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BUG: trying to round none / string(tag) / Boolean (is_contingent) #995

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@ajwinkworth ajwinkworth commented May 28, 2023

BUG: Fix attempting to round none / string(tag) / Boolean (is_contingent) in backtesting.py:408

Optional float values(limit, stop, sl, tp) can be float | None. Testing for none to not pass it to round()
Boolean values (is_contingent) shouldnt be rounded.
Str values (tag) shouldn't be rounded.

See:
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@ajwinkworth ajwinkworth changed the title Fix trying to round none / string(tag) / Boolean (is_contingent) BUG: trying to round none / string(tag) / Boolean (is_contingent) May 28, 2023
@@ -405,18 +405,20 @@ def _replace(self, **kwargs):
setattr(self, f'_{self.__class__.__qualname__}__{k}', v)
return self


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PEP 8 prescribes one empty line between methods.

('limit', round(self.__limit_price,5) if self.__limit_price is not None else None),
('stop', round(self.__stop_price,5) if self.__stop_price is not None else None),
('sl', round(self.__sl_price,5) if self.__sl_price is not None else None),
('tp', round(self.__tp_price,0) if self.__tp_price is not None else None),
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I'd prefer this round(value, 5) if value is not None else '' be done once in the comprehension value expression (as before).

Also don't see a problem with round(is_contingent, 5) since the boolean rounds to either 1 or 0.

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@ajwinkworth ajwinkworth May 28, 2023

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How would you prefer to deal with string tags? Take them out of the comprehension and then append them separately?

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After some further investigation it could be:

    def __repr__(self):
        return '<Order {}>'.format(', '.join(f'{param}={round(value, 5) if isinstance(value, SupportsRound) else value}'
                                             for param, value in (
                                                 ('size', self.__size),
                                                 ('limit', self.__limit_price),
                                                 ('stop', self.__stop_price),
                                                 ('sl', self.__sl_price),
                                                 ('tp', self.__tp_price),
                                                 ('contingent', self.is_contingent),
                                                 ('tag', self.__tag),
                                             ) if value is not None))

Which I haven't tested yet. Would just need an additional import from typing for SupportsRound.

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Something like that. Can also use isinstance(value, Number) like we do in some other places.

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@jaysonfrancis jaysonfrancis Apr 19, 2024

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  def __repr__(self):
      return '<Order {}>'.format(', '.join(f'{param}={round(value, 5) if isinstance(value, float) else value}'
                                           for param, value in (
                                               ('size', self.__size),
                                               ('limit', self.__limit_price),
                                               ('stop', self.__stop_price),
                                               ('sl', self.__sl_price),
                                               ('tp', self.__tp_price),
                                               ('contingent', self.is_contingent),
                                               ('tag', self.__tag),
                                           ) if value is not None))

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3 participants