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Simplify test slightly

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This commit is contained in:
Matthias 2023-02-18 18:03:07 +01:00
parent c4ec4db050
commit 2c0fbd8500
1 changed files with 37 additions and 36 deletions
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15
tests/strategy/test_strategy_helpers.py
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@ -119,20 +119,21 @@ def test_merge_informative_pair_suffix_append_timeframe():
merge_informative_pair(data, informative, '15m', '1h', suffix="suf") merge_informative_pair(data, informative, '15m', '1h', suffix="suf")
def test_stoploss_from_open(): @pytest.mark.parametrize("side,profitrange", [
# profit range for long is [-1, inf] while for shorts is [-inf, 1]
("long", [-0.99, 2, 30]),
("short", [-2.0, 0.99, 30]),
])
def test_stoploss_from_open(side, profitrange):
open_price_ranges = [ open_price_ranges = [
[0.01, 1.00, 30], [0.01, 1.00, 30],
[1, 100, 30], [1, 100, 30],
[100, 10000, 30], [100, 10000, 30],
] ]
# profit range for long is [-1, inf] while for shorts is [-inf, 1]
current_profit_range_dict = {'long': [-0.99, 2, 30], 'short': [-2.0, 0.99, 30]}
desired_stop_range = [-0.50, 0.50, 30]
for side, current_profit_range in current_profit_range_dict.items():
for open_range in open_price_ranges: for open_range in open_price_ranges:
for open_price in np.linspace(*open_range): for open_price in np.linspace(*open_range):
for desired_stop in np.linspace(*desired_stop_range): for desired_stop in np.linspace(-0.50, 0.50, 30):
if side == 'long': if side == 'long':
# -1 is not a valid current_profit, should return 1 # -1 is not a valid current_profit, should return 1
@ -141,7 +142,7 @@ def test_stoploss_from_open():
# 1 is not a valid current_profit for shorts, should return 1 # 1 is not a valid current_profit for shorts, should return 1
assert stoploss_from_open(desired_stop, 1, True) == 1 assert stoploss_from_open(desired_stop, 1, True) == 1
for current_profit in np.linspace(*current_profit_range): for current_profit in np.linspace(*profitrange):
if side == 'long': if side == 'long':
current_price = open_price * (1 + current_profit) current_price = open_price * (1 + current_profit)
expected_stop_price = open_price * (1 + desired_stop) expected_stop_price = open_price * (1 + desired_stop)