Remove unused imports

MDUYN · MDUYN · commit 88885560cc24 · 2025-09-27T13:37:24.000+02:00
diff --git a/investing_algorithm_framework/__init__.py b/investing_algorithm_framework/__init__.py
@@ -16,7 +16,7 @@
     Trade, SYMBOLS, RESERVED_BALANCES, APP_MODE, AppMode, DATETIME_FORMAT, \
     BacktestDateRange, convert_polars_to_pandas, \
     DEFAULT_LOGGING_CONFIG, DataType, DataProvider, \
-    TradeStatus, TradeRiskType, \
+    TradeStatus, TradeRiskType, generate_backtest_summary_metrics, \
     APPLICATION_DIRECTORY, DataSource, OrderExecutor, PortfolioProvider, \
     SnapshotInterval, AWS_S3_STATE_BUCKET_NAME, BacktestEvaluationFocus
 from .infrastructure import AzureBlobStorageStateHandler, \
@@ -173,5 +173,6 @@
     "get_cumulative_return",
     "get_cumulative_return_series",
     "get_total_loss",
-    "get_total_growth"
+    "get_total_growth",
+    "generate_backtest_summary_metrics"
 ]
diff --git a/investing_algorithm_framework/app/app.py b/investing_algorithm_framework/app/app.py
@@ -20,7 +20,7 @@
     PortfolioConfiguration, SnapshotInterval, DataType, combine_backtests, \
     PortfolioProvider, OrderExecutor, ImproperlyConfigured, \
     DataProvider, INDEX_DATETIME, tqdm, BacktestPermutationTest, \
-    LAST_SNAPSHOT_DATETIME, BACKTESTING_FLAG
+    LAST_SNAPSHOT_DATETIME, BACKTESTING_FLAG, generate_backtest_summary_metrics
 from investing_algorithm_framework.infrastructure import setup_sqlalchemy, \
     create_all_tables, CCXTOrderExecutor, CCXTPortfolioProvider, \
     BacktestOrderExecutor, CCXTOHLCVDataProvider, clear_db, \
@@ -1022,7 +1022,10 @@ def run_vector_backtest(
         )
         backtest = Backtest(
             backtest_runs=[run],
-            risk_free_rate=risk_free_rate
+            risk_free_rate=risk_free_rate,
+            backtest_summary=generate_backtest_summary_metrics(
+                [run.backtest_metrics]
+            )
         )
 
         # Add the metadata to the backtest
@@ -1323,9 +1326,7 @@ def run_permutation_test(
         original_datasets_ordered_by_symbol = {}
 
         for data_source in data_sources:
-            print(data_source)
             if DataType.OHLCV.equals(data_source.data_type):
-                print(data_source.symbol)
                 data_provider = data_provider_service.get(data_source)
                 data = data_provider_service.get_data(
                     data_source=data_source,
diff --git a/investing_algorithm_framework/domain/__init__.py b/investing_algorithm_framework/domain/__init__.py
@@ -35,7 +35,8 @@
     is_timezone_aware, sync_timezones, get_timezone
 from .backtesting import BacktestRun, BacktestSummaryMetrics, \
     BacktestDateRange, Backtest, BacktestMetrics, combine_backtests, \
-    BacktestPermutationTest, BacktestEvaluationFocus
+    BacktestPermutationTest, BacktestEvaluationFocus, \
+    generate_backtest_summary_metrics
 from .positions import PositionSize
 
 __all__ = [
@@ -141,5 +142,6 @@
     "DEFAULT_DATETIME_FORMAT",
     "BacktestEvaluationFocus",
     'combine_backtests',
-    'PositionSize'
+    'PositionSize',
+    'generate_backtest_summary_metrics'
 ]
diff --git a/investing_algorithm_framework/domain/backtesting/BacktestInitializer.py b/investing_algorithm_framework/domain/backtesting/BacktestInitializer.py
diff --git a/investing_algorithm_framework/domain/backtesting/__init__.py b/investing_algorithm_framework/domain/backtesting/__init__.py
@@ -5,7 +5,8 @@
 from .backtest import Backtest
 from .backtest_permutation_test import BacktestPermutationTest
 from .backtest_evaluation_focuss import BacktestEvaluationFocus
-from .combine_backtests import combine_backtests
+from .combine_backtests import combine_backtests, \
+    generate_backtest_summary_metrics
 
 __all__ = [
     "Backtest",
@@ -15,5 +16,6 @@
     "BacktestRun",
     "BacktestPermutationTest",
     "BacktestEvaluationFocus",
-    "combine_backtests"
+    "combine_backtests",
+    "generate_backtest_summary_metrics"
 ]
diff --git a/investing_algorithm_framework/domain/backtesting/backtest.py b/investing_algorithm_framework/domain/backtesting/backtest.py
@@ -57,14 +57,6 @@ class Backtest:
     strategy_ids: List[int] = field(default_factory=list)
     algorithm_id: int = None
 
-    def __post_init__(self):
-        # Create the BacktestSummaryMetrics instance if it doesn't exist
-        if self.backtest_summary is None:
-            self.backtest_summary = BacktestSummaryMetrics()
-
-        for backtest_metrics in self.get_all_backtest_metrics():
-            self.backtest_summary.add(backtest_metrics)
-
     def get_all_backtest_runs(self) -> List[BacktestRun]:
         """
         Retrieve all BacktestRun instances from the backtest.
diff --git a/investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py b/investing_algorithm_framework/domain/backtesting/backtest_summary_metrics.py
@@ -31,6 +31,9 @@ class BacktestSummaryMetrics:
         average_growth (float): Average growth across multiple backtests.
         average_growth_percentage (float): Average growth percentage across
             multiple backtests.
+        average_loss (float): Average loss across multiple backtests.
+        average_loss_percentage (float): Average loss percentage across
+            multiple backtests.
         average_trade_return (float): Average return per trade.
         average_trade_return_percentage (float): Average return percentage
             per trade.
@@ -63,13 +66,14 @@ class BacktestSummaryMetrics:
     average_net_gain_percentage: float = None
     average_growth: float = None
     average_growth_percentage: float = None
+    average_loss: float = None
+    average_loss_percentage: float = None
     average_trade_return: float = None
     average_trade_return_percentage: float = None
     average_trade_loss: float = None
     average_trade_loss_percentage: float = None
     average_trade_gain: float = None
     average_trade_gain_percentage: float = None
-    trades_average_return: float = None
     cagr: float = None
     sharpe_ratio: float = None
     sortino_ratio: float = None
@@ -96,6 +100,8 @@ def to_dict(self) -> dict:
             "total_growth_percentage": self.total_growth_percentage,
             "total_loss": self.total_loss,
             "total_loss_percentage": self.total_loss_percentage,
+            "average_loss": self.average_loss,
+            "average_loss_percentage": self.average_loss_percentage,
             "average_net_gain": self.average_net_gain,
             "average_net_gain_percentage": self.average_net_gain_percentage,
             "average_growth": self.average_growth,
@@ -145,215 +151,6 @@ def open(file_path: str | Path) -> 'BacktestSummaryMetrics':
 
         return BacktestSummaryMetrics(**data)
 
-    def add(self, other: BacktestMetrics) -> None:
-        """
-        Update this summary with another BacktestMetrics.
-        Averages ratios, sums trade counts, and takes worst drawdowns.
-        """
-        def safe_mean(a, b):
-            vals = [v for v in [a, b] if v is not None]
-            return mean(vals) if vals else 0.0
-
-        if self.cumulative_exposure is None:
-            self.cumulative_exposure = other.cumulative_exposure
-        else:
-            self.cumulative_exposure = safe_mean(
-                self.cumulative_exposure,
-                other.cumulative_exposure
-            )
-
-        if self.exposure_ratio is None:
-            self.exposure_ratio = other.exposure_ratio
-        else:
-            self.exposure_ratio = safe_mean(
-                self.exposure_ratio, other.exposure_ratio
-            )
-
-        if self.total_net_gain is None:
-            self.total_net_gain = other.total_net_gain
-        else:
-            self.total_net_gain += other.total_net_gain
-
-        if self.total_net_gain_percentage is None:
-            self.total_net_gain_percentage = other.total_net_gain_percentage
-        else:
-            self.total_net_gain_percentage = safe_mean(
-                self.total_net_gain_percentage, other.total_net_gain_percentage
-            )
-
-        if self.total_loss is None:
-            self.total_loss = other.total_loss
-        else:
-            self.total_loss = safe_mean(self.total_loss, other.total_loss)
-
-        if self.total_growth is None:
-            self.total_growth = other.total_growth
-        else:
-            self.total_growth = safe_mean(
-                self.total_growth, other.total_growth
-            )
-
-        if self.total_growth_percentage is None:
-            self.total_growth_percentage = other.total_growth_percentage
-        else:
-            self.total_growth_percentage = safe_mean(
-                self.total_growth_percentage, other.total_growth_percentage
-            )
-
-        if self.average_trade_return is None:
-            self.average_trade_return = other.average_trade_return
-        else:
-            self.average_trade_return = safe_mean(
-                self.average_trade_return, other.average_trade_return
-            )
-
-        if self.average_trade_return_percentage is None:
-            self.average_trade_return_percentage = \
-                other.average_trade_return_percentage
-        else:
-            self.average_trade_return_percentage = safe_mean(
-                self.average_trade_return_percentage,
-                other.average_trade_return_percentage
-            )
-
-        if self.average_trade_loss is None:
-            self.average_trade_loss = other.average_trade_loss
-        else:
-            self.average_trade_loss = safe_mean(
-                self.average_trade_loss, other.average_trade_loss
-            )
-
-        if self.average_trade_loss_percentage is None:
-            self.average_trade_loss_percentage = \
-                other.average_trade_loss_percentage
-        else:
-            self.average_trade_loss_percentage = safe_mean(
-                self.average_trade_loss_percentage,
-                other.average_trade_loss_percentage
-            )
-
-        if self.average_trade_gain is None:
-            self.average_trade_gain = other.average_trade_gain
-        else:
-            self.average_trade_gain = safe_mean(
-                self.average_trade_gain, other.average_trade_gain
-            )
-
-        if self.average_trade_gain_percentage is None:
-            self.average_trade_gain_percentage = \
-                other.average_trade_gain_percentage
-        else:
-            self.average_trade_gain_percentage = safe_mean(
-                self.average_trade_gain_percentage,
-                other.average_trade_gain_percentage
-            )
-
-        if self.cagr is None:
-            self.cagr = other.cagr
-        else:
-            self.cagr = safe_mean(self.cagr, other.cagr)
-
-        if self.sharpe_ratio is None:
-            self.sharpe_ratio = other.sharpe_ratio
-        else:
-            self.sharpe_ratio = safe_mean(
-                self.sharpe_ratio, other.sharpe_ratio
-            )
-
-        if self.sortino_ratio is None:
-            self.sortino_ratio = other.sortino_ratio
-        else:
-            self.sortino_ratio = safe_mean(
-                self.sortino_ratio, other.sortino_ratio
-            )
-
-        if self.calmar_ratio is None:
-            self.calmar_ratio = other.calmar_ratio
-        else:
-            self.calmar_ratio = safe_mean(
-                self.calmar_ratio, other.calmar_ratio
-            )
-
-        if self.profit_factor is None:
-            self.profit_factor = other.profit_factor
-        else:
-            self.profit_factor = safe_mean(
-                self.profit_factor, other.profit_factor
-            )
-
-        if self.annual_volatility is None:
-            self.annual_volatility = other.annual_volatility
-        else:
-            self.annual_volatility = safe_mean(
-                self.annual_volatility, other.annual_volatility
-            )
-
-        if self.max_drawdown is None:
-            self.max_drawdown = other.max_drawdown
-        else:
-            self.max_drawdown = min(self.max_drawdown, other.max_drawdown)
-
-        if self.max_drawdown_duration is None:
-            self.max_drawdown_duration = other.max_drawdown_duration
-        else:
-            self.max_drawdown_duration = max(
-                self.max_drawdown_duration, other.max_drawdown_duration
-            )
-
-        if self.trades_per_year is None:
-            self.trades_per_year = other.trades_per_year
-        else:
-            self.trades_per_year = safe_mean(
-                self.trades_per_year, other.trades_per_year
-            )
-
-        if self.win_rate is None:
-            self.win_rate = other.win_rate
-        else:
-            self.win_rate = safe_mean(self.win_rate, other.win_rate)
-
-        if self.win_loss_ratio is None:
-            self.win_loss_ratio = other.win_loss_ratio
-        else:
-            self.win_loss_ratio = safe_mean(
-                self.win_loss_ratio, other.win_loss_ratio
-            )
-
-        if self.number_of_trades is None:
-            self.number_of_trades = other.number_of_trades
-        else:
-            self.number_of_trades += other.number_of_trades
-
-        if self.average_net_gain is None:
-            self.average_net_gain = other.total_net_gain
-        else:
-            self.average_net_gain = safe_mean(
-                self.average_net_gain, other.total_net_gain
-            )
-
-        if self.average_net_gain_percentage is None:
-            self.average_net_gain_percentage = other.total_net_gain_percentage
-        else:
-            self.average_net_gain_percentage = safe_mean(
-                self.average_net_gain_percentage,
-                other.total_net_gain_percentage
-            )
-
-        if self.average_growth is None:
-            self.average_growth = other.total_growth
-        else:
-            self.average_growth = safe_mean(
-                self.average_growth, other.total_growth
-            )
-
-        if self.average_growth_percentage is None:
-            self.average_growth_percentage = other.total_growth_percentage
-        else:
-            self.average_growth_percentage = safe_mean(
-                self.average_growth_percentage,
-                other.total_growth_percentage
-            )
-
     def __repr__(self):
         return json.dumps(
             self.to_dict(), indent=4, sort_keys=True, default=str
diff --git a/investing_algorithm_framework/domain/backtesting/combine_backtests.py b/investing_algorithm_framework/domain/backtesting/combine_backtests.py
diff --git a/investing_algorithm_framework/services/backtesting/backtest_service.py b/investing_algorithm_framework/services/backtesting/backtest_service.py
