black re-format

letianzj · Jun 18, 2024 · 797c1ab · 797c1ab
1 parent bb400dc
commit 797c1ab
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Showing 2 changed files with 21 additions and 7 deletions.
diff --git a/quanttrader/backtest_engine.py b/quanttrader/backtest_engine.py
@@ -44,7 +44,9 @@ def __init__(self, start_date: datetime, end_date: datetime) -> None:
         self.instrument_meta: dict[str, dict[str, Any]] = (
             {}
         )  # one copy of meta dict shared across program
-        self._data_feed: BacktestDataFeed = BacktestDataFeed(self._start_date, self._end_date)
+        self._data_feed: BacktestDataFeed = BacktestDataFeed(
+            self._start_date, self._end_date
+        )
         self._data_board: DataBoard = DataBoard()
         self._performance_manager: PerformanceManager = PerformanceManager(
             self.instrument_meta
@@ -80,7 +82,9 @@ def set_capital(self, capital: float) -> None:
     def set_strategy(self, strategy: StrategyBase) -> None:
         self._strategy = strategy
 
-    def add_data(self, data_key: str, data_source: pd.DataFrame, watch: bool = True) -> None:
+    def add_data(
+        self, data_key: str, data_source: pd.DataFrame, watch: bool = True
+    ) -> None:
         """
         Add data for backtest
         :param data_key: AAPL or CL
@@ -144,7 +148,9 @@ def _tick_event_handler(self, tick_event: TickEvent) -> None:
             tick_event.price,
             self._data_board,
         )
-        self._strategy.on_tick(tick_event)  # plus strategy.position_manager market to marekt
+        self._strategy.on_tick(
+            tick_event
+        )  # plus strategy.position_manager market to marekt
         # data_baord update after strategy, so it still holds price of last tick; for position MtM
         # strategy uses tick.price for current price; and use data_board.last_price for previous price
         # for backtest, this is PLACEHOLDER based on timestamp.

diff --git a/quanttrader/performance/performance_manager.py b/quanttrader/performance/performance_manager.py
@@ -25,7 +25,9 @@ class PerformanceManager(object):
 
     def __init__(self, instrument_meta: dict[str, dict[str, Any]]) -> None:
         self._symbols: list[str] = []
-        self.instrument_meta: dict[str, dict[str, Any]] = instrument_meta  # sym ==> meta
+        self.instrument_meta: dict[str, dict[str, Any]] = (
+            instrument_meta  # sym ==> meta
+        )
 
         self._realized_pnl: float = 0.0
         self._unrealized_pnl: float = 0.0
@@ -50,7 +52,9 @@ def reset(self) -> None:
         self._equity = pd.Series(dtype=np.float64)  # equity line
         self._equity.name = "total"
 
-        self._df_positions = pd.DataFrame(columns=self._symbols + ["cash"], dtype=np.float64)
+        self._df_positions = pd.DataFrame(
+            columns=self._symbols + ["cash"], dtype=np.float64
+        )
 
         self._df_trades = pd.DataFrame(
             np.empty(
@@ -111,7 +115,9 @@ def update_performance(
             performance_time = current_time
 
         equity = 0.0
-        self._df_positions.loc[performance_time] = [0.0] * len(self._df_positions.columns)
+        self._df_positions.loc[performance_time] = [0.0] * len(
+            self._df_positions.columns
+        )
         for sym, pos in position_manager.positions.items():
             if sym in self.instrument_meta.keys():
                 multiplier = self.instrument_meta[sym]["Multiplier"]
@@ -128,7 +134,9 @@ def update_performance(
 
         self._df_positions.loc[performance_time, "cash"] = position_manager.cash
         self._equity[performance_time] = equity + position_manager.cash
-        self._df_positions.loc[performance_time, "total"] = self._equity[performance_time]
+        self._df_positions.loc[performance_time, "total"] = self._equity[
+            performance_time
+        ]
 
         if performance_time != current_time:  # not final day
             self._equity[current_time] = 0.0  # add new date