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Added candle_type to a lot of methods, wrote some tests

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This commit is contained in:
Sam Germain
2021-11-21 01:43:05 -06:00
parent e2f98a8dab
commit 920151934a
27 changed files with 495 additions and 253 deletions
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7
tests/optimize/test_backtesting.py
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@@ -855,7 +855,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
results = result['results']
assert len(results) == 100
# Cached data should be 200
analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m', '')[0]
assert len(analyzed_df) == 200
# Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
# during backtesting)
@@ -924,8 +924,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
offset = 1 if tres == 0 else 0
removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
assert len(backtesting.dataprovider.get_analyzed_dataframe(
'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
assert len(
backtesting.dataprovider.get_analyzed_dataframe('NXT/BTC', '5m', '')[0]
) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
backtest_conf = {
'processed': processed,