This commit is contained in:
Ichinga Samuel
2024-11-11 05:56:08 +01:00
parent 110c7c39c7
commit 72e902c4c5
58 changed files with 569 additions and 2079 deletions
+6 -24
View File
@@ -27,9 +27,7 @@ async def make_buy_sell_orders():
return {"buy": Order(**buy_req), "sell": Order(**sell_req)}
def test_trade_mode(
config, backtest_engine, history, positions, order_sell, order_buy, btc_usd
):
def test_trade_mode(config, backtest_engine, history, positions, order_sell, order_buy, btc_usd):
assert config.mode == "backtest"
assert isinstance(backtest_engine, BackTestEngine)
assert isinstance(history.mt5, MetaBackTester)
@@ -79,26 +77,16 @@ async def test_history(backtest_engine, history, order_sell, order_buy, position
async def test_margin(backtest_engine, order_sell, order_buy):
await backtest_engine.setup_account(balance=100)
so_margin = await backtest_engine.order_calc_margin(
action=order_sell.action,
volume=order_sell.volume,
symbol=order_sell.symbol,
price=order_sell.price,
action=order_sell.action, volume=order_sell.volume, symbol=order_sell.symbol, price=order_sell.price
)
bo_margin = await backtest_engine.order_calc_margin(
action=order_buy.action,
volume=order_buy.volume,
symbol=order_buy.symbol,
price=order_buy.price,
action=order_buy.action, volume=order_buy.volume, symbol=order_buy.symbol, price=order_buy.price
)
total_margin = so_margin + bo_margin
await backtest_engine.order_send(request=order_sell.request)
await backtest_engine.order_send(request=order_buy.request)
# noinspection PyTestUnpassedFixture
assert (
backtest_engine.positions.margin
== total_margin
== backtest_engine._account.margin
)
assert backtest_engine.positions.margin == total_margin == backtest_engine._account.margin
backtest_engine.reset(clear_data=True)
@@ -124,11 +112,7 @@ 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
@@ -155,9 +139,7 @@ async def test_wrapup(positions, buy_order, sell_order, backtest_engine, config)
last_equity = backtest_engine._account.equity
last_profit = backtest_engine._account.profit
tdata = GetData.load_data(name=config.backtest_dir / f"{backtest_engine.name}.pkl")
new_bte = BackTestEngine(
data=tdata, restart=False, assign_to_config=False, preload=False
)
new_bte = BackTestEngine(data=tdata, restart=False, assign_to_config=False, preload=False)
assert new_bte._account.balance == last_balance
assert new_bte._account.equity == last_equity
assert new_bte._account.profit == last_profit