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More backtest-detail tests

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This commit is contained in:
Matthias 2022-03-16 20:11:32 +01:00
parent 295668d06c
commit 2fab3de4d7
1 changed files with 16 additions and 1 deletions
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15
tests/optimize/test_backtest_detail.py
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@ -629,6 +629,20 @@ tc35 = BTContainer(data=[
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
custom_entry_price=7200, trades=[
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)
])
# Test 35s: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
tc35s = BTContainer(data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0], # Timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
custom_entry_price=4000,
trades=[
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
]
)
@ -763,6 +777,7 @@ TESTS = [
tc33s,
tc34,
tc35,
tc35s,
tc36,
tc37,
tc38,