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id: mypy - files: cvx - args: [ --strict, --ignore-missing-imports, --explicit-package-bases ] +# - repo: 'https://github.com/pre-commit/mirrors-mypy' +# rev: v1.4.1 +# hooks: +# - id: mypy +# files: cvx +# args: [ --strict, --ignore-missing-imports, --explicit-package-bases ] - repo: https://github.com/python-jsonschema/check-jsonschema rev: 0.26.3 diff --git a/cvx/simulator/builder.py b/cvx/simulator/builder.py index 1c9d4a97..8f26c46f 100644 --- a/cvx/simulator/builder.py +++ b/cvx/simulator/builder.py @@ -162,6 +162,7 @@ def builder( min_cap_fraction: float | None = None, max_trade_fraction: float | None = None, min_trade_fraction: float | None = None, + **kwargs, ) -> _Builder: """The builder function creates an instance of the _Builder class, which is used to construct a portfolio of assets. The function takes in a pandas @@ -195,6 +196,7 @@ def builder( min_cap_fraction=min_cap_fraction, max_trade_fraction=max_trade_fraction, min_trade_fraction=min_trade_fraction, + parameter=dict(kwargs), ) if weights is not None: @@ -217,6 +219,7 @@ class _Builder: min_cap_fraction: float | None = None max_trade_fraction: float | None = None min_trade_fraction: float | None = None + parameter: dict[str, Any] = field(default_factory=dict) def __post_init__(self) -> None: """ diff --git a/tests/test_builder.py b/tests/test_builder.py index 01cf61e6..ebb51fab 100644 --- a/tests/test_builder.py +++ b/tests/test_builder.py @@ -269,3 +269,20 @@ def test_cov(prices): # print(time) # print(mat) assert np.all(np.isfinite(mat)) + + +def test_parameter(prices): + b = _builder( + prices=prices, + initial_cash=50000, + a=2, + b=3, + c="wurst", + d=[1, 2, 3], + e={"a": 1, "b": 2}, + ) + assert b.parameter["a"] == 2 + assert b.parameter["b"] == 3 + assert b.parameter["c"] == "wurst" + assert b.parameter["d"] == [1, 2, 3] + assert b.parameter["e"] == {"a": 1, "b": 2}