Fix metadata initialization

Author: MDUYN

investing_algorithm_framework/__init__.py

@@ -5,7 +5,7 @@
     pretty_print_orders, pretty_print_backtest, select_backtest_date_ranges, \
     get_equity_curve_with_drawdown_chart, \
     get_rolling_sharpe_ratio_chart, rank_results, \
-    get_monthly_returns_heatmap_chart, defaults_ranking_weights, \
+    get_monthly_returns_heatmap_chart, create_weights, \
     get_yearly_returns_bar_chart, get_entry_and_exit_signals, \
     get_ohlcv_data_completeness_chart
 from .domain import ApiException, \
@@ -159,7 +159,7 @@
     "get_yearly_returns_bar_chart",
     "get_ohlcv_data_completeness_chart",
     "rank_results",
-    "defaults_ranking_weights",
+    "create_weights",
     "get_entry_and_exit_signals",
     "get_growth",
     "get_growth_percentage"

investing_algorithm_framework/app/__init__.py

@@ -14,7 +14,7 @@
     get_yearly_returns_bar_chart, \
     get_ohlcv_data_completeness_chart, get_entry_and_exit_signals
 from .analysis import select_backtest_date_ranges, rank_results, \
-    defaults_ranking_weights
+    create_weights
 
 
 __all__ = [
@@ -39,6 +39,6 @@
     "get_yearly_returns_bar_chart",
     "get_ohlcv_data_completeness_chart",
     "rank_results",
-    "defaults_ranking_weights",
+    "create_weights",
     "get_entry_and_exit_signals"
 ]

investing_algorithm_framework/app/algorithm/algorithm.py

@@ -33,7 +33,8 @@ def __init__(
         strategies=None,
         tasks: List = None,
         data_sources: List[DataSource] = None,
-        on_strategy_run_hooks=None
+        on_strategy_run_hooks=None,
+        metadata=None
     ):
         self._name = name
         self._context = {}
@@ -46,6 +47,7 @@ def __init__(
         self._tasks = []
         self._data_sources = []
         self._on_strategy_run_hooks = []
+        self.metadata = metadata
 
         if data_sources is not None:
             self._data_sources = data_sources

investing_algorithm_framework/app/analysis/__init__.py

@@ -1,8 +1,8 @@
 from .backtest_data_ranges import select_backtest_date_ranges
-from .ranking import rank_results, defaults_ranking_weights
+from .ranking import rank_results, create_weights
 
 __all__ = [
     "select_backtest_date_ranges",
     "rank_results",
-    "defaults_ranking_weights"
+    "create_weights"
 ]

investing_algorithm_framework/app/app.py

@@ -898,7 +898,18 @@ def run_backtest(
             risk_free_rate=risk_free_rate,
         )
 
-        backtest.metadata = metadata if metadata is not None else {}
+        # Add the metadata to the backtest
+        if metadata is None:
+
+            if strategy.metadata is not None:
+                backtest.metadata = strategy.metadata
+            elif algorithm.metadata is not None:
+                backtest.metadata = algorithm.metadata
+            else:
+                backtest.metadata = {}
+        else:
+            backtest.metadata = metadata
+
         self.cleanup_backtest_resources()
 
         if save and directory:
@@ -965,6 +976,18 @@ def run_vector_backtests(
                 data_sources, backtest_date_range
             )
 
+        if risk_free_rate is None:
+            logger.info("No risk free rate provided, retrieving it...")
+            risk_free_rate = get_risk_free_rate_us()
+
+            if risk_free_rate is None:
+                raise OperationalException(
+                    "Could not retrieve risk free rate for backtest metrics."
+                    "Please provide a risk free as an argument when running "
+                    "your backtest or make sure you have an internet "
+                    "connection"
+                )
+
         for strategy in tqdm(strategies):
             backtests.append(
                 self.run_vector_backtest(
@@ -1063,7 +1086,7 @@ def run_vector_backtest(
         # Add the metadata to the backtest
         if metadata is None:
 
-            if strategy.metadata is not None:
+            if strategy.metadata is None:
                 backtest.metadata = {}
             else:
                 backtest.metadata = strategy.metadata

investing_algorithm_framework/app/strategy.py

@@ -71,7 +71,7 @@ def __init__(
         if data_sources is not None:
             self.data_sources = data_sources
 
-        self.metadata = metadata if metadata is not None else {}
+        self.metadata = metadata
 
         if decorated is not None:
             self.decorated = decorated