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Add tests for change to open_rate

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This commit is contained in:
Matthias 2018-07-08 20:18:34 +02:00
parent 8b06000f0f
commit 750d737b7d
1 changed files with 10 additions and 10 deletions
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20
freqtrade/tests/optimize/test_backtesting.py
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@ -502,28 +502,28 @@ def test_backtest(default_conf, fee, mocker) -> None:
expected = pd.DataFrame(
{'pair': [pair, pair],
'profit_percent': [0.00148826, 0.00075313],
'profit_percent': [0.00029975, 0.00056708],
'profit_abs': [1.49e-06, 7.6e-07],
'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime],
'close_time': [Arrow(2018, 1, 29, 23, 15, 0).datetime,
'close_time': [Arrow(2018, 1, 29, 22, 40, 0).datetime,
Arrow(2018, 1, 30, 4, 20, 0).datetime],
'open_index': [77, 183],
'close_index': [132, 193],
'trade_duration': [275, 50],
'close_index': [125, 193],
'trade_duration': [240, 50],
'open_at_end': [False, False],
'open_rate': [0.10432, 0.103364],
'close_rate': [0.104999, 0.10396]})
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.105, 0.10359999]})
pd.testing.assert_frame_equal(results, expected)
data_pair = data_processed[pair]
for _, t in results.iterrows():
ln = data_pair.loc[data_pair["date"] == t["open_time"]]
# Check open trade
# Check open trade rate alignes to open rate
assert ln is not None
assert round(ln.iloc[0]["close"], 6) == round(t["open_rate"], 6)
# check close trade
assert round(ln.iloc[0]["open"], 6) == round(t["open_rate"], 6)
# check close trade rate alignes to close rate
ln = data_pair.loc[data_pair["date"] == t["close_time"]]
assert round(ln.iloc[0]["close"], 6) == round(t["close_rate"], 6)
assert round(ln.iloc[0]["open"], 6) == round(t["close_rate"], 6)
def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None: