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

update sell_reason to exit_reason

Browse Source
This commit is contained in:
Matthias
2022-03-24 20:33:47 +01:00
parent b0fab3ad50
commit 543aa74278
28 changed files with 201 additions and 177 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
tests/edge/test_edge.py
View File

@@ -95,8 +95,8 @@ tc1 = BTContainer(data=[
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
],
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
)
# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
@@ -107,7 +107,7 @@ tc2 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
# 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
@@ -118,7 +118,7 @@ tc3 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
# 5) Stoploss and sell are hit. should sell on stoploss
@@ -129,7 +129,7 @@ tc4 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
TESTS = [
@@ -162,7 +162,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.exit_type == trade.sell_reason
assert res.exit_type == trade.exit_reason
assert res.open_date == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None)