Change parameter name, simplify tests

Author: kernc

CHANGELOG.md

@@ -5,7 +5,6 @@ These were the major changes contributing to each release:
 
 ### 0.x.x
 
-
 ### 0.5.0
 (2025-01-21)
 
@@ -157,4 +156,4 @@ These were the major changes contributing to each release:
 ### 0.1.0
 (2019-01-15)
 
-* Initial release
+* Initial release

backtesting/backtesting.py

@@ -1089,7 +1089,7 @@ def __init__(self,
                  trade_on_close=False,
                  hedging=False,
                  exclusive_orders=False,
-                 close_all_at_end=False
+                 finalize_trades=False,
                  ):
         """
         Initialize a backtest. Requires data and a strategy to test.
@@ -1156,11 +1156,13 @@ def __init__(self,
         trade/position, making at most a single trade (long or short) in effect
         at each time.
 
-        If `close_all_at_end` is `False`, the trade will not be close at end,
-        and will not apear in _Stats.
+        If `finalize_trades` is `True`, the trades that are still
+        [active and ongoing] at the end of the backtest will be closed on
+        the last bar and will contribute to the computed backtest statistics.
 
         [FIFO]: https://www.investopedia.com/terms/n/nfa-compliance-rule-2-43b.asp
-        """
+        [active and ongoing]: https://kernc.github.io/backtesting.py/doc/backtesting/backtesting.html#backtesting.backtesting.Strategy.trades
+        """  # noqa: E501
 
         if not (isinstance(strategy, type) and issubclass(strategy, Strategy)):
             raise TypeError('`strategy` must be a Strategy sub-type')
@@ -1213,7 +1215,7 @@ def __init__(self,
             warnings.warn('Data index is not datetime. Assuming simple periods, '
                           'but `pd.DateTimeIndex` is advised.',
                           stacklevel=2)
-        self._close_all_at_end = bool(close_all_at_end)
+
         self._data: pd.DataFrame = data
         self._broker = partial(
             _Broker, cash=cash, spread=spread, commission=commission, margin=margin,
@@ -1222,6 +1224,7 @@ def __init__(self,
         )
         self._strategy = strategy
         self._results: Optional[pd.Series] = None
+        self._finalize_trades = bool(finalize_trades)
 
     def run(self, **kwargs) -> pd.Series:
         """
@@ -1308,13 +1311,13 @@ def run(self, **kwargs) -> pd.Series:
                 # Next tick, a moment before bar close
                 strategy.next()
             else:
-                if self._close_all_at_end is True:
+                if self._finalize_trades is True:
                     # Close any remaining open trades so they produce some stats
                     for trade in broker.trades:
                         trade.close()
 
-                    # Re-run broker one last time to handle orders placed in the last strategy
-                    # iteration. Use the same OHLC values as in the last broker iteration.
+                    # HACK: Re-run broker one last time to handle close orders placed in the last
+                    #  strategy iteration. Use the same OHLC values as in the last broker iteration.
                     if start < len(self._data):
                         try_(broker.next, exception=_OutOfMoneyError)
 

backtesting/test/_test.py

@@ -282,7 +282,7 @@ def test_compute_drawdown(self):
         np.testing.assert_array_equal(peaks, pd.Series([7, 4], index=[3, 5]).reindex(dd.index))
 
     def test_compute_stats(self):
-        stats = Backtest(GOOG, SmaCross, close_all_at_end=True).run()
+        stats = Backtest(GOOG, SmaCross, finalize_trades=True).run()
         expected = pd.Series({
                 # NOTE: These values are also used on the website!
                 '# Trades': 66,
@@ -438,32 +438,8 @@ def next(self):
                 elif len(self.data) == len(SHORT_DATA):
                     self.position.close()
 
-        self.assertTrue(Backtest(SHORT_DATA, S).run()._trades.empty)
-
-    def test_dont_close_orders_from_last_strategy_iteration(self):
-        class S(Strategy):
-            def init(self): pass
-
-            def next(self):
-                if not self.position:
-                    self.buy()
-                elif len(self.data) == len(SHORT_DATA):
-                    self.position.close()
-        self.assertEqual(len(
-            Backtest(SHORT_DATA, S, close_all_at_end=False).run()._strategy.closed_trades), 0)
-        self.assertEqual(len(
-            Backtest(SHORT_DATA, S, close_all_at_end=False).run()._strategy.trades), 1)
-
-    def test_dont_close_orders_trades_from_last_strategy_iteration(self):
-        class S(Strategy):
-            def init(self): pass
-
-            def next(self):
-                if not self.position:
-                    self.buy()
-
-        self.assertEqual(len(
-            Backtest(SHORT_DATA, S, close_all_at_end=False).run()._strategy.trades), 1)
+        self.assertTrue(Backtest(SHORT_DATA, S, finalize_trades=False).run()._trades.empty)
+        self.assertFalse(Backtest(SHORT_DATA, S, finalize_trades=True).run()._trades.empty)
 
     def test_check_adjusted_price_when_placing_order(self):
         class S(Strategy):
@@ -565,7 +541,7 @@ def test_autoclose_trades_on_finish(self):
         def coroutine(self):
             yield self.buy()
 
-        stats = self._Backtest(coroutine, close_all_at_end=True).run()
+        stats = self._Backtest(coroutine, finalize_trades=True).run()
         self.assertEqual(len(stats._trades), 1)
 
     def test_order_tag(self):