Fixed filter composition with or. Now takes account of operator precedence

backtester/datahandler/schema.py

@@ -76,17 +76,15 @@ class Filter:
     def __init__(self, query):
         self.query = query
 
-    def _compose_filter(self, operator, other):
+    def __and__(self, other):
         assert isinstance(other, Filter)
-
-        new_query = "({}) {} ({})".format(self.query, operator, other.query)
+        new_query = "({}) & ({})".format(self.query, other.query)
         return Filter(query=new_query)
 
-    def __and__(self, other):
-        return self._compose_filter("&", other)
-
     def __or__(self, other):
-        return self._compose_filter("|", other)
+        assert isinstance(other, Filter)
+        new_query = "(({}) | ({}))".format(self.query, other.query)
+        return Filter(query=new_query)
 
     def __invert__(self):
         return Filter("!({})".format(self.query))

backtester/test/datahandler/test_filter.py

@@ -43,7 +43,17 @@ def test_compose_filters_with_and():
 def test_compose_filters_with_or():
     """Test composition of two filters with or"""
     strike_field = Field("strike", "strike")
-    ft1 = strike_field >= 100
-    ft2 = strike_field < 200
+    ft1 = strike_field >= 200
+    ft2 = strike_field < 100
     composed = ft1 | ft2
-    assert composed.query == "(strike >= 100) | (strike < 200)"
+    assert composed.query == "((strike >= 200) | (strike < 100))"
+
+
+def test_compose_many_filters():
+    symbol_field = Field("underlying", "underlying")
+    strike_field = Field("strike", "strike")
+    ft1 = symbol_field == "SPX"
+    ft2 = strike_field >= 200
+    ft3 = strike_field < 100
+    composed = ft1 & (ft2 | ft3)
+    assert composed.query == "(underlying == 'SPX') & (((strike >= 200) | (strike < 100)))"