TYP: Fix mypy .991 errors

backtesting/_plotting.py

@@ -31,7 +31,7 @@
 try:
     from bokeh.models import CustomJSTickFormatter
 except ImportError:  # Bokeh < 3.0
-    from bokeh.models import FuncTickFormatter as CustomJSTickFormatter
+    from bokeh.models import FuncTickFormatter as CustomJSTickFormatter  # type: ignore
 from bokeh.io import output_notebook, output_file, show
 from bokeh.io.state import curstate
 from bokeh.layouts import gridplot
@@ -88,7 +88,7 @@ def colorgen():
 def lightness(color, lightness=.94):
     rgb = np.array([color.r, color.g, color.b]) / 255
     h, _, s = rgb_to_hls(*rgb)
-    rgb = np.array(hls_to_rgb(h, lightness, s)) * 255
+    rgb = np.array(hls_to_rgb(h, lightness, s)) * 255.
     return RGB(*rgb)
 
 

backtesting/_stats.py

@@ -52,7 +52,7 @@ def compute_stats(
         index=index)
 
     if isinstance(trades, pd.DataFrame):
-        trades_df = trades
+        trades_df: pd.DataFrame = trades
     else:
         # Came straight from Backtest.run()
         trades_df = pd.DataFrame({

backtesting/backtesting.py

@@ -196,10 +196,10 @@ def __repr__(self): return '.9999'
 
     def buy(self, *,
             size: float = _FULL_EQUITY,
-            limit: float = None,
-            stop: float = None,
-            sl: float = None,
-            tp: float = None):
+            limit: Optional[float] = None,
+            stop: Optional[float] = None,
+            sl: Optional[float] = None,
+            tp: Optional[float] = None):
         """
         Place a new long order. For explanation of parameters, see `Order` and its properties.
 
@@ -213,10 +213,10 @@ def buy(self, *,
 
     def sell(self, *,
              size: float = _FULL_EQUITY,
-             limit: float = None,
-             stop: float = None,
-             sl: float = None,
-             tp: float = None):
+             limit: Optional[float] = None,
+             stop: Optional[float] = None,
+             sl: Optional[float] = None,
+             tp: Optional[float] = None):
         """
         Place a new short order. For explanation of parameters, see `Order` and its properties.
 
@@ -382,11 +382,11 @@ class Order:
     """
     def __init__(self, broker: '_Broker',
                  size: float,
-                 limit_price: float = None,
-                 stop_price: float = None,
-                 sl_price: float = None,
-                 tp_price: float = None,
-                 parent_trade: 'Trade' = None):
+                 limit_price: Optional[float] = None,
+                 stop_price: Optional[float] = None,
+                 sl_price: Optional[float] = None,
+                 tp_price: Optional[float] = None,
+                 parent_trade: Optional['Trade'] = None):
         self.__broker = broker
         assert size != 0
         self.__size = size
@@ -696,12 +696,12 @@ def __repr__(self):
 
     def new_order(self,
                   size: float,
-                  limit: float = None,
-                  stop: float = None,
-                  sl: float = None,
-                  tp: float = None,
+                  limit: Optional[float] = None,
+                  stop: Optional[float] = None,
+                  sl: Optional[float] = None,
+                  tp: Optional[float] = None,
                   *,
-                  trade: Trade = None):
+                  trade: Optional[Trade] = None):
         """
         Argument size indicates whether the order is long or short
         """
@@ -963,7 +963,8 @@ def _close_trade(self, trade: Trade, price: float, time_index: int):
         self.closed_trades.append(trade._replace(exit_price=price, exit_bar=time_index))
         self._cash += trade.pl
 
-    def _open_trade(self, price: float, size: int, sl: float, tp: float, time_index: int):
+    def _open_trade(self, price: float, size: int,
+                    sl: Optional[float], tp: Optional[float], time_index: int):
         trade = Trade(self, size, price, time_index)
         self.trades.append(trade)
         # Create SL/TP (bracket) orders.
@@ -1202,11 +1203,11 @@ def run(self, **kwargs) -> pd.Series:
     def optimize(self, *,
                  maximize: Union[str, Callable[[pd.Series], float]] = 'SQN',
                  method: str = 'grid',
-                 max_tries: Union[int, float] = None,
-                 constraint: Callable[[dict], bool] = None,
+                 max_tries: Optional[Union[int, float]] = None,
+                 constraint: Optional[Callable[[dict], bool]] = None,
                  return_heatmap: bool = False,
                  return_optimization: bool = False,
-                 random_state: int = None,
+                 random_state: Optional[int] = None,
                  **kwargs) -> Union[pd.Series,
                                     Tuple[pd.Series, pd.Series],
                                     Tuple[pd.Series, pd.Series, dict]]:
@@ -1292,6 +1293,7 @@ def maximize(stats: pd.Series, _key=maximize):
             raise TypeError('`maximize` must be str (a field of backtest.run() result '
                             'Series) or a function that accepts result Series '
                             'and returns a number; the higher the better')
+        assert callable(maximize), maximize
 
         have_constraint = bool(constraint)
         if constraint is None:
@@ -1303,6 +1305,7 @@ def constraint(_):
             raise TypeError("`constraint` must be a function that accepts a dict "
                             "of strategy parameters and returns a bool whether "
                             "the combination of parameters is admissible or not")
+        assert callable(constraint), constraint
 
         if return_optimization and method != 'skopt':
             raise ValueError("return_optimization=True only valid if method='skopt'")
@@ -1320,7 +1323,7 @@ def __getattr__(self, item):
                 return self[item]
 
         def _grid_size():
-            size = np.prod([len(_tuple(v)) for v in kwargs.values()])
+            size = int(np.prod([len(_tuple(v)) for v in kwargs.values()]))
             if size < 10_000 and have_constraint:
                 size = sum(1 for p in product(*(zip(repeat(k), _tuple(v))
                                                 for k, v in kwargs.items()))

backtesting/lib.py

@@ -202,7 +202,7 @@ def resample_apply(rule: str,
                    func: Optional[Callable[..., Sequence]],
                    series: Union[pd.Series, pd.DataFrame, _Array],
                    *args,
-                   agg: Union[str, dict] = None,
+                   agg: Optional[Union[str, dict]] = None,
                    **kwargs):
     """
     Apply `func` (such as an indicator) to `series`, resampled to
@@ -322,14 +322,14 @@ def wrap_func(resampled, *args, **kwargs):
                                 method='ffill').reindex(series.index)
         return result
 
-    wrap_func.__name__ = func.__name__  # type: ignore
+    wrap_func.__name__ = func.__name__
 
     array = strategy_I(wrap_func, resampled, *args, **kwargs)
     return array
 
 
 def random_ohlc_data(example_data: pd.DataFrame, *,
-                     frac=1., random_state: int = None) -> pd.DataFrame:
+                     frac=1., random_state: Optional[int] = None) -> pd.DataFrame:
     """
     OHLC data generator. The generated OHLC data has basic
     [descriptive statistics](https://en.wikipedia.org/wiki/Descriptive_statistics)
@@ -391,7 +391,7 @@ def init(self):
     __exit_signal = (False,)
 
     def set_signal(self, entry_size: Sequence[float],
-                   exit_portion: Sequence[float] = None,
+                   exit_portion: Optional[Sequence[float]] = None,
                    *,
                    plot: bool = True):
         """