Fix development lint gates

Author: cloudQuant

backtrader/brokers/__init__.py

@@ -18,11 +18,12 @@
 
 import os as _os
 
+from backtrader.brokers.bbroker import BackBroker as BackBroker
+from backtrader.brokers.bbroker import BrokerBack as BrokerBack
+
 # The modules below should/must define __all__ with the objects wishes
 # or prepend an "_" (underscore) to private classes/variables
 
-from backtrader.brokers.bbroker import BackBroker as BackBroker
-from backtrader.brokers.bbroker import BrokerBack as BrokerBack
 
 if _os.environ.get("BACKTRADER_LIGHT_IMPORT", "").strip().lower() not in {
     "1",

backtrader/brokers/btapibroker.py

@@ -7,6 +7,7 @@
 import datetime as _dt
 import time
 from copy import deepcopy
+from typing import Any
 
 from ..broker import BrokerBase
 from ..comminfo import (
@@ -265,8 +266,8 @@ def __init__(self, **kwargs):
         self._orders_by_client_ref = {}
         self._remote_open_orders_snapshot = []
         self._seen_trade_ids = set()
-        self._pending_trade_updates = collections.deque()
-        self._status_fill_fingerprints = collections.Counter()
+        self._pending_trade_updates: collections.deque[Any] = collections.deque()
+        self._status_fill_fingerprints: collections.Counter[Any] = collections.Counter()
         self._position_mode_frozen = False
         self._position_mode_frozen_reason = None
         BrokerBase.set_param(
@@ -785,7 +786,11 @@ def batch_cancel(self, orders=None):
         """Cancel a batch of live orders and return the canceled order objects."""
         candidates = self._batch_cancel_candidates(orders)
         requested = [
-            self._order_runtime_details(item) if kind == "local" else self._remote_order_details(item)
+            (
+                self._order_runtime_details(item)
+                if kind == "local"
+                else self._remote_order_details(item)
+            )
             for kind, item in candidates
         ]
         self._emit_runtime_event(
@@ -837,9 +842,11 @@ def batch_cancel(self, orders=None):
             "cancelled_count": len(cancelled),
             "failure_count": len(failures),
             "cancelled_orders": [
-                self._order_runtime_details(item)
-                if hasattr(item, "alive")
-                else self._remote_order_details(item)
+                (
+                    self._order_runtime_details(item)
+                    if hasattr(item, "alive")
+                    else self._remote_order_details(item)
+                )
                 for item in cancelled
             ],
             "failed_orders": failures,
@@ -1092,7 +1099,7 @@ def add_symbol(value):
             if data is not None:
                 add_symbol(self._position_key(data))
 
-        alias_map = {}
+        alias_map: dict[str, str] = {}
         for key in tracked_keys:
             for alias in self._symbol_aliases(key):
                 alias_map.setdefault(alias, key)
@@ -1152,8 +1159,7 @@ def _sync_remote_open_orders(self, force=False, raise_errors=False):
         try:
             try:
                 orders = list(
-                    self.store.fetch_open_orders(force=force, raise_errors=raise_errors)
-                    or []
+                    self.store.fetch_open_orders(force=force, raise_errors=raise_errors) or []
                 )
             except TypeError:
                 orders = list(self.store.fetch_open_orders() or [])
@@ -1239,7 +1245,7 @@ def _symbol_aliases(symbol):
 
     def _warm_contract_metadata(self):
         """Materialize comminfo for known live symbols at broker startup."""
-        names = set()
+        names: set[str] = set()
         for container in (self.positions, self.long_positions, self.short_positions):
             try:
                 names.update(str(key) for key in container.keys() if key not in (None, ""))
@@ -1307,10 +1313,7 @@ def _metadata_commission_rate(cls, metadata, *keys):
             key_text = str(key or "")
             if (
                 method == "percent_10k"
-                or (
-                    key_text.startswith("COMMISSION_")
-                    and key_text.endswith("_RATIO")
-                )
+                or (key_text.startswith("COMMISSION_") and key_text.endswith("_RATIO"))
                 or (
                     key_text
                     in {
@@ -1622,9 +1625,7 @@ def _metadata_to_comminfo(cls, metadata):
             metadata.get("max_leverage"),
         )
         margin_rate = (
-            1.0 / leverage
-            if leverage and leverage > 0
-            else cls._normalise_rate(margin_value, 1.0)
+            1.0 / leverage if leverage and leverage > 0 else cls._normalise_rate(margin_value, 1.0)
         )
         margin_amount_param = (
             max(margin_amount, 0.0) if margin_amount is not None and margin_amount > 0 else None
@@ -2227,11 +2228,7 @@ def _unwrap_submit_response(response):
             status = str(current.get("status") or "").strip().lower()
             code = str(current.get("code") or "").strip()
             success = current.get("success")
-            wrapper_ok = (
-                status in {"ok", "success"}
-                or code in {"0", "00000"}
-                or success is True
-            )
+            wrapper_ok = status in {"ok", "success"} or code in {"0", "00000"} or success is True
             if wrapper_ok:
                 nested = current.get("data", current.get("result"))
                 if isinstance(nested, dict):
@@ -2262,9 +2259,11 @@ def _requires_explicit_offset(self, data):
         """Return whether the provider needs open/close offset metadata."""
         provider_values = {
             str(self.provider or "").strip().lower(),
-            str(getattr(self.store, "provider", "") or "").strip().lower()
-            if self.store is not None
-            else "",
+            (
+                str(getattr(self.store, "provider", "") or "").strip().lower()
+                if self.store is not None
+                else ""
+            ),
         }
         if provider_values & {"ctp", "ctp_gateway"}:
             return True
@@ -3152,7 +3151,9 @@ def _remote_commission(cls, update):
                     continue
                 if cls._truthy(cls._extract_update_value(update, "commission_signed")):
                     return commission
-                if key in {"fee", "trade_fee", "trade_commission"} and cls._uses_okx_fee_sign(update):
+                if key in {"fee", "trade_fee", "trade_commission"} and cls._uses_okx_fee_sign(
+                    update
+                ):
                     return -commission
                 return abs(commission)
         return None

backtrader/cerebro.py

@@ -48,7 +48,7 @@
 from .strategy import SignalStrategy, Strategy
 from .timer import Timer
 from .tradingcal import PandasMarketCalendar, TradingCalendarBase
-from .utils import OrderedDict, date2num, num2date, tzparse
+from .utils import OrderedDict, date2num, tzparse
 from .utils.dateintern import _num2date_cached
 from .utils.log_message import get_logger
 from .utils.py3 import integer_types, map, range, string_types, zip
@@ -2227,12 +2227,10 @@ def _runnext(self, runstrats):
             ldatas = len(datas)
             single_data = ldatas == 1
             single_default_datanotify = (
-                single_data
-                and type(data0).get_notifications is AbstractDataBase.get_notifications
+                single_data and type(data0).get_notifications is AbstractDataBase.get_notifications
             )
             single_default_haslivedata = (
-                single_data
-                and type(data0).haslivedata is AbstractDataBase.haslivedata
+                single_data and type(data0).haslivedata is AbstractDataBase.haslivedata
             )
             data0_datetime_line = data0.datetime if single_data else None
             broker = self._broker
@@ -2243,8 +2241,7 @@ def _runnext(self, runstrats):
                 type(broker).get_notification is BackBroker.get_notification
             )
             default_backbroker_next = (
-                default_broker_notifications
-                and type(broker).next is BackBroker.next
+                default_broker_notifications and type(broker).next is BackBroker.next
             )
             if default_broker_notifications:
                 broker_notifications = broker.notifs
@@ -2485,7 +2482,9 @@ def _runnext(self, runstrats):
                         udtmaster = _num2date_cached(dt0)
                         self._udtmaster = udtmaster
                         self._dtmaster = (
-                            udtmaster if getattr(dmaster, "_tz", None) is None else dmaster.num2date(dt0)
+                            udtmaster
+                            if getattr(dmaster, "_tz", None) is None
+                            else dmaster.num2date(dt0)
                         )
 
                     # Try to get something for those that didn't return
@@ -2648,8 +2647,7 @@ def _runonce(self, runstrats):
         data0 = datas[0]
         single_data = len(datas) == 1
         single_default_datanotify = (
-            single_data
-            and type(data0).get_notifications is AbstractDataBase.get_notifications
+            single_data and type(data0).get_notifications is AbstractDataBase.get_notifications
         )
         cheat_on_open = self.p.cheat_on_open
         has_timers = bool(self._timers)

backtrader/feed.py

@@ -641,7 +641,7 @@ def _tick_fill(self, force=False):
                         value = line_array[lencount - 1]
                     else:
                         raise
-                if value == _INF or value == _NEG_INF:
+                if value in (_INF, _NEG_INF):
                     value = 0.0
                 set_attr(self, tick_name, value)
                 if is_last:
@@ -659,7 +659,7 @@ def _tick_fill(self, force=False):
                         tick_last = line_array[lencount - 1]
                     else:
                         raise
-                if tick_last == _INF or tick_last == _NEG_INF:
+                if tick_last in (_INF, _NEG_INF):
                     tick_last = 0.0
 
             set_attr(self, "tick_last", tick_last)
@@ -742,7 +742,9 @@ def next(self, datamaster=None, ticks=True):
         # If own length is less than cached data length, move forward
         try:
             line_datetime = self._datetime_line
-            needs_load = line_datetime.lencount >= (len(line_datetime.array) - line_datetime.extension)
+            needs_load = line_datetime.lencount >= (
+                len(line_datetime.array) - line_datetime.extension
+            )
         except AttributeError:
             needs_load = len(self) >= self.buflen()
 

backtrader/feeds/btapifeed.py

@@ -88,9 +88,7 @@ def _tick_datetime(tick):
         return _datetime_to_utc_naive(value)
     if isinstance(value, str) and value:
         try:
-            return _datetime_to_utc_naive(
-                _dt.datetime.fromisoformat(value.replace("Z", "+00:00"))
-            )
+            return _datetime_to_utc_naive(_dt.datetime.fromisoformat(value.replace("Z", "+00:00")))
         except ValueError:
             pass
     return _dt.datetime.fromtimestamp(_tick_timestamp(tick), _UTC).replace(tzinfo=None)
@@ -362,8 +360,7 @@ def _ingest_tick(self, tick):
 
         volume = float(_tick_value(tick, "volume", "Volume", default=0.0) or 0.0)
         openinterest = float(
-            _tick_value(tick, "openinterest", "open_interest", "OpenInterest", default=0.0)
-            or 0.0
+            _tick_value(tick, "openinterest", "open_interest", "OpenInterest", default=0.0) or 0.0
         )
 
         if self._timeframe == TimeFrame.Ticks:

backtrader/feeds/btcsv.py

@@ -17,7 +17,6 @@
 
 from .. import feed
 
-
 _HOURS_PER_DAY = 24.0
 _MINUTES_PER_DAY = 1440.0
 _SECONDS_PER_DAY = 86400.0
@@ -28,7 +27,7 @@
 
 def _set_current_value(line, value):
     """Set the current line slot, falling back when binding propagation is needed."""
-    if value == _INF or value == _NEG_INF:
+    if value in (_INF, _NEG_INF):
         value = line._default_value
 
     if line.bindings:
@@ -154,17 +153,17 @@ def _loadline(self, linetokens):
             and not line_volume.bindings
             and not line_openinterest.bindings
         ):
-            if open_value == _INF or open_value == _NEG_INF:
+            if open_value in (_INF, _NEG_INF):
                 open_value = line_open._default_value
-            if high_value == _INF or high_value == _NEG_INF:
+            if high_value in (_INF, _NEG_INF):
                 high_value = line_high._default_value
-            if low_value == _INF or low_value == _NEG_INF:
+            if low_value in (_INF, _NEG_INF):
                 low_value = line_low._default_value
-            if close_value == _INF or close_value == _NEG_INF:
+            if close_value in (_INF, _NEG_INF):
                 close_value = line_close._default_value
-            if volume_value == _INF or volume_value == _NEG_INF:
+            if volume_value in (_INF, _NEG_INF):
                 volume_value = line_volume._default_value
-            if openinterest_value == _INF or openinterest_value == _NEG_INF:
+            if openinterest_value in (_INF, _NEG_INF):
                 openinterest_value = line_openinterest._default_value
 
             try: