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-rw-r--r--services/backtester/tests/test_metrics.py23
1 files changed, 11 insertions, 12 deletions
diff --git a/services/backtester/tests/test_metrics.py b/services/backtester/tests/test_metrics.py
index 582309a..13e545e 100644
--- a/services/backtester/tests/test_metrics.py
+++ b/services/backtester/tests/test_metrics.py
@@ -1,18 +1,17 @@
"""Tests for detailed backtest metrics."""
import math
-from datetime import datetime, timedelta, timezone
+from datetime import UTC, datetime, timedelta
from decimal import Decimal
import pytest
-
from backtester.metrics import TradeRecord, compute_detailed_metrics
def _make_trade(side: str, price: str, minutes_offset: int = 0) -> TradeRecord:
return TradeRecord(
- time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(minutes=minutes_offset),
- symbol="BTCUSDT",
+ time=datetime(2025, 1, 1, tzinfo=UTC) + timedelta(minutes=minutes_offset),
+ symbol="AAPL",
side=side,
price=Decimal(price),
quantity=Decimal("1"),
@@ -124,42 +123,42 @@ def test_consecutive_losses():
def test_risk_free_rate_affects_sharpe():
"""Higher risk-free rate should lower Sharpe ratio."""
- base = datetime(2025, 1, 1, tzinfo=timezone.utc)
+ base = datetime(2025, 1, 1, tzinfo=UTC)
trades = [
TradeRecord(
- time=base, symbol="BTCUSDT", side="BUY", price=Decimal("100"), quantity=Decimal("1")
+ time=base, symbol="AAPL", side="BUY", price=Decimal("100"), quantity=Decimal("1")
),
TradeRecord(
time=base + timedelta(days=1),
- symbol="BTCUSDT",
+ symbol="AAPL",
side="SELL",
price=Decimal("110"),
quantity=Decimal("1"),
),
TradeRecord(
time=base + timedelta(days=2),
- symbol="BTCUSDT",
+ symbol="AAPL",
side="BUY",
price=Decimal("105"),
quantity=Decimal("1"),
),
TradeRecord(
time=base + timedelta(days=3),
- symbol="BTCUSDT",
+ symbol="AAPL",
side="SELL",
price=Decimal("115"),
quantity=Decimal("1"),
),
TradeRecord(
time=base + timedelta(days=4),
- symbol="BTCUSDT",
+ symbol="AAPL",
side="BUY",
price=Decimal("110"),
quantity=Decimal("1"),
),
TradeRecord(
time=base + timedelta(days=5),
- symbol="BTCUSDT",
+ symbol="AAPL",
side="SELL",
price=Decimal("108"),
quantity=Decimal("1"),
@@ -184,7 +183,7 @@ def test_daily_returns_populated():
def test_fee_subtracted_from_pnl():
"""Fees should be subtracted from trade PnL."""
- base = datetime(2025, 1, 1, tzinfo=timezone.utc)
+ base = datetime(2025, 1, 1, tzinfo=UTC)
trades_with_fees = [
TradeRecord(
time=base,