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Add test to verify this is correct

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This commit is contained in:
Matthias 2019-10-28 14:30:01 +01:00
parent e82460bde6
commit 069da224bc
1 changed files with 19 additions and 1 deletions
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20
tests/data/test_btanalysis.py
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@ -2,7 +2,7 @@ from unittest.mock import MagicMock
import pytest
from arrow import Arrow
from pandas import DataFrame, to_datetime
from pandas import DataFrame, DateOffset, to_datetime
from freqtrade.configuration import TimeRange
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
@ -134,3 +134,21 @@ def test_create_cum_profit(testdatadir):
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005
def test_create_cum_profit1(testdatadir):
filename = testdatadir / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
# Move close-time to "off" the candle, to make sure the logic still works
bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'],
"cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0
assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005