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| author | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 16:24:30 +0900 |
|---|---|---|
| committer | TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com> | 2026-04-01 16:24:30 +0900 |
| commit | 100aa624ad3f8ad466a95f9da8af30f31f77cc9c (patch) | |
| tree | ef81b9f37872ed462a1f84ea238a130f758782d2 /services/backtester/tests/test_metrics.py | |
| parent | 73eaf704584e5bf3c4499ccdd574af87304e1e5f (diff) | |
fix: resolve lint issues and final integration fixes
- Fix ambiguous variable name in binance_rest.py
- Remove unused volumes variable in volume_profile_strategy.py
- Fix import ordering in backtester main.py and test_metrics.py
- Auto-format all files with ruff
Diffstat (limited to 'services/backtester/tests/test_metrics.py')
| -rw-r--r-- | services/backtester/tests/test_metrics.py | 17 |
1 files changed, 8 insertions, 9 deletions
diff --git a/services/backtester/tests/test_metrics.py b/services/backtester/tests/test_metrics.py index b222b8a..68bc0b5 100644 --- a/services/backtester/tests/test_metrics.py +++ b/services/backtester/tests/test_metrics.py @@ -1,4 +1,6 @@ """Tests for detailed backtest metrics.""" + +import math from datetime import datetime, timedelta, timezone from decimal import Decimal @@ -21,9 +23,9 @@ def test_compute_metrics_basic(): """Two round-trip trades: 1 win, 1 loss. Verify counts and win_rate.""" trades = [ _make_trade("BUY", "100", 0), - _make_trade("SELL", "120", 10), # win: +20 + _make_trade("SELL", "120", 10), # win: +20 _make_trade("BUY", "130", 20), - _make_trade("SELL", "110", 30), # loss: -20 + _make_trade("SELL", "110", 30), # loss: -20 ] metrics = compute_detailed_metrics(trades, Decimal("10000"), Decimal("10000")) @@ -37,9 +39,9 @@ def test_compute_metrics_profit_factor(): """Verify profit_factor = gross_profit / gross_loss.""" trades = [ _make_trade("BUY", "100", 0), - _make_trade("SELL", "150", 10), # win: +50 + _make_trade("SELL", "150", 10), # win: +50 _make_trade("BUY", "150", 20), - _make_trade("SELL", "130", 30), # loss: -20 + _make_trade("SELL", "130", 30), # loss: -20 ] metrics = compute_detailed_metrics(trades, Decimal("10000"), Decimal("10030")) @@ -51,9 +53,9 @@ def test_compute_metrics_max_drawdown(): """Max drawdown should be > 0 when there is a losing trade after a peak.""" trades = [ _make_trade("BUY", "100", 0), - _make_trade("SELL", "150", 10), # win: equity goes up + _make_trade("SELL", "150", 10), # win: equity goes up _make_trade("BUY", "150", 20), - _make_trade("SELL", "120", 30), # loss: equity drops + _make_trade("SELL", "120", 30), # loss: equity drops ] metrics = compute_detailed_metrics(trades, Decimal("10000"), Decimal("10020")) @@ -91,6 +93,3 @@ def test_compute_metrics_empty_trades(): assert metrics.calmar_ratio == 0.0 assert metrics.max_drawdown == 0.0 assert metrics.monthly_returns == {} - - -import math |
