diegobeyl/backtesting

1"""
2Test script to verify Errno 22 fix in API routes
3This tests the datetime formatting in chart data preparation
4"""
5
6import sys
7from pathlib import Path
8import pandas as pd
9import numpy as np
10from datetime import datetime, timedelta
11
12# Add parent directory for imports
13sys.path.insert(0, str(Path(__file__).parent))
14
15from api.routes import _prepare_chart_data
16from api.schemas import BacktestConfig
17
18def test_chart_data_formatting():
19    """Test that chart data preparation doesn't raise Errno 22 on Windows"""
20    
21    # Create sample OHLCV data with datetime index
22    dates = pd.date_range(start='2024-01-01', periods=100, freq='D')
23    data = pd.DataFrame({
24        'Open': np.random.uniform(100, 110, 100),
25        'High': np.random.uniform(110, 120, 100),
26        'Low': np.random.uniform(90, 100, 100),
27        'Close': np.random.uniform(100, 110, 100),
28        'Volume': np.random.uniform(1000, 10000, 100)
29    }, index=dates)
30    
31    # Create mock stats with trades
32    mock_trades = pd.DataFrame({
33        'EntryTime': [dates[10], dates[30], dates[50]],
34        'ExitTime': [dates[15], dates[35], dates[55]],
35        'EntryPrice': [105.0, 107.0, 103.0],
36        'ExitPrice': [108.0, 106.0, 105.0],
37        'Size': [1.0, -1.0, 1.0]
38    })
39    
40    mock_equity = pd.DataFrame({
41        'Equity': np.linspace(10000, 12000, 100),
42        'DrawdownPct': np.random.uniform(0, 0.1, 100)
43    }, index=dates)
44    
45    stats = {
46        '_trades': mock_trades,
47        '_equity_curve': mock_equity
48    }
49    
50    # Create config
51    config = BacktestConfig(
52        symbol='BTCUSD',
53        timeframe='D1',
54        donchian_period=20,
55        risk_percent=1.0,
56        initial_capital=10000.0
57    )
58    
59    try:
60        # This should not raise Errno 22
61        chart_data = _prepare_chart_data(data, stats, config)
62        
63        print("[PASS] Chart data preparation successful!")
64        print(f"  - OHLC points: {len(chart_data['ohlc'])}")
65        print(f"  - Donchian points: {len(chart_data['donchian'])}")
66        print(f"  - Signals: {len(chart_data['signals'])}")
67        
68        # Verify time format
69        if chart_data['ohlc']:
70            sample_time = chart_data['ohlc'][0]['time']
71            print(f"  - Sample time format: {sample_time}")
72            assert 'T' in sample_time, "Time should be in ISO format"
73        
74        print("\n[PASS] All tests passed! Errno 22 fix is working correctly.")
75        return True
76        
77    except OSError as e:
78        if e.errno == 22:
79            print(f"[FAIL] Errno 22 still occurring!")
80            print(f"  Error: {e}")
81            return False
82        raise
83    except Exception as e:
84        print(f"[FAIL] Unexpected error: {e}")
85        import traceback
86        traceback.print_exc()
87        return False
88
89if __name__ == "__main__":
90    success = test_chart_data_formatting()
91    sys.exit(0 if success else 1)
92