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Refactor exchange hacks into a clean Portfoliobench subclass #8

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Refactor exchange hacks into a clean Portfoliobench subclass

Refactor exchange hacks into a clean Portfoliobench subclass #8

Workflow file for this run

.github/workflows/test.yml at 948e182
name: Auto Test
on:
push:
branches: [main, develop, "feature/**", "claude/**"]
pull_request:
branches: [main, develop]
jobs:
# ---------------------------------------------------------------------------
# Job 1: Lint & import checks (fast, no data needed)
# ---------------------------------------------------------------------------
lint:
name: Lint & Syntax Check
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
- uses: actions/setup-python@v5
with:
python-version: "3.11"
- name: Install minimal dependencies
run: |
pip install --upgrade pip
pip install pyflakes
- name: Check Python syntax (all project modules)
run: |
pyflakes alpha/ strategy/ portfolio/ user_data/strategies/ dataset/
# ---------------------------------------------------------------------------
# Job 2: Unit tests for pure-Python portfolio logic (no freqtrade needed)
# ---------------------------------------------------------------------------
unit-tests:
name: Unit Tests
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
lfs: true
- uses: actions/setup-python@v5
with:
python-version: "3.11"
- name: Install dependencies
run: |
pip install --upgrade pip
pip install -r requirements.txt
pip install scipy pytest
pip install -e .
- name: Run unit tests
run: pytest tests/ -v --tb=short
# ---------------------------------------------------------------------------
# Job 3: Strategy import validation (ensures all strategies load correctly)
# ---------------------------------------------------------------------------
strategy-import:
name: Strategy Import Validation
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
lfs: true
- uses: actions/setup-python@v5
with:
python-version: "3.11"
- name: Install system dependencies (TA-Lib)
run: |
sudo apt-get update
sudo apt-get install -y build-essential wget
wget https://github.com/ta-lib/ta-lib/releases/download/v0.6.4/ta-lib-0.6.4-src.tar.gz
tar -xzf ta-lib-0.6.4-src.tar.gz
cd ta-lib-0.6.4
./configure --prefix=/usr
make -j$(nproc)
sudo make install
sudo ldconfig
- name: Install Python dependencies
run: |
pip install --upgrade pip
pip install -r requirements.txt
pip install scipy
pip install -e .
- name: Validate all strategy imports
run: |
python -c "
import sys
errors = []
# Alpha modules
try:
from alpha.interface import IAlpha
print('OK: alpha.interface.IAlpha')
except Exception as e:
errors.append(f'alpha.interface: {e}')
try:
from alpha.SimpleEmaFactors import EmaAlpha
print('OK: alpha.SimpleEmaFactors.EmaAlpha')
except Exception as e:
errors.append(f'alpha.SimpleEmaFactors: {e}')
# Trading strategies
try:
from strategy.EmaCrossStrategy import EmaCrossStrategy
print('OK: strategy.EmaCrossStrategy')
except Exception as e:
errors.append(f'strategy.EmaCrossStrategy: {e}')
try:
from strategy.MacdAdxStrategy import MacdAdxStrategy
print('OK: strategy.MacdAdxStrategy')
except Exception as e:
errors.append(f'strategy.MacdAdxStrategy: {e}')
# Portfolio strategies
try:
from user_data.strategies.ONS import ONS_Portfolio
print('OK: user_data.strategies.ONS.ONS_Portfolio')
except Exception as e:
errors.append(f'user_data.strategies.ONS: {e}')
try:
from user_data.strategies.inv_vol import InverseVolatilityPortfolio
print('OK: user_data.strategies.inv_vol.InverseVolatilityPortfolio')
except Exception as e:
errors.append(f'user_data.strategies.inv_vol: {e}')
try:
from user_data.strategies.min_var import MinimumVariancePortfolio
print('OK: user_data.strategies.min_var.MinimumVariancePortfolio')
except Exception as e:
errors.append(f'user_data.strategies.min_var: {e}')
try:
from user_data.strategies.best_single_asset import BestSingleAssetPortfolio
print('OK: user_data.strategies.best_single_asset.BestSingleAssetPortfolio')
except Exception as e:
errors.append(f'user_data.strategies.best_single_asset: {e}')
# Portfolio pipeline
try:
from portfolio.PortfolioManagement import run_portfolio
print('OK: portfolio.PortfolioManagement.run_portfolio')
except Exception as e:
errors.append(f'portfolio.PortfolioManagement: {e}')
if errors:
print(f'\nFAILED: {len(errors)} import error(s):')
for err in errors:
print(f' - {err}')
sys.exit(1)
else:
print(f'\nAll imports passed.')
"
# ---------------------------------------------------------------------------
# Job 4: Portfolio pipeline smoke test (runs the standalone pipeline)
# ---------------------------------------------------------------------------
portfolio-pipeline:
name: Portfolio Pipeline Smoke Test
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
lfs: true
- uses: actions/setup-python@v5
with:
python-version: "3.11"
- name: Install system dependencies (TA-Lib)
run: |
sudo apt-get update
sudo apt-get install -y build-essential wget
wget https://github.com/ta-lib/ta-lib/releases/download/v0.6.4/ta-lib-0.6.4-src.tar.gz
tar -xzf ta-lib-0.6.4-src.tar.gz
cd ta-lib-0.6.4
./configure --prefix=/usr
make -j$(nproc)
sudo make install
sudo ldconfig
- name: Install Python dependencies
run: |
pip install --upgrade pip
pip install -r requirements.txt
pip install scipy
pip install -e .
- name: Run standalone portfolio pipeline
run: python -m portfolio.PortfolioManagement
# ---------------------------------------------------------------------------
# Job 5: Backtest smoke tests (crypto-only, fast timerange)
# ---------------------------------------------------------------------------
backtest-smoke:
name: Backtest Smoke Tests
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v4
with:
lfs: true
- uses: actions/setup-python@v5
with:
python-version: "3.11"
- name: Install system dependencies (TA-Lib)
run: |
sudo apt-get update
sudo apt-get install -y build-essential wget
wget https://github.com/ta-lib/ta-lib/releases/download/v0.6.4/ta-lib-0.6.4-src.tar.gz
tar -xzf ta-lib-0.6.4-src.tar.gz
cd ta-lib-0.6.4
./configure --prefix=/usr
make -j$(nproc)
sudo make install
sudo ldconfig
- name: Install Python dependencies
run: |
pip install --upgrade pip
pip install -r requirements.txt
pip install scipy
pip install -e .
- name: Backtest EmaCrossStrategy (crypto, 1d)
run: |
freqtrade backtesting \
--strategy EmaCrossStrategy \
--strategy-path ./strategy \
--timeframe 1d \
--timerange 20250501-20250601 \
--pairs BTC/USDT ETH/USDT
- name: Backtest MacdAdxStrategy (stocks, 1d)
run: |
freqtrade backtesting \
--strategy MacdAdxStrategy \
--strategy-path ./strategy \
--timeframe 1d \
--timerange 20250501-20250601 \
--pairs AAPL/USDT MSFT/USDT
- name: Backtest ONS_Portfolio (mixed, 5m, short range)
run: |
freqtrade backtesting \
--strategy ONS_Portfolio \
--strategy-path ./user_data/strategies \
--timeframe 5m \
--timerange 20260101-20260103 \
--pairs BTC/USDT ETH/USDT AAPL/USDT \
--dry-run-wallet 1000000