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Merge branch 'feat/short' into fs_fix

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adriance 2022-03-09 22:07:54 +08:00
commit 14bce0b1c3
4 changed files with 7 additions and 7 deletions
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2
docs/hyperopt.md
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@ -206,7 +206,7 @@ Hyper-optimization will, for each epoch round, pick one trigger and possibly mul
#### Sell optimization #### Sell optimization
Similar to the buy-signal above, sell-signals can also be optimized. Similar to the entry-signal above, exit-signals can also be optimized.
Place the corresponding settings into the following methods Place the corresponding settings into the following methods
* Define the parameters at the class level hyperopt shall be optimizing, either naming them `sell_*`, or by explicitly defining `space='sell'`. * Define the parameters at the class level hyperopt shall be optimizing, either naming them `sell_*`, or by explicitly defining `space='sell'`.

4
tests/optimize/test_backtesting.py
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@ -906,7 +906,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
['sine', 9], ['sine', 9],
['raise', 10], ['raise', 10],
] ]
# While buy-signals are unrealistic, running backtesting # While entry-signals are unrealistic, running backtesting
# over and over again should not cause different results # over and over again should not cause different results
for [contour, numres] in tests: for [contour, numres] in tests:
# Debug output for random test failure # Debug output for random test failure
@ -935,7 +935,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
# While buy-signals are unrealistic, running backtesting # While entry-signals are unrealistic, running backtesting
# over and over again should not cause different results # over and over again should not cause different results
assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected

4
tests/test_freqtradebot.py
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@ -3784,7 +3784,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
assert freqtrade.handle_trade(trade) is False assert freqtrade.handle_trade(trade) is False
# Test if buy-signal is absent (should sell due to roi = true) # Test if entry-signal is absent (should sell due to roi = true)
if is_short: if is_short:
patch_get_signal(freqtrade, enter_long=False, exit_short=False) patch_get_signal(freqtrade, enter_long=False, exit_short=False)
else: else:
@ -4001,7 +4001,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short) patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
# Test if buy-signal is absent # Test if entry-signal is absent
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.ROI.value assert trade.sell_reason == SellType.ROI.value

4
tests/test_plotting.py
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@ -259,12 +259,12 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
buy = find_trace_in_fig_data(figure.data, "buy") buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter) assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted # All entry-signals should be plotted
assert int(data['enter_long'].sum()) == len(buy.x) assert int(data['enter_long'].sum()) == len(buy.x)
sell = find_trace_in_fig_data(figure.data, "sell") sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter) assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted # All entry-signals should be plotted
assert int(data['exit_long'].sum()) == len(sell.x) assert int(data['exit_long'].sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "Bollinger Band") assert find_trace_in_fig_data(figure.data, "Bollinger Band")