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Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name

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Add buy signal name
This commit is contained in:
Matthias
2021-07-30 08:23:11 +02:00
committed by GitHub
parent 71838dc51a aa34889c04
commit 138b126d03
23 changed files with 261 additions and 115 deletions
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22
tests/optimize/test_backtest_detail.py
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@@ -516,6 +516,26 @@ tc32 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
)
# Test 33: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 1%, ROI: 10% (should not apply)
tc33 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
[1, 5000, 5500, 5000, 4900, 6172, 0, 0, None], # enter trade (signal on last candle) and stop
[2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(
sell_reason=SellType.TRAILING_STOP_LOSS,
open_tick=1,
close_tick=1,
buy_tag='buy_signal_01'
)]
)
TESTS = [
tc0,
tc1,
@@ -550,6 +570,7 @@ TESTS = [
tc30,
tc31,
tc32,
tc33,
]
@@ -599,5 +620,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.sell_reason == trade.sell_reason.value
assert res.buy_tag == trade.buy_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)