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fix edge testcase

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kevinjulian
2021-07-20 23:40:32 +07:00
parent cbfedf8b29
commit 5d04d6ffa7
3 changed files with 24 additions and 26 deletions
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47
tests/edge/test_edge.py
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@@ -29,7 +29,6 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
tests_start_time = arrow.get(2018, 10, 3)
timeframe_in_minute = 60
_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
# Helpers for this test file
@@ -77,23 +76,23 @@ def _time_on_candle(number):
# End helper functions
# Open trade should be removed from the end
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, 1]], # enter trade (signal on last candle)
# D O H L C V B S SN
[0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
[1, 5000, 5025, 4975, 4987, 6172, 0, 1, '']], # enter trade (signal on last candle)
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[]
)
# Two complete trades within dataframe(with sell hit for all)
tc1 = 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, 1], # enter trade (signal on last candle)
[2, 5000, 5025, 4975, 4987, 6172, 0, 0], # exit at open
[3, 5000, 5025, 4975, 4987, 6172, 1, 0], # no action
[4, 5000, 5025, 4975, 4987, 6172, 0, 0], # should enter the trade
[5, 5000, 5025, 4975, 4987, 6172, 0, 1], # no action
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
# D O H L C V B S SN
[0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
[1, 5000, 5025, 4975, 4987, 6172, 0, 1, ''], # enter trade (signal on last candle)
[2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''], # exit at open
[3, 5000, 5025, 4975, 4987, 6172, 1, 0, ''], # no action
[4, 5000, 5025, 4975, 4987, 6172, 0, 0, ''], # should enter the trade
[5, 5000, 5025, 4975, 4987, 6172, 0, 1, ''], # no action
[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=SellType.SELL_SIGNAL, open_tick=1, close_tick=2),
@@ -102,10 +101,10 @@ tc1 = BTContainer(data=[
# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
tc2 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4600, 4987, 6172, 0, 0], # enter trade, stoploss hit
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
# D O H L C V B S SN
[0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
[1, 5000, 5025, 4600, 4987, 6172, 0, 0, ''], # enter trade, stoploss hit
[2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
],
stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -113,10 +112,10 @@ tc2 = BTContainer(data=[
# 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
tc3 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4800, 4987, 6172, 0, 0], # enter trade, stoploss hit
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
# D O H L C V B S SN
[0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
[1, 5000, 5025, 4800, 4987, 6172, 0, 0, ''], # enter trade, stoploss hit
[2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]
@@ -124,10 +123,10 @@ tc3 = BTContainer(data=[
# 5) Stoploss and sell are hit. should sell on stoploss
tc4 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4800, 4987, 6172, 0, 1], # enter trade, stoploss hit, sell signal
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
# D O H L C V B S SN
[0, 5000, 5025, 4975, 4987, 6172, 1, 0, ''],
[1, 5000, 5025, 4800, 4987, 6172, 0, 1, ''], # enter trade, stoploss hit, sell signal
[2, 5000, 5025, 4975, 4987, 6172, 0, 0, ''],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)]