mirror of
https://github.com/Ichinga-Samuel/aiomql.git
synced 2026-07-28 12:47:43 +00:00
Ichinga Samuel
108 lines
3.1 KiB
Python
108 lines
3.1 KiB
Python
import asyncio
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import json
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import shutil
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from datetime import datetime, UTC
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from logging import getLogger
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from pathlib import Path
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import pytest
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from aiomql.core import Config
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from aiomql.core.meta_backtester import MetaBackTester
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from aiomql.core.backtesting.backtest_engine import BackTestEngine
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from aiomql.lib import Positions, History, Order
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logger = getLogger(__name__)
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async def cleanup():
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try:
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shutil.rmtree(Path("tests/backtest/configs"), ignore_errors=True)
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Path.unlink(Path("tests/backtest/test.json"), missing_ok=True)
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shutil.rmtree(Path("tests/backtest/trade_records"), ignore_errors=True)
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shutil.rmtree(Path("tests/backtest/backtesting"), ignore_errors=True)
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await close_all_positions()
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await MetaBackTester().shutdown()
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except Exception as err:
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logger.error(f"Failed to complete cleanup: {err}")
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async def close_all_positions():
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try:
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mt = MetaBackTester()
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positions = await mt.positions_get()
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tasks = []
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for position in positions:
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order_type = mt.ORDER_TYPE_BUY if position.type == mt.ORDER_TYPE_SELL else mt.ORDER_TYPE_SELL
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req = {
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"action": mt.TRADE_ACTION_DEAL,
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"symbol": position.symbol,
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"volume": position.volume,
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"type": order_type,
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"position": position.ticket,
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"price": position.price_current,
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}
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tasks.append(mt.order_send(req))
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await asyncio.gather(*tasks)
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except Exception as err:
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logger.error(f"Failed to close all positions: {err}")
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@pytest.fixture(scope="package", autouse=True)
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async def config(request):
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Path("tests/backtest/configs").mkdir(exist_ok=True)
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with open("aiomql.json", "r") as fh, open("tests/backtest/configs/test2.json", "w") as fh1, open(
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"tests/backtest/test.json", "w"
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) as fh2:
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data = json.load(fh)
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data["mode"] = "backtest"
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json.dump(data, fh1, indent=2)
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json.dump(data, fh2, indent=2)
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config = Config(config_file="tests/backtest/test.json", root="tests/backtest", filename="test.json")
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yield config
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await cleanup()
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@pytest.fixture(scope="package", autouse=True)
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async def mt():
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mt = MetaBackTester()
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await mt.initialize()
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await mt.login()
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yield mt
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await mt.shutdown()
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@pytest.fixture(scope="package")
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async def period():
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return {"start": datetime(2024, 2, 1, hour=8, tzinfo=UTC),
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"end": datetime(2024, 2, 7, hour=16, tzinfo=UTC)}
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@pytest.fixture(scope="package")
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async def backtest_engine(period):
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start = period["start"]
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end = period["end"]
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return BackTestEngine(start=start, end=end, name="backtest_data", assign_to_config=True, preload=False)
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@pytest.fixture(scope="function")
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def order_sell(sell_order):
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return Order(**sell_order)
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@pytest.fixture(scope="function")
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def order_buy(buy_order):
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return Order(**buy_order)
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@pytest.fixture(scope="package")
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def positions():
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return Positions()
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@pytest.fixture(scope="package")
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def history(period):
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start = period["start"]
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end = period["end"]
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return History(date_from=start, date_to=end)
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