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Add support for collating and analysing rejected trades in backtest

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This commit is contained in:
froggleston
2022-12-05 15:34:31 +00:00
parent f28b314266
commit 5a4e99b413
9 changed files with 254 additions and 57 deletions
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12
tests/data/test_entryexitanalysis.py
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@@ -191,8 +191,18 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
assert '2.5' in captured.out
# test date filtering
args = get_args(base_args + ['--timerange', "20180129-20180130"])
args = get_args(base_args +
['--analysis-groups', "0", "1", "2",
'--timerange', "20180129-20180130"]
)
start_analysis_entries_exits(args)
captured = capsys.readouterr()
assert 'enter_tag_long_a' in captured.out
assert 'enter_tag_long_b' not in captured.out
# test rejected - how to mock this?
# args = get_args(base_args + ['--rejected'])
# start_analysis_entries_exits(args)
# captured = capsys.readouterr()
# assert 'Rejected Trades:' in captured.out
# assert False