From 22173851d6b8e8aa22d7adb8877e0e59775b6e2c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 5 Feb 2022 15:20:05 +0100
Subject: [PATCH] Detail tests for custom exit pricing

---
 tests/optimize/__init__.py             |  1 +
 tests/optimize/test_backtest_detail.py | 37 +++++++++++++++++++++++++-
 2 files changed, 37 insertions(+), 1 deletion(-)

diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py
index b5f14056c..ce6ea0f0c 100644
--- a/tests/optimize/__init__.py
+++ b/tests/optimize/__init__.py
@@ -37,6 +37,7 @@ class BTContainer(NamedTuple):
     use_sell_signal: bool = False
     use_custom_stoploss: bool = False
     custom_entry_price: Optional[float] = None
+    custom_exit_price: Optional[float] = None
 
 
 def _get_frame_time_from_offset(offset):
diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py
index 06517fff8..42d68593a 100644
--- a/tests/optimize/test_backtest_detail.py
+++ b/tests/optimize/test_backtest_detail.py
@@ -566,7 +566,7 @@ tc35 = BTContainer(data=[
 tc36 = BTContainer(data=[
     # D   O     H     L     C    V    B  S   BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],    # Enter and immediate ROI
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -576,6 +576,37 @@ tc36 = BTContainer(data=[
 )
 
 
+# Test 37: Custom exit price below all candles
+# causes sell signal timeout
+tc37 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S   BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
+    [2, 4900, 5250, 4900, 5100, 6172, 0, 1],  # exit - but timeout
+    [3, 5100, 5100, 4950, 4950, 6172, 0, 0],
+    [4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
+    use_sell_signal=True,
+    custom_exit_price=4552,
+    trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)]
+)
+
+# Test 38: Custom exit price above all candles
+# causes sell signal timeout
+tc38 = BTContainer(data=[
+    # D   O     H     L     C    V    B  S   BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
+    [2, 4900, 5250, 4900, 5100, 6172, 0, 1],  # exit - but timeout
+    [3, 5100, 5100, 4950, 4950, 6172, 0, 0],
+    [4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
+    stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
+    use_sell_signal=True,
+    custom_exit_price=6052,
+    trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)]
+)
+
+
 TESTS = [
     tc0,
     tc1,
@@ -614,6 +645,8 @@ TESTS = [
     tc34,
     tc35,
     tc36,
+    tc37,
+    tc38,
 ]
 
 
@@ -644,6 +677,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     backtesting.strategy.advise_sell = lambda a, m: frame
     if data.custom_entry_price:
         backtesting.strategy.custom_entry_price = MagicMock(return_value=data.custom_entry_price)
+    if data.custom_exit_price:
+        backtesting.strategy.custom_exit_price = MagicMock(return_value=data.custom_exit_price)
     backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
     caplog.set_level(logging.DEBUG)