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Merge branch 'develop' into pr/xataxxx/6079

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This commit is contained in:
Matthias
2022-01-02 22:21:41 +01:00
parent 2116b0729f 209ecc8732
commit 711a6a6dbc
42 changed files with 300 additions and 134 deletions
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6
tests/optimize/test_backtest_detail.py
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@@ -426,8 +426,6 @@ tc26 = BTContainer(data=[
# Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
# TODO: figure out if sell-signal should win over ROI
# Sell-signal wins over stoploss
tc27 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -436,8 +434,8 @@ tc27 = BTContainer(data=[
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 28: trailing_stop should raise so candle 3 causes a stoploss

7
tests/optimize/test_backtesting.py
View File

@@ -1,6 +1,7 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
import random
from copy import deepcopy
from datetime import datetime, timedelta, timezone
from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
@@ -648,7 +649,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
result = backtesting.backtest(
processed=processed,
processed=deepcopy(processed),
start_date=min_date,
end_date=max_date,
max_open_trades=10,
@@ -887,7 +888,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
backtest_conf = {
'processed': processed,
'processed': deepcopy(processed),
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 3,
@@ -909,7 +910,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
backtest_conf = {
'processed': processed,
'processed': deepcopy(processed),
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 1,