v4

tests/backtest/integration/test_backtesting.py

@@ -1,27 +1,36 @@
-from aiomql.contrib import BackTestEngine, ForexSymbol, GetData
-from aiomql.core import MetaBackTester
+from aiomql.contrib import ForexSymbol
+from aiomql.core import MetaBackTester, BackTestEngine, GetData
 from aiomql.lib import Order
 
 
 async def make_buy_sell_orders():
-    sym = ForexSymbol(name='BTCUSD')
+    sym = ForexSymbol(name="BTCUSD")
     sym_info = await sym.mt5.symbol_info(sym.name)
     dsl = (sym_info.trade_stops_level + sym_info.spread) * 2 * sym_info.point
     sl = sym_info.ask - dsl
     tp = sym_info.ask + dsl
-    buy_req = {'action': sym.mt5.TRADE_ACTION_DEAL, 'symbol': sym.name, 'volume': sym_info.volume_min,
-           'type': sym.mt5.ORDER_TYPE_BUY, 'price': sym_info.ask, 'sl': sl, 'tp': tp}
+    buy_req = {
+        "action": sym.mt5.TRADE_ACTION_DEAL,
+        "symbol": sym.name,
+        "volume": sym_info.volume_min,
+        "type": sym.mt5.ORDER_TYPE_BUY,
+        "price": sym_info.ask,
+        "sl": sl,
+        "tp": tp,
+    }
 
     sell_req = buy_req.copy()
-    sell_req['type'] = sym.mt5.ORDER_TYPE_SELL
-    sell_req['price'] = sym_info.bid
-    del sell_req['tp']
-    del sell_req['sl']
-    return {'buy': Order(**buy_req), 'sell': Order(**sell_req)}
+    sell_req["type"] = sym.mt5.ORDER_TYPE_SELL
+    sell_req["price"] = sym_info.bid
+    del sell_req["tp"]
+    del sell_req["sl"]
+    return {"buy": Order(**buy_req), "sell": Order(**sell_req)}
 
 
-def test_trade_mode(config, backtest_engine, history, positions, order_sell, order_buy, btc_usd):
-    assert config.mode == 'backtest'
+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)
     assert isinstance(positions.mt5, MetaBackTester)
@@ -69,15 +78,27 @@ 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)
-    bo_margin = await backtest_engine.order_calc_margin(action=order_buy.action, volume=order_buy.volume,
-                                                        symbol=order_buy.symbol, price=order_buy.price)
+    so_margin = await backtest_engine.order_calc_margin(
+        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,
+    )
     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)
 
 
@@ -87,8 +108,8 @@ async def test_account(backtest_engine, positions):
     balance = backtest_engine._account.balance
     equity = backtest_engine._account.equity
     orders = await make_buy_sell_orders()
-    buy_order = orders['buy']
-    sell_order = orders['sell']
+    buy_order = orders["buy"]
+    sell_order = orders["sell"]
     so = await backtest_engine.order_send(request=sell_order.request)
     bo = await backtest_engine.order_send(request=buy_order.request)
     backtest_engine.fast_forward(steps=22000)
@@ -103,7 +124,11 @@ 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
@@ -128,9 +153,11 @@ async def test_wrapup(positions, buy_order, sell_order, backtest_engine, config)
     last_balance = backtest_engine._account.balance
     last_equity = backtest_engine._account.equity
     last_profit = backtest_engine._account.profit
-    backtest_engine.wrap_up()
-    tdata = GetData.load_data(name=config.backtest_dir / f'{backtest_engine.name}.pkl')
-    new_bte = BackTestEngine(data=tdata, restart=False)
+    await backtest_engine.wrap_up()
+    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
+    )
     assert new_bte._account.balance == last_balance
     assert new_bte._account.equity == last_equity
     assert new_bte._account.profit == last_profit