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-rw-r--r--services/backtester/Dockerfile9
-rw-r--r--services/backtester/pyproject.toml2
-rw-r--r--services/backtester/src/backtester/config.py2
-rw-r--r--services/backtester/src/backtester/engine.py5
-rw-r--r--services/backtester/src/backtester/main.py6
-rw-r--r--services/backtester/src/backtester/metrics.py2
-rw-r--r--services/backtester/src/backtester/simulator.py19
-rw-r--r--services/backtester/src/backtester/walk_forward.py4
-rw-r--r--services/backtester/tests/test_engine.py13
-rw-r--r--services/backtester/tests/test_metrics.py23
-rw-r--r--services/backtester/tests/test_reporter.py6
-rw-r--r--services/backtester/tests/test_simulator.py53
-rw-r--r--services/backtester/tests/test_walk_forward.py12
13 files changed, 80 insertions, 76 deletions
diff --git a/services/backtester/Dockerfile b/services/backtester/Dockerfile
index 9a4f439..1108e42 100644
--- a/services/backtester/Dockerfile
+++ b/services/backtester/Dockerfile
@@ -1,10 +1,17 @@
-FROM python:3.12-slim
+FROM python:3.12-slim AS builder
WORKDIR /app
COPY shared/ shared/
RUN pip install --no-cache-dir ./shared
COPY services/backtester/ services/backtester/
RUN pip install --no-cache-dir ./services/backtester
+
+FROM python:3.12-slim
+RUN useradd -r -s /bin/false appuser
+WORKDIR /app
+COPY --from=builder /usr/local/lib/python3.12/site-packages /usr/local/lib/python3.12/site-packages
+COPY --from=builder /usr/local/bin /usr/local/bin
COPY services/strategy-engine/strategies/ /app/strategies/
ENV STRATEGIES_DIR=/app/strategies
ENV PYTHONPATH=/app
+USER appuser
CMD ["python", "-m", "backtester.main"]
diff --git a/services/backtester/pyproject.toml b/services/backtester/pyproject.toml
index 2601d04..034bcf6 100644
--- a/services/backtester/pyproject.toml
+++ b/services/backtester/pyproject.toml
@@ -3,7 +3,7 @@ name = "backtester"
version = "0.1.0"
description = "Strategy backtesting engine"
requires-python = ">=3.12"
-dependencies = ["pandas>=2.0", "numpy>=1.20", "rich>=13.0", "trading-shared"]
+dependencies = ["pandas>=2.1,<3", "numpy>=1.26,<3", "rich>=13.0,<14", "trading-shared"]
[project.optional-dependencies]
dev = ["pytest>=8.0", "pytest-asyncio>=0.23"]
diff --git a/services/backtester/src/backtester/config.py b/services/backtester/src/backtester/config.py
index f7897da..57ee1fb 100644
--- a/services/backtester/src/backtester/config.py
+++ b/services/backtester/src/backtester/config.py
@@ -5,7 +5,7 @@ from shared.config import Settings
class BacktestConfig(Settings):
backtest_initial_balance: float = 10000.0
- symbol: str = "BTCUSDT"
+ symbol: str = "AAPL"
timeframe: str = "1h"
strategy_name: str = "rsi_strategy"
candle_limit: int = 500
diff --git a/services/backtester/src/backtester/engine.py b/services/backtester/src/backtester/engine.py
index b03715d..fcf48f1 100644
--- a/services/backtester/src/backtester/engine.py
+++ b/services/backtester/src/backtester/engine.py
@@ -6,10 +6,9 @@ from dataclasses import dataclass, field
from decimal import Decimal
from typing import Protocol
-from shared.models import Candle, Signal
-
from backtester.metrics import DetailedMetrics, TradeRecord, compute_detailed_metrics
from backtester.simulator import OrderSimulator, SimulatedTrade
+from shared.models import Candle, Signal
class StrategyProtocol(Protocol):
@@ -101,7 +100,7 @@ class BacktestEngine:
final_balance = simulator.balance
if candles:
last_price = candles[-1].close
- for symbol, qty in simulator.positions.items():
+ for qty in simulator.positions.values():
if qty > Decimal("0"):
final_balance += qty * last_price
elif qty < Decimal("0"):
diff --git a/services/backtester/src/backtester/main.py b/services/backtester/src/backtester/main.py
index a4cea76..dbde00b 100644
--- a/services/backtester/src/backtester/main.py
+++ b/services/backtester/src/backtester/main.py
@@ -17,11 +17,11 @@ _STRATEGIES_DIR = Path(
if _STRATEGIES_DIR.parent not in [Path(p) for p in sys.path]:
sys.path.insert(0, str(_STRATEGIES_DIR.parent))
-from shared.db import Database # noqa: E402
-from shared.models import Candle # noqa: E402
from backtester.config import BacktestConfig # noqa: E402
from backtester.engine import BacktestEngine # noqa: E402
from backtester.reporter import format_report # noqa: E402
+from shared.db import Database # noqa: E402
+from shared.models import Candle # noqa: E402
async def run_backtest() -> str:
@@ -45,7 +45,7 @@ async def run_backtest() -> str:
except Exception as exc:
raise RuntimeError(f"Failed to load strategy '{config.strategy_name}': {exc}") from exc
- db = Database(config.database_url)
+ db = Database(config.database_url.get_secret_value())
await db.connect()
try:
rows = await db.get_candles(config.symbol, config.timeframe, config.candle_limit)
diff --git a/services/backtester/src/backtester/metrics.py b/services/backtester/src/backtester/metrics.py
index 239cb6f..c7b032b 100644
--- a/services/backtester/src/backtester/metrics.py
+++ b/services/backtester/src/backtester/metrics.py
@@ -266,7 +266,7 @@ def compute_detailed_metrics(
largest_win=largest_win,
largest_loss=largest_loss,
avg_holding_period=avg_holding,
- trade_pairs=[p for p in pairs],
+ trade_pairs=list(pairs),
risk_free_rate=risk_free_rate,
recovery_factor=recovery_factor,
max_consecutive_losses=max_consec_losses,
diff --git a/services/backtester/src/backtester/simulator.py b/services/backtester/src/backtester/simulator.py
index 64c88dd..6bce18b 100644
--- a/services/backtester/src/backtester/simulator.py
+++ b/services/backtester/src/backtester/simulator.py
@@ -1,9 +1,8 @@
"""Simulated order executor for backtesting."""
from dataclasses import dataclass, field
-from datetime import datetime, timezone
+from datetime import UTC, datetime
from decimal import Decimal
-from typing import Optional
from shared.models import OrderSide, Signal
@@ -16,7 +15,7 @@ class SimulatedTrade:
quantity: Decimal
balance_after: Decimal
fee: Decimal = Decimal("0")
- timestamp: datetime = field(default_factory=lambda: datetime.now(timezone.utc))
+ timestamp: datetime = field(default_factory=lambda: datetime.now(UTC))
@dataclass
@@ -27,8 +26,8 @@ class OpenPosition:
side: OrderSide # BUY = long, SELL = short
entry_price: Decimal
quantity: Decimal
- stop_loss: Optional[Decimal] = None
- take_profit: Optional[Decimal] = None
+ stop_loss: Decimal | None = None
+ take_profit: Decimal | None = None
class OrderSimulator:
@@ -70,7 +69,7 @@ class OrderSimulator:
remaining: list[OpenPosition] = []
for pos in self.open_positions:
triggered = False
- exit_price: Optional[Decimal] = None
+ exit_price: Decimal | None = None
if pos.side == OrderSide.BUY: # Long position
if pos.stop_loss is not None and candle_low <= pos.stop_loss:
@@ -125,12 +124,12 @@ class OrderSimulator:
def execute(
self,
signal: Signal,
- timestamp: Optional[datetime] = None,
- stop_loss: Optional[Decimal] = None,
- take_profit: Optional[Decimal] = None,
+ timestamp: datetime | None = None,
+ stop_loss: Decimal | None = None,
+ take_profit: Decimal | None = None,
) -> bool:
"""Execute a signal with slippage and fees. Returns True if accepted."""
- ts = timestamp or datetime.now(timezone.utc)
+ ts = timestamp or datetime.now(UTC)
exec_price = self._apply_slippage(signal.price, signal.side)
fee = self._calculate_fee(exec_price, signal.quantity)
diff --git a/services/backtester/src/backtester/walk_forward.py b/services/backtester/src/backtester/walk_forward.py
index c7b7fd8..720ad5e 100644
--- a/services/backtester/src/backtester/walk_forward.py
+++ b/services/backtester/src/backtester/walk_forward.py
@@ -1,11 +1,11 @@
"""Walk-forward analysis for strategy parameter optimization."""
+from collections.abc import Callable
from dataclasses import dataclass, field
from decimal import Decimal
-from typing import Callable
-from shared.models import Candle
from backtester.engine import BacktestEngine, BacktestResult, StrategyProtocol
+from shared.models import Candle
@dataclass
diff --git a/services/backtester/tests/test_engine.py b/services/backtester/tests/test_engine.py
index 743a43b..f789831 100644
--- a/services/backtester/tests/test_engine.py
+++ b/services/backtester/tests/test_engine.py
@@ -1,20 +1,19 @@
"""Tests for the BacktestEngine."""
-from datetime import datetime, timezone
+from datetime import UTC, datetime
from decimal import Decimal
from unittest.mock import MagicMock
-
-from shared.models import Candle, Signal, OrderSide
-
from backtester.engine import BacktestEngine
+from shared.models import Candle, OrderSide, Signal
+
def make_candle(symbol: str, price: float, timeframe: str = "1h") -> Candle:
return Candle(
symbol=symbol,
timeframe=timeframe,
- open_time=datetime.now(timezone.utc),
+ open_time=datetime.now(UTC),
open=Decimal(str(price)),
high=Decimal(str(price * 1.01)),
low=Decimal(str(price * 0.99)),
@@ -23,14 +22,14 @@ def make_candle(symbol: str, price: float, timeframe: str = "1h") -> Candle:
)
-def make_candles(prices: list[float], symbol: str = "BTCUSDT") -> list[Candle]:
+def make_candles(prices: list[float], symbol: str = "AAPL") -> list[Candle]:
return [make_candle(symbol, p) for p in prices]
def make_signal(side: OrderSide, price: str, quantity: str = "0.1") -> Signal:
return Signal(
strategy="test",
- symbol="BTCUSDT",
+ symbol="AAPL",
side=side,
price=Decimal(price),
quantity=Decimal(quantity),
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,
diff --git a/services/backtester/tests/test_reporter.py b/services/backtester/tests/test_reporter.py
index 2ea49c0..5199b68 100644
--- a/services/backtester/tests/test_reporter.py
+++ b/services/backtester/tests/test_reporter.py
@@ -32,7 +32,7 @@ def _make_result(with_detailed: bool = False) -> BacktestResult:
)
return BacktestResult(
strategy_name="sma_crossover",
- symbol="BTCUSDT",
+ symbol="AAPL",
total_trades=10,
initial_balance=Decimal("10000"),
final_balance=Decimal("11500"),
@@ -48,7 +48,7 @@ def test_format_report_contains_key_metrics():
report = format_report(result)
assert "sma_crossover" in report
- assert "BTCUSDT" in report
+ assert "AAPL" in report
assert "10000" in report
assert "11500" in report
assert "1500" in report
@@ -89,7 +89,7 @@ def test_export_json():
data = json.loads(json_output)
assert data["strategy_name"] == "sma_crossover"
- assert data["symbol"] == "BTCUSDT"
+ assert data["symbol"] == "AAPL"
assert "detailed" in data
assert data["detailed"]["sharpe_ratio"] == 1.5
assert data["detailed"]["monthly_returns"]["2025-01"] == 500.0
diff --git a/services/backtester/tests/test_simulator.py b/services/backtester/tests/test_simulator.py
index a407c21..f85594f 100644
--- a/services/backtester/tests/test_simulator.py
+++ b/services/backtester/tests/test_simulator.py
@@ -1,11 +1,12 @@
"""Tests for the OrderSimulator."""
-from datetime import datetime, timezone
+from datetime import UTC, datetime
from decimal import Decimal
-from shared.models import OrderSide, Signal
from backtester.simulator import OrderSimulator
+from shared.models import OrderSide, Signal
+
def make_signal(
symbol: str,
@@ -36,20 +37,20 @@ def test_simulator_initial_balance():
def test_simulator_buy_reduces_balance():
sim = OrderSimulator(Decimal("10000"))
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
result = sim.execute(signal)
assert result is True
assert sim.balance == Decimal("5000")
- assert sim.positions["BTCUSDT"] == Decimal("0.1")
+ assert sim.positions["AAPL"] == Decimal("0.1")
def test_simulator_sell_increases_balance():
sim = OrderSimulator(Decimal("10000"))
- buy_signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ buy_signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(buy_signal)
balance_after_buy = sim.balance
- sell_signal = make_signal("BTCUSDT", OrderSide.SELL, "55000", "0.1")
+ sell_signal = make_signal("AAPL", OrderSide.SELL, "55000", "0.1")
result = sim.execute(sell_signal)
assert result is True
assert sim.balance > balance_after_buy
@@ -59,20 +60,20 @@ def test_simulator_sell_increases_balance():
def test_simulator_reject_buy_insufficient_balance():
sim = OrderSimulator(Decimal("100"))
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
result = sim.execute(signal)
assert result is False
assert sim.balance == Decimal("100")
- assert sim.positions.get("BTCUSDT", Decimal("0")) == Decimal("0")
+ assert sim.positions.get("AAPL", Decimal("0")) == Decimal("0")
def test_simulator_trade_history():
sim = OrderSimulator(Decimal("10000"))
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(signal)
assert len(sim.trades) == 1
trade = sim.trades[0]
- assert trade.symbol == "BTCUSDT"
+ assert trade.symbol == "AAPL"
assert trade.side == OrderSide.BUY
assert trade.price == Decimal("50000")
assert trade.quantity == Decimal("0.1")
@@ -86,7 +87,7 @@ def test_simulator_trade_history():
def test_slippage_on_buy():
"""Buy price should increase by slippage_pct."""
sim = OrderSimulator(Decimal("100000"), slippage_pct=0.01) # 1%
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(signal)
trade = sim.trades[0]
expected_price = Decimal("50000") * Decimal("1.01") # 50500
@@ -97,10 +98,10 @@ def test_slippage_on_sell():
"""Sell price should decrease by slippage_pct."""
sim = OrderSimulator(Decimal("100000"), slippage_pct=0.01)
# Buy first (no slippage check here, just need a position)
- buy = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ buy = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(buy)
# Sell
- sell = make_signal("BTCUSDT", OrderSide.SELL, "50000", "0.1")
+ sell = make_signal("AAPL", OrderSide.SELL, "50000", "0.1")
sim.execute(sell)
trade = sim.trades[1]
expected_price = Decimal("50000") * Decimal("0.99") # 49500
@@ -116,7 +117,7 @@ def test_fee_deducted_from_balance():
"""Fees should reduce balance beyond the raw cost."""
fee_pct = 0.001 # 0.1%
sim = OrderSimulator(Decimal("100000"), taker_fee_pct=fee_pct)
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(signal)
# cost = 50000 * 0.1 = 5000, fee = 5000 * 0.001 = 5
expected_balance = Decimal("100000") - Decimal("5000") - Decimal("5")
@@ -132,10 +133,10 @@ def test_fee_deducted_from_balance():
def test_stop_loss_triggers():
"""Long position auto-closed when candle_low <= stop_loss."""
sim = OrderSimulator(Decimal("100000"))
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(signal, stop_loss=Decimal("48000"))
- ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+ ts = datetime(2025, 1, 1, tzinfo=UTC)
closed = sim.check_stops(
candle_high=Decimal("50500"),
candle_low=Decimal("47500"), # below stop_loss
@@ -150,10 +151,10 @@ def test_stop_loss_triggers():
def test_take_profit_triggers():
"""Long position auto-closed when candle_high >= take_profit."""
sim = OrderSimulator(Decimal("100000"))
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(signal, take_profit=Decimal("55000"))
- ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+ ts = datetime(2025, 1, 1, tzinfo=UTC)
closed = sim.check_stops(
candle_high=Decimal("56000"), # above take_profit
candle_low=Decimal("50000"),
@@ -168,10 +169,10 @@ def test_take_profit_triggers():
def test_stop_not_triggered_within_range():
"""No auto-close when price stays within stop/tp range."""
sim = OrderSimulator(Decimal("100000"))
- signal = make_signal("BTCUSDT", OrderSide.BUY, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.BUY, "50000", "0.1")
sim.execute(signal, stop_loss=Decimal("48000"), take_profit=Decimal("55000"))
- ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+ ts = datetime(2025, 1, 1, tzinfo=UTC)
closed = sim.check_stops(
candle_high=Decimal("52000"),
candle_low=Decimal("49000"),
@@ -189,10 +190,10 @@ def test_stop_not_triggered_within_range():
def test_short_sell_allowed():
"""Can open short position with allow_short=True."""
sim = OrderSimulator(Decimal("100000"), allow_short=True)
- signal = make_signal("BTCUSDT", OrderSide.SELL, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.SELL, "50000", "0.1")
result = sim.execute(signal)
assert result is True
- assert sim.positions["BTCUSDT"] == Decimal("-0.1")
+ assert sim.positions["AAPL"] == Decimal("-0.1")
assert len(sim.open_positions) == 1
assert sim.open_positions[0].side == OrderSide.SELL
@@ -200,19 +201,19 @@ def test_short_sell_allowed():
def test_short_sell_rejected():
"""Short rejected when allow_short=False (default)."""
sim = OrderSimulator(Decimal("100000"), allow_short=False)
- signal = make_signal("BTCUSDT", OrderSide.SELL, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.SELL, "50000", "0.1")
result = sim.execute(signal)
assert result is False
- assert sim.positions.get("BTCUSDT", Decimal("0")) == Decimal("0")
+ assert sim.positions.get("AAPL", Decimal("0")) == Decimal("0")
def test_short_stop_loss():
"""Short position stop-loss triggers on candle high >= stop_loss."""
sim = OrderSimulator(Decimal("100000"), allow_short=True)
- signal = make_signal("BTCUSDT", OrderSide.SELL, "50000", "0.1")
+ signal = make_signal("AAPL", OrderSide.SELL, "50000", "0.1")
sim.execute(signal, stop_loss=Decimal("52000"))
- ts = datetime(2025, 1, 1, tzinfo=timezone.utc)
+ ts = datetime(2025, 1, 1, tzinfo=UTC)
closed = sim.check_stops(
candle_high=Decimal("53000"), # above stop_loss
candle_low=Decimal("49000"),
diff --git a/services/backtester/tests/test_walk_forward.py b/services/backtester/tests/test_walk_forward.py
index 5ab2e7b..b1aa12c 100644
--- a/services/backtester/tests/test_walk_forward.py
+++ b/services/backtester/tests/test_walk_forward.py
@@ -1,18 +1,18 @@
"""Tests for walk-forward analysis."""
import sys
-from pathlib import Path
+from datetime import UTC, datetime, timedelta
from decimal import Decimal
-from datetime import datetime, timedelta, timezone
-
+from pathlib import Path
sys.path.insert(0, str(Path(__file__).resolve().parents[1] / "src"))
sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "strategy-engine"))
-from shared.models import Candle
from backtester.walk_forward import WalkForwardEngine, WalkForwardResult
from strategies.rsi_strategy import RsiStrategy
+from shared.models import Candle
+
def _generate_candles(n=100, base_price=100.0):
candles = []
@@ -21,9 +21,9 @@ def _generate_candles(n=100, base_price=100.0):
price = base_price + (i % 20) - 10
candles.append(
Candle(
- symbol="BTCUSDT",
+ symbol="AAPL",
timeframe="1h",
- open_time=datetime(2025, 1, 1, tzinfo=timezone.utc) + timedelta(hours=i),
+ open_time=datetime(2025, 1, 1, tzinfo=UTC) + timedelta(hours=i),
open=Decimal(str(price)),
high=Decimal(str(price + 5)),
low=Decimal(str(price - 5)),
generated by cgit v1.2.3 (git 2.39.1) at 2026-04-02 10:01:40 +0000