Merge branch 'develop' into pr/theluxaz/5710

tests/optimize/__init__.py

@@ -56,4 +56,10 @@ def _build_backtest_dataframe(data):
         frame['buy_tag'] = None
     if 'exit_tag' not in columns:
         frame['exit_tag'] = None
+
+    # Ensure all candles make kindof sense
+    assert all(frame['low'] <= frame['close'])
+    assert all(frame['low'] <= frame['open'])
+    assert all(frame['high'] >= frame['close'])
+    assert all(frame['high'] >= frame['open'])
     return frame

tests/optimize/test_backtest_detail.py

@@ -17,10 +17,10 @@ tc0 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 5010, 5000, 4980, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],  # exit with stoploss hit
+    [3, 5010, 5010, 4980, 5010, 6172, 0, 1],
+    [4, 5010, 5011, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -32,9 +32,9 @@ tc1 = BTContainer(data=[
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5012, 4600, 4600, 6172, 0, 0],  # exit with stoploss hit
-    [3, 4975, 5000, 4980, 4977, 6172, 0, 0],
-    [4, 4977, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    [3, 4975, 5000, 4975, 4977, 6172, 0, 0],
+    [4, 4977, 4995, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
 )
@@ -69,7 +69,7 @@ tc3 = BTContainer(data=[
     [3, 4975, 5000, 4950, 4962, 6172, 1, 0],
     [4, 4975, 5000, 4950, 4962, 6172, 0, 0],  # enter trade 2 (signal on last candle)
     [5, 4962, 4987, 4000, 4000, 6172, 0, 0],  # exit with stoploss hit
-    [6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
+    [6, 4950, 4975, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
             BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@@ -99,7 +99,7 @@ tc5 = BTContainer(data=[
     [1, 5000, 5025, 4980, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
     [3, 4975, 6000, 4975, 6000, 6172, 0, 0],  # ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [4, 4962, 4987, 4962, 4972, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
@@ -113,7 +113,7 @@ tc6 = BTContainer(data=[
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
     [2, 4987, 5300, 4850, 5050, 6172, 0, 0],  # Exit with stoploss
     [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
@@ -127,7 +127,7 @@ tc7 = BTContainer(data=[
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
     [3, 4975, 5000, 4950, 4962, 6172, 0, 0],
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
@@ -167,7 +167,7 @@ tc9 = BTContainer(data=[
 tc10 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
     [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -183,7 +183,7 @@ tc10 = BTContainer(data=[
 tc11 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
     [3, 5000, 5150, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -199,7 +199,7 @@ tc11 = BTContainer(data=[
 tc12 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
     [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -216,8 +216,8 @@ tc13 = BTContainer(data=[
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
-    [4, 4750, 4950, 4850, 4750, 6172, 0, 0]],
+    [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4750, 4750, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
 )
@@ -229,7 +229,7 @@ tc14 = BTContainer(data=[
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -243,7 +243,7 @@ tc15 = BTContainer(data=[
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
     [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
     [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
-    [3, 4850, 5050, 4850, 4750, 6172, 0, 0],
+    [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
     stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1),
@@ -259,7 +259,7 @@ tc16 = BTContainer(data=[
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
     [3, 4975, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
@@ -275,7 +275,7 @@ tc17 = BTContainer(data=[
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
     [3, 4980, 5000, 4940, 4962, 6172, 0, 0],  # ForceSell on ROI (roi=-1)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
@@ -291,7 +291,7 @@ tc18 = BTContainer(data=[
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
     [3, 5200, 5220, 4940, 4962, 6172, 0, 0],  # Sell on ROI (sells on open)
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
     [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
@@ -306,8 +306,8 @@ tc19 = BTContainer(data=[
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
     [3, 5000, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
+    [5, 4550, 4975, 4550, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -321,8 +321,8 @@ tc20 = BTContainer(data=[
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
     [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
     [3, 5200, 5300, 4940, 4962, 6172, 0, 0],  # Sell on ROI
-    [4, 4962, 4987, 4972, 4950, 6172, 0, 0],
-    [5, 4550, 4975, 4925, 4950, 6172, 0, 0]],
+    [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
+    [5, 4925, 4975, 4925, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -334,7 +334,7 @@ tc20 = BTContainer(data=[
 tc21 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
     [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -350,7 +350,7 @@ tc21 = BTContainer(data=[
 tc22 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
     [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -369,7 +369,7 @@ tc22 = BTContainer(data=[
 tc23 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
     [3, 4850, 5251, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -386,10 +386,10 @@ tc24 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
-    [4, 5010, 4987, 4977, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
+    [3, 5010, 5010, 4855, 5010, 6172, 0, 1],  # Triggers stoploss + sellsignal
+    [4, 5010, 5010, 4977, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
 )
@@ -401,10 +401,10 @@ tc25 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
-    [3, 5010, 5000, 4986, 5010, 6172, 0, 1],
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
+    [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
+    [4, 5010, 5010, 4855, 4995, 6172, 0, 0],  # Triggers stoploss + sellsignal acted on
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
@@ -416,10 +416,10 @@ tc26 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
     [3, 5010, 5251, 4986, 5010, 6172, 0, 1],  # Triggers ROI, sell-signal
-    [4, 5010, 4987, 4855, 4995, 6172, 0, 0],
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    [4, 5010, 5010, 4855, 4995, 6172, 0, 0],
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
 )
@@ -432,10 +432,10 @@ tc27 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
     [1, 5000, 5025, 4975, 4987, 6172, 0, 0],  # enter trade (signal on last candle)
-    [2, 4987, 5012, 4986, 4600, 6172, 0, 0],
+    [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
     [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
     [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
-    [5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
+    [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
     stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
     trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
 )
@@ -447,7 +447,7 @@ tc27 = BTContainer(data=[
 tc28 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 4950, 5100, 6172, 0, 0],
+    [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
     [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
     [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -463,7 +463,7 @@ tc28 = BTContainer(data=[
 tc29 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5050, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle)
+    [1, 5000, 5050, 5000, 5000, 6172, 0, 0],    # enter trade (signal on last candle)
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],    # Triggers trailing-stoploss
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -477,7 +477,7 @@ tc29 = BTContainer(data=[
 tc30 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [1, 5000, 5500, 4900, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -491,7 +491,7 @@ tc30 = BTContainer(data=[
 tc31 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [1, 5000, 5500, 4900, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -506,7 +506,7 @@ tc31 = BTContainer(data=[
 tc32 = BTContainer(data=[
     # D   O     H     L     C    V    B  S
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0],    # enter trade (signal on last candle) and stop
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],    # enter trade (signal on last candle) and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
@@ -521,7 +521,7 @@ tc32 = BTContainer(data=[
 tc33 = BTContainer(data=[
     # D   O     H     L     C    V    B  S   BT
     [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'],
-    [1, 5000, 5500, 5000, 4900, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0, None],    # enter trade (signal on last candle) and stop
     [2, 4900, 5250, 4500, 5100, 6172, 0, 0, None],
     [3, 5100, 5100, 4650, 4750, 6172, 0, 0, None],
     [4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]],

tests/optimize/test_hyperopt_tools.py

@@ -209,7 +209,8 @@ def test_export_params(tmpdir):
 
     assert filename.is_file()
 
-    content = rapidjson.load(filename.open('r'))
+    with filename.open('r') as f:
+        content = rapidjson.load(f)
     assert content['strategy_name'] == 'StrategyTestV2'
     assert 'params' in content
     assert "buy" in content["params"]

tests/optimize/test_hyperoptloss.py

@@ -85,6 +85,8 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
     "SharpeHyperOptLoss",
     "SharpeHyperOptLossDaily",
     "MaxDrawDownHyperOptLoss",
+    "CalmarHyperOptLoss",
+
 ])
 def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunction) -> None:
     results_over = hyperopt_results.copy()
@@ -96,11 +98,32 @@ def test_loss_functions_better_profits(default_conf, hyperopt_results, lossfunct
 
     default_conf.update({'hyperopt_loss': lossfunction})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
-    correct = hl.hyperopt_loss_function(hyperopt_results, len(hyperopt_results),
-                                        datetime(2019, 1, 1), datetime(2019, 5, 1))
-    over = hl.hyperopt_loss_function(results_over, len(results_over),
-                                     datetime(2019, 1, 1), datetime(2019, 5, 1))
-    under = hl.hyperopt_loss_function(results_under, len(results_under),
-                                      datetime(2019, 1, 1), datetime(2019, 5, 1))
+    correct = hl.hyperopt_loss_function(
+        hyperopt_results,
+        trade_count=len(hyperopt_results),
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=default_conf,
+        processed=None,
+        backtest_stats={'profit_total': hyperopt_results['profit_abs'].sum()}
+        )
+    over = hl.hyperopt_loss_function(
+        results_over,
+        trade_count=len(results_over),
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=default_conf,
+        processed=None,
+        backtest_stats={'profit_total': results_over['profit_abs'].sum()}
+    )
+    under = hl.hyperopt_loss_function(
+        results_under,
+        trade_count=len(results_under),
+        min_date=datetime(2019, 1, 1),
+        max_date=datetime(2019, 5, 1),
+        config=default_conf,
+        processed=None,
+        backtest_stats={'profit_total': results_under['profit_abs'].sum()}
+    )
     assert over < correct
     assert under > correct

tests/optimize/test_optimize_reports.py

@@ -10,7 +10,8 @@ from arrow import Arrow
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data import history
-from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
+from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
+                                       load_backtest_stats)
 from freqtrade.edge import PairInfo
 from freqtrade.enums import SellType
 from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
@@ -19,9 +20,9 @@ from freqtrade.optimize.optimize_reports import (_get_resample_from_period, gene
                                                  generate_periodic_breakdown_stats,
                                                  generate_sell_reason_stats,
                                                  generate_strategy_comparison,
-                                                 generate_trading_stats, store_backtest_stats,
-                                                 text_table_bt_results, text_table_sell_reason,
-                                                 text_table_strategy)
+                                                 generate_trading_stats, show_sorted_pairlist,
+                                                 store_backtest_stats, text_table_bt_results,
+                                                 text_table_sell_reason, text_table_strategy)
 from freqtrade.resolvers.strategy_resolver import StrategyResolver
 from tests.data.test_history import _backup_file, _clean_test_file
 
@@ -407,3 +408,16 @@ def test__get_resample_from_period():
     assert _get_resample_from_period('month') == '1M'
     with pytest.raises(ValueError, match=r"Period noooo is not supported."):
         _get_resample_from_period('noooo')
+
+
+def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
+    filename = testdatadir / "backtest-result_new.json"
+    bt_data = load_backtest_stats(filename)
+    default_conf['backtest_show_pair_list'] = True
+
+    show_sorted_pairlist(default_conf, bt_data)
+
+    out, err = capsys.readouterr()
+    assert 'Pairs for Strategy StrategyTestV2: \n[' in out
+    assert 'TOTAL' not in out
+    assert '"ETH/BTC",  // ' in out