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Add testcase for Testcase 2

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This commit is contained in:
Matthias 2019-03-17 16:26:38 +01:00
parent a7b60f6780
commit 8afce7e651
1 changed files with 19 additions and 6 deletions
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23
freqtrade/tests/optimize/test_backtest_detail.py
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@ -49,7 +49,6 @@ tc2 = BTContainer(data=[
# Test 3 Candle drops 4%, Recovers 1%.
# Entry Criteria Met
# Candle drops 20%
# Candle Data for test 3
# Test with Stop-Loss at 2%
# TC3: Trade-A: Stop-Loss Triggered 2% Loss
# Trade-B: Stop-Loss Triggered 2% Loss
@ -99,7 +98,6 @@ tc5 = BTContainer(data=[
)
# Test 6 / Drops 3% / Recovers 6% Positive / Closes 1% positve
# Candle Data for test 6
# Set stop-loss at 2% ROI at 5%
# TC6: Stop-Loss triggers 2% Loss
tc6 = BTContainer(data=[
@ -115,7 +113,6 @@ tc6 = BTContainer(data=[
)
# Test 7 - 6% Positive / 1% Negative / Close 1% Positve
# Candle Data for test 7
# Set stop-loss at 2% ROI at 3%
# TC7: ROI Triggers 3% Gain
tc7 = BTContainer(data=[
@ -132,9 +129,8 @@ tc7 = BTContainer(data=[
# Test 8 - trailing_stop should raise so candle 3 causes a stoploss.
# Candle Data for test 8
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC8: Trailing stoploss - stoploss should be adjusted to 94.5 after candle 1
# TC8: Trailing stoploss - stoploss should be adjusted candle 2
tc8 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
@ -146,6 +142,22 @@ tc8 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 9 - trailing_stop should raise - high and low in same candle.
# Candle Data for test 9
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC9: Trailing stoploss - stoploss should be adjusted candle 2
tc9 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5000, 6172, 0, 0],
[2, 5000, 5050, 4950, 5000, 6172, 0, 0],
[3, 5000, 5200, 4550, 4850, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.064, trailing_stop=True,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
TESTS = [
tc1,
tc2,
@ -155,6 +167,7 @@ TESTS = [
tc6,
tc7,
tc8,
tc9,
]