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feat: add standalone HTML reports

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Khizar
2026-07-17 14:54:59 +00:00
parent 4fcadca02e
commit c31e0088db
13 changed files with 539 additions and 17 deletions
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tests/test_backtest.py
+33 -8
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@@ -1,3 +1,5 @@
from pathlib import Path
import tempfile
import unittest
import pandas as pd
@@ -7,33 +9,56 @@ from backtestingfx import Backtest, Strategy
class BuyAndHold(Strategy):
def next(self):
self.buy(1.0)
if not self.positions:
self.buy(1.0)
class BacktestTest(unittest.TestCase):
def test_run_returns_stats_from_python_strategy(self):
data = pd.DataFrame(
{
"open": [1.1],
"high": [1.1],
"low": [1.1],
"close": [1.1],
"open": [1.1, 1.1],
"high": [1.1, 1.1],
"low": [1.1, 1.1],
"close": [1.1, 1.1],
},
index=pd.to_datetime(["2026-01-01"], utc=True),
index=pd.to_datetime(["2026-01-01 00:00", "2026-01-01 01:00"], utc=True),
)
stats = Backtest(
backtest = Backtest(
data,
BuyAndHold,
cash=10_000.0,
commission=7.0,
spread=0.0,
).run()
)
stats = backtest.run()
self.assertEqual(stats.initial_cash, 10_000.0)
self.assertEqual(stats.final_cash, 9_986.0)
self.assertEqual(stats.num_trades, 1)
self.assertEqual(stats.avg_pnl, -14.0)
self.assertEqual(stats.equity_curve, [10_000.0, 9_993.0, 9_986.0])
self.assertEqual(len(stats.trades), 1)
self.assertEqual(stats.trades[0].pnl, -14.0)
self.assertEqual(
stats.trades[0].exit_timestamp - stats.trades[0].entry_timestamp,
3_600,
)
data.drop(index=data.index[-1], inplace=True)
with tempfile.TemporaryDirectory() as directory:
report = Path(
backtest.plot(Path(directory) / "report.html", open_browser=False)
)
contents = report.read_text(encoding="utf-8")
self.assertTrue(report.is_file())
self.assertIn("BuyAndHold | backtestingfx report", contents)
self.assertIn("Market replay", contents)
self.assertIn("Plotly.newPlot", contents)
self.assertIn("2026-01-01 00:00", contents)
self.assertIn("2026-01-01 01:00", contents)
if __name__ == "__main__":