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Add a few testcases

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This commit is contained in:
Matthias 2022-03-16 20:09:04 +01:00
parent d6309449cf
commit 295668d06c
1 changed files with 29 additions and 2 deletions
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31
tests/optimize/test_backtest_detail.py
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@ -684,7 +684,7 @@ tc39 = BTContainer(data=[
# D O H L C V EL XL ES Xs 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
[2, 4950, 5250, 4900, 5100, 6172, 0, 1], # exit - entry 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,
@ -693,7 +693,33 @@ tc39 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)]
)
# Test 39: Custom short exit price above below candles
# causes sell signal timeout
tc39a = 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, 5000, 4951, 5000, 6172, 0, 0, 0, 0],
[2, 4910, 5150, 4910, 5100, 6172, 0, 0, 0, 1], # exit - entry timeout
[3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
custom_exit_price=4700,
trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
)
# Test 40: Colliding long and short signal
tc40 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0],
[2, 4900, 5250, 4900, 5100, 6172, 0, 0, 0, 0],
[3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
trades=[]
)
TESTS = [
@ -741,7 +767,8 @@ TESTS = [
tc37,
tc38,
tc39,
# TODO-lev: Add tests for short here
tc39a,
tc40,
]