feat: Set up comprehensive Python testing infrastructure with Poetry

[llbbl]

Python Testing Infrastructure Setup

Summary

This PR establishes a comprehensive testing infrastructure for the Python trading algorithms project using Poetry as the package manager and pytest as the testing framework.

Changes Made

Package Management

• Created pyproject.toml with Poetry configuration as the default package manager
• Migrated project dependencies based on code analysis:
  • Core: pandas, numpy, matplotlib, pandas-datareader, scikit-learn
  • Chapter 8 specific: quickfix (optional), twisted, pyyaml
• Added development dependencies: pytest, pytest-cov, pytest-mock, black, flake8

Testing Configuration

• Configured pytest with:

  • Test discovery patterns for multiple naming conventions
  • Coverage reporting with 80% threshold requirement
  • HTML and XML coverage report generation
  • Custom markers: unit, integration, slow
  • Strict mode options for better test quality

• Set up coverage exclusions for:

  • Test files themselves
  • Virtual environments
  • Cache directories
  • Standard Python boilerplate code

Directory Structure

tests/
├── __init__.py
├── conftest.py           # Shared fixtures
├── test_setup_validation.py  # Infrastructure validation
├── unit/
│   └── __init__.py
└── integration/
    └── __init__.py

Shared Fixtures (conftest.py)

• temp_dir: Temporary directory for file operations
• mock_config: Mock configuration objects
• sample_dataframe: Sample pandas DataFrame for testing
• mock_market_data: Mock market data provider
• mock_order: Mock trading order object
• mock_portfolio: Mock portfolio object
• reset_random_seed: Ensures reproducible tests
• captured_logs: Log capture helper
• mock_file_system: File system mocking
• clean_imports: Module import cleanup

Additional Setup

• Updated .gitignore with comprehensive Python/testing patterns
• Created Poetry script commands:
  • poetry run test - Run all tests
  • poetry run tests - Alternative command
• Made quickfix an optional dependency due to compilation issues

Running Tests

1. Install dependencies:

   poetry install

2. Run all tests:

   poetry run test

3. Run specific test markers:

   poetry run test -m unit
   poetry run test -m integration
   poetry run test -m "not slow"

4. Run tests without coverage (useful during development):

   poetry run test --no-cov

5. Generate coverage reports:

   poetry run test  # Generates terminal, HTML, and XML reports

Notes

• The infrastructure is ready for developers to start writing tests immediately
• Coverage threshold is set to 80% but won't apply until actual source code tests are added
• Quickfix dependency is optional (poetry install -E fix) due to platform-specific compilation issues
• All pytest standard options are available through the Poetry scripts