🧪 Test Coverage Overview¶
This page summarizes the scope of automated tests written for the TradeIQ platform.
✅ Testing Framework¶
- Framework: Google Test (GTest)
- Coverage: All core components of
StatsEngine, including edge cases and invalid input handling.
📂 Test Groups¶
| Category | Functions Covered |
|---|---|
| 📈 Returns | computeDailyReturns, computeTotalReturn, computeAnnualizedReturn |
| 📊 Volatility | computeAnnualizedVolatility, computeRollingVolatility, computeRollingStandardDeviation |
| ⚖️ Ratios | Sharpe, Sortino, Treynor, Calmar, Information, Omega, Sterling |
| 📉 Drawdowns | computeMaxDrawdown, computeAverageDrawdown, computeMaxRecoveryTime |
| 🔁 Rolling | Rolling Sharpe / Sortino |
| 🔗 Correlation | Covariance & correlation matrix functions |
| 📊 Distribution | Skewness, Kurtosis, Gain/Loss Ratio, Hit Ratio |
| 📈 Capture | Upside and Downside Capture Ratios |
| 🧰 Utilities | exportToCSV and internal helpers |
🛠️ Notes¶
- Edge case inputs (e.g. zero stddev, empty vectors, mismatched lengths) are tested and throw exceptions as expected.
- Tests are located under the
tests/stats/directory and split by category. - Future test coverage will extend to API/CLI/GUI layers as implemented.