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Update backtest-result test-files to latest format

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Matthias
2022-01-05 20:17:04 +01:00
parent 6abd6bceb9
commit 2ecaf9f8b4
4 changed files with 9 additions and 9 deletions
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8
tests/data/test_btanalysis.py
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@@ -72,7 +72,7 @@ def test_load_backtest_data_new_format(testdatadir):
filename = testdatadir / "backtest-result_new.json"
bt_data = load_backtest_data(filename)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
assert len(bt_data) == 179
# Test loading from string (must yield same result)
@@ -96,7 +96,7 @@ def test_load_backtest_data_multi(testdatadir):
for strategy in ('StrategyTestV2', 'TestStrategy'):
bt_data = load_backtest_data(filename, strategy=strategy)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
assert len(bt_data) == 179
# Test loading from string (must yield same result)
@@ -285,13 +285,13 @@ def test_calculate_max_drawdown(testdatadir):
_, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
bt_data, value_col="profit_abs")
assert isinstance(drawdown, float)
assert pytest.approx(drawdown) == 0.59495234
assert pytest.approx(drawdown) == 0.12071099
assert isinstance(hdate, Timestamp)
assert isinstance(lowdate, Timestamp)
assert isinstance(hval, float)
assert isinstance(lval, float)
assert hdate == Timestamp('2018-01-25 01:30:00', tz='UTC')
assert lowdate == Timestamp('2018-01-30 04:45:00', tz='UTC')
assert lowdate == Timestamp('2018-01-25 03:50:00', tz='UTC')
underwater = calculate_underwater(bt_data)
assert isinstance(underwater, DataFrame)