mirror of
https://github.com/Ichinga-Samuel/aiomql.git
synced 2026-08-02 14:57:45 +00:00
Ichinga Samuel
97 lines
2.9 KiB
Python
97 lines
2.9 KiB
Python
from datetime import datetime, UTC
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import asyncio
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import json
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import shutil
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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.contrib 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 = {'action': mt.TRADE_ACTION_DEAL, 'symbol': position.symbol, 'volume': position.volume,
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'type': order_type, 'position': position.ticket, 'price': position.price_current}
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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('tests/backtest/test.json', 'w') 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(filename='test.json', root='tests/backtest')
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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')
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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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