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Detail tests for custom exit pricing

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This commit is contained in:
Matthias 2022-02-05 15:20:05 +01:00
parent 2a59ef7311
commit 22173851d6
2 changed files with 37 additions and 1 deletions
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1
tests/optimize/__init__.py
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@ -37,6 +37,7 @@ class BTContainer(NamedTuple):
use_sell_signal: bool = False use_sell_signal: bool = False
use_custom_stoploss: bool = False use_custom_stoploss: bool = False
custom_entry_price: Optional[float] = None custom_entry_price: Optional[float] = None
custom_exit_price: Optional[float] = None
def _get_frame_time_from_offset(offset): def _get_frame_time_from_offset(offset):

37
tests/optimize/test_backtest_detail.py
View File

@ -566,7 +566,7 @@ tc35 = BTContainer(data=[
tc36 = BTContainer(data=[ tc36 = BTContainer(data=[
# D O H L C V B S BT # D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [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], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0], [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 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 = [ TESTS = [
tc0, tc0,
tc1, tc1,
@ -614,6 +645,8 @@ TESTS = [
tc34, tc34,
tc35, tc35,
tc36, 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 backtesting.strategy.advise_sell = lambda a, m: frame
if data.custom_entry_price: if data.custom_entry_price:
backtesting.strategy.custom_entry_price = MagicMock(return_value=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 backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)