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style: Clean up code formatting for improved readability
CI / lint-test-build (push) Failing after 14s
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This commit is contained in:
zwitschi
2026-06-01 15:18:01 +02:00
parent d742577484
commit 0d1f6961d6
6 changed files with 23 additions and 46 deletions
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scripts/backtest_replay.py
+4 -8
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@@ -30,8 +30,7 @@ def _parse_balances(raw: str) -> Mapping[str, float]:
def main() -> int:
parser = argparse.ArgumentParser(
description="Run a deterministic replay backtest.")
parser = argparse.ArgumentParser(description="Run a deterministic replay backtest.")
parser.add_argument("--events", type=Path, required=True)
parser.add_argument("--starting-balances", type=str, default="USD=1000.0")
parser.add_argument("--trade-capital", type=float, default=100.0)
@@ -56,18 +55,15 @@ def main() -> int:
started_at=events[0].occurred_at if events else datetime.now(UTC),
)
report = asyncio.run(
engine.run(events, starting_balances=_parse_balances(
args.starting_balances))
engine.run(events, starting_balances=_parse_balances(args.starting_balances))
)
print("Backtest report:")
print(f"- processed_events: {report.processed_events}")
print(f"- opportunities_seen: {report.opportunities_seen}")
print(f"- trades_executed: {report.trades_executed}")
print(
f"- win_rate: {report.win_rate if report.win_rate is not None else 'n/a'}")
print(
f"- fill_rate: {report.fill_rate if report.fill_rate is not None else 'n/a'}")
print(f"- win_rate: {report.win_rate if report.win_rate is not None else 'n/a'}")
print(f"- fill_rate: {report.fill_rate if report.fill_rate is not None else 'n/a'}")
print(f"- realized_pnl_usd: {report.realized_pnl_usd:.4f}")
print(f"- max_drawdown_usd: {report.max_drawdown_usd:.4f}")
print(f"- miss_reasons: {dict(report.miss_reasons)}")