feat: initial commit - EvoTraders project

量化交易多智能体系统，包含：
- 分析师、投资组合经理、风险经理等智能体
- 股票分析、投资组合管理、风险控制工具
- React 前端界面
- FastAPI 后端服务

Co-Authored-By: Claude <noreply@anthropic.com>

backend/tests/test_settlement.py

@@ -0,0 +1,201 @@
+# -*- coding: utf-8 -*-
+"""
+Test Settlement Coordinator and Baseline Calculations
+"""
+
+from backend.utils.baselines import (
+    BaselineCalculator,
+    calculate_momentum_scores,
+)
+from backend.utils.analyst_tracker import (
+    AnalystPerformanceTracker,
+    update_leaderboard_with_evaluations,
+)
+
+
+def test_baseline_equal_weight():
+    """Test equal weight baseline calculation"""
+    calculator = BaselineCalculator(initial_capital=100000.0)
+
+    tickers = ["AAPL", "MSFT", "GOOGL"]
+    prices = {"AAPL": 150.0, "MSFT": 300.0, "GOOGL": 120.0}
+    openprices = {"AAPL": 160.0, "MSFT": 310.0, "GOOGL": 110.0}
+    value = calculator.calculate_equal_weight_value(
+        tickers,
+        openprices,
+        prices,
+    )
+
+    assert value > 0
+    assert calculator.equal_weight_initialized is True
+
+
+def test_baseline_market_cap_weighted():
+    """Test market cap weighted baseline calculation"""
+    calculator = BaselineCalculator(initial_capital=100000.0)
+
+    tickers = ["AAPL", "MSFT", "GOOGL"]
+    prices = {"AAPL": 150.0, "MSFT": 300.0, "GOOGL": 120.0}
+    openprices = {"AAPL": 160.0, "MSFT": 310.0, "GOOGL": 110.0}
+    market_caps = {"AAPL": 3e12, "MSFT": 2e12, "GOOGL": 1.5e12}
+
+    value = calculator.calculate_market_cap_weighted_value(
+        tickers,
+        openprices,
+        prices,
+        market_caps,
+    )
+
+    assert value > 0
+    assert calculator.market_cap_initialized is True
+
+
+def test_momentum_scores():
+    """Test momentum score calculation"""
+    tickers = ["AAPL", "MSFT"]
+    prices_history = {
+        "AAPL": [
+            ("2024-01-01", 100.0),
+            ("2024-01-02", 105.0),
+            ("2024-01-03", 110.0),
+        ],
+        "MSFT": [
+            ("2024-01-01", 200.0),
+            ("2024-01-02", 195.0),
+            ("2024-01-03", 190.0),
+        ],
+    }
+
+    scores = calculate_momentum_scores(
+        tickers,
+        prices_history,
+        lookback_days=2,
+    )
+
+    assert scores["AAPL"] > 0
+    assert scores["MSFT"] < 0
+
+
+def test_analyst_tracker_predictions():
+    """Test analyst prediction recording with structured format"""
+    tracker = AnalystPerformanceTracker()
+
+    final_predictions = [
+        {
+            "agent": "technical_analyst",
+            "predictions": [
+                {"ticker": "AAPL", "direction": "up", "confidence": 0.8},
+                {"ticker": "MSFT", "direction": "down", "confidence": 0.7},
+                {"ticker": "GOOGL", "direction": "neutral", "confidence": 0.5},
+            ],
+        },
+        {
+            "agent": "fundamentals_analyst",
+            "predictions": [
+                {"ticker": "AAPL", "direction": "up", "confidence": 0.9},
+                {"ticker": "MSFT", "direction": "up", "confidence": 0.6},
+                {"ticker": "GOOGL", "direction": "down", "confidence": 0.75},
+            ],
+        },
+    ]
+
+    tracker.record_analyst_predictions(final_predictions)
+
+    assert "technical_analyst" in tracker.daily_predictions
+    assert "fundamentals_analyst" in tracker.daily_predictions
+    assert tracker.daily_predictions["technical_analyst"]["AAPL"] == "long"
+    assert tracker.daily_predictions["technical_analyst"]["MSFT"] == "short"
+    assert tracker.daily_predictions["technical_analyst"]["GOOGL"] == "hold"
+
+
+def test_analyst_evaluation():
+    """Test analyst prediction evaluation"""
+    tracker = AnalystPerformanceTracker()
+
+    tracker.daily_predictions = {
+        "technical_analyst": {
+            "AAPL": "long",
+            "MSFT": "short",
+        },
+    }
+
+    open_prices = {"AAPL": 100.0, "MSFT": 200.0}
+    close_prices = {"AAPL": 105.0, "MSFT": 195.0}
+
+    evaluations = tracker.evaluate_predictions(
+        open_prices,
+        close_prices,
+        "2024-01-15",
+    )
+
+    assert "technical_analyst" in evaluations
+    eval_result = evaluations["technical_analyst"]
+    assert eval_result["correct_predictions"] == 2
+    assert eval_result["win_rate"] == 1.0
+
+    # Verify individual signals format
+    assert "signals" in eval_result
+    assert len(eval_result["signals"]) == 2
+    for signal in eval_result["signals"]:
+        assert "ticker" in signal
+        assert "signal" in signal
+        assert "date" in signal
+        assert "is_correct" in signal
+        assert signal["date"] == "2024-01-15"
+
+
+def test_leaderboard_update():
+    """Test leaderboard update with evaluations"""
+    leaderboard = [
+        {
+            "agentId": "technical_analyst",
+            "name": "Technical Analyst",
+            "rank": 0,
+            "winRate": None,
+            "bull": {"n": 0, "win": 0, "unknown": 0},
+            "bear": {"n": 0, "win": 0, "unknown": 0},
+            "signals": [],
+        },
+    ]
+
+    evaluations = {
+        "technical_analyst": {
+            "total_predictions": 2,
+            "correct_predictions": 1,
+            "win_rate": 0.5,
+            "bull": {"n": 1, "win": 1, "unknown": 0},
+            "bear": {"n": 1, "win": 0, "unknown": 0},
+            "hold": 0,
+            "signals": [
+                {
+                    "ticker": "AAPL",
+                    "signal": "bull",
+                    "date": "2024-01-01",
+                    "is_correct": True,
+                },
+                {
+                    "ticker": "MSFT",
+                    "signal": "bear",
+                    "date": "2024-01-01",
+                    "is_correct": False,
+                },
+            ],
+        },
+    }
+
+    updated = update_leaderboard_with_evaluations(
+        leaderboard,
+        evaluations,
+    )
+
+    assert updated[0]["bull"]["n"] == 1
+    assert updated[0]["bull"]["win"] == 1
+    assert updated[0]["winRate"] == 0.5
+    assert len(updated[0]["signals"]) == 2
+
+    # Verify signal format matches frontend expectations
+    for signal in updated[0]["signals"]:
+        assert "ticker" in signal
+        assert "signal" in signal
+        assert "date" in signal
+        assert "is_correct" in signal