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https://github.com/manifoldbt/manifoldbt.git
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Jimmy7892
67ab17280b
Python DSL, examples, docs, benchmarks, and tests. Rust engine distributed as pre-compiled wheel via PyPI.
45 lines
1.2 KiB
Python
45 lines
1.2 KiB
Python
"""Round-trip test: Python DSL -> JSON -> Rust strategy compiler."""
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import json
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import manifoldbt as bt
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def test_dsl_strategy_compiles_via_rust():
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"""Strategy built with Python DSL successfully compiles through Rust."""
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signal = bt.when(
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bt.col("close") > bt.col("close").lag(1),
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bt.lit(1.0),
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bt.lit(0.0),
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)
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strategy = bt.Strategy(
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name="compile_test",
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signals={"signal": signal},
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position_sizing=bt.col("signal"),
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)
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summary_json = bt.compile_strategy_json(strategy.to_json())
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summary = json.loads(summary_json)
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assert summary["name"] == "compile_test"
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assert "signal" in summary["signal_names"]
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assert "close" in summary["required_columns"]
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def test_strategy_with_params_compiles():
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"""Strategy with parameters compiles correctly."""
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size = bt.param("size", default=1.0, range=(0.5, 2.0))
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strategy = bt.Strategy(
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name="param_test",
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signals={"signal": bt.lit(1.0)},
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position_sizing=bt.col("signal") * size,
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parameters={"size": size},
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)
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summary_json = bt.compile_strategy_json(strategy.to_json())
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summary = json.loads(summary_json)
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assert summary["name"] == "param_test"
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assert "size" in summary["parameters"]
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