Add metrics tests

Author: MDUYN

tests/domain/models/backtesting/test_combine.py

@@ -1,10 +1,25 @@
+import os
 from unittest import TestCase
 from investing_algorithm_framework.domain import BacktestMetrics, \
-    BacktestSummaryMetrics, Trade, generate_backtest_summary_metrics
+    BacktestSummaryMetrics, Trade, generate_backtest_summary_metrics, \
+    combine_backtests, Backtest
 from datetime import datetime, date
 
 class TestCombine(TestCase):
 
+    def setUp(self):
+        self.resource_directory = os.path.abspath(
+            os.path.join(os.path.dirname(__file__), '..', '..', '..', 'resources')
+        )
+        self.test_data_directory = os.path.join(
+            self.resource_directory,
+            "test_data"
+        )
+        self.test_backtests_directory = os.path.join(
+            self.test_data_directory,
+            "backtests"
+        )
+
     def test_add(self):
         # Metrics one: a winning backtest
         metrics_one = BacktestMetrics(
@@ -148,3 +163,20 @@ def test_add(self):
         # Extreme metrics
         self.assertEqual(summary.max_drawdown, 0.2)  # worst of the two
         self.assertEqual(summary.max_drawdown_duration, 30)  # longest
+
+    def test_add_from_storage(self):
+        backtest_one_path = os.path.join(
+            self.test_backtests_directory,
+            "backtest_one"
+        )
+        backtest_two_path = os.path.join(
+            self.test_backtests_directory,
+            "backtest_two"
+        )
+        backtest_one = Backtest.open(backtest_one_path)
+        backtest_two = Backtest.open(backtest_two_path)
+
+        self.assertEqual(3, len(backtest_one.get_all_backtest_runs()))
+        self.assertEqual(3, len(backtest_two.get_all_backtest_runs()))
+        backtest = combine_backtests([backtest_one, backtest_two])
+        self.assertEqual(6, len(backtest.get_all_backtest_runs()))

tests/resources/test_data/backtests/backtest_one/id.json

@@ -0,0 +1,3 @@
+{
+    "id": "c1becef7-85a6-4a73-aa9b-dbdfcfc1cbe3"
+}

tests/resources/test_data/backtests/backtest_one/metadata.json

@@ -0,0 +1,20 @@
+{
+    "params": {
+        "macd_short_period": 12,
+        "macd_long_period": 26,
+        "macd_signal_period": 9,
+        "close_timeframe": "2h",
+        "macd_timeframe": "1D",
+        "stochastic_timeframe": "1D",
+        "stochastic_k_period": 14,
+        "stochastic_d_period": 3,
+        "stochastic_k_slowing": 3,
+        "stochastic_lookback_window_size": 12,
+        "number_of_neighbors_to_compare": 3,
+        "min_consecutive": 2,
+        "stochastic_oversold_threshold": 15,
+        "stochastic_overbought_threshold": 80,
+        "divergence_lookback_window_size": 6
+    },
+    "id": "e19c509c"
+}

tests/resources/test_data/backtests/backtest_one/risk_free_rate.json

@@ -0,0 +1,3 @@
+{
+    "risk_free_rate": 0.027
+}