Refactor code for improved readability and consistency

- Consolidated multiline string formatting into single-line for SQL queries in multiple files.
- Adjusted argument formatting in function calls for better alignment and readability.
- Removed unnecessary line breaks and improved spacing in various sections of the codebase.
- Updated test cases to maintain consistency in formatting and improve clarity.

scripts/backtest_replay.py

@@ -19,10 +19,12 @@ def _resolve_fee_rate(fee_rate: float | None, db_path: str | None = None) -> flo
     if db_path is not None:
         try:
             conn = duckdb.connect(db_path)
-            row = conn.execute("""
+            row = conn.execute(
+                """
                 SELECT maker_fee FROM kraken_account_snapshots
                 ORDER BY snapshot_at DESC LIMIT 1
-            """).fetchone()
+            """
+            ).fetchone()
             conn.close()
             if row is not None and row[0] is not None:
                 return float(row[0])
@@ -51,16 +53,14 @@ 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)
     parser.add_argument("--fee-rate", type=float, default=None)
     parser.add_argument("--slippage-bps", type=float, default=4.0)
     parser.add_argument("--execution-latency-ms", type=float, default=20.0)
-    parser.add_argument("--db-path", type=str, default=None,
-                        help="DuckDB path for fee lookup")
+    parser.add_argument("--db-path", type=str, default=None, help="DuckDB path for fee lookup")
     args = parser.parse_args()
 
     cycles_by_pair, available_pairs = _build_graph()
@@ -80,18 +80,15 @@ 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)}")

scripts/backtest_sweep.py

@@ -36,8 +36,7 @@ def _parse_float_list(raw: str) -> list[float]:
 def _parse_pair_universes(raw: str) -> list[tuple[str, ...]]:
     universes: list[tuple[str, ...]] = []
     for chunk in raw.split(";"):
-        symbols = tuple(item.strip().upper()
-                        for item in chunk.split("|") if item.strip())
+        symbols = tuple(item.strip().upper() for item in chunk.split("|") if item.strip())
         if symbols:
             universes.append(symbols)
     if not universes:
@@ -75,31 +74,29 @@ def _print_top_results(results: Sequence[SweepResult], *, limit: int = 5) -> Non
 
 def main() -> int:
     parser = argparse.ArgumentParser(
-        description="Run backtesting parameter sweep with train/test split.")
+        description="Run backtesting parameter sweep with train/test split."
+    )
     parser.add_argument("--events", type=Path, required=True)
     parser.add_argument("--starting-balances", type=str, default="USD=1000.0")
-    parser.add_argument("--theta-values", type=str,
-                        default="0.0003,0.0005,0.0008")
-    parser.add_argument("--trade-capital-values",
-                        type=str, default="50,100,150")
+    parser.add_argument("--theta-values", type=str, default="0.0003,0.0005,0.0008")
+    parser.add_argument("--trade-capital-values", type=str, default="50,100,150")
     parser.add_argument(
         "--pair-universes",
         type=str,
         default="BTC/USD|ETH/BTC|ETH/USD",
         help="Semicolon-separated universes, each with | delimited pairs",
     )
-    parser.add_argument("--staleness-threshold-values",
-                        type=str, default="3,5,8")
+    parser.add_argument("--staleness-threshold-values", type=str, default="3,5,8")
     parser.add_argument("--train-ratio", type=float, default=0.7)
-    parser.add_argument("--output", type=Path,
-                        default=Path("ops/backtesting/parameter_sweep_results.json"))
+    parser.add_argument(
+        "--output", type=Path, default=Path("ops/backtesting/parameter_sweep_results.json")
+    )
 
     parser.add_argument("--min-test-realized-pnl-usd", type=float, default=0.0)
     parser.add_argument("--min-test-win-rate", type=float, default=0.5)
     parser.add_argument("--min-test-fill-rate", type=float, default=0.9)
     parser.add_argument("--max-test-drawdown-usd", type=float, default=25.0)
-    parser.add_argument("--max-generalization-gap-ratio",
-                        type=float, default=0.5)
+    parser.add_argument("--max-generalization-gap-ratio", type=float, default=0.5)
 
     args = parser.parse_args()
 
@@ -107,15 +104,13 @@ def main() -> int:
     symbols = sorted({event.symbol.upper() for event in events})
     cycles_by_pair = _build_graph_from_symbols(symbols)
     if not cycles_by_pair:
-        raise SystemExit(
-            "No triangular cycles found in supplied replay events")
+        raise SystemExit("No triangular cycles found in supplied replay events")
 
     grid = build_parameter_grid(
         theta_values=_parse_float_list(args.theta_values),
         trade_capital_values=_parse_float_list(args.trade_capital_values),
         pair_universes=_parse_pair_universes(args.pair_universes),
-        staleness_threshold_values=_parse_float_list(
-            args.staleness_threshold_values),
+        staleness_threshold_values=_parse_float_list(args.staleness_threshold_values),
     )
 
     artifacts = run_parameter_search(

scripts/benchmark_metrics_compute.py

@@ -13,11 +13,13 @@ from arbitrade.storage.db import DuckDBStore
 
 def _python_scan_compute(store: DuckDBStore) -> tuple[float, float | None, float | None]:
     with store.connect() as conn:
-        trade_rows = conn.execute("""
+        trade_rows = conn.execute(
+            """
             SELECT started_at, finished_at, realized_pnl
             FROM trades
             WHERE finished_at IS NOT NULL
-            """).fetchall()
+            """
+        ).fetchall()
         opportunity_rows = conn.execute("SELECT detected_at FROM opportunities").fetchall()
 
     realized = sum(float(row[2]) for row in trade_rows if row[2] is not None)