adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge branch 'develop' into feat/short

Browse Source
This commit is contained in:
Sam Germain
2022-01-04 22:47:33 -06:00
parent b2a1124a26 67e4dda5b3
commit 501f473164
26 changed files with 179 additions and 127 deletions
Download Patch File Download Diff File Expand all files Collapse all files

15
tests/data/test_btanalysis.py
View File

@@ -11,10 +11,10 @@ from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
analyze_trade_parallelism, calculate_csum,
calculate_market_change, calculate_max_drawdown,
combine_dataframes_with_mean, create_cum_profit,
extract_trades_of_period, get_latest_backtest_filename,
get_latest_hyperopt_file, load_backtest_data, load_trades,
load_trades_from_db)
calculate_underwater, combine_dataframes_with_mean,
create_cum_profit, extract_trades_of_period,
get_latest_backtest_filename, get_latest_hyperopt_file,
load_backtest_data, load_trades, load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history
from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
from tests.conftest_trades import MOCK_TRADE_COUNT
@@ -292,9 +292,16 @@ def test_calculate_max_drawdown(testdatadir):
assert isinstance(lval, float)
assert hdate == Timestamp('2018-01-24 14:25:00', tz='UTC')
assert lowdate == Timestamp('2018-01-30 04:45:00', tz='UTC')
underwater = calculate_underwater(bt_data)
assert isinstance(underwater, DataFrame)
with pytest.raises(ValueError, match='Trade dataframe empty.'):
drawdown, hdate, lowdate, hval, lval = calculate_max_drawdown(DataFrame())
with pytest.raises(ValueError, match='Trade dataframe empty.'):
calculate_underwater(DataFrame())
def test_calculate_csum(testdatadir):
filename = testdatadir / "backtest-result_test.json"