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Add test for stoploss case

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Matthias 2022-03-16 21:28:24 +01:00
parent 2fab3de4d7
commit 20f02eb773
1 changed files with 18 additions and 0 deletions
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18
tests/optimize/test_backtest_detail.py
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@ -506,6 +506,23 @@ tc28 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 28s: trailing_stop should raise so candle 3 causes a stoploss
# Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle,
# therefore "open" will be used
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
tc28s = BTContainer(data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
[1, 5000, 5050, 4890, 4890, 6172, 0, 0, 0, 0],
[2, 4890, 4890, 4749, 4890, 6172, 0, 0, 0, 0],
[3, 5150, 5350, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)]
)
# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
# high of stoploss candle.
# stop-loss: 10%, ROI: 10% (should not apply)
@ -769,6 +786,7 @@ TESTS = [
tc26,
tc27,
tc28,
tc28s,
tc29,
tc30,
tc31,