Fix backtest report writer

Author: MDUYN

investing_algorithm_framework/services/backtesting/backtest_report_writer_service.py

@@ -22,11 +22,18 @@ def write_report_to_csv(
         if not os.path.exists(output_directory):
             os.makedirs(output_directory)
 
-        csv_file_path = os.path.join(
-            output_directory,
-            f"report_{report.identifier}_"
-            f"{report.created_at.strftime(DATETIME_FORMAT)}.csv"
-        )
+        if report.identifier is None:
+            csv_file_path = os.path.join(
+                output_directory,
+                f"report_"
+                f"{report.created_at.strftime(DATETIME_FORMAT)}.csv"
+            )
+        else:
+            csv_file_path = os.path.join(
+                output_directory,
+                f"report_{report.identifier}_"
+                f"{report.created_at.strftime(DATETIME_FORMAT)}.csv"
+            )
         report_dict = report.to_dict()
 
         with open(csv_file_path, 'w', newline='') as csv_file:

investing_algorithm_framework/services/backtesting/backtest_service.py

@@ -184,7 +184,16 @@ def create_backtest_report(
         """
         for portfolio in self._portfolio_repository.get_all():
             ids = [strategy.strategy_id for strategy in algorithm.strategies]
-            identifier = '_'.join(ids)
+
+            # Check if strategy_id is None
+            if None in ids:
+                # Remove None from ids
+                ids = [x for x in ids if x is not None]
+
+            if len(ids) != 0:
+                identifier = '_'.join(ids)
+            else:
+                identifier = None
 
             backtest_profile = BacktestReport(
                 identifier=identifier,

tests/app/backtesting/test_backtest_report.py

@@ -63,3 +63,34 @@ def test_report_csv_creation(self):
                 )
             )
         )
+
+    def test_report_csv_creation_without_strategy_identifier(self):
+        app = create_app(
+            config={"test": "test", RESOURCE_DIRECTORY: self.resource_dir}
+        )
+        strategy = TestStrategy()
+        strategy.strategy_id = None
+        app.add_strategy(strategy)
+        app.add_portfolio_configuration(
+            PortfolioConfiguration(
+                market="bitvavo",
+                trading_symbol="EUR",
+                initial_balance=1000
+            )
+        )
+        report = app.backtest(
+            start_date=datetime.utcnow() - timedelta(days=1),
+            end_date=datetime.utcnow(),
+        )
+
+        # Check if the backtest report exists
+        self.assertTrue(
+            os.path.isfile(
+                os.path.join(
+                    self.resource_dir,
+                    "backtest_reports",
+                    f"report"
+                    f"_{report.created_at.strftime(DATETIME_FORMAT)}.csv"
+                )
+            )
+        )