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Add fee to backtestresult

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This commit is contained in:
Matthias
2020-06-26 20:21:08 +02:00
parent 03ab61959b
commit 6e94734678
2 changed files with 16 additions and 8 deletions
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6
tests/optimize/test_backtesting.py
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@@ -462,12 +462,14 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
),
'open_rate': [0.104445, 0.10302485],
'open_fee': [0.0025, 0.0025],
'close_date': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime,
Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
'close_rate': [0.104969, 0.103541],
'close_fee': [0.0025, 0.0025],
'trade_duration': [235, 40],
'open_at_end': [False, False],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [SellType.ROI, SellType.ROI]
})
pd.testing.assert_frame_equal(results, expected)