mirror of
https://github.com/KhizarImran/backtestingfx.git
synced 2026-07-27 20:17:44 +00:00
KhizarImran
81 lines
2.6 KiB
Python
81 lines
2.6 KiB
Python
from pathlib import Path
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import tempfile
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import unittest
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import pandas as pd
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from backtestingfx import Backtest, Strategy
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from backtestingfx.backtest import _DataView
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class DataViewTest(unittest.TestCase):
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def test_window_hides_future_bars_and_slices_correctly(self):
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view = _DataView(["a", "b", "c", "d"])
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view._len = 3 # only the first 3 bars are "visible" so far
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self.assertEqual(len(view), 3)
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self.assertEqual(view[-1], "c") # last visible, not "d"
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self.assertEqual(view[0], "a")
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self.assertEqual(view[-2:], ["b", "c"]) # trailing slice, no "d"
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self.assertEqual(list(view), ["a", "b", "c"])
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with self.assertRaises(IndexError):
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view[3] # "d" is in the future, not addressable yet
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class BuyAndHold(Strategy):
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def next(self):
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if not self.positions:
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self.buy(1.0)
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class BacktestTest(unittest.TestCase):
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def test_run_returns_stats_from_python_strategy(self):
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data = pd.DataFrame(
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{
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"open": [1.1, 1.1],
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"high": [1.1, 1.1],
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"low": [1.1, 1.1],
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"close": [1.1, 1.1],
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},
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index=pd.to_datetime(["2026-01-01 00:00", "2026-01-01 01:00"], utc=True),
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)
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backtest = Backtest(
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data,
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BuyAndHold,
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cash=10_000.0,
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commission=7.0,
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spread=0.0,
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)
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stats = backtest.run()
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self.assertEqual(stats.initial_cash, 10_000.0)
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self.assertEqual(stats.final_cash, 9_986.0)
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self.assertEqual(stats.num_trades, 1)
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self.assertEqual(stats.avg_pnl, -14.0)
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self.assertEqual(stats.equity_curve, [10_000.0, 9_993.0, 9_986.0])
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self.assertEqual(len(stats.trades), 1)
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self.assertEqual(stats.trades[0].pnl, -14.0)
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self.assertEqual(
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stats.trades[0].exit_timestamp - stats.trades[0].entry_timestamp,
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3_600,
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)
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data.drop(index=data.index[-1], inplace=True)
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with tempfile.TemporaryDirectory() as directory:
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report = Path(
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backtest.plot(Path(directory) / "report.html", open_browser=False)
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)
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contents = report.read_text(encoding="utf-8")
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self.assertTrue(report.is_file())
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self.assertIn("BuyAndHold | backtestingfx report", contents)
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self.assertIn("Market replay", contents)
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self.assertIn("Plotly.newPlot", contents)
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self.assertIn("2026-01-01 00:00", contents)
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self.assertIn("2026-01-01 01:00", contents)
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if __name__ == "__main__":
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unittest.main()
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