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Add orders column to btresult

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This commit is contained in:
Matthias
2022-05-26 07:17:22 +02:00
parent 79107fd062
commit 0b806af487
5 changed files with 28 additions and 8 deletions
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17
tests/optimize/test_backtesting.py
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@@ -795,10 +795,27 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'is_open': [False, False],
'enter_tag': [None, None],
"is_short": [False, False],
'open_timestamp': [1517251200000, 1517283000000],
'close_timestamp': [1517265300000, 1517285400000],
'orders': [
[
{'amount': 0.00957442, 'safe_price': 0.104445, 'ft_order_side': 'buy',
'order_filled_timestamp': 1517251200000, 'ft_is_entry': True},
{'amount': 0.00957442, 'safe_price': 0.10496853383458644, 'ft_order_side': 'sell',
'order_filled_timestamp': 1517265300000, 'ft_is_entry': False}
], [
{'amount': 0.0097064, 'safe_price': 0.10302485, 'ft_order_side': 'buy',
'order_filled_timestamp': 1517283000000, 'ft_is_entry': True},
{'amount': 0.0097064, 'safe_price': 0.10354126528822055, 'ft_order_side': 'sell',
'order_filled_timestamp': 1517285400000, 'ft_is_entry': False}
]
]
})
pd.testing.assert_frame_equal(results, expected)
assert 'orders' in results.columns
data_pair = processed[pair]
for _, t in results.iterrows():
assert len(t['orders']) == 2
ln = data_pair.loc[data_pair["date"] == t["open_date"]]
# Check open trade rate alignes to open rate
assert ln is not None

7
tests/optimize/test_backtesting_adjust_position.py
View File

@@ -70,9 +70,14 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
'is_open': [False, False],
'enter_tag': [None, None],
'is_short': [False, False],
'open_timestamp': [1517251200000, 1517283000000],
'close_timestamp': [1517265300000, 1517285400000],
})
pd.testing.assert_frame_equal(results, expected)
pd.testing.assert_frame_equal(results.drop(columns=['orders']), expected)
data_pair = processed[pair]
assert len(results.iloc[0]['orders']) == 6
assert len(results.iloc[1]['orders']) == 2
for _, t in results.iterrows():
ln = data_pair.loc[data_pair["date"] == t["open_date"]]
# Check open trade rate alignes to open rate