Update backtest-result_new

fixing the calculation of profit_abs - which was incorrect previously.

tests/data/test_btanalysis.py

@@ -268,7 +268,7 @@ def test_create_cum_profit(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
+    assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 9.0225563e-05
 
 
 def test_create_cum_profit1(testdatadir):
@@ -286,7 +286,7 @@ def test_create_cum_profit1(testdatadir):
                                     "cum_profits", timeframe="5m")
     assert "cum_profits" in cum_profits.columns
     assert cum_profits.iloc[0]['cum_profits'] == 0
-    assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 8.723007518796964e-06
+    assert pytest.approx(cum_profits.iloc[-1]['cum_profits']) == 9.0225563e-05
 
     with pytest.raises(ValueError, match='Trade dataframe empty.'):
         create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'NOTAPAIR'],
@@ -299,13 +299,13 @@ def test_calculate_max_drawdown(testdatadir):
     _, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
         bt_data, value_col="profit_abs")
     assert isinstance(drawdown, float)
-    assert pytest.approx(drawdown) == 0.12071099
+    assert pytest.approx(drawdown) == 0.29753914
     assert isinstance(hdate, Timestamp)
     assert isinstance(lowdate, Timestamp)
     assert isinstance(hval, float)
     assert isinstance(lval, float)
-    assert hdate == Timestamp('2018-01-25 01:30:00', tz='UTC')
-    assert lowdate == Timestamp('2018-01-25 03:50:00', tz='UTC')
+    assert hdate == Timestamp('2018-01-16 19:30:00', tz='UTC')
+    assert lowdate == Timestamp('2018-01-16 22:25:00', tz='UTC')
 
     underwater = calculate_underwater(bt_data)
     assert isinstance(underwater, DataFrame)
@@ -324,8 +324,9 @@ def test_calculate_csum(testdatadir):
 
     assert isinstance(csum_min, float)
     assert isinstance(csum_max, float)
-    assert csum_min < 0.01
-    assert csum_max > 0.02
+    assert csum_min < csum_max
+    assert csum_min < 0.0001
+    assert csum_max > 0.0002
     csum_min1, csum_max1 = calculate_csum(bt_data, 5)
 
     assert csum_min1 == csum_min + 5

tests/test_plotting.py

@@ -354,7 +354,7 @@ def test_generate_profit_graph(testdatadir):
 
     profit = find_trace_in_fig_data(figure.data, "Profit")
     assert isinstance(profit, go.Scatter)
-    drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 35.69%")
+    drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 73.89%")
     assert isinstance(drawdown, go.Scatter)
     parallel = find_trace_in_fig_data(figure.data, "Parallel trades")
     assert isinstance(parallel, go.Scatter)