adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix some tests

Browse Source
This commit is contained in:
Matthias
2021-09-04 20:23:51 +02:00
parent ca44d2e092
commit 2e50948699
4 changed files with 75 additions and 39 deletions
Download Patch File Download Diff File Expand all files Collapse all files

46
tests/optimize/test_backtesting.py
View File

@@ -570,47 +570,54 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
pair = 'UNITTEST/BTC'
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=4, minute=55, tzinfo=timezone.utc),
1, # Buy
200, # Open
201, # Close
0, # Sell
195, # Low
201.5, # High
'', # Buy Signal Name
195, # Low
201, # Close
1, # enter_long
0, # exit_long
0, # enter_short
0, # exit_hsort
'', # Long Signal Name
'', # Short Signal Name
]
trade = backtesting._enter_trade(pair, row=row)
trade = backtesting._enter_trade(pair, row=row, direction='long')
assert isinstance(trade, LocalTrade)
row_sell = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
0, # Buy
200, # Open
201, # Close
0, # Sell
195, # Low
210.5, # High
'', # Buy Signal Name
195, # Low
201, # Close
0, # enter_long
0, # exit_long
0, # enter_short
0, # exit_short
'', # long Signal Name
'', # Short Signal Name
]
row_detail = pd.DataFrame(
[
[
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0, tzinfo=timezone.utc),
1, 200, 199, 0, 197, 200.1, '',
200, 200.1, 197, 199, 1, 0, 0, 0, '', '',
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=1, tzinfo=timezone.utc),
0, 199, 199.5, 0, 199, 199.7, '',
199, 199.7, 199, 199.5, 0, 0, 0, 0, '', ''
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=2, tzinfo=timezone.utc),
0, 199.5, 200.5, 0, 199, 200.8, '',
199.5, 200.8, 199, 200.9, 0, 0, 0, 0, '', ''
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=3, tzinfo=timezone.utc),
0, 200.5, 210.5, 0, 193, 210.5, '', # ROI sell (?)
200.5, 210.5, 193, 210.5, 0, 0, 0, 0, '', '' # ROI sell (?)
], [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=4, tzinfo=timezone.utc),
0, 200, 199, 0, 193, 200.1, '',
200, 200.1, 193, 199, 0, 0, 0, 0, '', ''
],
], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"]
], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
'enter_short', 'exit_short', 'long_tag', 'short_tag']
)
# No data available.
@@ -620,11 +627,12 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
# Enter new trade
trade = backtesting._enter_trade(pair, row=row)
trade = backtesting._enter_trade(pair, row=row, direction='long')
assert isinstance(trade, LocalTrade)
# Assign empty ... no result.
backtesting.detail_data[pair] = pd.DataFrame(
[], columns=["date", "buy", "open", "close", "sell", "low", "high", "buy_tag"])
[], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
'enter_short', 'exit_short', 'long_tag', 'short_tag'])
res = backtesting._get_sell_trade_entry(trade, row)
assert res is None