color=blue&amp;cacheSeconds=300" alt="PyPI version"></a>
   <a href="https://github.com/artheras/aria-code/actions/workflows/ci.yml"><img src="https://img.shields.io/github/actions/workflow/status/artheras/aria-code/ci.yml?branch=main&style=flat-square&logo=githubactions&label=CI" alt="CI status"></a>
   <a href="LICENSE"><img src="https://img.shields.io/badge/license-Apache%202.0-64748b?style=flat-square" alt="Apache License 2.0"></a>
 </p>

{aria_code-0.159.0 → aria_code-0.160.0}/src/aria_code.egg-info/SOURCES.txt

@@ -346,6 +346,7 @@ src/aria_code/domain/__init__.py
 src/aria_code/domain/backtest_engine.py
 src/aria_code/domain/backtest_report.py
 src/aria_code/domain/finance_formulas.py
+src/aria_code/domain/performance_stats.py
 src/aria_code/domain/portfolio_ledger.py
 src/aria_code/domain/strategy_vault.py
 src/aria_code/evals/__init__.py
@@ -750,6 +751,7 @@ tests/test_packaging_constraints.py
 tests/test_packaging_manifest.py
 tests/test_packs_domains.py
 tests/test_pdf_report.py
+tests/test_performance_stats.py
 tests/test_pick_best_installed_model.py
 tests/test_plan_mode.py
 tests/test_plan_schema.py
@@ -760,6 +762,7 @@ tests/test_platform_publish.py
 tests/test_plotly_html_output.py
 tests/test_portfolio_language.py
 tests/test_portfolio_ledger.py
+tests/test_portfolio_periods.py
 tests/test_post_turn_context_decision.py
 tests/test_preflight.py
 tests/test_preview_server.py

aria_code-0.160.0/tests/test_performance_stats.py

@@ -0,0 +1,74 @@
+"""Hand-computed checks for the shared backtest statistics (not output of the same code)."""
+import math
+from datetime import date, timedelta
+
+import pytest
+
+from aria_code.domain import performance_stats as stats
+from aria_code.domain.backtest_engine import _metrics
+
+
+def test_annualized_return_one_year_is_total():
+    years = stats.span_years("2023-01-01", "2024-01-02")
+    assert years == pytest.approx(366 / 365.25)
+    assert stats.annualized_return(0.105, 1.0) == pytest.approx(0.105)
+
+
+def test_annualized_return_two_years():
+    assert stats.annualized_return(0.21, 2.0) == pytest.approx(0.1)  # 1.1**2 = 1.21
+
+
+def test_total_loss_is_minus_one():
+    assert stats.annualized_return(-1.0, 1.0) == -1.0
+    assert stats.annualized_return(-1.5, 1.0) == -1.0
+
+
+def test_span_clamp_and_unreadable():
+    assert stats.span_years("2024-01-01", "2024-01-02") == pytest.approx(1 / 252)
+    assert stats.span_years("1", "2") is None
+    assert stats.span_years("2024-02-01", "2024-01-01") is None
+
+
+def test_stddev_sample():
+    assert stats.stddev([1, 2, 3, 4]) == pytest.approx(math.sqrt(5 / 3))
+    assert stats.stddev([1]) == 0.0
+
+
+def test_sharpe_scales_with_sqrt_periods():
+    r = [0.01, -0.01, 0.02, 0.0]
+    assert stats.sharpe(r, 4) == pytest.approx(2 * stats.sharpe(r, 1))
+    assert stats.sharpe([0.01, 0.01], 252) == 0.0
+
+
+def test_max_drawdown():
+    assert stats.max_drawdown([100, 120, 90, 130]) == pytest.approx(-0.25)
+    assert stats.max_drawdown([100, 110]) == 0.0
+
+
+def _curve(dates, equity):
+    return [{"date": d, "equity": e} for d, e in zip(dates, equity)]
+
+
+def test_engine_uses_calendar_not_bar_count():
+    # 53 weekly bars over one year, +10%: must annualize to ~10%, not 59%.
+    d0 = date(2023, 1, 2)
+    dates = [(d0 + timedelta(weeks=i)).isoformat() for i in range(53)]
+    eq = [100 * (1.1 ** (i / 52)) for i in range(53)]
+    m = _metrics(_curve(dates, eq), [])
+    assert m["annual_return"] == pytest.approx(0.1, abs=0.01)
+
+
+def test_engine_explicit_periods_keeps_old_formula():
+    dates = ["2023-01-01", "2023-01-02", "2023-01-03"]
+    m = _metrics(_curve(dates, [100, 105, 110]), [], 252)
+    assert m["annual_return"] == pytest.approx(1.1 ** (252 / 3) - 1, rel=1e-4)
+
+
+def test_engine_undatable_falls_back_to_252():
+    m = _metrics(_curve(["1", "2", "3"], [100, 105, 110]), [])
+    assert m["annual_return"] == pytest.approx(1.1 ** (252 / 3) - 1, rel=1e-4)
+
+
+def test_engine_total_loss_does_not_raise():
+    m = _metrics(_curve(["2023-01-01", "2023-06-01"], [100, 0.0001]), [])
+    assert m["annual_return"] <= 0

aria_code-0.160.0/tests/test_portfolio_periods.py

@@ -0,0 +1,19 @@
+import numpy as np
+import pandas as pd
+import pytest
+
+from aria_code.tools.data_analysis_tools import _annual_vol, _calc_sharpe, _periods_per_year
+
+
+def test_monthly_series_is_scaled_by_twelve_not_252():
+    idx = pd.date_range("2023-01-31", periods=24, freq="ME")
+    r = pd.Series([0.02, -0.01] * 12, index=idx)
+    assert _periods_per_year(r) == pytest.approx(12, rel=0.03)
+    assert _annual_vol(r) == pytest.approx(r.std() * np.sqrt(12), rel=0.1)
+
+
+def test_daily_and_undated_series_keep_252():
+    idx = pd.bdate_range("2023-01-02", periods=260)
+    assert _periods_per_year(pd.Series(0.001, index=idx)) == pytest.approx(252, rel=0.05)
+    assert _periods_per_year(pd.Series([0.1, 0.2, 0.3])) == 252.0
+    assert _calc_sharpe(pd.Series([0.01, -0.01, 0.02])) is not None