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https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
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lytem28
b6cf0495e1
Unify strategy execution across backtest, screener, and monitoring; isolate backtest workloads in spawn workers; and add shared matrix caching plus valid-bar indicator acceleration.
56 lines
1.6 KiB
Python
56 lines
1.6 KiB
Python
from datetime import date
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import polars as pl
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from app.strategy.engine import StrategyDataContext, StrategyDef, StrategyEngine
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def _make_engine() -> tuple[StrategyEngine, StrategyDataContext]:
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df = pl.DataFrame({"symbol": ["A", "B", "C"], "value": [1, 2, 3]})
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engine = StrategyEngine(strategy_dirs=[])
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engine._strategies["saved_params"] = StrategyDef(
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meta={"id": "saved_params", "scoring": {}, "limit": 100},
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basic_filter={"enabled": False},
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entry_signals=[],
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exit_signals=[],
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stop_loss=None,
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trailing_stop=None,
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trailing_take_profit_activate=None,
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trailing_take_profit_drawdown=None,
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max_hold_days=None,
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alerts=[],
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filter_fn=lambda _df, params: pl.col("value") >= params.get("min_value", 1),
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filter_history_fn=None,
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lookback_days=1,
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source="custom",
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)
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return engine, StrategyDataContext(
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asset_type="stock",
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timeframe="1d",
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as_of=date(2026, 7, 15),
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current=df,
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)
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def test_run_applies_saved_strategy_params():
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engine, context = _make_engine()
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result = engine.run(
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"saved_params",
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context,
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overrides={"params": {"min_value": 2}},
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)
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assert [row["symbol"] for row in result.rows] == ["B", "C"]
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def test_explicit_params_override_saved_strategy_params():
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engine, context = _make_engine()
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result = engine.run(
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"saved_params",
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context,
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params={"min_value": 3},
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overrides={"params": {"min_value": 2}},
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)
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assert [row["symbol"] for row in result.rows] == ["C"]
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