From 9065e79f531d0a6b7338b5f6afbc6927e455ec12 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 29 Oct 2018 20:33:27 +0100 Subject: [PATCH] Cleanup and add some comments on what's happening in the sample snippets --- .../tests/optimize/test_backtest_detail.py | 50 ++++++++----------- 1 file changed, 21 insertions(+), 29 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py index f2b97c744..dda3be93f 100644 --- a/freqtrade/tests/optimize/test_backtest_detail.py +++ b/freqtrade/tests/optimize/test_backtest_detail.py @@ -69,8 +69,8 @@ tc_loss0 = BTContainer(data=[ # TC1: Stop-Loss Triggered 1% loss tc1 = BTContainer(data=[ [0, 10000.0, 10050, 9950, 9975, 12345, 1, 0], - [1, 10000, 10050, 9950, 9975, 12345, 0, 0], - [2, 9975, 10025, 9200, 9200, 12345, 0, 0], + [1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle) + [2, 9975, 10025, 9200, 9200, 12345, 0, 0], # Exit with stoploss hit [3, 9950, 10000, 9960, 9955, 12345, 0, 0], [4, 9955, 9975, 9955, 9990, 12345, 0, 0], [5, 9990, 9990, 9990, 9900, 12345, 0, 0]], @@ -83,13 +83,12 @@ tc1 = BTContainer(data=[ # TC2: Stop-Loss Triggered 3% Loss tc2 = BTContainer(data=[ [0, 10000, 10050, 9950, 9975, 12345, 1, 0], - [1, 10000, 10050, 9950, 9975, 12345, 0, 0], + [1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle) [2, 9975, 10025, 9925, 9950, 12345, 0, 0], - [3, 9950, 10000, 9600, 9925, 12345, 0, 0], + [3, 9950, 10000, 9600, 9925, 12345, 0, 0], # Exit with stoploss hit [4, 9925, 9975, 9875, 9900, 12345, 0, 0], [5, 9900, 9950, 9850, 9900, 12345, 0, 0]], - stop_loss=-0.03, roi=1, trades=1, profit_perc=-0.03, sell_r=SellType.STOP_LOSS) #should be - # stop_loss=-0.03, roi=1, trades=1, profit_perc=-0.007, sell_r=SellType.FORCE_SELL) # + stop_loss=-0.03, roi=1, trades=1, profit_perc=-0.03, sell_r=SellType.STOP_LOSS) # Test 3 Candle drops 4%, Recovers 1%. @@ -101,16 +100,13 @@ tc2 = BTContainer(data=[ # Trade-B: Stop-Loss Triggered 2% Loss tc3 = BTContainer(data=[ [0, 10000, 10050, 9950, 9975, 12345, 1, 0], - [1, 10000, 10050, 9950, 9975, 12345, 0, 0], + [1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle) [2, 9975, 10025, 9600, 9950, 12345, 0, 0], - [3, 9950, 10000, 9900, 9925, 12345, 1, 0], + [3, 9950, 10000, 9900, 9925, 12345, 1, 0], # enter trade 2 (signal on last candle) [4, 9950, 10000, 9900, 9925, 12345, 0, 0], [5, 9925, 9975, 8000, 8000, 12345, 0, 0], [6, 9900, 9950, 9950, 9900, 12345, 0, 0]], - stop_loss=-0.02, roi=1, trades=2, profit_perc=-0.04, sell_r=SellType.STOP_LOSS) #should be - # stop_loss=-0.02, roi=1, trades=1, profit_perc=-0.02, sell_r=SellType.STOP_LOSS) #should be - # stop_loss=-0.02, roi=1, trades=1, profit_perc=-0.012, sell_r=SellType.FORCE_SELL) # - + stop_loss=-0.02, roi=1, trades=2, profit_perc=-0.04, sell_r=SellType.STOP_LOSS) # Test 4 Minus 3% / recovery +15% # Candle Data for test 4 – Candle drops 3% Closed 15% up @@ -118,13 +114,12 @@ tc3 = BTContainer(data=[ # TC4: Stop-Loss Triggered 2% Loss tc4 = BTContainer(data=[ [0, 10000, 10050, 9950, 9975, 12345, 1, 0], - [1, 10000, 10050, 9950, 9975, 12345, 0, 0], + [1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle) [2, 9975, 11500, 9700, 11500, 12345, 0, 0], [3, 9950, 10000, 9900, 9925, 12345, 0, 0], - [4, 9925, 9975, 9875, 9900, 12345, 0, 0], + [4, 9925, 9975, 9875, 9900, 12345, 0, 0], # Exit with stoploss hit [5, 9900, 9950, 9850, 9900, 12345, 0, 0]], - stop_loss=-0.02, roi=0.06, trades=1, profit_perc=-0.02, sell_r=SellType.STOP_LOSS) #should be - # stop_loss=-0.02, roi=0.06, trades=1, profit_perc=-0.012, sell_r=SellType.FORCE_SELL) + stop_loss=-0.02, roi=0.06, trades=1, profit_perc=-0.02, sell_r=SellType.STOP_LOSS) # Test 5 / Drops 0.5% Closes +20% # Candle Data for test 5 @@ -132,13 +127,12 @@ tc4 = BTContainer(data=[ # TC5: ROI triggers 3% Gain tc5 = BTContainer(data=[ [0, 10000, 10050, 9960, 9975, 12345, 1, 0], - [1, 10000, 10050, 9960, 9975, 12345, 0, 0], + [1, 10000, 10050, 9960, 9975, 12345, 0, 0], # enter trade (signal on last candle) [2, 9975, 10050, 9950, 9975, 12345, 0, 0], - [3, 9950, 12000, 9950, 12000, 12345, 0, 0], + [3, 9950, 12000, 9950, 12000, 12345, 0, 0], # ROI [4, 9925, 9975, 9945, 9900, 12345, 0, 0], [5, 9900, 9950, 9850, 9900, 12345, 0, 0]], - stop_loss=-0.01, roi=0.03, trades=1, profit_perc=0.03, sell_r=SellType.ROI) #should be - # stop_loss=-0.01, roi=0.03, trades=1, profit_perc=-0.012, sell_r=SellType.FORCE_SELL) + stop_loss=-0.01, roi=0.03, trades=1, profit_perc=0.03, sell_r=SellType.ROI) # Test 6 / Drops 3% / Recovers 6% Positive / Closes 1% positve # Candle Data for test 6 @@ -146,13 +140,12 @@ tc5 = BTContainer(data=[ # TC6: Stop-Loss triggers 2% Loss tc6 = BTContainer(data=[ [0, 10000, 10050, 9950, 9975, 12345, 1, 0], - [1, 10000, 10050, 9950, 9975, 12345, 0, 0], - [2, 9975, 10600, 9700, 10100, 12345, 0, 0], + [1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle) + [2, 9975, 10600, 9700, 10100, 12345, 0, 0], # Exit with stoploss [3, 9950, 10000, 9900, 9925, 12345, 0, 0], [4, 9925, 9975, 9945, 9900, 12345, 0, 0], [5, 9900, 9950, 9850, 9900, 12345, 0, 0]], - stop_loss=-0.02, roi=0.05, trades=1, profit_perc=-0.02, sell_r=SellType.STOP_LOSS) #should be - # stop_loss=-0.02, roi=0.05, trades=1, profit_perc=-0.012, sell_r=SellType.FORCE_SELL) # + stop_loss=-0.02, roi=0.05, trades=1, profit_perc=-0.02, sell_r=SellType.STOP_LOSS) # Test 7 - 6% Positive / 1% Negative / Close 1% Positve # Candle Data for test 7 @@ -160,13 +153,12 @@ tc6 = BTContainer(data=[ # TC7: ROI Triggers 3% Gain tc7 = BTContainer(data=[ [0, 10000, 10050, 9950, 9975, 12345, 1, 0], - [1, 10000, 10050, 9950, 9975, 12345, 0, 0], - [2, 9975, 10600, 9900, 10100, 12345, 0, 0], + [1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle) + [2, 9975, 10600, 9900, 10100, 12345, 0, 0], # ROI [3, 9950, 10000, 9900, 9925, 12345, 0, 0], [4, 9925, 9975, 9945, 9900, 12345, 0, 0], [5, 9900, 9950, 9850, 9900, 12345, 0, 0]], - stop_loss=-0.02, roi=0.03, trades=1, profit_perc=0.03, sell_r=SellType.ROI) #should be - # stop_loss=-0.02, roi=0.03, trades=1, profit_perc=-0.012, sell_r=SellType.FORCE_SELL) # + stop_loss=-0.02, roi=0.03, trades=1, profit_perc=0.03, sell_r=SellType.ROI) TESTS = [ # tc_profit1, @@ -189,7 +181,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: """ default_conf["stoploss"] = data.stop_loss default_conf["minimal_roi"] = {"0": data.roi} - # mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) + mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) # TODO: don't Mock fee to for now mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0)) patch_exchange(mocker)