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Add detail tests for timeout behaviour

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Matthias 2022-02-05 15:12:29 +01:00
parent 808cefe526
commit 2a59ef7311
2 changed files with 48 additions and 0 deletions
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1
tests/optimize/__init__.py
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@ -36,6 +36,7 @@ class BTContainer(NamedTuple):
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
use_custom_stoploss: bool = False
custom_entry_price: Optional[float] = None
def _get_frame_time_from_offset(offset):

47
tests/optimize/test_backtest_detail.py
View File

@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, C0330, unused-argument
import logging
from unittest.mock import MagicMock
import pytest
@ -534,6 +535,47 @@ tc33 = BTContainer(data=[
)]
)
# Test 34: Custom-entry-price below all candles should timeout - so no trade happens.
tc34 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
custom_entry_price=4200, trades=[]
)
# Test 35: Custom-entry-price above all candles should timeout - so no trade happens.
tc35 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
custom_entry_price=7200, trades=[]
)
# Test 36: Custom-entry-price around candle low
# Causes immediate ROI exit. This is currently expected behavior (#6261)
# https://github.com/freqtrade/freqtrade/issues/6261
# But may change at a later point.
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
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.1,
custom_entry_price=4952,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
)
TESTS = [
tc0,
tc1,
@ -569,6 +611,9 @@ TESTS = [
tc31,
tc32,
tc33,
tc34,
tc35,
tc36,
]
@ -597,6 +642,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
backtesting.required_startup = 0
backtesting.strategy.advise_buy = lambda a, m: frame
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)
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
caplog.set_level(logging.DEBUG)