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Refactor code for improved readability and consistency

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- Cleaned up whitespace and formatting in various files including http.py, language.py, logger.py, safe_exec.py, and SQL migration scripts.
- Consolidated import statements and removed unnecessary blank lines.
- Updated logging configuration for better clarity.
- Enhanced the safe execution code with improved error handling and logging.
- Removed commented-out code and unnecessary variables in backfill_zero_trades.py and other scripts.
- Added a pyproject.toml for Ruff and Vulture configuration.
- Introduced requirements-dev.txt for development dependencies.
- Removed commented-out stock entries in init.sql for cleaner migration scripts.
This commit is contained in:
dienakdz
2026-04-09 14:30:51 +07:00
parent 103055b3df
commit 87f2845483
157 changed files with 19026 additions and 17773 deletions
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backend_api_python/app/services/strategy_snapshot.py
+34 -6
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@@ -121,20 +121,44 @@ class StrategySnapshotResolver:
indicator_config = self._safe_dict(strategy.get("indicator_config"))
trading_config = self._safe_dict(strategy.get("trading_config"))
cs_type = str(trading_config.get("cs_strategy_type") or trading_config.get("strategy_type") or "single").strip().lower()
cs_type = (
str(trading_config.get("cs_strategy_type") or trading_config.get("strategy_type") or "single")
.strip()
.lower()
)
if cs_type == "cross_sectional":
raise ValueError("Cross-sectional strategies are not supported in strategy backtest yet")
symbol = str(override.get("symbol") or trading_config.get("symbol") or strategy.get("symbol") or "").strip()
market = str(override.get("market") or strategy.get("market_category") or trading_config.get("market_category") or "Crypto").strip() or "Crypto"
market = (
str(
override.get("market")
or strategy.get("market_category")
or trading_config.get("market_category")
or "Crypto"
).strip()
or "Crypto"
)
if ":" in symbol and "market" not in override:
maybe_market, maybe_symbol = symbol.split(":", 1)
market = maybe_market or market
symbol = maybe_symbol or symbol
timeframe = str(override.get("timeframe") or trading_config.get("timeframe") or strategy.get("timeframe") or "1D").strip() or "1D"
initial_capital = self._to_float(override.get("initialCapital", trading_config.get("initial_capital", strategy.get("initial_capital", 10000))), 10000.0)
leverage = self._to_int(override.get("leverage", trading_config.get("leverage", strategy.get("leverage", 1))), 1)
timeframe = (
str(
override.get("timeframe") or trading_config.get("timeframe") or strategy.get("timeframe") or "1D"
).strip()
or "1D"
)
initial_capital = self._to_float(
override.get(
"initialCapital", trading_config.get("initial_capital", strategy.get("initial_capital", 10000))
),
10000.0,
)
leverage = self._to_int(
override.get("leverage", trading_config.get("leverage", strategy.get("leverage", 1))), 1
)
# Commission/slippage are backtest-only assumptions (not used by live ScriptStrategy execution).
# Script strategies created from the UI may omit these; apply sensible backtest defaults.
commission_raw = override.get("commission")
@@ -161,7 +185,11 @@ class StrategySnapshotResolver:
indicator_id = indicator_config.get("indicator_id") or strategy.get("indicator_id")
indicator_name = indicator_config.get("indicator_name") or ""
code = (strategy.get("strategy_code") or "").strip() if is_script else (indicator_config.get("indicator_code") or "").strip()
code = (
(strategy.get("strategy_code") or "").strip()
if is_script
else (indicator_config.get("indicator_code") or "").strip()
)
if not code and indicator_id and not is_script:
code = self._fetch_indicator_code(indicator_id)