CGPT5 proposed enhancements

backtesting/backtesting.py

@@ -16,6 +16,7 @@
 from itertools import chain, product, repeat
 from math import copysign
 from numbers import Number
+from difflib import get_close_matches
 from typing import Callable, List, Optional, Sequence, Tuple, Type, Union
 
 import numpy as np
@@ -64,10 +65,12 @@ def __str__(self):
     def _check_params(self, params):
         for k, v in params.items():
             if not hasattr(self, k):
+                suggestions = get_close_matches(k, [a for a in dir(self) if not a.startswith('_')], n=3)
+                hint = f" Did you mean: {', '.join(suggestions)}?" if suggestions else ""
                 raise AttributeError(
-                    f"Strategy '{self.__class__.__name__}' is missing parameter '{k}'."
+                    f"Strategy '{self.__class__.__name__}' is missing parameter '{k}'. "
                     "Strategy class should define parameters as class variables before they "
-                    "can be optimized or run with.")
+                    "can be optimized or run with." + hint)
             setattr(self, k, v)
         return params
 
@@ -139,6 +142,8 @@ def _format_name(name: str) -> str:
 
         try:
             value = func(*args, **kwargs)
+            if isinstance(value, pd.Series):
+                value = value.to_numpy()
         except Exception as e:
             raise RuntimeError(f'Indicator "{name}" error. See traceback above.') from e
 
@@ -337,7 +342,7 @@ def __getattr__(self, item):
         removed_attrs = ('entry', 'set_entry', 'is_long', 'is_short',
                          'sl', 'tp', 'set_sl', 'set_tp')
         if item in removed_attrs:
-            raise AttributeError(f'Strategy.orders.{"/.".join(removed_attrs)} were removed in'
+            raise AttributeError(f'Strategy.orders.{"/.".join(removed_attrs)} were removed in '
                                  'Backtesting 0.2.0. '
                                  'Use `Order` API instead. See docs.')
         raise AttributeError(f"'tuple' object has no attribute {item!r}")
@@ -448,7 +453,7 @@ def __repr__(self):
                                                  ('tp', self.__tp_price),
                                                  ('contingent', self.is_contingent),
                                                  ('tag', self.__tag),
-                                             ) if value is not None))  # noqa: E126
+                                             ) if (value is not None and (not isinstance(value, bool) or value))))  # noqa: E126
 
     def cancel(self):
         """Cancel the order."""
@@ -964,8 +969,10 @@ def _process_orders(self):
                 # Not enough cash/margin even for a single unit
                 if not size:
                     warnings.warn(
-                        f'time={self._i}: Broker canceled the relative-sized '
-                        f'order due to insufficient margin.', category=UserWarning)
+                        f'({data.index[self._i]}) broker canceled the relative-sized order '
+                        f'{order} due to insufficient margin '
+                        f'(equity={self.equity:.2f}, margin_available={self.margin_available:.2f}).',
+                        category=UserWarning)
                     # XXX: The order is canceled by the broker?
                     self.orders.remove(order)
                     continue
@@ -998,6 +1005,10 @@ def _process_orders(self):
             # If we don't have enough liquidity to cover for the order, the broker CANCELS it
             if abs(need_size) * adjusted_price_plus_commission > \
                     self.margin_available * self._leverage:
+                warnings.warn(
+                    f'({data.index[self._i]}) broker canceled order {order} due to insufficient margin '
+                    f'(equity={self.equity:.2f}, margin_available={self.margin_available:.2f}).',
+                    category=UserWarning)
                 self.orders.remove(order)
                 continue
 
@@ -1151,7 +1162,7 @@ class Backtest:
 
     `margin` is the required margin (ratio) of a leveraged account.
     No difference is made between initial and maintenance margins.
-    To run the backtest using e.g. 50:1 leverge that your broker allows,
+    To run the backtest using e.g. 50:1 leverage that your broker allows,
     set margin to `0.02` (1 / leverage).
 
     If `trade_on_close` is `True`, market orders will be filled