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export open/close rate for backtesting too

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preparation to allow plotting of backtest results
This commit is contained in:
xmatthias
2018-06-23 14:19:50 +02:00
parent 909fd39b80
commit 0440a19171
2 changed files with 28 additions and 12 deletions
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18
freqtrade/tests/optimize/test_backtesting.py
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@@ -604,9 +604,13 @@ def test_backtest_record(default_conf, fee, mocker):
Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
"open_index": [1, 119, 153, 185],
"close_index": [118, 151, 184, 199],
"trade_duration": [123, 34, 31, 14]})
"trade_duration": [123, 34, 31, 14],
"open_at_end": [False, False, False, True]
})
backtesting._store_backtest_result("backtest-result.json", results)
assert len(results) == 4
# Assert file_dump_json was only called once
@@ -617,12 +621,16 @@ def test_backtest_record(default_conf, fee, mocker):
# ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
# Below follows just a typecheck of the schema/type of trade-records
oix = None
for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
for (pair, profit, date_buy, date_sell, buy_index, dur,
openr, closer, open_at_end) in records:
assert pair == 'UNITTEST/BTC'
isinstance(profit, float)
assert isinstance(profit, float)
# FIX: buy/sell should be converted to ints
isinstance(date_buy, str)
isinstance(date_sell, str)
assert isinstance(date_buy, float)
assert isinstance(date_sell, float)
assert isinstance(openr, float)
assert isinstance(closer, float)
assert isinstance(open_at_end, bool)
isinstance(buy_index, pd._libs.tslib.Timestamp)
if oix:
assert buy_index > oix