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Merge branch 'develop' into fix/backtest_toomanyopen

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Matthias
2018-11-24 10:38:30 +01:00
parent 59cd4fe0ef e4d9d72ff1
commit 805f509498
47 changed files with 2615 additions and 301 deletions
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18
freqtrade/tests/optimize/test_backtest_detail.py
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@@ -1,4 +1,4 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, C0330, unused-argument
import logging
from unittest.mock import MagicMock
@@ -35,15 +35,15 @@ tc0 = BTContainer(data=[
# TC2: Stop-Loss Triggered 3% Loss
tc1 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4962, 4975, 6172, 0, 0],
[3, 4975, 5000, 4800, 4962, 6172, 0, 0], # exit with stoploss hit
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4962, 4975, 6172, 0, 0],
[3, 4975, 5000, 4800, 4962, 6172, 0, 0], # exit with stoploss hit
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.03, roi=1, profit_perc=-0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
)
)
# Test 3 Candle drops 4%, Recovers 1%.
@@ -128,7 +128,7 @@ tc6 = BTContainer(data=[
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=0.03, profit_perc=0.03,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
)
)
TESTS = [
tc0,