adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add testcase for negative ROI sell using open

Browse Source
This commit is contained in:
Matthias 2019-12-07 15:13:49 +01:00
parent 3091869115
commit 1e6f9f9fe2
1 changed files with 17 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
tests/optimize/test_backtest_detail.py
View File

@ -265,6 +265,22 @@ tc16 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
)
# Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
# Causes negative profit even though sell-reason is ROI.
# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
# Uses open as sell-rate (special case) - since the roi-time is a multiple of the ticker interval.
tc17 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
[3, 4980, 5000, 4940, 4962, 6172, 0, 0], # ForceSell on ROI (roi=-1)
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
)
TESTS = [
tc0,
tc1,
@ -283,6 +299,7 @@ TESTS = [
tc14,
tc15,
tc16,
tc17,
]