diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 7b71c0da6..467c50f81 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -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: