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Improve test to explicitly test for dates

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This commit is contained in:
Matthias 2022-04-25 07:32:32 +02:00
parent 9bc6bbe472
commit 5ff2261b74
1 changed files with 10 additions and 7 deletions
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17
tests/data/test_btanalysis.py
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@ -364,20 +364,20 @@ def test_calculate_max_drawdown2():
calculate_max_drawdown(df, date_col='open_date', value_col='profit')
@pytest.mark.parametrize('values,relative,result,result_rel', [
([0.0, -500.0, 500.0, 10000.0, -1000.0], False, 1000.0, 0.090909),
([0.0, -500.0, 500.0, 10000.0, -1000.0], True, 1000.0, 0.5),
@pytest.mark.parametrize('profits,relative,highd,lowd,result,result_rel', [
([0.0, -500.0, 500.0, 10000.0, -1000.0], False, 3, 4, 1000.0, 0.090909),
([0.0, -500.0, 500.0, 10000.0, -1000.0], True, 0, 1, 1000.0, 0.5),
])
def test_calculate_max_drawdown_abs(values, relative, result, result_rel):
def test_calculate_max_drawdown_abs(profits, relative, highd, lowd, result, result_rel):
"""
Test case from issue https://github.com/freqtrade/freqtrade/issues/6655
[1000, 500, 1000, 11000, 10000] # absolute results
[1000, 50%, 0%, 0%, ~9%] # Relative drawdowns
"""
dates = [Arrow(2020, 1, 1).shift(days=i) for i in range(len(values))]
df = DataFrame(zip(values, dates), columns=['profit_abs', 'open_date'])
init_date = Arrow(2020, 1, 1)
dates = [init_date.shift(days=i) for i in range(len(profits))]
df = DataFrame(zip(profits, dates), columns=['profit_abs', 'open_date'])
# sort by profit and reset index
df = df.sort_values('profit_abs').reset_index(drop=True)
df1 = df.copy()
@ -388,6 +388,9 @@ def test_calculate_max_drawdown_abs(values, relative, result, result_rel):
assert isinstance(drawdown, float)
assert isinstance(drawdown_rel, float)
assert hdate == init_date.shift(days=highd)
assert ldate == init_date.shift(days=lowd)
# High must be before low
assert hdate < ldate
# High value must be higher than low value