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add 2 tests cases with same profit

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Pialat 2019-09-16 14:37:33 +02:00
parent 7c6167fb5b
commit a8ca4ffacc
1 changed files with 23 additions and 0 deletions
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23
tests/optimize/test_hyperopt.py
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@ -44,6 +44,29 @@ def hyperopt_results():
}
)
@pytest.fixture(scope='function')
def hyperopt_results_min_median_drawdown():
return pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.1, -0.1, 0.1, 0.1],
'profit_abs': [0.2, 0.2, -0.2, 0.2, 0.2],
'trade_duration': [10, 30, 10, 30, 10],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS,SellType.ROI, SellType.ROI]
}
)
@pytest.fixture(scope='function')
def hyperopt_results_max_median_drawdown():
return pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.3, -0.1, -0.1, -0.1, 0.3],
'profit_abs': [0.6, -0.2, -0.2, -0.2, 0.6],
'trade_duration': [10, 30, 10, 30, 10],
'sell_reason': [SellType.ROI, SellType.STOP_LOSS, SellType.STOP_LOSS,SellType.STOP_LOSS, SellType.ROI]
}
)
# Functions for recurrent object patching
def create_trials(mocker, hyperopt, testdatadir) -> None: