v4

tests/backtest/conftest.py

@@ -50,7 +50,9 @@ async def close_all_positions():
 @pytest.fixture(scope="package", autouse=True)
 async def config(request):
     Path("tests/backtest/configs").mkdir(exist_ok=True)
-    with open("aiomql.json", "r") as fh, open("tests/backtest/configs/test2.json", "w") as fh1, open("tests/backtest/test.json", "w") as fh2:
+    with open("aiomql.json", "r") as fh, open("tests/backtest/configs/test2.json", "w") as fh1, open(
+        "tests/backtest/test.json", "w"
+    ) as fh2:
         data = json.load(fh)
         data["mode"] = "backtest"
         json.dump(data, fh1, indent=2)

tests/backtest/integration/test_backtesting.py

@@ -112,7 +112,11 @@ async def test_account(backtest_engine, positions):
     deal = backtest_engine.deals.history_deals_get(position=bo.order)
     bo_profit = deal[-1].profit
     assert len(all_pos) == 1
-    assert backtest_engine.positions.margin == backtest_engine._account.margin == backtest_engine.positions.margins[so.order]
+    assert (
+        backtest_engine.positions.margin
+        == backtest_engine._account.margin
+        == backtest_engine.positions.margins[so.order]
+    )
     profit = sum([pos.profit for pos in all_pos])
     n_balance = backtest_engine._account.balance
     n_equity = backtest_engine._account.equity

tests/backtest/unit/test_deals_manager.py

@@ -21,4 +21,8 @@ async def test_deals_manager(backtest_engine, sell_order, buy_order, period, pos
     deals = backtest_engine.deals.history_deals_get(position=bo.order)
     assert len(deals) <= 2
     orders = backtest_engine.deals.get_deals_range(date_from=start, date_to=end)
-    assert len(orders) == backtest_engine.deals.history_deals_total(date_from=start, date_to=end) == len(backtest_engine.deals._data.keys())
+    assert (
+        len(orders)
+        == backtest_engine.deals.history_deals_total(date_from=start, date_to=end)
+        == len(backtest_engine.deals._data.keys())
+    )

tests/backtest/unit/test_order_manager.py

@@ -21,4 +21,8 @@ async def test_orders_manager(backtest_engine, sell_order, buy_order, period, po
     orders = backtest_engine.orders.history_orders_get(position=bo.order)
     assert len(orders) <= 2
     orders = backtest_engine.orders.get_orders_range(date_from=start, date_to=end)
-    assert len(orders) == backtest_engine.orders.history_orders_total(date_from=start, date_to=end) == len(backtest_engine.orders._data.keys())
+    assert (
+        len(orders)
+        == backtest_engine.orders.history_orders_total(date_from=start, date_to=end)
+        == len(backtest_engine.orders._data.keys())
+    )

tests/live/conftest.py

@@ -47,7 +47,9 @@ async def close_all_positions():
 @pytest.fixture(scope="package", autouse=True)
 async def config(request):
     Path("tests/live/configs").mkdir(exist_ok=True)
-    with open("aiomql.json", "r") as fh, open("tests/live/configs/test2.json", "w") as fh1, open("tests/live/test.json", "w") as fh2:
+    with open("aiomql.json", "r") as fh, open("tests/live/configs/test2.json", "w") as fh1, open(
+        "tests/live/test.json", "w"
+    ) as fh2:
         data = json.load(fh)
         json.dump(data, fh1, indent=2)
         json.dump(data, fh2, indent=2)

tests/live/integration/test_results_records.py

@@ -36,7 +36,13 @@ class TestRecordsAndResults:
     async def sell(self, mt):
         sym = "BTCUSD"
         sym_info = await mt.symbol_info(sym)
-        return {"action": mt.TRADE_ACTION_DEAL, "symbol": sym, "volume": sym_info.volume_min, "type": mt.ORDER_TYPE_SELL, "price": sym_info.bid}
+        return {
+            "action": mt.TRADE_ACTION_DEAL,
+            "symbol": sym,
+            "volume": sym_info.volume_min,
+            "type": mt.ORDER_TYPE_SELL,
+            "price": sym_info.bid,
+        }
 
     @pytest.fixture(scope="class", autouse=True)
     async def setup(self, sell, buy, mt):
@@ -48,7 +54,12 @@ class TestRecordsAndResults:
         sell_res = Result(result=OrderSendResult(**sell_res._asdict()), name="test_result")
         sell_res_2 = Result(result=OrderSendResult(**sell_res_2._asdict()), name="test_result")
         buy_res_2 = Result(result=OrderSendResult(**buy_res_2._asdict()), name="test_result")
-        await asyncio.gather(buy_res.save(), sell_res.save(), buy_res_2.save(trade_record_mode="json"), sell_res_2.save(trade_record_mode="json"))
+        await asyncio.gather(
+            buy_res.save(),
+            sell_res.save(),
+            buy_res_2.save(trade_record_mode="json"),
+            sell_res_2.save(trade_record_mode="json"),
+        )
         await Positions().close_all()
 
     def test_records_dir(self):

tests/live/unit/test_backtest_engine.py

@@ -14,7 +14,13 @@ class TestBackTestEngine:
     def setup_class(cls):
         cls.start = datetime(2024, 2, 1)
         cls.end = datetime(2024, 2, 7)
-        cls.g_data = GetData(start=cls.start, end=cls.end, symbols=["BTCUSD", "SOLUSD"], timeframes=[TimeFrame.H1, TimeFrame.H2], name="test_engine")
+        cls.g_data = GetData(
+            start=cls.start,
+            end=cls.end,
+            symbols=["BTCUSD", "SOLUSD"],
+            timeframes=[TimeFrame.H1, TimeFrame.H2],
+            name="test_engine",
+        )
         cls.bte = BackTestEngine(start=cls.start, end=cls.end, assign_to_config=True, preload=False)
 
     @pytest.fixture(scope="class")
@@ -27,7 +33,13 @@ class TestBackTestEngine:
     @pytest.fixture(scope="class")
     async def sell_order(self):
         sym = await self.bte.get_symbol_info(symbol="BTCUSD")
-        request = {"type": OrderType.SELL, "symbol": "BTCUSD", "volume": sym.volume_min, "price": sym.bid, "action": TradeAction.DEAL}
+        request = {
+            "type": OrderType.SELL,
+            "symbol": "BTCUSD",
+            "volume": sym.volume_min,
+            "price": sym.bid,
+            "action": TradeAction.DEAL,
+        }
         return request
 
     @pytest.fixture(scope="class")
@@ -47,7 +59,8 @@ class TestBackTestEngine:
         }
         return request
 
-    def modify_stops(self, order): ...
+    def modify_stops(self, order):
+        ...
 
     def test_span_and_range(self):
         assert self.bte.range == range(0, int((self.end - self.start).total_seconds()), self.bte.speed)
@@ -255,10 +268,14 @@ class TestBackTestEngine:
         bte2.go_to(time=moment)
         sym = "BTCUSD"
         sym_info = await self.bte.get_symbol_info(symbol=sym)
-        margin = await self.bte.order_calc_margin(action=OrderType.SELL, symbol=sym, volume=sym_info.volume_min, price=sym_info.bid)
+        margin = await self.bte.order_calc_margin(
+            action=OrderType.SELL, symbol=sym, volume=sym_info.volume_min, price=sym_info.bid
+        )
         assert margin > 0
         sym_info2 = await self.bte.get_symbol_info(symbol=sym)
-        margin2 = await bte2.order_calc_margin(action=OrderType.SELL, symbol=sym, volume=sym_info2.volume_min, price=sym_info2.bid)
+        margin2 = await bte2.order_calc_margin(
+            action=OrderType.SELL, symbol=sym, volume=sym_info2.volume_min, price=sym_info2.bid
+        )
         assert margin2 > 0
 
     async def test_order_check(self, buy_order, sell_order):

tests/live/unit/test_get_data.py

@@ -14,7 +14,9 @@ class TestGetData:
         cls.end = datetime(2024, 2, 2, tzinfo=UTC)
         cls.symbols = ["BTCUSD", "ETHUSD"]
         cls.timeframes = [TimeFrame.H1, TimeFrame.H2]
-        cls.g_data = GetData(start=cls.start, end=cls.end, symbols=cls.symbols, timeframes=cls.timeframes, name="test_data")
+        cls.g_data = GetData(
+            start=cls.start, end=cls.end, symbols=cls.symbols, timeframes=cls.timeframes, name="test_data"
+        )
 
     @pytest.fixture(scope="class", autouse=True)
     async def get_data(self):