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Backtesting does not need to convert to BacktestResult object

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Matthias
2021-01-23 12:50:20 +01:00
parent 3b51545d23
commit 48977493bb
4 changed files with 25 additions and 42 deletions
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6
tests/optimize/test_backtesting.py
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@@ -629,7 +629,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
# 100 buys signals
assert len(results) == 100
# One trade was force-closed at the end
assert len(results.loc[results.open_at_end]) == 0
assert len(results.loc[results['is_open']]) == 0
@pytest.mark.parametrize("pair", ['ADA/BTC', 'LTC/BTC'])
@@ -811,7 +811,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'close_date': pd.to_datetime(['2018-01-29 20:45:00',
'2018-01-30 05:35:00', ], utc=True),
'trade_duration': [235, 40],
'open_at_end': [False, False],
'is_open': [False, False],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [SellType.ROI, SellType.ROI]
@@ -827,7 +827,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'2018-01-30 05:35:00',
'2018-01-30 08:30:00'], utc=True),
'trade_duration': [47, 40, 20],
'open_at_end': [False, False, False],
'is_open': [False, False, False],
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]

2
tests/optimize/test_optimize_reports.py
View File

@@ -72,7 +72,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
"trade_duration": [123, 34, 31, 14],
"open_at_end": [False, False, False, True],
"is_open": [False, False, False, True],
"sell_reason": [SellType.ROI, SellType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL]
}),