fix: resolve SQLite database file locking on Windows for unittests

.github/workflows/test.yml

@@ -9,6 +9,7 @@ on:
     paths:
       - 'investing_algorithm_framework/**'
       - 'tests/**'
+      - '.github/workflows/test.yml'
 
 jobs:
   linting:
@@ -35,11 +36,11 @@ jobs:
           flake8 ./investing_algorithm_framework
   test:
     needs: linting
-    timeout-minutes: 25
+    timeout-minutes: 40
     strategy:
       fail-fast: true
       matrix:
-        os: [ "ubuntu-latest", "macos-latest" ]
+        os: [ "ubuntu-latest", "macos-latest", "windows-latest" ]
         python-version: [ "3.10", "3.11" ]
     defaults:
       run:
@@ -101,14 +102,12 @@ jobs:
       #----------------------------------------------
       - name: Run tests
         run: |
-          source $VENV
-          coverage run -m unittest discover -s tests
+          poetry run coverage run -m unittest discover -s tests
       - name: Generate coverage report
         if: always()
         continue-on-error: true
         run: |
-          source $VENV
-          coverage xml
+          poetry run coverage xml
       #----------------------------------------------
       #             upload coverage stats
       #----------------------------------------------

README.md

@@ -3,7 +3,7 @@
 </h1>
 
 <p align="center">
-  <i align="center">Create trading strategies. Compare them side by side. Pick the best one. 🚀</i>
+  <i align="center">Create trading strategies. Compare them side by side. Pick the best one and Deploy 🚀</i>
 </p>
 
 <h4 align="center">
@@ -61,14 +61,18 @@
 
 Most quant frameworks stop at "here's your backtest result." You get a number, maybe a chart, and then you're on your own figuring out which strategy is actually better.
 
-This framework is built around the full loop: **create strategies → backtest them → compare them in a single report → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
+This framework is built around the full loop: **create strategies → vector backtest for signals analysis → compare them in a single report → event backtest the most promising strategies → deploy the winner.** It generates a self-contained HTML dashboard that lets you rank, filter, and visually compare every strategy you've tested — all in one view, no notebooks required.
 
 <details open>
 <summary>
  Features
 </summary> <br>
 
 - 📊 **30+ Metrics** — CAGR, Sharpe, Sortino, Calmar, VaR, CVaR, Max DD, Recovery & more
+- ⚡ **Vector Backtesting for Signal Analysis** — Quickly test your strategy logic on historical data to see how signals would have behaved before committing to full event-driven backtests
+- 🏃 **Event-Driven Backtesting** — Once promising strategies are identified via vector backtests, run full event-driven backtests to simulate realistic execution and portfolio management
+- 🔀 **Permutation Testing / Monte Carlo Simulations** — Assess the statistical robustness of your strategies by running them across randomized market scenarios to see how often your results could occur by chance
+- 🚀 **Deployment** — Once the best strategy is identified through backtesting and comparison, deploy it to production locally or in the cloud (AWS Lambda / Azure Functions) to start live trading
 - ⚔️ **Multi-Strategy Comparison** — Rank, filter & compare strategies in a single interactive report
 - 🪟 **Multi-Window Robustness** — Test across different time periods with window coverage analysis
 - 📈 **Equity & Drawdown Charts** — Overlay equity curves, rolling Sharpe, drawdown & return distributions

investing_algorithm_framework/app/app.py

@@ -368,6 +368,29 @@ def initialize_storage(self, remove_database_if_exists: bool = False):
                 logger.info(
                     f"Removing existing database at {database_path}"
                 )
+
+                # Dispose the existing engine to release file locks
+                # (required on Windows where locks are mandatory)
+                from investing_algorithm_framework.infrastructure.database \
+                    import Session
+                from sqlalchemy.orm import close_all_sessions
+                close_all_sessions()
+                bind = Session.kw.get("bind")
+
+                if bind is not None:
+
+                    try:
+                        conn = bind.connect()
+                        conn.invalidate()
+                        conn.close()
+                    except Exception:
+                        pass
+
+                    bind.dispose()
+
+                import gc
+                gc.collect()
+
                 os.remove(database_path)
 
         # Create the sqlalchemy database uri

investing_algorithm_framework/cli/validate_backtest_checkpoints.py

@@ -50,7 +50,7 @@ def validate_and_create_checkpoints(
     verbose_file_handle = None
 
     if verbose_output_file is not None:
-        verbose_file_handle = open(verbose_output_file, 'w')
+        verbose_file_handle = open(verbose_output_file, 'w', encoding='utf-8')
 
         def echo(msg):
             verbose_file_handle.write(msg + "\n")

investing_algorithm_framework/infrastructure/database/__init__.py

@@ -1,11 +1,12 @@
 from .sql_alchemy import Session, setup_sqlalchemy, SQLBaseModel, \
-    create_all_tables, clear_db, SqliteDecimal
+    create_all_tables, clear_db, teardown_sqlalchemy, SqliteDecimal
 
 __all__ = [
     "Session",
     "setup_sqlalchemy",
     "SQLBaseModel",
     "create_all_tables",
     "clear_db",
+    "teardown_sqlalchemy",
     "SqliteDecimal"
 ]

investing_algorithm_framework/infrastructure/database/sql_alchemy.py

@@ -3,7 +3,7 @@
 
 from sqlalchemy import create_engine, StaticPool, String
 from sqlalchemy import inspect
-from sqlalchemy.orm import DeclarativeBase, sessionmaker
+from sqlalchemy.orm import DeclarativeBase, sessionmaker, close_all_sessions
 from sqlalchemy import TypeDecorator
 
 from investing_algorithm_framework.domain import SQLALCHEMY_DATABASE_URI, \
@@ -83,6 +83,34 @@ def create_all_tables():
     SQLBaseModel.metadata.create_all(bind=Session().bind)
 
 
+def teardown_sqlalchemy():
+    """
+    Dispose the engine and close all sessions to release file locks.
+    This is essential on Windows where file locks are mandatory and
+    prevent deletion of SQLite database files while connections are open.
+    """
+    close_all_sessions()
+    bind = Session.kw.get("bind")
+
+    if bind is not None:
+
+        # StaticPool._close_connection() is a no-op, so
+        # engine.dispose() alone won't close the underlying DBAPI
+        # connection. Use invalidate() which bypasses the pool's
+        # _close_connection and calls dialect.do_close() directly,
+        # ensuring the sqlite3 file lock is released on Windows.
+        try:
+            conn = bind.connect()
+            conn.invalidate()
+            conn.close()
+        except Exception:
+            pass
+
+        bind.dispose()
+
+    Session.configure(bind=None)
+
+
 from sqlalchemy import event
 from sqlalchemy.orm import mapper
 from datetime import timezone
@@ -98,6 +126,7 @@ def clear_db(db_uri):
     Returns:
         None
     """
+    engine = None
     # Drop all tables before deleting file
     try:
         engine = create_engine(db_uri)
@@ -107,12 +136,9 @@ def clear_db(db_uri):
             SQLBaseModel.metadata.drop_all(bind=engine)
     except Exception as e:
         logger.error(f"Error dropping tables: {e}")
-
-    # # Clear mappers (if using classical mappings)
-    # try:
-    #     clear_mappers()
-    # except Exception:
-    #     pass  # ignore if not needed
+    finally:
+        if engine is not None:
+            engine.dispose()
 
 
 @event.listens_for(mapper, "load")

tests/app/algorithm/test_run_strategy.py

@@ -8,6 +8,8 @@
 from investing_algorithm_framework import create_app, TradingStrategy, \
     TimeUnit, PortfolioConfiguration, RESOURCE_DIRECTORY, Algorithm, \
     MarketCredential
+from investing_algorithm_framework.infrastructure.database import \
+    teardown_sqlalchemy
 from tests.resources import random_string, OrderExecutorTest, \
     PortfolioProviderTest
 
@@ -73,6 +75,7 @@ def setUp(self) -> None:
 
     def tearDown(self) -> None:
         super().tearDown()
+        teardown_sqlalchemy()
         database_dir = os.path.join(self.resource_dir, "databases")
         if os.path.exists(database_dir):
             shutil.rmtree(database_dir, ignore_errors=True)

tests/app/algorithm/test_trade_price_update.py

@@ -8,6 +8,8 @@
     TimeUnit, PortfolioConfiguration, RESOURCE_DIRECTORY, \
     MarketCredential, DataSource, INDEX_DATETIME, DataType, \
     CSVOHLCVDataProvider, BacktestDateRange
+from investing_algorithm_framework.infrastructure.database import \
+    teardown_sqlalchemy
 from tests.resources import random_string, \
     PortfolioProviderTest, OrderExecutorTest
 
@@ -55,6 +57,7 @@ def setUp(self) -> None:
 
     def tearDown(self) -> None:
         super().tearDown()
+        teardown_sqlalchemy()
         database_dir = os.path.join(self.resource_dir, "databases")
         if os.path.exists(database_dir):
             shutil.rmtree(database_dir, ignore_errors=True)

tests/app/backtesting/test_run_backtest.py

@@ -8,6 +8,8 @@
 from investing_algorithm_framework import create_app, RESOURCE_DIRECTORY, \
     TradingStrategy, PortfolioConfiguration, TimeUnit, Algorithm, \
     BacktestDateRange
+from investing_algorithm_framework.infrastructure.database import \
+    teardown_sqlalchemy
 
 
 class TestStrategy(TradingStrategy):
@@ -47,12 +49,13 @@ def setUp(self) -> None:
 
     def tearDown(self) -> None:
         super().tearDown()
+        teardown_sqlalchemy()
 
         if os.path.exists(self.backtest_databases_directory):
-            shutil.rmtree(self.backtest_databases_directory)
+            shutil.rmtree(self.backtest_databases_directory, ignore_errors=True)
 
         if os.path.exists(self.backtest_report_directory):
-            shutil.rmtree(self.backtest_report_directory)
+            shutil.rmtree(self.backtest_report_directory, ignore_errors=True)
 
     def test_report_creation(self):
         app = create_app(

tests/app/test_backtesting.py

@@ -18,6 +18,8 @@
 from investing_algorithm_framework import TradingStrategy, Algorithm, \
     create_app, RESOURCE_DIRECTORY, PortfolioConfiguration, \
     BacktestDateRange, TimeUnit
+from investing_algorithm_framework.infrastructure.database import \
+    teardown_sqlalchemy
 from investing_algorithm_framework.domain import SQLALCHEMY_DATABASE_URI
 
 
@@ -70,13 +72,14 @@ def setUp(self) -> None:
 
     def tearDown(self) -> None:
         super().tearDown()
+        teardown_sqlalchemy()
         for path in (
             os.path.join(self.resource_dir, "databases"),
             self.backtest_databases_dir,
             self.backtest_reports_dir,
         ):
             if os.path.exists(path):
-                shutil.rmtree(path)
+                shutil.rmtree(path, ignore_errors=True)
 
 
 # ---------------------------------------------------------------------------
@@ -253,4 +256,3 @@ def test_run_backtests(self):
             risk_free_rate=0.027
         )
         self.assertEqual(3, len(reports))
-

tests/app/test_eventloop.py

@@ -240,7 +240,7 @@ def tearDown(self) -> None:
         )
 
         if os.path.exists(databases_directory):
-            shutil.rmtree(databases_directory)
+            shutil.rmtree(databases_directory, ignore_errors=True)
 
         if os.path.exists(backtest_databases_directory):
-            shutil.rmtree(backtest_databases_directory)
+            shutil.rmtree(backtest_databases_directory, ignore_errors=True)

tests/app/test_run.py

@@ -15,6 +15,8 @@
 from investing_algorithm_framework import create_app, TradingStrategy, \
     TimeUnit, PortfolioConfiguration, RESOURCE_DIRECTORY, \
     Algorithm, MarketCredential
+from investing_algorithm_framework.infrastructure.database import \
+    teardown_sqlalchemy
 from tests.resources import random_string, OrderExecutorTest, \
     PortfolioProviderTest
 
@@ -105,6 +107,7 @@ def setUp(self) -> None:
 
     def tearDown(self) -> None:
         super().tearDown()
+        teardown_sqlalchemy()
         for subdir in ("databases", "backtest_databases"):
             path = os.path.join(self.resource_dir, subdir)
             if os.path.exists(path):

tests/app/test_start.py

@@ -7,6 +7,8 @@
 from investing_algorithm_framework import create_app, TradingStrategy, \
     TimeUnit, RESOURCE_DIRECTORY, PortfolioConfiguration, Algorithm, \
     MarketCredential
+from investing_algorithm_framework.infrastructure.database import \
+    teardown_sqlalchemy
 from tests.resources import OrderExecutorTest, PortfolioProviderTest
 
 
@@ -106,6 +108,7 @@ def setUp(self) -> None:
         )
 
     def tearDown(self):
+        teardown_sqlalchemy()
         for subdir in ("databases", "backtest_databases"):
             path = os.path.join(self.resource_dir, subdir)
             if os.path.exists(path):

tests/app/web/controllers/order_controller/test_list_orders.py

@@ -1,5 +1,6 @@
 import json
 import os
+import shutil
 
 from investing_algorithm_framework import PortfolioConfiguration, \
     MarketCredential
@@ -33,13 +34,7 @@ def tearDown(self) -> None:
         )
 
         if os.path.exists(database_dir):
-            for root, dirs, files in os.walk(database_dir, topdown=False):
-                for name in files:
-                    os.remove(os.path.join(root, name))
-                for name in dirs:
-                    os.rmdir(os.path.join(root, name))
-
-            os.rmdir(database_dir)
+            shutil.rmtree(database_dir, ignore_errors=True)
 
     def test_list_portfolios(self):
         self.iaf_app.add_strategy(StrategyOne)

tests/app/web/controllers/portfolio_controller/test_list_portfolio.py

@@ -1,5 +1,6 @@
 import json
 import os
+import shutil
 
 from investing_algorithm_framework import MarketCredential, \
     PortfolioConfiguration, DataSource, INDEX_DATETIME
@@ -33,13 +34,7 @@ def tearDown(self) -> None:
         )
 
         if os.path.exists(database_dir):
-            for root, dirs, files in os.walk(database_dir, topdown=False):
-                for name in files:
-                    os.remove(os.path.join(root, name))
-                for name in dirs:
-                    os.rmdir(os.path.join(root, name))
-
-            os.rmdir(database_dir)
+            shutil.rmtree(database_dir, ignore_errors=True)
 
     def test_list_portfolios(self):
         strategy = StrategyOne()

tests/app/web/controllers/position_controller/test_list_positions.py

@@ -1,5 +1,6 @@
 import json
 import os
+import shutil
 
 from investing_algorithm_framework import PortfolioConfiguration, \
     MarketCredential
@@ -33,13 +34,7 @@ def tearDown(self) -> None:
         )
 
         if os.path.exists(database_dir):
-            for root, dirs, files in os.walk(database_dir, topdown=False):
-                for name in files:
-                    os.remove(os.path.join(root, name))
-                for name in dirs:
-                    os.rmdir(os.path.join(root, name))
-
-            os.rmdir(database_dir)
+            shutil.rmtree(database_dir, ignore_errors=True)
 
     def test_list_portfolios(self):
         self.iaf_app.add_strategy(StrategyOne)

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/algorithm_id.json

@@ -1,3 +1,3 @@
 {
-    "algorithm_id": "TestStrategy"
+    "algorithm_id": "BacktestTestStrategy"
 }

tests/resources/backtest_reports_for_testing/test_algorithm_backtest/runs/backtest_EUR_20231201_20231202/run.json

@@ -1 +1 @@
-{"backtest_start_date": "2023-12-01 00:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-02 00:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-01T00:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2026-04-23 19:17:03", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}, "signals": {}, "signal_events": []}
+{"backtest_start_date": "2023-12-01 00:00:00", "backtest_date_range_name": null, "backtest_end_date": "2023-12-02 00:00:00", "trading_symbol": "EUR", "initial_unallocated": 1000.0, "number_of_runs": 1441, "portfolio_snapshots": [{"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-01T00:00:00+00:00", "total_value": 1000.0}, {"metadata": "MetaData()", "portfolio_id": "1", "trading_symbol": "EUR", "pending_value": 0.0, "unallocated": 1000.0, "total_net_gain": 0.0, "total_revenue": 0.0, "total_cost": 0.0, "cash_flow": 0.0, "net_size": 1000.0, "created_at": "2023-12-02T00:00:00+00:00", "total_value": 1000.0}], "trades": [], "orders": [], "positions": [{"symbol": "EUR", "amount": 1000.0, "cost": 1000.0, "portfolio_id": 1}], "created_at": "2026-04-26 14:39:23", "symbols": [], "number_of_days": 0, "number_of_trades": 0, "number_of_trades_closed": 0, "number_of_trades_open": 0, "number_of_orders": 0, "number_of_positions": 0, "metadata": {}, "signals": {}, "signal_events": [], "recorded_values": {}}