removing test line
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@ -1,6 +1,7 @@
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from freqtrade.tests.conftest import get_patched_exchange
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from freqtrade.edge import Edge
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from pandas import DataFrame, to_datetime
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from freqtrade.strategy.interface import SellType
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import arrow
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import numpy as np
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import math
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@ -9,20 +10,22 @@ from unittest.mock import MagicMock
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# Cases to be tested:
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# SELL POINTS:
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# 1) Two complete trades within dataframe (with sell hit for all)
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# 2) Two complete trades but one without sell hit (remains open)
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# 3) Two complete trades and one buy signal while one trade is open
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# 4) Two complete trades with buy=1 on the last frame
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# 1) Open trade should be removed from the end
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# 2) Two complete trades within dataframe (with sell hit for all)
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# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
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# 4) Entered, sl 3%, candle drops 4%, recovers to 1% => Trade closed, 3% loss
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# 5) Entered, sl 2%, candle drops 4%, recovers to 1%, entry met, candle drops 20% =>
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# Trade 1 closed: loss 2%, Trade 2 opened, Trade 2 closed: loss 2%
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# 6)
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###################################################################
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# STOPLOSS:
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# 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss
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# 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss
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# 7) Candle drops 4% recovers to 1% entry criteria are met, candle drops
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# 6) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss
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# 7) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss
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# 8) Candle drops 4% recovers to 1% entry criteria are met, candle drops
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# 20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2%
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####################################################################
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# PRIORITY TO STOPLOSS:
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# 8) Stoploss and sell are hit. should sell on stoploss
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# 9) Stoploss and sell are hit. should sell on stoploss
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####################################################################
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ticker_start_time = arrow.get(2018, 10, 3)
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@ -72,15 +75,17 @@ def _build_dataframe(buy_ohlc_sell_matrice):
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tickers = []
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for ohlc in buy_ohlc_sell_matrice:
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ticker = {
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# ticker every 5 min
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'date': ticker_start_time.shift(minutes=(ohlc[0] * ticker_interval_in_minute)).timestamp * 1000,
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'date': ticker_start_time.shift(
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minutes=(
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ohlc[0] *
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ticker_interval_in_minute)).timestamp *
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1000,
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'buy': ohlc[1],
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'open': ohlc[2],
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'high': ohlc[3],
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'low': ohlc[4],
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'close': ohlc[5],
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'sell': ohlc[6]
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}
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'sell': ohlc[6]}
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tickers.append(ticker)
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frame = DataFrame(tickers)
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@ -91,10 +96,12 @@ def _build_dataframe(buy_ohlc_sell_matrice):
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return frame
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def _time_on_candle(number):
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return np.datetime64(ticker_start_time.shift(
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minutes=(number * ticker_interval_in_minute)).timestamp * 1000, 'ms')
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def test_edge_heartbeat_calculate(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf)
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edge = Edge(default_conf, exchange)
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@ -227,6 +234,7 @@ def test_remove_open_trade_at_the_end(mocker, default_conf):
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# No trade should be found
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assert len(trades) == 0
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def test_two_complete_trades(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf)
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edge = Edge(default_conf, exchange)
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@ -245,22 +253,23 @@ def test_two_complete_trades(mocker, default_conf):
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]
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ticker_df = _build_dataframe(ticker)
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ticker_df.to_json('/Users/misaghshakeri/Projects/freq/misagh/bslap_test_df.json')
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trades = edge._find_trades_for_stoploss_range(ticker_df, 'TEST/BTC', [stoploss])
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# Two trades must have occured
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assert len(trades) == 2
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################### First trade check ########################
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# First trade check
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assert trades[0]['open_time'] == _time_on_candle(1)
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assert trades[0]['close_time'] == _time_on_candle(2)
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assert trades[0]['open_rate'] == ticker[1][_ohlc['open']]
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assert trades[0]['close_rate'] == ticker[2][_ohlc['open']]
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assert trades[0]['exit_type'] == SellType.SELL_SIGNAL
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##############################################################
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################### Second trade check ########################
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# Second trade check
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assert trades[1]['open_time'] == _time_on_candle(4)
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assert trades[1]['close_time'] == _time_on_candle(6)
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assert trades[1]['open_rate'] == ticker[4][_ohlc['open']]
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assert trades[1]['close_rate'] == ticker[6][_ohlc['open']]
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assert trades[1]['exit_type'] == SellType.SELL_SIGNAL
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##############################################################
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