diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py index 32c6bd09b..35f705e16 100644 --- a/freqtrade/tests/optimize/test_backtest_detail.py +++ b/freqtrade/tests/optimize/test_backtest_detail.py @@ -14,6 +14,21 @@ from freqtrade.tests.optimize import (BTContainer, BTrade, _get_frame_time_from_offset, tests_ticker_interval) +# Test 0 Sell signal sell +# Test with Stop-loss at 1% +# TC0: Sell signal in candle 3 +tc0 = 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], # exit with stoploss hit + [3, 5010, 5000, 4980, 5010, 6172, 0, 1], + [4, 5010, 4987, 4977, 4995, 6172, 0, 0], + [5, 4995, 4995, 4995, 4950, 6172, 0, 0]], + stop_loss=-0.01, roi=1, profit_perc=0.002, use_sell_signal=True, + trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] +) + # Test 1 Minus 8% Close # Test with Stop-loss at 1% # TC1: Stop-Loss Triggered 1% loss @@ -146,7 +161,7 @@ tc8 = BTContainer(data=[ # Test 9 - trailing_stop should raise - high and low in same candle. # Candle Data for test 9 # Set stop-loss at 10%, ROI at 10% (should not apply) -# TC9: Trailing stoploss - stoploss should be adjusted candle 2 +# TC9: Trailing stoploss - stoploss should be adjusted candle 3 tc9 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -159,6 +174,7 @@ tc9 = BTContainer(data=[ ) TESTS = [ + tc0, tc1, tc2, tc3, @@ -180,6 +196,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: default_conf["minimal_roi"] = {"0": data.roi} default_conf["ticker_interval"] = tests_ticker_interval default_conf["trailing_stop"] = data.trailing_stop + default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached + # Only add this to configuration If it's necessary + if data.trailing_stop_positive: + default_conf["trailing_stop_positive"] = data.trailing_stop_positive + default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset + default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal} + mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0)) patch_exchange(mocker) frame = _build_backtest_dataframe(data.data)