perf: cache backtests by input signature

2026-07-26 23:07:30 +00:00
parent 111b458ddf
commit 99f6e80ea1
2 changed files with 96 additions and 0 deletions
@@ -0,0 +1,54 @@
+import json
+import os
+
+from backtesting import engine
+
+
+def test_run_backtest_caches_by_input_file_signature(monkeypatch, tmp_path):
+    history = tmp_path / "history.json"
+    thresholds = tmp_path / "thresholds.json"
+    weights = tmp_path / "weights.json"
+    cache = tmp_path / "cache.json"
+    for path in (history, thresholds, weights, cache):
+        path.write_text("{}")
+
+    monkeypatch.setattr(engine, "HISTORY_PATH", str(history))
+    monkeypatch.setattr(engine, "_THRESH_PATH", str(thresholds))
+    monkeypatch.setattr(engine, "ML_WEIGHTS_PATH", str(weights))
+    monkeypatch.setattr(engine, "CACHE_PATH", str(cache))
+    calls = []
+    monkeypatch.setattr(
+        engine, "_compute_backtest",
+        lambda ml_mode=False: calls.append(ml_mode) or {"ml_mode": ml_mode, "calls": len(calls)},
+    )
+    engine.clear_backtest_cache()
+
+    first = engine.run_backtest()
+    second = engine.run_backtest()
+    ml_first = engine.run_backtest(ml_mode=True)
+    ml_second = engine.run_backtest(ml_mode=True)
+
+    assert first == second == {"ml_mode": False, "calls": 1}
+    assert ml_first == ml_second == {"ml_mode": True, "calls": 2}
+    assert calls == [False, True]
+
+    history.write_text('{"changed": true}')
+    os.utime(history, None)
+    invalidated = engine.run_backtest()
+    assert invalidated == {"ml_mode": False, "calls": 3}
+
+
+def test_cached_backtest_results_are_isolated_from_caller_mutation(monkeypatch, tmp_path):
+    history = tmp_path / "history.json"
+    history.write_text("{}")
+    monkeypatch.setattr(engine, "HISTORY_PATH", str(history))
+    monkeypatch.setattr(engine, "_THRESH_PATH", str(tmp_path / "missing-thresholds.json"))
+    monkeypatch.setattr(engine, "ML_WEIGHTS_PATH", str(tmp_path / "missing-weights.json"))
+    monkeypatch.setattr(engine, "CACHE_PATH", str(tmp_path / "missing-cache.json"))
+    monkeypatch.setattr(engine, "_compute_backtest", lambda ml_mode=False: {"chart_data": [{"score": 10}]})
+    engine.clear_backtest_cache()
+
+    first = engine.run_backtest()
+    first["chart_data"][0]["score"] = 99
+
+    assert engine.run_backtest()["chart_data"][0]["score"] == 10