test: reject ambiguous duplicate rebalance dates

2026-08-21 21:24:03 +08:00
parent 96e8f1ad62
commit a1130ea43b
1 changed files with 11 additions and 0 deletions
@@ -130,6 +130,17 @@ def test_portfolio_construction_rejects_duplicate_assets() -> None:
        scores_to_target_weights(duplicate_scores, top_k=1)


+def test_weight_table_rejects_duplicate_rebalance_dates() -> None:
+    duplicate_date = pd.Timestamp("2026-01-05")
+    scores = pd.DataFrame(
+        {"A": [1.0, 2.0]},
+        index=[duplicate_date, duplicate_date],
+    )
+
+    with pytest.raises(ValueError, match="unique rebalance dates"):
+        scores_to_weight_table(scores, top_k=1)
+
+
 def test_weight_table_rejects_non_numeric_scores() -> None:
    scores = pd.DataFrame({"A": ["high"], "B": ["low"]})