diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index f3a2d8b96..720ed8c13 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -380,6 +380,66 @@ tc23 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] ) +# Test 24: Sell with signal sell in candle 3 (stoploss also triggers on this candle) +# Stoploss at 1%. +# Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle) +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]], + 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)] +) + +# Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle) +# Stoploss at 1%. +# Sell-signal wins over stoploss +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]], + 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)] +) + +# Test 26: Sell with signal sell in candle 3 (ROI at signal candle) +# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) +# Sell-signal wins over stoploss +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], + [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]], + 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)] +) + +# Test 27: Sell with signal sell in candle 3 (ROI at signal candle) +# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal +# TODO: figure out if sell-signal should win over ROI +# Sell-signal wins over stoploss +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], + [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]], + 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)] +) TESTS = [ tc0, @@ -406,6 +466,10 @@ TESTS = [ tc21, tc22, tc23, + tc24, + tc25, + tc26, + tc27, ]