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SELL_SIGNAL -> EXIT_SIGNAL

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This commit is contained in:
Sam Germain
2022-01-04 23:00:42 -06:00
parent 0037754969
commit 93e332e506
9 changed files with 25 additions and 25 deletions
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8
tests/optimize/test_backtest_detail.py
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@@ -22,7 +22,7 @@ tc0 = BTContainer(data=[
[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1: Stop-Loss Triggered 1% loss
@@ -406,7 +406,7 @@ tc25 = BTContainer(data=[
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 26: Sell with signal sell in candle 3 (ROI at signal candle)
@@ -435,7 +435,7 @@ tc27 = BTContainer(data=[
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 28: trailing_stop should raise so candle 3 causes a stoploss
@@ -548,7 +548,7 @@ tc34 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
TESTS = [