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Fix some tests after drawdown calculation change

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This commit is contained in:
Matthias
2022-01-04 16:16:08 +01:00
parent 7a2b50ce8b
commit 09fae25c94
5 changed files with 15 additions and 14 deletions
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6
tests/optimize/test_optimize_reports.py
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@@ -103,7 +103,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
assert strat_stats['backtest_end'] == max_date.strftime(DATETIME_PRINT_FORMAT)
assert strat_stats['total_trades'] == len(results['DefStrat']['results'])
# Above sample had no loosing trade
assert strat_stats['max_drawdown'] == 0.0
assert strat_stats['max_drawdown_account'] == 0.0
# Retry with losing trade
results = {'DefStrat': {
@@ -143,7 +143,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
assert 'strategy_comparison' in stats
strat_stats = stats['strategy']['DefStrat']
assert strat_stats['max_drawdown'] == 0.013803
assert pytest.approx(strat_stats['max_drawdown_account']) == 1.399999e-08
assert strat_stats['drawdown_start'] == '2017-11-14 22:10:00'
assert strat_stats['drawdown_end'] == '2017-11-14 22:43:00'
assert strat_stats['drawdown_end_ts'] == 1510699380000
@@ -165,7 +165,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
filename1 = Path(tmpdir / last_fn)
assert filename1.is_file()
content = filename1.read_text()
assert 'max_drawdown' in content
assert 'max_drawdown_account' in content
assert 'strategy' in content
assert 'pairlist' in content