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