From 478d440e80e36e3672d5df0777453434405983e7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 2 Mar 2022 07:00:07 +0100 Subject: [PATCH] Test backtesting with USDT pairs --- tests/conftest.py | 4 ++-- tests/optimize/test_backtesting.py | 8 ++++---- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/tests/conftest.py b/tests/conftest.py index 407dc2678..33b2e92b5 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -1175,7 +1175,7 @@ def get_markets(): 'spot': False, 'margin': False, 'swap': True, - 'futures': False, + 'future': True, # Binance mode ... 'option': False, 'contract': True, 'linear': True, @@ -1278,7 +1278,7 @@ def get_markets(): 'spot': False, 'margin': False, 'swap': True, - 'future': False, + 'future': True, # Binance mode ... 'option': False, 'active': True, 'contract': True, diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 1337f1fa6..486d4e0bc 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -574,11 +574,11 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: default_conf_usdt['max_open_trades'] = 2 default_conf_usdt['trading_mode'] = 'futures' default_conf_usdt['margin_mode'] = 'isolated' - default_conf_usdt['stake_currency'] = 'BUSD' + default_conf_usdt['stake_currency'] = 'USDT' default_conf_usdt['exchange']['pair_whitelist'] = ['.*'] backtesting = Backtesting(default_conf_usdt) backtesting._set_strategy(backtesting.strategylist[0]) - pair = 'UNITTEST/BTC' + pair = 'UNITTEST/USDT:USDT' row = [ pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0), 1, # Buy @@ -606,13 +606,13 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: # ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) # ((60 + 0.01) - ((-1) * 60000 * 0.001)) / ((60000 * 0.01) - ((-1) * 60000)) = 0.00198036303630 trade = backtesting._enter_trade(pair, row=row, direction='long') - assert isclose(trade.isolated_liq, 0.0019803630363036304) + assert pytest.approx(trade.isolated_liq) == 0.0019803630363036304 # Binance, Long # ((wb + cum_b) - (side_1 * position * ep1)) / ((position * mmr_b) - (side_1 * position)) # ((60 + 0.01) - (1 * 60000 * 0.001)) / ((60000 * 0.01) - (1 * 60000)) = -1.6835016835013486e-07 trade = backtesting._enter_trade(pair, row=row, direction='short') - assert isclose(trade.isolated_liq, -1.6835016835013486e-07) + assert pytest.approx(trade.isolated_liq) == -1.6835016835013486e-07 # Stake-amount too high! mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=600.0)