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Merge branch 'develop' into feat/short

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Matthias
2022-02-23 06:27:56 +01:00
parent 70f4305dfa 5a4f30d1bd
commit 8952829adc
29 changed files with 252 additions and 202 deletions
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34
tests/optimize/test_backtest_detail.py
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@@ -562,25 +562,39 @@ tc35 = BTContainer(data=[
)
# Test 36: Custom-entry-price around candle low
# Causes immediate ROI exit. This is currently expected behavior (#6261)
# https://github.com/freqtrade/freqtrade/issues/6261
# But may change at a later point.
# Would cause immediate ROI exit, but since the trade was entered
# below open, we treat this as cheating, and delay the sell by 1 candle.
# details: https://github.com/freqtrade/freqtrade/issues/6261
tc36 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Enter and immediate ROI
[1, 5000, 5500, 4951, 4999, 6172, 0, 0], # Enter and immediate ROI
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.1,
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
custom_entry_price=4952,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
)
# Test 37: Custom-entry-price around candle low
# Would cause immediate ROI exit below close
# details: https://github.com/freqtrade/freqtrade/issues/6261
tc37 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5400, 5500, 4951, 5100, 6172, 0, 0], # Enter and immediate ROI
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
custom_entry_price=4952,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)]
)
# Test 37: Custom exit price below all candles
# Test 38: Custom exit price below all candles
# Price adjusted to candle Low.
tc37 = BTContainer(data=[
tc38 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0],
@@ -593,9 +607,9 @@ tc37 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=3)]
)
# Test 38: Custom exit price above all candles
# Test 39: Custom exit price above all candles
# causes sell signal timeout
tc38 = BTContainer(data=[
tc39 = BTContainer(data=[
# D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0],