15 lines
516 B
Python
15 lines
516 B
Python
from fxhnt.application.paper_strategies import MomentumVrpStrategy, SixtyFortyStrategy
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def test_sixtyforty_constant_weights():
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s = SixtyFortyStrategy(bars=None)
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w = s.current_weights("2026-06-21")
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assert w == {"SPY": 0.6, "IEF": 0.4}
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assert abs(sum(w.values()) - 1.0) < 1e-9
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def test_momentum_vrp_returns_empty():
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# Vestigial trend overlay + VRP sleeve: no clean per-symbol target weight surface -> {} (skipped).
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s = MomentumVrpStrategy()
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assert s.current_weights("2026-06-21") == {}
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