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Commit 68f6478

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kernckernc
committed
MNT: Fix/ignore issues with flake8 7.2.0
1 parent e177a8c commit 68f6478
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6 files changed

+17-13Lines changed: 17 additions & 13 deletions

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‎backtesting/_plotting.py‎

Copy file name to clipboardExpand all lines: backtesting/_plotting.py
+5-5Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -128,11 +128,11 @@ def _maybe_resample_data(resample_rule, df, indicators, equity_data, trades):
128128
"15min": 15,
129129
"30min": 30,
130130
"1h": 60,
131-
"2h": 60*2,
132-
"4h": 60*4,
133-
"8h": 60*8,
134-
"1D": 60*24,
135-
"1W": 60*24*7,
131+
"2h": 60 * 2,
132+
"4h": 60 * 4,
133+
"8h": 60 * 8,
134+
"1D": 60 * 24,
135+
"1W": 60 * 24 * 7,
136136
"1ME": np.inf,
137137
})
138138
timespan = df.index[-1] - df.index[0]
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‎backtesting/_stats.py‎

Copy file name to clipboardExpand all lines: backtesting/_stats.py
+2-2Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -137,12 +137,12 @@ def _round_timedelta(value, _period=_data_period(index)):
137137
# our risk doesn't; they use the simpler approach below.
138138
annualized_return = (1 + gmean_day_return)**annual_trading_days - 1
139139
s.loc['Return (Ann.) [%]'] = annualized_return * 100
140-
s.loc['Volatility (Ann.) [%]'] = np.sqrt((day_returns.var(ddof=int(bool(day_returns.shape))) + (1 + gmean_day_return)**2)**annual_trading_days - (1 + gmean_day_return)**(2*annual_trading_days)) * 100 # noqa: E501
140+
s.loc['Volatility (Ann.) [%]'] = np.sqrt((day_returns.var(ddof=int(bool(day_returns.shape))) + (1 + gmean_day_return)**2)**annual_trading_days - (1 + gmean_day_return)**(2 * annual_trading_days)) * 100 # noqa: E501
141141
# s.loc['Return (Ann.) [%]'] = gmean_day_return * annual_trading_days * 100
142142
# s.loc['Risk (Ann.) [%]'] = day_returns.std(ddof=1) * np.sqrt(annual_trading_days) * 100
143143
if is_datetime_index:
144144
time_in_years = (s.loc['Duration'].days + s.loc['Duration'].seconds / 86400) / annual_trading_days
145-
s.loc['CAGR [%]'] = ((s.loc['Equity Final [$]'] / equity[0])**(1/time_in_years) - 1) * 100 if time_in_years else np.nan # noqa: E501
145+
s.loc['CAGR [%]'] = ((s.loc['Equity Final [$]'] / equity[0])**(1 / time_in_years) - 1) * 100 if time_in_years else np.nan # noqa: E501
146146

147147
# Our Sharpe mismatches `empyrical.sharpe_ratio()` because they use arithmetic mean return
148148
# and simple standard deviation
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‎backtesting/backtesting.py‎

Copy file name to clipboardExpand all lines: backtesting/backtesting.py
+3-3Lines changed: 3 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -211,7 +211,7 @@ def next(self):
211211
"""
212212

213213
class __FULL_EQUITY(float): # noqa: N801
214-
def __repr__(self): return '.9999'
214+
def __repr__(self): return '.9999' # noqa: E704
215215
_FULL_EQUITY = __FULL_EQUITY(1 - sys.float_info.epsilon)
216216

217217
def buy(self, *,
@@ -449,7 +449,7 @@ def __repr__(self):
449449
('tp', self.__tp_price),
450450
('contingent', self.is_contingent),
451451
('tag', self.__tag),
452-
) if value is not None))
452+
) if value is not None)) # noqa: E126
453453

454454
def cancel(self):
455455
"""Cancel the order."""
@@ -578,7 +578,7 @@ def __init__(self, broker: '_Broker', size: int, entry_price: float, entry_bar,
578578
def __repr__(self):
579579
return f'<Trade size={self.__size} time={self.__entry_bar}-{self.__exit_bar or ""} ' \
580580
f'price={self.__entry_price}-{self.__exit_price or ""} pl={self.pl:.0f}' \
581-
f'{" tag="+str(self.__tag) if self.__tag is not None else ""}>'
581+
f'{" tag=" + str(self.__tag) if self.__tag is not None else ""}>'
582582

583583
def _replace(self, **kwargs):
584584
for k, v in kwargs.items():
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‎backtesting/lib.py‎

Copy file name to clipboardExpand all lines: backtesting/lib.py
+1-1Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -497,7 +497,7 @@ def set_trailing_pct(self, pct: float = .05):
497497
def next(self):
498498
super().next()
499499
# Can't use index=-1 because self.__atr is not an Indicator type
500-
index = len(self.data)-1
500+
index = len(self.data) - 1
501501
for trade in self.trades:
502502
if trade.is_long:
503503
trade.sl = max(trade.sl or -np.inf,
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‎backtesting/test/_test.py‎

Copy file name to clipboardExpand all lines: backtesting/test/_test.py
+2-2Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -287,7 +287,7 @@ def test_compute_drawdown(self):
287287
def test_compute_stats(self):
288288
stats = Backtest(GOOG, SmaCross, finalize_trades=True).run()
289289
expected = pd.Series({
290-
# NOTE: These values are also used on the website!
290+
# NOTE: These values are also used on the website! # noqa: E126
291291
'# Trades': 66,
292292
'Avg. Drawdown Duration': pd.Timedelta('41 days 00:00:00'),
293293
'Avg. Drawdown [%]': -5.925851581948801,
@@ -929,7 +929,7 @@ def next(self):
929929
self.assertEqual(stats['# Trades'], 56)
930930

931931
def test_FractionalBacktest(self):
932-
ubtc_bt = FractionalBacktest(BTCUSD['2015':], SmaCross, fractional_unit=1/1e6, cash=100)
932+
ubtc_bt = FractionalBacktest(BTCUSD['2015':], SmaCross, fractional_unit=1 / 1e6, cash=100)
933933
stats = ubtc_bt.run(fast=2, slow=3)
934934
self.assertEqual(stats['# Trades'], 41)
935935

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‎setup.cfg‎

Copy file name to clipboardExpand all lines: setup.cfg
+4Lines changed: 4 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,8 @@
11
[flake8]
2+
# F824 `nonlocal x` is unused: name is never assigned in scope
3+
# W503 Line break before a binary operator
4+
# W504 Line break after a binary operator -- https://www.flake8rules.com/rules/W504.html
5+
ignore = F824, W503, W504
26
max-line-length = 120
37
exclude =
48
.git,

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