MNT: Fix/ignore issues with flake8 7.2.0

Author: kernc

backtesting/_plotting.py

@@ -128,11 +128,11 @@ def _maybe_resample_data(resample_rule, df, indicators, equity_data, trades):
             "15min": 15,
             "30min": 30,
             "1h": 60,
-            "2h": 60*2,
-            "4h": 60*4,
-            "8h": 60*8,
-            "1D": 60*24,
-            "1W": 60*24*7,
+            "2h": 60 * 2,
+            "4h": 60 * 4,
+            "8h": 60 * 8,
+            "1D": 60 * 24,
+            "1W": 60 * 24 * 7,
             "1ME": np.inf,
         })
         timespan = df.index[-1] - df.index[0]

backtesting/_stats.py

@@ -137,12 +137,12 @@ def _round_timedelta(value, _period=_data_period(index)):
     # our risk doesn't; they use the simpler approach below.
     annualized_return = (1 + gmean_day_return)**annual_trading_days - 1
     s.loc['Return (Ann.) [%]'] = annualized_return * 100
-    s.loc['Volatility (Ann.) [%]'] = np.sqrt((day_returns.var(ddof=int(bool(day_returns.shape))) + (1 + gmean_day_return)**2)**annual_trading_days - (1 + gmean_day_return)**(2*annual_trading_days)) * 100  # noqa: E501
+    s.loc['Volatility (Ann.) [%]'] = np.sqrt((day_returns.var(ddof=int(bool(day_returns.shape))) + (1 + gmean_day_return)**2)**annual_trading_days - (1 + gmean_day_return)**(2 * annual_trading_days)) * 100  # noqa: E501
     # s.loc['Return (Ann.) [%]'] = gmean_day_return * annual_trading_days * 100
     # s.loc['Risk (Ann.) [%]'] = day_returns.std(ddof=1) * np.sqrt(annual_trading_days) * 100
     if is_datetime_index:
         time_in_years = (s.loc['Duration'].days + s.loc['Duration'].seconds / 86400) / annual_trading_days
-        s.loc['CAGR [%]'] = ((s.loc['Equity Final [$]'] / equity[0])**(1/time_in_years) - 1) * 100 if time_in_years else np.nan  # noqa: E501
+        s.loc['CAGR [%]'] = ((s.loc['Equity Final [$]'] / equity[0])**(1 / time_in_years) - 1) * 100 if time_in_years else np.nan  # noqa: E501
 
     # Our Sharpe mismatches `empyrical.sharpe_ratio()` because they use arithmetic mean return
     # and simple standard deviation

backtesting/backtesting.py

@@ -210,7 +210,7 @@ def next(self):
         """
 
     class __FULL_EQUITY(float):  # noqa: N801
-        def __repr__(self): return '.9999'
+        def __repr__(self): return '.9999'  # noqa: E704
     _FULL_EQUITY = __FULL_EQUITY(1 - sys.float_info.epsilon)
 
     def buy(self, *,

backtesting/lib.py

@@ -496,7 +496,7 @@ def set_trailing_pct(self, pct: float = .05):
     def next(self):
         super().next()
         # Can't use index=-1 because self.__atr is not an Indicator type
-        index = len(self.data)-1
+        index = len(self.data) - 1
         for trade in self.trades:
             if trade.is_long:
                 trade.sl = max(trade.sl or -np.inf,

backtesting/test/_test.py

@@ -288,7 +288,7 @@ def test_compute_drawdown(self):
     def test_compute_stats(self):
         stats = Backtest(GOOG, SmaCross, finalize_trades=True).run()
         expected = pd.Series({
-                # NOTE: These values are also used on the website!
+                # NOTE: These values are also used on the website!  # noqa: E126
                 '# Trades': 66,
                 'Avg. Drawdown Duration': pd.Timedelta('41 days 00:00:00'),
                 'Avg. Drawdown [%]': -5.925851581948801,
@@ -930,7 +930,7 @@ def next(self):
         self.assertEqual(stats['# Trades'], 56)
 
     def test_FractionalBacktest(self):
-        ubtc_bt = FractionalBacktest(BTCUSD['2015':], SmaCross, fractional_unit=1/1e6, cash=100)
+        ubtc_bt = FractionalBacktest(BTCUSD['2015':], SmaCross, fractional_unit=1 / 1e6, cash=100)
         stats = ubtc_bt.run(fast=2, slow=3)
         self.assertEqual(stats['# Trades'], 41)
 

setup.cfg

@@ -1,4 +1,8 @@
 [flake8]
+# F824 `nonlocal x` is unused: name is never assigned in scope
+# W503 Line break before a binary operator
+# W504 Line break after a binary operator -- https://www.flake8rules.com/rules/W504.html
+ignore = F824, W503, W504
 max-line-length = 120
 exclude =
     .git,