
import unittest
import user_code
import ast
import re   
import importlib
import csv
import unittest
import importlib
import numpy as np
import pandas as pd

class TestTask(unittest.TestCase):
    def test_metrics_simple(self):
        import user_code
        importlib.reload(user_code)
        # Simple 2-asset, 5-day example
        prices = pd.DataFrame({
            'AAPL': [100, 101, 102, 103, 104],
            'MSFT': [200, 202, 204, 206, 208]
        })
        weights = [0.5, 0.5]
        res = user_code.calculate_portfolio_metrics(prices, weights)
        _dynamic_test(
            self,
            res is not None and isinstance(res, dict),
            "Function returns a dictionary",
            f"Expected dict, got: {type(res)}"
        )
        # Calculate expected values
        daily_returns = prices.pct_change().dropna()
        # Portfolio daily returns
        port_daily = daily_returns @ np.array(weights)
        mean_daily = np.mean(port_daily)
        expected_annual_return = mean_daily * 252
        cov = daily_returns.cov()
        port_var = np.array(weights).T @ cov.values @ np.array(weights)
        annual_vol = np.sqrt(port_var) * np.sqrt(252)
        sharpe = expected_annual_return / annual_vol if annual_vol != 0 else np.nan
        _dynamic_test(
            self,
            np.isclose(res['expected_annual_return'], expected_annual_return, rtol=1e-6),
            "Expected annual return is correct",
            f"Expected {expected_annual_return}, got {res['expected_annual_return']}"
        )
        _dynamic_test(
            self,
            np.isclose(res['annual_volatility'], annual_vol, rtol=1e-6),
            "Annual volatility is correct",
            f"Expected {annual_vol}, got {res['annual_volatility']}"
        )
        _dynamic_test(
            self,
            np.isclose(res['sharpe_ratio'], sharpe, rtol=1e-6),
            "Sharpe ratio is correct",
            f"Expected {sharpe}, got {res['sharpe_ratio']}"
        )

    def test_metrics_single_asset(self):
        import user_code
        importlib.reload(user_code)
        # Single asset
        prices = pd.DataFrame({
            'AAPL': [50, 51, 52, 53, 54]
        })
        weights = [1.0]
        res = user_code.calculate_portfolio_metrics(prices, weights)
        daily_returns = prices.pct_change().dropna().iloc[:,0]
        mean_daily = np.mean(daily_returns)
        expected_annual_return = mean_daily * 252
        annual_vol = np.std(daily_returns, ddof=1) * np.sqrt(252)
        sharpe = expected_annual_return / annual_vol if annual_vol != 0 else np.nan
        _dynamic_test(
            self,
            np.isclose(res['expected_annual_return'], expected_annual_return, rtol=1e-6),
            "Expected annual return is correct for single asset",
            f"Expected {expected_annual_return}, got {res['expected_annual_return']}"
        )
        _dynamic_test(
            self,
            np.isclose(res['annual_volatility'], annual_vol, rtol=1e-6),
            "Annual volatility is correct for single asset",
            f"Expected {annual_vol}, got {res['annual_volatility']}"
        )
        _dynamic_test(
            self,
            np.isclose(res['sharpe_ratio'], sharpe, rtol=1e-6),
            "Sharpe ratio is correct for single asset",
            f"Expected {sharpe}, got {res['sharpe_ratio']}"
        )

    def test_weights_sum_to_one(self):
        import user_code
        importlib.reload(user_code)
        # 3-asset, weights sum to 1
        prices = pd.DataFrame({
            'A': [10, 11, 12, 13, 14],
            'B': [20, 19, 18, 17, 16],
            'C': [30, 32, 31, 33, 35]
        })
        weights = [0.2, 0.5, 0.3]
        res = user_code.calculate_portfolio_metrics(prices, weights)
        _dynamic_test(
            self,
            isinstance(res, dict) and all(k in res for k in ['expected_annual_return','annual_volatility','sharpe_ratio']),
            "Function returns all required keys",
            f"Missing keys in result: {res}"
        )
        # No exception or nan for valid data
        _dynamic_test(
            self,
            not any(pd.isna(v) for v in res.values()),
            "No NaN values in result for valid data",
            f"Got NaN in result: {res}"
        )

    def test_zero_volatility(self):
        import user_code
        importlib.reload(user_code)
        # All prices constant, volatility should be zero, Sharpe should be nan or inf
        prices = pd.DataFrame({
            'AAPL': [100,100,100,100,100],
            'MSFT': [200,200,200,200,200]
        })
        weights = [0.5, 0.5]
        res = user_code.calculate_portfolio_metrics(prices, weights)
        _dynamic_test(
            self,
            res['annual_volatility'] == 0,
            "Annual volatility is zero for constant prices",
            f"Expected volatility 0, got {res['annual_volatility']}"
        )
        _dynamic_test(
            self,
            np.isnan(res['sharpe_ratio']) or np.isinf(res['sharpe_ratio']),
            "Sharpe ratio is nan or inf when volatility is zero",
            f"Expected NaN or inf, got {res['sharpe_ratio']}"
        )

def _dynamic_test(test_case, condition, success_message, failure_message):
    if condition:
        test_case._testMethodName = success_message
        test_case.assertTrue(True, success_message)
    else:
        test_case._testMethodName = failure_message
        test_case.fail(failure_message)

def normalize_text(text):
    text = text.lower()
    text = re.sub(r"\\s{2,}", " ", text)
    text = re.sub(r"\\s*([,:?])\\s*", r"\\1 ", text)
    return text.strip()

def change_var(code: str, var_name: str, value: str) -> str:
    tree = ast.parse(code)
    lines = code.splitlines()
    changed = False
    # Collect all assignment nodes to modify
    assign_nodes = [
        (i, node)
        for i, node in enumerate(tree.body)
        if isinstance(node, ast.Assign)
        and any(isinstance(target, ast.Name) and target.id == var_name for target in node.targets)
    ]

    # If nothing to change, return unmodified code
    if not assign_nodes:
        return code

    # Perform replacements for all matching assignments (from last to first to not break line offsets)
    for i, node in reversed(assign_nodes):
        start_line = node.lineno - 1
        line = lines[start_line]
        indent = ' ' * (len(line) - len(line.lstrip()))
        lines[start_line] = f"{indent}{var_name} = {value}"
        next_line = len(lines)
        for next_node in tree.body[i+1:]:
            if hasattr(next_node, 'lineno'):
                next_line = next_node.lineno - 1
                break
        if next_line > start_line + 1:
            lines[start_line+1:next_line] = []
        changed = True

    return '\\n'.join(lines) if changed else code

if __name__ == "__main__":
    unittest.main()


test_main.py

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Challenge: Automate Portfolio Metrics Calculation

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