This commit is contained in:
Ichinga Samuel
2024-11-16 09:26:10 +01:00
parent 2e7aa73aec
commit 1109d78218
45 changed files with 1110 additions and 271 deletions
+3 -1
View File
@@ -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)
@@ -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
+5 -1
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@@ -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())
)
+5 -1
View File
@@ -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())
)