TST: Introduce a simple base Strategy with empty init

Author: kernc

backtesting/test/_test.py

@@ -71,6 +71,11 @@ def next(self):
             self.sell()
 
 
+class _S(Strategy):
+    def init(self):
+        super().init()
+
+
 class TestBacktest(TestCase):
     def test_run(self):
         bt = Backtest(EURUSD, SmaCross)
@@ -354,18 +359,12 @@ def next(self):
                 if self.position:
                     self.position.close()
 
-        class SinglePosition(Strategy):
-            def init(self):
-                pass
-
+        class SinglePosition(_S):
             def next(self):
                 if not self.position:
                     self.buy()
 
-        class NoTrade(Strategy):
-            def init(self):
-                pass
-
+        class NoTrade(_S):
             def next(self):
                 pass
 
@@ -383,16 +382,14 @@ def next(self):
     def test_trade_enter_hit_sl_on_same_day(self):
         the_day = pd.Timestamp("2012-10-17 00:00:00")
 
-        class S(Strategy):
-            def init(self): pass
-
+        class S(_S):
             def next(self):
                 if self.data.index[-1] == the_day:
                     self.buy(sl=720)
 
         self.assertEqual(Backtest(GOOG, S).run()._trades.iloc[0].ExitPrice, 720)
 
-        class S(S):
+        class S(_S):
             def next(self):
                 if self.data.index[-1] == the_day:
                     self.buy(stop=758, sl=720)
@@ -401,9 +398,7 @@ def next(self):
             self.assertEqual(Backtest(GOOG, S).run()._trades.iloc[0].ExitPrice, 705.58)
 
     def test_stop_price_between_sl_tp(self):
-        class S(Strategy):
-            def init(self): pass
-
+        class S(_S):
             def next(self):
                 if self.data.index[-1] == pd.Timestamp("2004-09-09 00:00:00"):
                     self.buy(stop=104, sl=103, tp=110)
@@ -427,9 +422,7 @@ def next(self):
         bt.run()
 
     def test_close_orders_from_last_strategy_iteration(self):
-        class S(Strategy):
-            def init(self): pass
-
+        class S(_S):
             def next(self):
                 if not self.position:
                     self.buy()
@@ -440,9 +433,7 @@ def next(self):
         self.assertFalse(Backtest(SHORT_DATA, S, finalize_trades=True).run()._trades.empty)
 
     def test_check_adjusted_price_when_placing_order(self):
-        class S(Strategy):
-            def init(self): pass
-
+        class S(_S):
             def next(self):
                 self.buy(tp=self.data.Close * 1.01)
 
@@ -722,10 +713,7 @@ def ok(x):
             time.sleep(5)
 
     def test_wellknown(self):
-        class S(Strategy):
-            def init(self):
-                pass
-
+        class S(_S):
             def next(self):
                 date = self.data.index[-1]
                 if date == pd.Timestamp('Thu 19 Oct 2006'):
@@ -1037,9 +1025,7 @@ def test_readme_contains_stats_keys(self):
 
 class TestRegressions(TestCase):
     def test_gh_521(self):
-        class S(Strategy):
-            def init(self): pass
-
+        class S(_S):
             def next(self):
                 if self.data.Close[-1] == 100:
                     self.buy(size=1, sl=90)
@@ -1056,9 +1042,7 @@ def test_stats_annualized(self):
         self.assertEqual(round(stats['Return (Ann.) [%]']), -3)
 
     def test_cancel_orders(self):
-        class S(Strategy):
-            def init(self): pass
-
+        class S(_S):
             def next(self):
                 self.buy(sl=1, tp=1e3)
                 if self.position:
@@ -1110,9 +1094,7 @@ def test_trades_dates_match_prices(self):
                          trades['ExitPrice'].tolist())
 
     def test_sl_always_before_tp(self):
-        class S(Strategy):
-            def init(self): pass
-
+        class S(_S):
             def next(self):
                 i = len(self.data.index)
                 if i == 4:
@@ -1123,6 +1105,4 @@ def next(self):
                     t.tp = 107.9
 
         trades = Backtest(SHORT_DATA, S).run()._trades
-        (bt := Backtest(SHORT_DATA, S)).run()
-        bt.plot()
         self.assertEqual(trades['ExitPrice'].iloc[0], 104.95)