v4

tests/backtest/conftest.py

@@ -0,0 +1,96 @@
+from datetime import datetime, UTC
+import asyncio
+import json
+import shutil
+from logging import getLogger
+from pathlib import Path
+
+import pytest
+from aiomql.core import Config
+from aiomql.core.meta_backtester import MetaBackTester
+from aiomql.contrib import BackTestEngine
+from aiomql.lib import Positions, History, Order
+
+logger = getLogger(__name__)
+
+
+async def cleanup():
+    try:
+        shutil.rmtree(Path('tests/backtest/configs'), ignore_errors=True)
+        Path.unlink(Path('tests/backtest/test.json'), missing_ok=True)
+        shutil.rmtree(Path('tests/backtest/trade_records'), ignore_errors=True)
+        shutil.rmtree(Path('tests/backtest/backtesting'), ignore_errors=True)
+        await close_all_positions()
+        await MetaBackTester().shutdown()
+    except Exception as err:
+        logger.error(f"Failed to complete cleanup: {err}")
+
+
+async def close_all_positions():
+    try:
+        mt = MetaBackTester()
+        positions = await mt.positions_get()
+        tasks = []
+        for position in positions:
+            order_type = mt.ORDER_TYPE_BUY if position.type == mt.ORDER_TYPE_SELL else mt.ORDER_TYPE_SELL
+            req = {'action': mt.TRADE_ACTION_DEAL, 'symbol': position.symbol, 'volume': position.volume,
+                   'type': order_type, 'position': position.ticket, 'price': position.price_current}
+            tasks.append(mt.order_send(req))
+        await asyncio.gather(*tasks)
+    except Exception as err:
+        logger.error(f"Failed to close all positions: {err}")
+
+
+@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:
+        data = json.load(fh)
+        data['mode'] = 'backtest'
+        json.dump(data, fh1, indent=2)
+        json.dump(data, fh2, indent=2)
+    config = Config(filename='test.json', root='tests/backtest')
+    yield config
+    await cleanup()
+
+
+@pytest.fixture(scope='package', autouse=True)
+async def mt():
+    mt = MetaBackTester()
+    await mt.initialize()
+    await mt.login()
+    yield mt
+    await mt.shutdown()
+
+@pytest.fixture(scope='package')
+async def period():
+    return {'start': datetime(2024, 2, 1, hour=8, tzinfo=UTC),
+            'end': datetime(2024, 2, 7, hour=16, tzinfo=UTC)}
+
+@pytest.fixture(scope='package')
+async def backtest_engine(period):
+    start = period['start']
+    end = period['end']
+    return BackTestEngine(start=start, end=end, name='backtest_data')
+
+
+@pytest.fixture(scope='function')
+def order_sell(sell_order):
+    return Order(**sell_order)
+
+
+@pytest.fixture(scope='function')
+def order_buy(buy_order):
+    return Order(**buy_order)
+
+
+@pytest.fixture(scope='package')
+def positions():
+    return Positions()
+
+
+@pytest.fixture(scope='package')
+def history(period):
+    start = period['start']
+    end = period['end']
+    return History(date_from=start, date_to=end)