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Modify test to check for this condition

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This commit is contained in:
Matthias 2019-03-23 14:50:18 +01:00
parent 6b89e86a97
commit 05466d318a
1 changed files with 9 additions and 6 deletions
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15
freqtrade/tests/optimize/test_backtesting.py
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@ -683,18 +683,20 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
assert len(results.loc[results.open_at_end]) == 0
def test_backtest_multi_pair(default_conf, fee, mocker):
@pytest.mark.parametrize("pair", ['ADA/BTC', 'LTC/BTC'])
@pytest.mark.parametrize("tres", [0, 20, 30])
def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair):
def _trend_alternate_hold(dataframe=None, metadata=None):
"""
Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit)
Buy every xth candle - sell every other xth -2 (hold on to pairs a bit)flake
"""
multi = 8
if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
multi = 20
else:
multi = 18
dataframe['buy'] = np.where(dataframe.index % multi == 0, 1, 0)
dataframe['sell'] = np.where((dataframe.index + multi - 2) % multi == 0, 1, 0)
if metadata['pair'] in('ETH/BTC', 'LTC/BTC'):
dataframe['buy'] = dataframe['buy'].shift(-4)
dataframe['sell'] = dataframe['sell'].shift(-4)
return dataframe
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
@ -702,6 +704,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker):
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
data = history.load_data(datadir=None, ticker_interval='5m', pairs=pairs)
data = trim_dictlist(data, -500)
data[pair] = data[pair][tres:]
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '5m'