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Fixed more sonarcloud findings
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Peter Dekkers committed May 15, 2023
1 parent d47aa85 commit 58fa24e
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Showing 9 changed files with 109 additions and 103 deletions.
177 changes: 90 additions & 87 deletions roboquant-ibkr/src/main/kotlin/org/roboquant/ibkr/BaseWrapper.kt

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Expand Up @@ -21,6 +21,7 @@ import org.roboquant.brokers.sim.MarginAccount
import org.roboquant.brokers.sim.SimBroker
import org.roboquant.feeds.RandomWalkFeed
import org.roboquant.loggers.MemoryLogger
import org.roboquant.loggers.latestRun
import org.roboquant.loggers.toDoubleArray
import org.roboquant.metrics.AccountMetric
import org.roboquant.strategies.NoSignalStrategy
Expand Down Expand Up @@ -49,7 +50,7 @@ class BettingAgainstBetaPolicyTest {
assertTrue(account.closedOrders.isNotEmpty())
assertTrue(account.positions.size == 6)

val positionSizes = roboquant.logger.getMetric("account.positions")["test"]!!
val positionSizes = roboquant.logger.getMetric("account.positions").latestRun()
assertTrue(positionSizes.toDoubleArray().all { it == 6.0 || it == 0.0 })
}

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Expand Up @@ -12,8 +12,6 @@ import org.roboquant.common.Timeframe
import org.roboquant.common.minus
import org.roboquant.feeds.Event
import java.time.Instant
import kotlin.collections.component1
import kotlin.collections.component2
import kotlin.collections.set
import kotlin.math.sqrt

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5 changes: 3 additions & 2 deletions roboquant/src/test/kotlin/org/roboquant/RoboquantTest.kt
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Expand Up @@ -32,6 +32,7 @@ import org.roboquant.feeds.util.HistoricTestFeed
import org.roboquant.loggers.LastEntryLogger
import org.roboquant.loggers.MemoryLogger
import org.roboquant.loggers.SilentLogger
import org.roboquant.loggers.latestRun
import org.roboquant.metrics.AccountMetric
import org.roboquant.metrics.Metric
import org.roboquant.metrics.ProgressMetric
Expand Down Expand Up @@ -94,14 +95,14 @@ internal class RoboquantTest {
val timeline = feed.timeline
val roboquant = Roboquant(strategy, ProgressMetric(), logger = LastEntryLogger())
roboquant.run(feed, name = "test")
val entry = roboquant.logger.getMetric("progress.steps")["test"]!!.last()
val entry = roboquant.logger.getMetric("progress.steps").latestRun().last()
assertEquals(timeline.size, entry.value.toInt())

val offset = 3
val timeframe = Timeframe(timeline[2], timeline[2 + offset], inclusive = false)
roboquant.reset()
roboquant.run(feed, timeframe, name = "test")
val step2 = roboquant.logger.getMetric("progress.steps")["test"]!!.last()
val step2 = roboquant.logger.getMetric("progress.steps").latestRun().last()
assertEquals(offset, step2.value.toInt())
}

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Expand Up @@ -35,7 +35,7 @@ internal class LastEntryLoggerTest {
assertTrue(logger.metricNames.isNotEmpty())

val m1 = logger.metricNames.first()
val m = logger.getMetric(m1)["test"]!!
val m = logger.getMetric(m1).latestRun()
assertTrue(m.isNotEmpty())

logger.reset()
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Expand Up @@ -44,10 +44,10 @@ internal class MemoryLoggerTest {
assertFalse(logger.metricNames.isEmpty())
assertEquals(metrics.size, logger.metricNames.size)

val t = logger.getMetric(metrics.keys.first())["test"]!!
val t = logger.getMetric(metrics.keys.first()).latestRun()
assertEquals(1, t.size)

val z = logger.getMetric(metrics.keys.first())["test"]!!
val z = logger.getMetric(metrics.keys.first()).latestRun()
assertEquals(1, z.size)


Expand All @@ -68,7 +68,7 @@ internal class MemoryLoggerTest {
val metrics = metricResultsOf("key1" to it)
logger.log(metrics, Instant.now(), "test")
}
val data = logger.getMetric("key1")["test"]!!
val data = logger.getMetric("key1").latestRun()
assertEquals(12, data.size)
val dataDiff = data.diff()
assertEquals(11, dataDiff.size)
Expand Down Expand Up @@ -102,7 +102,7 @@ internal class MemoryLoggerTest {
start += 2.days
}

val data = logger.getMetric("key1")["test"]!!
val data = logger.getMetric("key1").latestRun()
assertEquals(50, data.size)

assertEquals(50, data.groupBy(ChronoUnit.MINUTES).size)
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Expand Up @@ -27,6 +27,7 @@ import org.roboquant.feeds.Event
import org.roboquant.feeds.RandomWalkFeed
import org.roboquant.feeds.TradePrice
import org.roboquant.loggers.LastEntryLogger
import org.roboquant.loggers.latestRun
import org.roboquant.strategies.EMAStrategy
import java.time.Instant
import kotlin.test.assertTrue
Expand All @@ -43,10 +44,10 @@ internal class AlphaBetaMetricTest {
val roboquant = Roboquant(strategy, alphaBetaMetric, logger = logger)
roboquant.run(feed, name = "test")

val alpha = logger.getMetric("account.alpha")["test"]!!.last().value
val alpha = logger.getMetric("account.alpha").latestRun().last().value
assertTrue(!alpha.isNaN())

val beta = logger.getMetric("account.beta")["test"]!!.last().value
val beta = logger.getMetric("account.beta").latestRun().last().value
assertTrue(!beta.isNaN())
}

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Expand Up @@ -23,6 +23,7 @@ import org.roboquant.common.months
import org.roboquant.feeds.RandomWalkFeed
import org.roboquant.feeds.util.HistoricTestFeed
import org.roboquant.loggers.MemoryLogger
import org.roboquant.loggers.latestRun
import org.roboquant.strategies.EMAStrategy
import org.roboquant.strategies.TestStrategy
import kotlin.test.assertContains
Expand Down Expand Up @@ -56,13 +57,13 @@ internal class ReturnsMetricTest {
val roboquant = Roboquant(strategy, metric, logger = logger)
roboquant.run(feed, name = "test")

val sharpRatio = logger.getMetric("returns.sharperatio")["test"]!!.last().value
val sharpRatio = logger.getMetric("returns.sharperatio").latestRun().last().value
assertTrue(!sharpRatio.isNaN())

val mean = logger.getMetric("returns.mean")["test"]!!.last().value
val mean = logger.getMetric("returns.mean").latestRun().last().value
assertTrue(!mean.isNaN())

val std = logger.getMetric("returns.std")["test"]!!.last().value
val std = logger.getMetric("returns.std").latestRun().last().value
assertTrue(!std.isNaN())
}

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Expand Up @@ -21,6 +21,7 @@ import org.junit.jupiter.api.Test
import org.roboquant.Roboquant
import org.roboquant.TestData
import org.roboquant.loggers.MemoryLogger
import org.roboquant.loggers.latestRun
import kotlin.test.assertNotEquals
import kotlin.test.assertTrue

Expand All @@ -35,7 +36,7 @@ internal class EMAStrategyTest {
val names = roboquant.logger.metricNames

assertTrue(names.isNotEmpty())
val metrics = roboquant.logger.getMetric(names.first())["test"]!!
val metrics = roboquant.logger.getMetric(names.first()).latestRun()
assertTrue(metrics.isNotEmpty())
}

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