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Renumber backtest-detail tests

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This commit is contained in:
Matthias 2022-04-01 07:00:51 +02:00
parent c57d807845
commit a13d4e5519
1 changed files with 58 additions and 58 deletions
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116
tests/optimize/test_backtest_detail.py
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@ -362,10 +362,10 @@ tc22 = BTContainer(data=[
) )
# Test 22s: trailing_stop Raises in candle 2 - but ROI applies at the same time. # Test 23: trailing_stop Raises in candle 2 - but ROI applies at the same time.
# applying a positive trailing stop of 3% - ROI should apply before trailing stop. # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
tc22s = BTContainer(data=[ tc23 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
[1, 5000, 5050, 4900, 4900, 6172, 0, 0, 0, 0], [1, 5000, 5050, 4900, 4900, 6172, 0, 0, 0, 0],
@ -378,13 +378,13 @@ tc22s = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)] trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
) )
# Test 23: trailing_stop Raises in candle 2 (does not trigger) # Test 24: trailing_stop Raises in candle 2 (does not trigger)
# applying a positive trailing stop of 3% since stop_positive_offset is reached. # applying a positive trailing stop of 3% since stop_positive_offset is reached.
# ROI is changed after this to 4%, dropping ROI below trailing_stop_positive, causing a sell # ROI is changed after this to 4%, dropping ROI below trailing_stop_positive, causing a sell
# in the candle after the raised stoploss candle with ROI reason. # in the candle after the raised stoploss candle with ROI reason.
# Stoploss would trigger in this candle too, but it's no longer relevant. # Stoploss would trigger in this candle too, but it's no longer relevant.
# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell) # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
tc23 = BTContainer(data=[ tc24 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
@ -397,10 +397,10 @@ tc23 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 24: Sell with signal sell in candle 3 (stoploss also triggers on this candle) # Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%. # Stoploss at 1%.
# Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle) # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
tc24 = BTContainer(data=[ tc25 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@ -412,10 +412,10 @@ tc24 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
) )
# Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle) # Test 26: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%. # Stoploss at 1%.
# Sell-signal wins over stoploss # Sell-signal wins over stoploss
tc25 = BTContainer(data=[ tc26 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@ -427,11 +427,11 @@ tc25 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 25l: (copy of test25 with leverage) # Test 27: (copy of test26 with leverage)
# Sell with signal sell in candle 3 (stoploss also triggers on this candle) # Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%. # Stoploss at 1%.
# Sell-signal wins over stoploss # Sell-signal wins over stoploss
tc25l = BTContainer(data=[ tc27 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@ -444,11 +444,11 @@ tc25l = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 25s: (copy of test25 with leverage and as short) # Test 28: (copy of test26 with leverage and as short)
# Sell with signal sell in candle 3 (stoploss also triggers on this candle) # Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%. # Stoploss at 1%.
# Sell-signal wins over stoploss # Sell-signal wins over stoploss
tc25s = BTContainer(data=[ tc28 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 0, 0, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 0, 0, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0, 0, 0], # enter trade (signal on last candle)
@ -460,10 +460,10 @@ tc25s = BTContainer(data=[
leverage=5.0, leverage=5.0,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)] trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
) )
# Test 26: Sell with signal sell in candle 3 (ROI at signal candle) # Test 29: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
# Sell-signal wins over stoploss # Sell-signal wins over stoploss
tc26 = BTContainer(data=[ tc29 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@ -475,9 +475,9 @@ tc26 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 27: Sell with signal sell in candle 3 (ROI at signal candle) # Test 30: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal # Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
tc27 = BTContainer(data=[ tc30 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
@ -489,11 +489,11 @@ tc27 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 28: trailing_stop should raise so candle 3 causes a stoploss # Test 31: trailing_stop should raise so candle 3 causes a stoploss
# Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle, # Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle,
# therefore "open" will be used # therefore "open" will be used
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
tc28 = BTContainer(data=[ tc31 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
@ -506,11 +506,11 @@ tc28 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
) )
# Test 28s: trailing_stop should raise so candle 3 causes a stoploss # Test 32: (Short of test 31) trailing_stop should raise so candle 3 causes a stoploss
# Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle, # Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle,
# therefore "open" will be used # therefore "open" will be used
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
tc28s = BTContainer(data=[ tc32 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
[1, 5000, 5050, 4890, 4890, 6172, 0, 0, 0, 0], [1, 5000, 5050, 4890, 4890, 6172, 0, 0, 0, 0],
@ -525,10 +525,10 @@ tc28s = BTContainer(data=[
] ]
) )
# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using # Test 33: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
# high of stoploss candle. # high of stoploss candle.
# stop-loss: 10%, ROI: 10% (should not apply) # stop-loss: 10%, ROI: 10% (should not apply)
tc29 = BTContainer(data=[ tc33 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 5000, 5000, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5050, 5000, 5000, 6172, 0, 0], # enter trade (signal on last candle)
@ -540,9 +540,9 @@ tc29 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
) )
# Test 30: trailing_stop should be triggered immediately on trade open candle. # Test 34: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 10%, ROI: 10% (should not apply) # stop-loss: 10%, ROI: 10% (should not apply)
tc30 = BTContainer(data=[ tc34 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop [1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
@ -554,9 +554,9 @@ tc30 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
) )
# Test 31: trailing_stop should be triggered immediately on trade open candle. # Test 35: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 10%, ROI: 10% (should not apply) # stop-loss: 10%, ROI: 10% (should not apply)
tc31 = BTContainer(data=[ tc35 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop [1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
@ -569,9 +569,9 @@ tc31 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
) )
# Test 32: trailing_stop should be triggered immediately on trade open candle. # Test 36: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 1%, ROI: 10% (should not apply) # stop-loss: 1%, ROI: 10% (should not apply)
tc32 = BTContainer(data=[ tc36 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade and stop [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade and stop
@ -584,9 +584,9 @@ tc32 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
) )
# Test 33: trailing_stop should be triggered immediately on trade open candle. # Test 37: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 1%, ROI: 10% (should not apply) # stop-loss: 1%, ROI: 10% (should not apply)
tc33 = BTContainer(data=[ tc37 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0, 'buy_signal_01'], [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0, 'buy_signal_01'],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0, None], # enter trade and stop [1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0, None], # enter trade and stop
@ -603,10 +603,10 @@ tc33 = BTContainer(data=[
enter_tag='buy_signal_01' enter_tag='buy_signal_01'
)] )]
) )
# Test 33s: trailing_stop should be triggered immediately on trade open candle. # Test 38: trailing_stop should be triggered immediately on trade open candle.
# copy of Test33 using shorts. # copy of Test37 using shorts.
# stop-loss: 1%, ROI: 10% (should not apply) # stop-loss: 1%, ROI: 10% (should not apply)
tc33s = BTContainer(data=[ tc38 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0, 'short_signal_01'], [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0, 'short_signal_01'],
[1, 5000, 5049, 4500, 5000, 6172, 0, 0, 0, 0, None], # enter trade and stop [1, 5000, 5049, 4500, 5000, 6172, 0, 0, 0, 0, None], # enter trade and stop
@ -625,8 +625,8 @@ tc33s = BTContainer(data=[
)] )]
) )
# Test 34: Custom-entry-price below all candles should timeout - so no trade happens. # Test 39: Custom-entry-price below all candles should timeout - so no trade happens.
tc34 = BTContainer(data=[ tc39 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout
@ -637,8 +637,8 @@ tc34 = BTContainer(data=[
custom_entry_price=4200, trades=[] custom_entry_price=4200, trades=[]
) )
# Test 35: Custom-entry-price above all candles should have rate adjusted to "entry candle high" # Test 40: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
tc35 = BTContainer(data=[ tc40 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Timeout [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Timeout
@ -650,8 +650,8 @@ tc35 = BTContainer(data=[
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1) BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
]) ])
# Test 35s: Custom-entry-price above all candles should have rate adjusted to "entry candle high" # Test 41: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
tc35s = BTContainer(data=[ tc41 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0], # Timeout [1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0], # Timeout
@ -665,11 +665,11 @@ tc35s = BTContainer(data=[
] ]
) )
# Test 36: Custom-entry-price around candle low # Test 42: Custom-entry-price around candle low
# Would cause immediate ROI exit, but since the trade was entered # Would cause immediate ROI exit, but since the trade was entered
# below open, we treat this as cheating, and delay the sell by 1 candle. # below open, we treat this as cheating, and delay the sell by 1 candle.
# details: https://github.com/freqtrade/freqtrade/issues/6261 # details: https://github.com/freqtrade/freqtrade/issues/6261
tc36 = BTContainer(data=[ tc42 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 4999, 6172, 0, 0], # Enter and immediate ROI [1, 5000, 5500, 4951, 4999, 6172, 0, 0], # Enter and immediate ROI
@ -681,10 +681,10 @@ tc36 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)] trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
) )
# Test 37: Custom-entry-price around candle low # Test 43: Custom-entry-price around candle low
# Would cause immediate ROI exit below close # Would cause immediate ROI exit below close
# details: https://github.com/freqtrade/freqtrade/issues/6261 # details: https://github.com/freqtrade/freqtrade/issues/6261
tc37 = BTContainer(data=[ tc43 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5400, 5500, 4951, 5100, 6172, 0, 0], # Enter and immediate ROI [1, 5400, 5500, 4951, 5100, 6172, 0, 0], # Enter and immediate ROI
@ -696,9 +696,9 @@ tc37 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)] trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
) )
# Test 38: Custom exit price below all candles # Test 44: Custom exit price below all candles
# Price adjusted to candle Low. # Price adjusted to candle Low.
tc38 = BTContainer(data=[ tc44 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
@ -711,9 +711,9 @@ tc38 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)] trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
) )
# Test 39: Custom exit price above all candles # Test 45: Custom exit price above all candles
# causes sell signal timeout # causes sell signal timeout
tc39 = BTContainer(data=[ tc45 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
@ -726,9 +726,9 @@ tc39 = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)] trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
) )
# Test 39: Custom short exit price above below candles # Test 46: (Short of tc45) Custom short exit price above below candles
# causes sell signal timeout # causes sell signal timeout
tc39a = BTContainer(data=[ tc46 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
[1, 5000, 5000, 4951, 5000, 6172, 0, 0, 0, 0], [1, 5000, 5000, 4951, 5000, 6172, 0, 0, 0, 0],
@ -741,8 +741,8 @@ tc39a = BTContainer(data=[
trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)] trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
) )
# Test 40: Colliding long and short signal # Test 47: Colliding long and short signal
tc40 = BTContainer(data=[ tc47 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0, 0, 0],
@ -779,31 +779,31 @@ TESTS = [
tc20, tc20,
tc21, tc21,
tc22, tc22,
tc22s,
tc23, tc23,
tc24, tc24,
tc25, tc25,
tc25l,
tc25s,
tc26, tc26,
tc27, tc27,
tc28, tc28,
tc28s,
tc29, tc29,
tc30, tc30,
tc31, tc31,
tc32, tc32,
tc33, tc33,
tc33s,
tc34, tc34,
tc35, tc35,
tc35s,
tc36, tc36,
tc37, tc37,
tc38, tc38,
tc39, tc39,
tc39a,
tc40, tc40,
tc41,
tc42,
tc43,
tc44,
tc45,
tc46,
tc47,
] ]