v4

tests/backtest/conftest.py

@@ -8,7 +8,7 @@ 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.core.backtesting.backtest_engine import BackTestEngine
 from aiomql.lib import Positions, History, Order
 
 logger = getLogger(__name__)
@@ -16,10 +16,10 @@ 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)
+        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:
@@ -32,29 +32,41 @@ async def close_all_positions():
         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}
+            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)
+@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:
+    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'
+        data["mode"] = "backtest"
         json.dump(data, fh1, indent=2)
         json.dump(data, fh2, indent=2)
-    config = Config(filename='test.json', root='tests/backtest')
+    config = Config(filename="test.json", root="tests/backtest")
     yield config
     await cleanup()
 
 
-@pytest.fixture(scope='package', autouse=True)
+@pytest.fixture(scope="package", autouse=True)
 async def mt():
     mt = MetaBackTester()
     await mt.initialize()
@@ -62,35 +74,41 @@ async def mt():
     yield mt
     await mt.shutdown()
 
-@pytest.fixture(scope='package')
+
+@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)}
+    return {
+        "start": datetime(2024, 2, 1, hour=8, tzinfo=UTC),
+        "end": datetime(2024, 2, 7, hour=16, tzinfo=UTC),
+    }
 
-@pytest.fixture(scope='package')
+
+@pytest.fixture(scope="package")
 async def backtest_engine(period):
-    start = period['start']
-    end = period['end']
-    return BackTestEngine(start=start, end=end, name='backtest_data')
+    start = period["start"]
+    end = period["end"]
+    return BackTestEngine(
+        start=start, end=end, name="backtest_data", assign_to_config=True, preload=False
+    )
 
 
-@pytest.fixture(scope='function')
+@pytest.fixture(scope="function")
 def order_sell(sell_order):
     return Order(**sell_order)
 
 
-@pytest.fixture(scope='function')
+@pytest.fixture(scope="function")
 def order_buy(buy_order):
     return Order(**buy_order)
 
 
-@pytest.fixture(scope='package')
+@pytest.fixture(scope="package")
 def positions():
     return Positions()
 
 
-@pytest.fixture(scope='package')
+@pytest.fixture(scope="package")
 def history(period):
-    start = period['start']
-    end = period['end']
+    start = period["start"]
+    end = period["end"]
     return History(date_from=start, date_to=end)