From 5ec0babcb90ebdd1ccd0a4f61ed9259fb619bebf Mon Sep 17 00:00:00 2001 From: trentmc Date: Mon, 27 Jan 2025 16:02:06 +0100 Subject: [PATCH] black --- pdr_backend/aimodel/test/test_aimodel_factory_general.py | 5 ++--- pdr_backend/cli/cli_arguments.py | 4 ---- pdr_backend/cli/cli_module.py | 1 - pdr_backend/cli/test/test_cli_module.py | 4 +--- pdr_backend/lake/ohlcv_data_factory.py | 3 +-- pdr_backend/lake/test/conftest.py | 2 +- pdr_backend/lake/test/resources.py | 1 - pdr_backend/ppss/lake_ss.py | 1 - pdr_backend/ppss/ppss.py | 2 +- pdr_backend/ppss/predictoor_ss.py | 1 + pdr_backend/sim/sim_engine.py | 9 ++++----- pdr_backend/sim/sim_state.py | 4 ++-- pdr_backend/util/constants.py | 1 - 13 files changed, 13 insertions(+), 25 deletions(-) diff --git a/pdr_backend/aimodel/test/test_aimodel_factory_general.py b/pdr_backend/aimodel/test/test_aimodel_factory_general.py index 7266ebc10..26bea4cee 100644 --- a/pdr_backend/aimodel/test/test_aimodel_factory_general.py +++ b/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): diff --git a/pdr_backend/cli/cli_arguments.py b/pdr_backend/cli/cli_arguments.py index 3ec5c8bc8..fd41a7ab3 100644 --- a/pdr_backend/cli/cli_arguments.py +++ b/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"), diff --git a/pdr_backend/cli/cli_module.py b/pdr_backend/cli/cli_module.py index ef4a6894f..8c9150d60 100644 --- a/pdr_backend/cli/cli_module.py +++ b/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) - diff --git a/pdr_backend/cli/test/test_cli_module.py b/pdr_backend/cli/test/test_cli_module.py index d14e8630e..8fb1ff569 100644 --- a/pdr_backend/cli/test/test_cli_module.py +++ b/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"]): diff --git a/pdr_backend/lake/ohlcv_data_factory.py b/pdr_backend/lake/ohlcv_data_factory.py index 2c802d6c8..ed9582f4a 100644 --- a/pdr_backend/lake/ohlcv_data_factory.py +++ b/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 - diff --git a/pdr_backend/lake/test/conftest.py b/pdr_backend/lake/test/conftest.py index 1f1ab5b84..95328796e 100644 --- a/pdr_backend/lake/test/conftest.py +++ b/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 - diff --git a/pdr_backend/lake/test/resources.py b/pdr_backend/lake/test/resources.py index 232690ff3..b04716435 100644 --- a/pdr_backend/lake/test/resources.py +++ b/pdr_backend/lake/test/resources.py @@ -160,4 +160,3 @@ def _addval(DATA: list, val: float) -> list: 4|40.4|41.4 """ ) - diff --git a/pdr_backend/ppss/lake_ss.py b/pdr_backend/ppss/lake_ss.py index 35fd0c1c3..753b19454 100644 --- a/pdr_backend/ppss/lake_ss.py +++ b/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" diff --git a/pdr_backend/ppss/ppss.py b/pdr_backend/ppss/ppss.py index a918e2f89..1882b7b40 100644 --- a/pdr_backend/ppss/ppss.py +++ b/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 diff --git a/pdr_backend/ppss/predictoor_ss.py b/pdr_backend/ppss/predictoor_ss.py index 71d21fd49..4a1d3da2a 100644 --- a/pdr_backend/ppss/predictoor_ss.py +++ b/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"] diff --git a/pdr_backend/sim/sim_engine.py b/pdr_backend/sim/sim_engine.py index e513352a5..ed7b7c72e 100644 --- a/pdr_backend/sim/sim_engine.py +++ b/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?" diff --git a/pdr_backend/sim/sim_state.py b/pdr_backend/sim/sim_state.py index a932708af..9ee70ae08 100644 --- a/pdr_backend/sim/sim_state.py +++ b/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 - diff --git a/pdr_backend/util/constants.py b/pdr_backend/util/constants.py index 6abc9f5b6..ae4292467 100644 --- a/pdr_backend/util/constants.py +++ b/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"} -