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Convert position_stacking to attribute of backtest

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This commit is contained in:
Matthias
2022-10-16 17:14:23 +02:00
parent 8534dfb0d4
commit 6252ae466e
5 changed files with 11 additions and 25 deletions
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10
tests/optimize/test_backtesting.py
View File

@@ -97,7 +97,6 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 10,
'position_stacking': False,
}
@@ -735,7 +734,6 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
start_date=min_date,
end_date=max_date,
max_open_trades=10,
position_stacking=False,
)
results = result['results']
assert not results.empty
@@ -822,7 +820,6 @@ def test_backtest_timedout_entry_orders(default_conf, fee, mocker, testdatadir)
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
)
assert result['timedout_entry_orders'] == 10
@@ -848,7 +845,6 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
)
assert not results['results'].empty
assert len(results['results']) == 1
@@ -880,7 +876,6 @@ def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> N
start_date=min_date,
end_date=max_date,
max_open_trades=10,
position_stacking=False,
)
@@ -935,7 +930,6 @@ def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadi
start_date=min_date,
end_date=max_date,
max_open_trades=10,
position_stacking=False,
)
assert count == 5
@@ -979,7 +973,6 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
enable_protections=default_conf.get('enable_protections', False),
)
assert len(results['results']) == numres
@@ -1023,7 +1016,6 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
enable_protections=default_conf.get('enable_protections', False),
)
assert len(results['results']) == expected
@@ -1136,7 +1128,6 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 3,
'position_stacking': False,
}
results = backtesting.backtest(**backtest_conf)
@@ -1159,7 +1150,6 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 1,
'position_stacking': False,
}
results = backtesting.backtest(**backtest_conf)
assert len(evaluate_result_multi(results['results'], '5m', 1)) == 0

1
tests/optimize/test_backtesting_adjust_position.py
View File

@@ -42,7 +42,6 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
start_date=min_date,
end_date=max_date,
max_open_trades=10,
position_stacking=False,
)
results = result['results']
assert not results.empty

8
tests/optimize/test_hyperopt.py
View File

@@ -336,7 +336,7 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")
assert hasattr(hyperopt.backtesting, "_position_stacking")
def test_hyperopt_format_results(hyperopt):
@@ -704,7 +704,7 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")
assert hasattr(hyperopt.backtesting, "_position_stacking")
def test_simplified_interface_all_failed(mocker, hyperopt_conf, caplog) -> None:
@@ -778,7 +778,7 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")
assert hasattr(hyperopt.backtesting, "_position_stacking")
def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
@@ -821,7 +821,7 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")
assert hasattr(hyperopt.backtesting, "_position_stacking")
@pytest.mark.parametrize("space", [