v4.0.1

tests/backtest/conftest.py

@@ -1,11 +1,12 @@
-from datetime import datetime, UTC
 import asyncio
 import json
 import shutil
+from datetime import datetime, UTC
 from logging import getLogger
 from pathlib import Path
 
 import pytest
+
 from aiomql.core import Config
 from aiomql.core.meta_backtester import MetaBackTester
 from aiomql.core.backtesting.backtest_engine import BackTestEngine
@@ -57,7 +58,7 @@ async def config(request):
         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(config_file="tests/backtest/test.json", root="tests/backtest", filename="test.json")
     yield config
     await cleanup()
 
@@ -73,7 +74,8 @@ async def mt():
 
 @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")

tests/backtest/integration/test_backtesting.py

@@ -27,7 +27,8 @@ 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, capsys):
+    print(config.filename, config.root)
     assert config.mode == "backtest"
     assert isinstance(backtest_engine, BackTestEngine)
     assert isinstance(history.mt5, MetaBackTester)

tests/backtest/unit/test_config.py

@@ -0,0 +1,5 @@
+
+def test_config(config, capsys):
+    print(config.filename, config.root, config.mode, config.config_file)
+    assert 6 == 6
+    assert config.mode == "backtest"

tests/live/conftest.py

@@ -53,7 +53,7 @@ async def config(request):
         data = json.load(fh)
         json.dump(data, fh1, indent=2)
         json.dump(data, fh2, indent=2)
-    config = Config(root="tests/live", filename="test.json")
+    config = Config(root="tests/live", config_file="tests/live/test.json")
     yield config
     await cleanup()
 

tests/live/records_dir/test_result.csv

@@ -0,0 +1,3 @@
+bid,volume,actual_profit,order,closed,price,ask,deal,win
+0.0,0.0,0,0,False,0.0,0.0,0,False
+0.0,0.0,0,0,False,0.0,0.0,0,False

tests/live/records_dir/test_result.json

@@ -0,0 +1,24 @@
+[
+  {
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  },
+  {
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  }
+]

tests/live/records_dir/test_trades.csv

@@ -0,0 +1,3 @@
+bid,name,volume,actual_profit,order,closed,ema,price,ask,deal,rsi,win
+0.0,test_trades,0.0,0,0,False,20,0.0,0.0,0,14,False
+0.0,test_trades,0.0,0,0,False,20,0.0,0.0,0,14,False

tests/live/records_dir/test_trades.json

@@ -0,0 +1,30 @@
+[
+  {
+    "name": "test_trades",
+    "ema": 20,
+    "rsi": 14,
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  },
+  {
+    "name": "test_trades",
+    "ema": 20,
+    "rsi": 14,
+    "deal": 0,
+    "order": 0,
+    "volume": 0.0,
+    "price": 0.0,
+    "bid": 0.0,
+    "ask": 0.0,
+    "actual_profit": 0,
+    "closed": false,
+    "win": false
+  }
+]

tests/live/unit/test_config.py

@@ -25,5 +25,5 @@ class TestConfig:
         assert "server" in account_info
 
     def test_load_config(self, config):
-        config.load_config(file="tests/live/configs/test2.json")
+        config.load_config(config_file="tests/live/configs/test2.json")
         assert config.filename == "test2.json"

tests/live/unit/test_trader.py

@@ -5,7 +5,8 @@ from aiomql.lib.ram import RAM
 from aiomql.contrib.traders import SimpleTrader
 from aiomql.contrib.symbols import ForexSymbol
 from aiomql.core.constants import OrderType
-
+from aiomql.lib.account import Account
+from aiomql._utils import round_down
 
 class TestTrader:
     @classmethod
@@ -13,11 +14,13 @@ class TestTrader:
         ram = RAM(fixed_amount=10)
         cls.trader = SimpleTrader(symbol=ForexSymbol(name="BTCUSD"), ram=ram)
         cls.simple_trader2 = SimpleTrader(symbol=ForexSymbol(name="EURJPY"), ram=ram)
+        cls.account = Account()
 
     @pytest.fixture(scope="class", autouse=True)
     async def initialize(self):
         await self.trader.symbol.initialize()
         await self.simple_trader2.symbol.initialize()
+        await self.account.refresh()
 
     async def test_create_order_no_stops(self):
         await self.trader.create_order_no_stops(order_type=OrderType.BUY)
@@ -35,8 +38,8 @@ class TestTrader:
         profit = floor(await self.trader.order.calc_profit())
         loss = -floor(abs(await self.trader.order.calc_loss()))
         assert profit == -loss * self.trader.ram.risk_to_reward
-        assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
-        assert loss == -self.trader.ram.fixed_amount
+        assert abs(profit - self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward) <= 2.5
+        assert abs(abs(loss) - abs(-self.trader.ram.fixed_amount)) <= 2
         assert res is not None
         assert res.retcode == 10009
 
@@ -47,8 +50,8 @@ class TestTrader:
         profit = floor(await self.trader.order.calc_profit())
         loss = -floor(abs(await self.trader.order.calc_loss()))
         assert profit == -loss * self.trader.ram.risk_to_reward
-        assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
-        assert loss == -self.trader.ram.fixed_amount
+        assert abs(profit - self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward) <= 2.5
+        assert abs(abs(loss) - abs(-self.trader.ram.fixed_amount)) <= 2
         assert res is not None
         assert res.retcode == 10009
 
@@ -60,10 +63,10 @@ class TestTrader:
         tp = tick.ask + tp
         await self.trader.create_order_with_stops(order_type=OrderType.BUY, sl=sl, tp=tp)
         res = await self.trader.order.send()
-        profit = floor(await self.trader.order.calc_profit())
-        loss = -floor(abs(await self.trader.order.calc_loss()))
-        assert profit == -loss * self.trader.ram.risk_to_reward
-        assert profit == self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward
-        assert loss == -self.trader.ram.fixed_amount
         assert res is not None
         assert res.retcode == 10009
+        profit = round(await self.trader.order.calc_profit(), self.account.currency_digits)
+        loss = -round(abs(await self.trader.order.calc_loss()), self.account.currency_digits)
+        assert profit == -loss * self.trader.ram.risk_to_reward
+        assert abs(profit - (self.trader.ram.fixed_amount * self.trader.ram.risk_to_reward)) <= 2.5
+        assert abs(abs(loss) - self.trader.ram.fixed_amount) <= 2.5