Add test for each analysis group, remove default table output if not indicator-list
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froggleston
parent
24b02127ec
commit
9a068c0b14
@ -173,7 +173,7 @@ def _print_results(analysed_trades, stratname, analysis_groups,
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exit_reason_list = exit_reason_list.split(",")
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bigdf = bigdf.loc[(bigdf['exit_reason'].isin(exit_reason_list))]
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if indicator_list is not None:
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if indicator_list is not None and indicator_list != "":
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if indicator_list == "all":
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print(bigdf)
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else:
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@ -183,8 +183,6 @@ def _print_results(analysed_trades, stratname, analysis_groups,
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available_inds.append(ind)
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ilist = ["pair", "enter_reason", "exit_reason"] + available_inds
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_print_table(bigdf[ilist], sortcols=['exit_reason'], show_index=False)
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else:
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_print_table(bigdf[columns], sortcols=['pair'], show_index=False)
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else:
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print("\\_ No trades to show")
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@ -1,3 +1,4 @@
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import logging
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from pathlib import Path
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from unittest.mock import MagicMock, PropertyMock
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@ -19,6 +20,8 @@ def entryexitanalysis_cleanup() -> None:
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def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmpdir, capsys):
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caplog.set_level(logging.INFO)
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default_conf.update({
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"use_exit_signal": True,
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"exit_profit_only": False,
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@ -26,22 +29,32 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
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"ignore_roi_if_entry_signal": False,
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})
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patch_exchange(mocker)
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result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC'],
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'profit_ratio': [0.0, 0.0],
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'profit_abs': [0.0, 0.0],
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result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC', 'ETH/BTC', 'LTC/BTC'],
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'profit_ratio': [0.025, 0.05, -0.1, -0.05],
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'profit_abs': [0.5, 2.0, -4.0, -2.0],
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'open_date': pd.to_datetime(['2018-01-29 18:40:00',
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'2018-01-30 03:30:00', ], utc=True
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'2018-01-30 03:30:00',
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'2018-01-30 08:10:00',
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'2018-01-31 13:30:00', ], utc=True
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),
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'close_date': pd.to_datetime(['2018-01-29 20:45:00',
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'2018-01-30 05:35:00', ], utc=True),
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'trade_duration': [235, 40],
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'is_open': [False, False],
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'stake_amount': [0.01, 0.01],
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'open_rate': [0.104445, 0.10302485],
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'close_rate': [0.104969, 0.103541],
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"is_short": [False, False],
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'enter_tag': ["enter_tag_long", "enter_tag_long"],
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'exit_reason': [ExitType.ROI, ExitType.ROI]
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'2018-01-30 05:35:00',
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'2018-01-30 09:10:00',
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'2018-01-31 15:00:00', ], utc=True),
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'trade_duration': [235, 40, 60, 90],
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'is_open': [False, False, False, False],
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'stake_amount': [0.01, 0.01, 0.01, 0.01],
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'open_rate': [0.104445, 0.10302485, 0.10302485, 0.10302485],
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'close_rate': [0.104969, 0.103541, 0.102041, 0.102541],
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"is_short": [False, False, False, False],
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'enter_tag': ["enter_tag_long_a",
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"enter_tag_long_b",
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"enter_tag_long_a",
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"enter_tag_long_b"],
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'exit_reason': [ExitType.ROI,
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ExitType.EXIT_SIGNAL,
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ExitType.STOP_LOSS,
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ExitType.TRAILING_STOP_LOSS]
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})
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backtestmock = MagicMock(side_effect=[
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@ -85,29 +98,103 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
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assert 'EXIT REASON STATS' in captured.out
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assert 'LEFT OPEN TRADES REPORT' in captured.out
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default_conf.update({
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'analysis_groups': "0",
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'enter_reason_list': "all",
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'exit_reason_list': "all",
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'indicator_list': "rsi"
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})
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args = [
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base_args = [
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'backtesting-analysis',
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'--config', 'config.json',
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'--datadir', str(testdatadir),
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'--user-data-dir', str(tmpdir),
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'--analysis-groups', '0',
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'--indicator-list', 'rsi',
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'--strategy',
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'StrategyTestV3Analysis',
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]
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args = get_args(args)
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start_analysis_entries_exits(args)
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strat_args = ['--strategy', 'StrategyTestV3Analysis']
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# test group 0 and indicator list
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args = get_args(base_args +
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['--analysis-groups', '0',
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'--indicator-list', 'close,rsi,profit_abs'] +
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strat_args)
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start_analysis_entries_exits(args)
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captured = capsys.readouterr()
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assert 'enter_tag_long' in captured.out
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assert 'ETH/BTC' in captured.out
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assert '34.049' in captured.out
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assert 'LTC/BTC' in captured.out
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assert '54.3204' in captured.out
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assert 'ETH/BTC' in captured.out
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assert 'enter_tag_long_a' in captured.out
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assert 'enter_tag_long_b' in captured.out
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assert 'exit_signal' in captured.out
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assert 'roi' in captured.out
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assert 'stop_loss' in captured.out
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assert 'trailing_stop_loss' in captured.out
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assert '0.5' in captured.out
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assert '-4' in captured.out
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assert '-2' in captured.out
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assert '-3.5' in captured.out
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assert '50' in captured.out
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assert '0' in captured.out
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assert '0.01616' in captured.out
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assert '34.049' in captured.out
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assert '0.104104' in captured.out
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assert '47.0996' in captured.out
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# test group 1
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args = get_args(base_args + ['--analysis-groups', '1'] +
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strat_args)
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start_analysis_entries_exits(args)
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captured = capsys.readouterr()
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assert 'enter_tag_long_a' in captured.out
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assert 'enter_tag_long_b' in captured.out
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assert 'total_profit_pct' in captured.out
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assert '-3.5' in captured.out
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assert '-1.75' in captured.out
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assert '-7.5' in captured.out
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assert '-3.75' in captured.out
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assert '0' in captured.out
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# test group 2
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args = get_args(base_args + ['--analysis-groups', '2'] +
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strat_args)
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start_analysis_entries_exits(args)
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captured = capsys.readouterr()
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assert 'enter_tag_long_a' in captured.out
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assert 'enter_tag_long_b' in captured.out
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assert 'exit_signal' in captured.out
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assert 'roi' in captured.out
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assert 'stop_loss' in captured.out
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assert 'trailing_stop_loss' in captured.out
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assert 'total_profit_pct' in captured.out
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assert '-10' in captured.out
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assert '-5' in captured.out
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assert '2.5' in captured.out
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# test group 3
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args = get_args(base_args + ['--analysis-groups', '3'] +
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strat_args)
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start_analysis_entries_exits(args)
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captured = capsys.readouterr()
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assert 'LTC/BTC' in captured.out
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assert 'ETH/BTC' in captured.out
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assert 'enter_tag_long_a' in captured.out
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assert 'enter_tag_long_b' in captured.out
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assert 'total_profit_pct' in captured.out
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assert '-7.5' in captured.out
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assert '-3.75' in captured.out
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assert '-1.75' in captured.out
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assert '0' in captured.out
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assert '2' in captured.out
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# test group 4
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args = get_args(base_args + ['--analysis-groups', '4'] +
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strat_args)
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start_analysis_entries_exits(args)
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captured = capsys.readouterr()
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assert 'LTC/BTC' in captured.out
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assert 'ETH/BTC' in captured.out
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assert 'enter_tag_long_a' in captured.out
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assert 'enter_tag_long_b' in captured.out
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assert 'exit_signal' in captured.out
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assert 'roi' in captured.out
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assert 'stop_loss' in captured.out
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assert 'trailing_stop_loss' in captured.out
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assert 'total_profit_pct' in captured.out
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assert '-10' in captured.out
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assert '-5' in captured.out
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assert '-4' in captured.out
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assert '0.5' in captured.out
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assert '1' in captured.out
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assert '2.5' in captured.out
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