def _adjust_reports(self, date_from, reports):
for report in reports:
date_from = terminal.get_run_result_date_from(date_from, report['ResultId'], self.trades_before_run)
report['Trades'] = [trade for trade in report['Trades'] if trade['CloseTime'] > date_from]
return reports
def test_get_run_result_date_from_no_trades(self):
# arrange
df_run_trades = None
# act
date_from = terminal.get_run_result_date_from('2018.04.01', 1, df_run_trades)
# assert
self.assertEqual(datetime(2018, 4, 1, 0, 0, 0), date_from)
def test_get_run_result_date_from_zero_shift(self):
# arrange
df_run_trades = pd.DataFrame({
'ResultId': [1],
'MaxCloseTime': [datetime(2018, 5, 1, 9, 15, 0)]
})
# act
date_from = terminal.get_run_result_date_from('2018.04.01', 1, df_run_trades, shift_days=0)
# assert
self.assertEqual(datetime(2018, 5, 1, 9, 15, 0), date_from)
def test_get_run_result_date_from_empty_df(self):
# arrange
df_run_trades = pd.DataFrame({
'ResultId': [],
'NumTrades': [],
'MaxCloseTime': []
})
# act
date_from = terminal.get_run_result_date_from('2018.04.01', 1, df_run_trades)
# assert
self.assertEqual(datetime(2018, 4, 1, 0, 0, 0), date_from)
def smart_refresh_trades(configuration_id):
runs = run.get_by_configuration_id(configuration_id)
trades_before_run = run_result.get_run_result_trades_summary_by_configuration_id(
configuration_id)
for run_entry in runs:
run_id = run_entry['RunId']
date_from = run_entry['TestDateFrom']
if trades_before_run.shape[0] > 0:
trades = trades_before_run[trades_before_run['RunId'] == run_id]
for _, trades_entry in trades.iterrows():
result_id = trades_entry['ResultId']
cutoff_trade_date = terminal.get_run_result_date_from(
date_from, result_id, trades_before_run)
run_result.delete_trades_by_rusult_id_and_close_time(
result_id, cutoff_trade_date)
# reset previously collected results, re-think once an issue
run_result.reset_run_results_by_configuration_id(configuration_id)
return trades_before_run