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Merge pull request #1673 from freqtrade/refactor/persistance_stoplossupdate

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trailing stop backtest problems
This commit is contained in:
Misagh
2019-03-28 20:44:24 +01:00
committed by GitHub
parent b4472a165e 9a632d9b7c
commit b1ef39927c
6 changed files with 165 additions and 98 deletions
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14
freqtrade/tests/test_freqtradebot.py
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@@ -2265,9 +2265,8 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
}
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = \
lambda current_rate, trade, current_time, force_stoploss, current_profit: SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE))
freqtrade.create_trade()
trade = Trade.query.first()
@@ -2413,8 +2412,7 @@ def test_trailing_stop_loss_positive(default_conf, limit_buy_order, fee, markets
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 with offset 0 '
f'since we have profit 0.2666%',
assert log_has(f'using positive stop loss: 0.01 offset: 0 profit: 0.2666%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501
@@ -2473,8 +2471,7 @@ def test_trailing_stop_loss_offset(default_conf, limit_buy_order, fee,
}))
# stop-loss not reached, adjusted stoploss
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.01 with offset 0.011 '
f'since we have profit 0.2666%',
assert log_has(f'using positive stop loss: 0.01 offset: 0.011 profit: 0.2666%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000138501
@@ -2553,8 +2550,7 @@ def test_tsl_only_offset_reached(default_conf, limit_buy_order, fee,
}))
assert freqtrade.handle_trade(trade) is False
assert log_has(f'using positive stop loss mode: 0.05 with offset 0.055 '
f'since we have profit 0.1218%',
assert log_has(f'using positive stop loss: 0.05 offset: 0.055 profit: 0.1218%',
caplog.record_tuples)
assert log_has(f'adjusted stop loss', caplog.record_tuples)
assert trade.stop_loss == 0.0000117705