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Don't use profit_percent for backtesting results anymore

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Matthias
2021-01-23 13:02:48 +01:00
parent 48977493bb
commit 8ee264bc59
17 changed files with 78 additions and 101 deletions
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6
tests/optimize/test_backtesting.py
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@@ -469,7 +469,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
expected = pd.DataFrame(
{'pair': [pair, pair],
'profit_percent': [0.0, 0.0],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
@@ -803,7 +803,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
patch_exchange(mocker)
backtestmock = MagicMock(side_effect=[
pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
'profit_percent': [0.0, 0.0],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'open_date': pd.to_datetime(['2018-01-29 18:40:00',
'2018-01-30 03:30:00', ], utc=True
@@ -817,7 +817,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'sell_reason': [SellType.ROI, SellType.ROI]
}),
pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_percent': [0.03, 0.01, 0.1],
'profit_ratio': [0.03, 0.01, 0.1],
'profit_abs': [0.01, 0.02, 0.2],
'open_date': pd.to_datetime(['2018-01-29 18:40:00',
'2018-01-30 03:30:00',