Fix permutation test dataset reference

Author: MDUYN

investing_algorithm_framework/app/app.py

@@ -1332,7 +1332,12 @@ def run_permutation_test(
                     end_date=backtest_date_range.end_date
                 )
                 original_data_combinations.append((data_source, data))
-                original_datasets_ordered_by_symbol[data_source.symbol] = data
+                original_datasets_ordered_by_symbol[data_source.symbol] = \
+                    data_provider_service.get_data(
+                        data_source=data_source,
+                        start_date=data_provider._start_date_data_source,
+                        end_date=backtest_date_range.end_date
+                    )
 
         for _ in tqdm(
             range(number_of_permutations),
@@ -1394,7 +1399,10 @@ def run_permutation_test(
             real_metrics=backtest_metrics,
             permutated_metrics=permuted_metrics,
             ohlcv_permutated_datasets=permuted_datasets_ordered_by_symbol,
-            ohlcv_original_datasets=original_datasets_ordered_by_symbol
+            ohlcv_original_datasets=original_datasets_ordered_by_symbol,
+            backtest_start_date=backtest_date_range.start_date,
+            backtest_end_date=backtest_date_range.end_date,
+            backtest_date_range_name=backtest_date_range.name
         )
         return permutation_test_metrics
 

investing_algorithm_framework/domain/backtesting/backtest.py

@@ -91,6 +91,27 @@ def get_backtest_run(
                 return run
         return None
 
+    def get_backtest_permutation_test(
+        self, date_range: BacktestDateRange
+    ) -> Union[BacktestPermutationTest, None]:
+        """
+        Retrieve a specific BacktestPermutationTest based on
+            the provided date range.
+
+        Args:
+            date_range (BacktestDateRange): The date range to search for.
+
+        Returns:
+            Union[BacktestPermutationTest, None]: The
+                matching BacktestPermutationTest if found,
+                otherwise None.
+        """
+        for perm_test in self.backtest_permutation_tests:
+            if (perm_test.backtest_start_date == date_range.start_date and
+                    perm_test.backtest_end_date == date_range.end_date):
+                return perm_test
+        return None
+
     def get_all_backtest_metrics(self) -> List[BacktestMetrics]:
         """
         Retrieve all BacktestMetrics from the backtest runs.
@@ -382,3 +403,15 @@ def get_backtest_date_ranges(self):
             )
             for run in self.backtest_runs
         ]
+
+    def add_permutation_test(
+        self, permutation_test: BacktestPermutationTest
+    ) -> None:
+        """
+        Add a permutation test to the backtest.
+
+        Args:
+            permutation_test (BacktestPermutationTest): The permutation test
+                to add.
+        """
+        self.backtest_permutation_tests.append(permutation_test)

investing_algorithm_framework/domain/backtesting/backtest_permutation_test.py

@@ -42,6 +42,9 @@ class BacktestPermutationTest:
         field(default_factory=dict)
     ohlcv_original_datasets: Dict[str, pd.DataFrame] = \
         field(default_factory=dict)
+    backtest_start_date: pd.Timestamp = None
+    backtest_end_date: pd.Timestamp = None
+    backtest_date_range_name: str = None
 
     def compute_p_values(
         self, metrics: List[str] = None, one_sided: bool = True