def test_cloud_optimize_runs_optimization_by_project_id() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
optimization = create_api_optimization()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
api_client.optimizations.estimate.return_value = QCOptimizationEstimate(
estimateId="x", time=10, balance=1000)
api_client.organizations.get.return_value = create_api_organization()
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_optimization.return_value = optimization
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "optimize", "1"])
assert result.exit_code == 0
cloud_runner.run_optimization.assert_called_once()
args, kwargs = cloud_runner.run_optimization.call_args
assert args[0] == project
def test_cloud_optimize_passes_given_config_to_cloud_runner() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
optimization = create_api_optimization()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
api_client.optimizations.estimate.return_value = QCOptimizationEstimate(
estimateId="x", time=10, balance=1000)
api_client.organizations.get.return_value = create_api_organization()
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_optimization.return_value = optimization
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(
lean, ["cloud", "optimize", "My Project", "--name", "My Name"])
assert result.exit_code == 0
optimizer_config_manager = container.optimizer_config_manager()
cloud_runner.run_optimization.assert_called_once_with(
project, mock.ANY, "My Name",
optimizer_config_manager.configure_strategy(cloud=True),
optimizer_config_manager.configure_target(),
optimizer_config_manager.configure_parameters([]),
optimizer_config_manager.configure_constraints(),
optimizer_config_manager.configure_node()[0].name,
optimizer_config_manager.configure_node()[1])
def test_cloud_optimize_does_not_display_backtest_results_when_none_meet_constraints(
) -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
optimization = create_api_optimization()
optimization.backtests["1"] = create_api_optimization_backtest(
1, True, False, True)
optimization.backtests["2"] = create_api_optimization_backtest(
2, True, False, False)
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
api_client.optimizations.estimate.return_value = QCOptimizationEstimate(
estimateId="x", time=10, balance=1000)
api_client.organizations.get.return_value = create_api_organization()
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_optimization.return_value = optimization
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "optimize", "My Project"])
assert result.exit_code == 0
assert "id: 1" not in result.output
assert "id: 2" not in result.output
def test_cloud_optimize_pushes_nothing_when_project_does_not_exist_locally(
) -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
optimization = create_api_optimization()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
api_client.optimizations.estimate.return_value = QCOptimizationEstimate(
estimateId="x", time=10, balance=1000)
api_client.organizations.get.return_value = create_api_organization()
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_optimization.return_value = optimization
container.cloud_runner.override(providers.Object(cloud_runner))
push_manager = mock.Mock()
container.push_manager.override(providers.Object(push_manager))
result = CliRunner().invoke(lean,
["cloud", "optimize", "My Project", "--push"])
assert result.exit_code == 0
push_manager.push_projects.assert_not_called()
def estimate(self, project_id: int, compile_id: str, name: str,
strategy: str, target: OptimizationTarget,
parameters: List[OptimizationParameter],
constraints: List[OptimizationConstraint], node_type: str,
parallel_nodes: int) -> QCOptimizationEstimate:
"""Estimates how long a backtest will take.
:param project_id: the id of the project to optimize
:param compile_id: the id of the compile to optimize
:param name: the name of the optimization
:param strategy: the strategy to optimize with
:param target: the target of the optimization
:param parameters: the parameters to optimize
:param constraints: the constraints of the optimization
:param node_type: the type of the node to run the optimization on
:param parallel_nodes: the number of parallel nodes to run the optimization on
:return: the resulting estimation
"""
request_parameters = self._build_request_parameters(
project_id, compile_id, name, strategy, target, parameters,
constraints, node_type, parallel_nodes)
data = self._api.post("optimizations/estimate",
request_parameters,
data_as_json=False)
return QCOptimizationEstimate(**data["estimate"])
def test_cloud_optimize_displays_optimal_backtest_results(
optimizer_config_manager_mock: mock.Mock, target: str,
extremum: OptimizationExtremum) -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
optimization = create_api_optimization()
optimization.backtests["1"] = create_api_optimization_backtest(
1, True, True, True)
optimization.backtests["2"] = create_api_optimization_backtest(
2, True, True, False)
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
api_client.optimizations.estimate.return_value = QCOptimizationEstimate(
estimateId="x", time=10, balance=1000)
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_optimization.return_value = optimization
container.cloud_runner.override(providers.Object(cloud_runner))
optimizer_config_manager_mock.configure_target.return_value = OptimizationTarget(
target=f"TotalPerformance.PortfolioStatistics.{target}",
extremum=extremum,
)
result = CliRunner().invoke(lean, ["cloud", "optimize", "My Project"])
assert result.exit_code == 0
if extremum == OptimizationExtremum.Maximum:
assert "id: 1" in result.output
else:
assert "id: 2" in result.output
def test_cloud_optimize_aborts_when_input_matches_no_cloud_project() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
optimization = create_api_optimization()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
api_client.optimizations.estimate.return_value = QCOptimizationEstimate(
estimateId="x", time=10, balance=1000)
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_optimization.return_value = optimization
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "optimize", "Fake Project"])
assert result.exit_code != 0
cloud_runner.run_optimization.assert_not_called()
def test_cloud_optimize_aborts_when_optimization_fails() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
def run_optimization(*args, **kwargs):
raise RuntimeError("Oops")
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
api_client.optimizations.estimate.return_value = QCOptimizationEstimate(
estimateId="x", time=10, balance=1000)
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_optimization.side_effect = run_optimization
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "optimize", "My Project"])
assert result.exit_code != 0
cloud_runner.run_optimization.assert_called_once()