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_backtest_logs_statistics() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
backtest = create_api_backtest()
backtest.statistics = {"stat1": "1.0", "stat2": "-1.0", "stat3": "0.0"}
backtest.runtimeStatistics = {
"stat3": "1.0",
"stat4": "-1.0",
"stat5": "0.0"
}
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.return_value = backtest
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "backtest", "My Project"])
assert result.exit_code == 0
for i in range(1, 6):
assert f"stat{i}" in result.output
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_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 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_pull_pulls_project_by_name() -> None:
create_fake_lean_cli_directory()
cloud_projects = [create_api_project(1, "Project 1"),
create_api_project(2, "Project 2"),
create_api_project(3, "Project 3"),
create_api_project(4, "Boot Camp/Project 4"),
create_api_project(5, "Boot Camp/Project 5")]
api_client = mock.Mock()
api_client.projects.get_all.return_value = cloud_projects
container.api_client.override(providers.Object(api_client))
pull_manager = mock.Mock()
container.pull_manager.override(providers.Object(pull_manager))
result = CliRunner().invoke(lean, ["cloud", "pull", "--project", "Project 1"])
assert result.exit_code == 0
pull_manager.pull_projects.assert_called_once_with([cloud_projects[0]])
def test_cloud_pull_aborts_when_project_input_matches_no_cloud_projects() -> None:
create_fake_lean_cli_directory()
cloud_projects = [create_api_project(1, "Project 1"),
create_api_project(2, "Project 2"),
create_api_project(3, "Project 3"),
create_api_project(4, "Boot Camp/Project 4"),
create_api_project(5, "Boot Camp/Project 5")]
api_client = mock.Mock()
api_client.projects.get_all.return_value = cloud_projects
container.api_client.override(providers.Object(api_client))
pull_manager = mock.Mock()
container.pull_manager.override(providers.Object(pull_manager))
result = CliRunner().invoke(lean, ["cloud", "pull", "--project", "Project 4"])
assert result.exit_code != 0
pull_manager.pull_projects.assert_not_called()
def test_cloud_backtest_aborts_when_input_matches_no_cloud_project() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
backtest = create_api_backtest()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.return_value = backtest
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "backtest", "Fake Project"])
assert result.exit_code != 0
cloud_runner.run_backtest.assert_not_called()
def test_cloud_backtest_runs_project_by_name() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
backtest = create_api_backtest()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.return_value = backtest
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "backtest", "My Project"])
assert result.exit_code == 0
cloud_runner.run_backtest.assert_called_once_with(project, mock.ANY)
def test_cloud_backtest_opens_browser_when_open_option_given(open) -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
backtest = create_api_backtest()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.return_value = backtest
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean,
["cloud", "backtest", "My Project", "--open"])
assert result.exit_code == 0
open.assert_called_once_with(backtest.get_url())
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_backtest_aborts_when_backtest_fails() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
def run_backtest(*args, **kwargs):
raise RuntimeError("Oops")
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.side_effect = run_backtest
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean, ["cloud", "backtest", "My Project"])
assert result.exit_code != 0
cloud_runner.run_backtest.assert_called_once()
def test_cloud_backtest_does_not_open_browser_when_init_error_happens(
open) -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
backtest = create_api_backtest()
backtest.error = "During the algorithm initialization, the following exception has occurred:\nOops"
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.return_value = backtest
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(lean,
["cloud", "backtest", "My Project", "--open"])
assert result.exit_code == 0
open.assert_not_called()
def test_cloud_backtest_uses_given_name() -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
backtest = create_api_backtest()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.return_value = backtest
container.cloud_runner.override(providers.Object(cloud_runner))
result = CliRunner().invoke(
lean, ["cloud", "backtest", "My Project", "--name", "My Name"])
assert result.exit_code == 0
cloud_runner.run_backtest.assert_called_once()
args, kwargs = cloud_runner.run_backtest.call_args
assert args[1] == "My Name"
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()
def test_cloud_backtest_pushes_nothing_when_project_does_not_exist_locally(
) -> None:
create_fake_lean_cli_directory()
project = create_api_project(1, "My Project")
backtest = create_api_backtest()
api_client = mock.Mock()
api_client.projects.get_all.return_value = [project]
container.api_client.override(providers.Object(api_client))
cloud_runner = mock.Mock()
cloud_runner.run_backtest.return_value = backtest
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", "backtest", "My Project", "--push"])
assert result.exit_code == 0
push_manager.push_projects.assert_not_called()
