Refactor code for improved readability and consistency
CI / lint-test-build (push) Failing after 12s

- 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.
This commit is contained in:
2026-06-04 19:04:30 +02:00
parent 7d18bdf316
commit c8e3daeb57
21 changed files with 377 additions and 383 deletions
+9 -12
View File
@@ -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)}")