diff options
Diffstat (limited to 'services/backtester/tests/test_metrics.py')
| -rw-r--r-- | services/backtester/tests/test_metrics.py | 14 |
1 files changed, 7 insertions, 7 deletions
diff --git a/services/backtester/tests/test_metrics.py b/services/backtester/tests/test_metrics.py index 582309a..55f5b6c 100644 --- a/services/backtester/tests/test_metrics.py +++ b/services/backtester/tests/test_metrics.py @@ -12,7 +12,7 @@ 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", + symbol="AAPL", side=side, price=Decimal(price), quantity=Decimal("1"), @@ -127,39 +127,39 @@ def test_risk_free_rate_affects_sharpe(): base = datetime(2025, 1, 1, tzinfo=timezone.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"), |