mirror of
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.
77 lines
2.1 KiB
Python
77 lines
2.1 KiB
Python
"""Smoke test — verifies the installed wheel works end-to-end."""
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import manifoldbt as mbt
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from manifoldbt.indicators import close, ema
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from manifoldbt.helpers import time_range, Slippage, Interval
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def test_import():
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assert hasattr(mbt, "__version__")
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print(f" version: {mbt.__version__}")
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def test_strategy_build():
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fast = ema(close, 12)
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slow = ema(close, 26)
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signal = mbt.when(fast > slow, mbt.lit(1.0), mbt.lit(-1.0))
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strategy = (
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mbt.Strategy.create("smoke_test")
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.signal("fast", fast)
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.signal("slow", slow)
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.signal("signal", signal)
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.size(mbt.col("signal") * mbt.lit(0.25))
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)
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j = strategy.to_json()
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assert "smoke_test" in j
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print(f" strategy JSON length: {len(j)}")
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def test_backtest_run():
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fast = ema(close, 12)
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slow = ema(close, 26)
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signal = mbt.when(fast > slow, mbt.lit(1.0), mbt.lit(-1.0))
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strategy = (
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mbt.Strategy.create("smoke_test")
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.signal("fast", fast)
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.signal("slow", slow)
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.signal("signal", signal)
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.size(mbt.col("signal") * mbt.lit(0.25))
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)
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start, end = time_range("2024-01-01", "2025-01-01")
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config = mbt.BacktestConfig(
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universe=[1],
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time_range_start=start,
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time_range_end=end,
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bar_interval=Interval.hours(12),
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initial_capital=10_000,
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execution=mbt.ExecutionConfig(allow_short=True, max_position_pct=0.5),
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fees=mbt.FeeConfig.binance_perps(),
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slippage=Slippage.fixed_bps(2),
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warmup_bars=30,
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)
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import os
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root = os.path.join(os.path.dirname(__file__), "..")
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store = mbt.DataStore(
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data_root=os.path.abspath(os.path.join(root, "data")),
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metadata_db=os.path.abspath(os.path.join(root, "metadata", "metadata.sqlite")),
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)
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result = mbt.run(strategy, config, store)
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assert result is not None
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print(f" result: {repr(result)}")
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if __name__ == "__main__":
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tests = [test_import, test_strategy_build, test_backtest_run]
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for t in tests:
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name = t.__name__
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try:
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t()
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print(f"PASS {name}")
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except Exception as e:
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print(f"FAIL {name}: {e}")
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