black

pdr_backend/aimodel/test/test_aimodel_factory_general.py

@@ -54,8 +54,9 @@ def test_aimodel_1var(approach: str, func: str):
     imps = model.importance_per_var()
     assert_array_equal(imps, np.array([1.0]))
 
+
 @enforce_types
-#@pytest.mark.parametrize("approach", APPROACH_OPTIONS)
+# @pytest.mark.parametrize("approach", APPROACH_OPTIONS)
 @pytest.mark.parametrize("approach", ["ClassifLinearRidge", "RegrLinearRidge"])
 def test_aimodel_2vars(approach: str):
     # settings, factory
@@ -271,8 +272,6 @@ def test_aimodel_4vars_response(approach: str, target_n_classes: int):
         assert min(imps) == max(imps) == 0.25
 
 
-
-
 @enforce_types
 @pytest.mark.parametrize("approach", ["RegrLinearRidge", "RegrConstant"])
 def test_aimodel__regr_0error__via_10000x(approach):

pdr_backend/cli/cli_arguments.py

@@ -50,14 +50,12 @@ def add_argument_APPROACH(self):
         self.add_argument("APPROACH", type=int, help="1|2|..")
 
 
-
 @enforce_types
 class PPSS_Mixin:
     def add_argument_PPSS(self):
         self.add_argument("PPSS_FILE", type=str, help="PPSS yaml settings file")
 
 
-
 # ========================================================================
 # argparser base classes
 class CustomArgParser(NestedArgParser):
@@ -89,7 +87,6 @@ def __init__(self, description: str, command_name: str):
         self.add_arguments_bulk(command_name, ["APPROACH", "PPSS"])
 
 
-
 # ========================================================================
 # actual arg-parser implementations are just aliases to argparser base classes
 # In order of help text.
@@ -128,7 +125,6 @@ def print_args(arguments: Namespace, nested_args: dict):
 OHLCVArgParser = _ArgParser_PPSS
 
 
-
 # below, list each entry in defined_parsers in same order as HELP_LONG
 defined_parsers = {
     "do_sim": SimArgParser("Run simulation", "sim"),

pdr_backend/cli/cli_module.py

@@ -63,4 +63,3 @@ def do_ohlcv(args, nested_args=None):
     ohlcv_data_factory = OhlcvDataFactory(ppss.lake_ss)
     df = ohlcv_data_factory.get_mergedohlcv_df()
     print(df)
-

pdr_backend/cli/test/test_cli_module.py

@@ -13,6 +13,7 @@
 )
 from pdr_backend.ppss.ppss import PPSS as PPSSClass
 
+
 class _PPSS:
     PPSS_FILE = os.path.abspath("ppss.yaml")
 
@@ -36,7 +37,6 @@ class MockArgs(Namespace, _PPSS, _PPSS_OBJ):
         return MockArgs()
 
 
-
 _CLI_PATH = "pdr_backend.cli.cli_module"
 
 # ===============================================================
@@ -65,8 +65,6 @@ def test_do_ohlcv(monkeypatch):
     mock_f.assert_called()
 
 
-
-
 @enforce_types
 def test_do_main(capfd):
     with patch("sys.argv", ["pdr", "help"]):

pdr_backend/lake/ohlcv_data_factory.py

@@ -94,7 +94,7 @@ def get_mergedohlcv_df(self) -> pl.DataFrame:
                 "Cumulative Ticks",
             ]
             df = rawohlcv_dfs[str(feed.exchange)][str(feed.pair)]
-            
+
         mergedohlcv_df = merge_rawohlcv_dfs(rawohlcv_dfs)
         logger.info("Get historical data, across many exchanges & pairs: done.")
 
@@ -284,4 +284,3 @@ def _volbar_filename(self, feed: ArgFeed) -> str:
         basename = f"volume_bar_{feed.exchange}_{pair_str}.parquet"
         filename = os.path.join(self.ss.lake_dir, basename)
         return filename
-

pdr_backend/lake/test/conftest.py

@@ -2,10 +2,10 @@
 
 from pdr_backend.lake.csv_data_store import CSVDataStore
 
+
 @pytest.fixture()
 def _get_test_CSVDataStore():
     def create_csv_datastore_identifier(tmpdir, name):
         return CSVDataStore(tmpdir, name)
 
     return create_csv_datastore_identifier
-

pdr_backend/lake/test/resources.py

@@ -160,4 +160,3 @@ def _addval(DATA: list, val: float) -> list:
 4|40.4|41.4
 """
 )
-

pdr_backend/ppss/lake_ss.py

@@ -79,7 +79,6 @@ def fin_timestamp(self) -> UnixTimeMs:
         """
         return UnixTimeMs.from_timestr(self.fin_timestr)
 
-
     @enforce_types
     def __str__(self) -> str:
         s = "LakeSS:\n"

pdr_backend/ppss/ppss.py

@@ -140,7 +140,7 @@ def __str__(self):
         s += f"predictoor_ss={self.predictoor_ss}\n"
         s += f"trader_ss={self.trader_ss}\n"
         s += f"exchange_mgr_ss={self.exchange_mgr_ss}\n"
-        
+
         return s
 
 

pdr_backend/ppss/predictoor_ss.py

@@ -17,6 +17,7 @@
 from pdr_backend.subgraph.subgraph_feed import SubgraphFeed
 from pdr_backend.util.strutil import StrMixin
 
+
 class PredictoorSS(StrMixin):
     __STR_OBJDIR__ = ["d"]
 

pdr_backend/sim/sim_engine.py

@@ -134,7 +134,7 @@ def run_one_iter(self, test_i: int, mergedohlcv_df: pl.DataFrame):
         recent_ut = UnixTimeMs(int(mergedohlcv_df["timestamp"].to_list()[-1]))
         timeframe: ArgTimeframe = predict_feed.timeframe  # type: ignore
         ut = UnixTimeMs(recent_ut - testshift * timeframe.ms)
-        
+
         # predict price direction
         prob_up: float = self.model.predict_ptrue(X_test)[0]  # in [0.0, 1.0]
         prob_down: float = 1.0 - prob_up
@@ -157,7 +157,7 @@ def run_one_iter(self, test_i: int, mergedohlcv_df: pl.DataFrame):
 
         # observe true price
         true_up = next_close > cur_close
-        
+
         # update state
         st.probs_up.append(prob_up)
         st.profits.append(profit)
@@ -175,15 +175,14 @@ def _log_line(self, test_i, ut):
         s += " ║"
 
         s += f" prob_up={self.st.probs_up[-1]:.3f}"
-        
+
         s += " ║"
-        
+
         s += f" tdr_profit=${self.st.profits[-1]:6.2f}"
         s += f" (cumul ${sum(self.st.profits):6.2f})"
 
         logger.info(s)
 
-
     @enforce_types
     def save_state(self, i: int, N: int):
         "Save state on this iteration Y/N?"

pdr_backend/sim/sim_state.py

@@ -2,6 +2,7 @@
 
 from enforce_typing import enforce_types
 
+
 # pylint: disable=too-many-instance-attributes
 @enforce_types
 class SimState:
@@ -27,10 +28,9 @@ def recent_metrics(
     ) -> List[Union[int, float]]:
         """Return most recent aimodel metrics + profit metrics"""
         rm = {
-                "profit": self.profits[-1],
+            "profit": self.profits[-1],
         }
         if extras and "prob_up" in extras:
             rm["prob_up"] = self.probs_up[-1]
 
         return rm
-

pdr_backend/util/constants.py

@@ -7,4 +7,3 @@
 CAND_USDCOINS = ["USDT", "USDC", "DAI", "RAI", "USD"]  # add more if needed
 CAND_TIMEFRAMES = ["1s", "30s", "1m", "5m", "15m", "30m", "1h", "1d", "1w", "1M"]
 CHAR_TO_SIGNAL = {"o": "open", "h": "high", "l": "low", "c": "close", "v": "volume"}
-