From 2ca90577a6cf88a89eaf549048e990fc99a628ba Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 5 Jan 2022 20:29:40 +0100 Subject: [PATCH] Update strategy-comparison test --- tests/optimize/test_optimize_reports.py | 52 +++++++------------------ 1 file changed, 13 insertions(+), 39 deletions(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 66d86134c..ac7467dfd 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -324,51 +324,25 @@ def test_generate_sell_reason_stats(): assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2) -def test_text_table_strategy(default_conf): - default_conf['max_open_trades'] = 2 - default_conf['dry_run_wallet'] = 3 - results = {} - date = datetime.datetime(year=2020, month=1, day=1, hour=12, minute=30) - delta = datetime.timedelta(days=1) - results['TestStrategy1'] = {'results': pd.DataFrame( - { - 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], - 'close_date': [date, date + delta, date + delta * 2], - 'profit_ratio': [0.1, 0.2, 0.3], - 'profit_abs': [0.2, 0.4, 0.5], - 'trade_duration': [10, 30, 10], - 'wins': [2, 0, 0], - 'draws': [0, 0, 0], - 'losses': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] - } - ), 'config': default_conf} - results['TestStrategy2'] = {'results': pd.DataFrame( - { - 'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'], - 'close_date': [date, date + delta, date + delta * 2], - 'profit_ratio': [0.4, 0.2, 0.3], - 'profit_abs': [0.4, 0.4, 0.5], - 'trade_duration': [15, 30, 15], - 'wins': [4, 1, 0], - 'draws': [0, 0, 0], - 'losses': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] - } - ), 'config': default_conf} +def test_text_table_strategy(testdatadir): + filename = testdatadir / "backtest-result_multistrat.json" + bt_res_data = load_backtest_stats(filename) + + bt_res_data_comparison = bt_res_data.pop('strategy_comparison') result_str = ( - '| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |' + '| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |' ' Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |\n' - '|---------------+--------+----------------+----------------+------------------+' + '|----------------+--------+----------------+----------------+------------------+' '----------------+----------------+-------------------------+-----------------------|\n' - '| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |' - ' 36.67 | 0:17:00 | 3 0 0 100 | 0.00000000 BTC 0.00% |\n' - '| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |' - ' 43.33 | 0:20:00 | 3 0 0 100 | 0.00000000 BTC 0.00% |' + '| StrategyTestV2 | 179 | 0.08 | 14.39 | 0.02608550 |' + ' 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |\n' + '| TestStrategy | 179 | 0.08 | 14.39 | 0.02608550 |' + ' 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |' ) - strategy_results = generate_strategy_comparison(all_results=results) + strategy_results = generate_strategy_comparison(bt_stats=bt_res_data['strategy']) + assert strategy_results == bt_res_data_comparison assert text_table_strategy(strategy_results, 'BTC') == result_str