diff options
Diffstat (limited to 'services/backtester/tests')
| -rw-r--r-- | services/backtester/tests/test_engine.py | 4 | ||||
| -rw-r--r-- | services/backtester/tests/test_metrics.py | 17 | ||||
| -rw-r--r-- | services/backtester/tests/test_reporter.py | 1 | ||||
| -rw-r--r-- | services/backtester/tests/test_simulator.py | 4 |
4 files changed, 13 insertions, 13 deletions
diff --git a/services/backtester/tests/test_engine.py b/services/backtester/tests/test_engine.py index 1a25e1c..6962477 100644 --- a/services/backtester/tests/test_engine.py +++ b/services/backtester/tests/test_engine.py @@ -1,13 +1,13 @@ """Tests for the BacktestEngine.""" + from datetime import datetime, timezone from decimal import Decimal from unittest.mock import MagicMock -import pytest from shared.models import Candle, Signal, OrderSide -from backtester.engine import BacktestEngine, BacktestResult +from backtester.engine import BacktestEngine def make_candle(symbol: str, price: float, timeframe: str = "1h") -> Candle: 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 diff --git a/services/backtester/tests/test_reporter.py b/services/backtester/tests/test_reporter.py index aef3fc6..2ea49c0 100644 --- a/services/backtester/tests/test_reporter.py +++ b/services/backtester/tests/test_reporter.py @@ -1,4 +1,5 @@ """Tests for the report formatter.""" + import json from datetime import timedelta from decimal import Decimal diff --git a/services/backtester/tests/test_simulator.py b/services/backtester/tests/test_simulator.py index 9d8b23e..e8c80ec 100644 --- a/services/backtester/tests/test_simulator.py +++ b/services/backtester/tests/test_simulator.py @@ -1,9 +1,9 @@ """Tests for the OrderSimulator.""" + from decimal import Decimal -import pytest -from shared.models import Signal, OrderSide, OrderType +from shared.models import Signal, OrderSide from backtester.simulator import OrderSimulator |
