Fix snapshot create at attribute setting

Author: MDUYN

investing_algorithm_framework/app/app.py

@@ -391,7 +391,8 @@ def initialize(self):
             configuration_service.add_value(APP_MODE, AppMode.WEB.value)
             self._initialize_web()
 
-        self._initialize_portfolios()
+        if not Environment.BACKTEST.equals(config[ENVIRONMENT]):
+            self._initialize_portfolios()
 
     def run(self, payload: dict = None, number_of_iterations: int = None):
         """
@@ -710,7 +711,7 @@ def run_backtest(
         save_strategy=False,
     ) -> BacktestReport:
         """
-        Run a backtest for an algorithm. An
+        Run a backtest for an algorithm.
 
         Args:
             backtest_date_range: The date range to run the backtest for
@@ -886,7 +887,6 @@ def run_backtests(
                     )
 
                     if report is not None:
-
                         print(
                             f"{COLOR_YELLOW}Backtest already exists "
                             f"for algorithm {algorithm.name} date "

investing_algorithm_framework/domain/utils/backtesting.py

@@ -1150,7 +1150,6 @@ def get_backtest_report(
     # Loop through all files in the directory
     for root, _, files in os.walk(directory):
         for file in files:
-            print(file)
 
             # Check if the file is a directory
             if os.path.isdir(os.path.join(root, file)):
@@ -1185,8 +1184,6 @@ def get_backtest_report(
                                 return report
 
             elif file.endswith(".json"):
-                print("found file")
-                print(f"Found backtest report file: {file}")
                 # Read the file
                 with open(os.path.join(root, file), "r") as json_file:
                     # Parse the JSON file

investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -123,7 +123,9 @@ def run_backtest(
 
             # Check if the portfolio configuration has an initial balance
             self._portfolio_service.create_portfolio_from_configuration(
-                portfolio_configuration, initial_amount=initial_amount
+                portfolio_configuration,
+                initial_amount=initial_amount,
+                created_at=backtest_date_range.start_date,
             )
 
         strategy_profiles = []

investing_algorithm_framework/services/portfolios/backtest_portfolio_service.py

@@ -1,3 +1,4 @@
+from datetime import datetime
 from investing_algorithm_framework.domain import PortfolioConfiguration, \
     OperationalException
 from .portfolio_service import PortfolioService
@@ -10,8 +11,10 @@ class BacktestPortfolioService(PortfolioService):
     not check if the initial balance is present on the exchange or broker.
     """
     def create_portfolio_from_configuration(
-        self, portfolio_configuration: PortfolioConfiguration,
-        initial_amount=None
+        self,
+        portfolio_configuration: PortfolioConfiguration,
+        initial_amount=None,
+        created_at: datetime = None
     ):
         """
         Wil create a portfolio from a portfolio configuration for backtesting.
@@ -20,6 +23,9 @@ def create_portfolio_from_configuration(
             portfolio_configuration (PortfolioConfiguration):
                 Portfolio configuration to create the portfolio from
             initial_amount (Decimal): Initial balance for the portfolio
+            created_at (datetime): The date and time when the portfolio
+                is created. If not provided, the current date and time
+                will be used.
 
         Returns:
             Portfolio: The created portfolio
@@ -41,6 +47,7 @@ def create_portfolio_from_configuration(
             "market": portfolio_configuration.market,
             "trading_symbol": portfolio_configuration.trading_symbol,
             "unallocated": amount,
-            "initialized": True
+            "initialized": True,
+            "created_at": created_at
         }
         return self.create(data)

investing_algorithm_framework/services/portfolios/portfolio_service.py

@@ -110,7 +110,10 @@ def create_snapshot(self, portfolio_id, created_at=None):
         )
 
     def create_portfolio_from_configuration(
-        self, portfolio_configuration, initial_amount=None
+        self,
+        portfolio_configuration,
+        initial_amount=None,
+        created_at: datetime = None
     ) -> Portfolio:
         """
         Method to create a portfolio based on a portfolio configuration.
@@ -123,6 +126,9 @@ def create_portfolio_from_configuration(
             portfolio_configuration (PortfolioConfiguration)
                 Portfolio configuration to create the portfolio from
             initial_amount (Decimal): Initial balance for the portfolio
+            created_at (datetime): The date and time when the portfolio
+                is created. If not provided, the current date and time
+                will be used.
 
         Returns:
             Portfolio: Portfolio created from the configuration
@@ -158,6 +164,9 @@ def create_portfolio_from_configuration(
             )
             data = portfolio.to_dict()
 
+            if created_at is not None:
+                data["created_at"] = created_at
+
             if initial_amount is not None:
                 data["unallocated"] = initial_amount
 

tests/scenarios/test_run_backtest_algorithm_param.py

@@ -53,3 +53,11 @@ def test_run(self):
         end_time = time.time()
         elapsed_time = end_time - start_time
         print(f"Test completed in {elapsed_time:.2f} seconds")
+
+        snapshots = backtest_report.get_snapshots()
+        # Check that the first two snapshots created at are the same
+        # as the start date of the backtest
+        self.assertEqual(
+            snapshots[0].created_at.replace(tzinfo=timezone.utc),
+            start_date.replace(tzinfo=timezone.utc)
+        )

tests/scenarios/test_run_backtest_multiple_strategies_param.py

@@ -48,3 +48,10 @@ def test_run(self):
         self.assertAlmostEqual(
             backtest_report.get_profit_percentage(), 4.5, delta=0.5
         )
+        snapshots = backtest_report.get_snapshots()
+        # Check that the first two snapshots created at are the same
+        # as the start date of the backtest
+        self.assertEqual(
+            snapshots[0].created_at.replace(tzinfo=timezone.utc),
+            start_date.replace(tzinfo=timezone.utc)
+        )

tests/scenarios/test_run_backtest_single_strategy_param.py

@@ -46,3 +46,10 @@ def test_run(self):
         self.assertAlmostEqual(
             backtest_report.get_profit_percentage(), 0.8, delta=0.1
         )
+        snapshots = backtest_report.get_snapshots()
+        # Check that the first two snapshots created at are the same
+        # as the start date of the backtest
+        self.assertEqual(
+            snapshots[0].created_at.replace(tzinfo=timezone.utc),
+            start_date.replace(tzinfo=timezone.utc)
+        )

tests/scenarios/test_run_backtest_strategies_attribute.py

@@ -46,3 +46,10 @@ def test_run(self):
         self.assertAlmostEqual(
             backtest_report.get_profit_percentage(), 0.8, delta=0.1
         )
+        snapshots = backtest_report.get_snapshots()
+        # Check that the first two snapshots created at are the same
+        # as the start date of the backtest
+        self.assertEqual(
+            snapshots[0].created_at.replace(tzinfo=timezone.utc),
+            start_date.replace(tzinfo=timezone.utc)
+        )

tests/scenarios/test_run_backtests_algorithms_param.py

@@ -69,4 +69,4 @@ def test_run(self):
         )
         self.assertAlmostEqual(
             backtest_report_two.get_profit_percentage(), 4.5, delta=0.2
-        )
+        )