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Initial backtesting support. This does make it rather slow.

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This commit is contained in:
Reigo Reinmets
2021-12-09 23:21:35 +02:00
parent 00366c5c88
commit b2c2852f86
2 changed files with 76 additions and 5 deletions
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8
tests/test_persistence.py
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@@ -1475,8 +1475,8 @@ def test_recalc_trade_from_orders(fee):
assert trade.amount == o1_amount + o2_amount + o3_amount
assert trade.stake_amount == o1_cost + o2_cost + o3_cost
assert trade.open_rate == avg_price
assert round(trade.fee_open_cost, 8) == round(o1_fee_cost + o2_fee_cost + o3_fee_cost, 8)
assert round(trade.open_trade_value, 8) == round(o1_trade_val + o2_trade_val + o3_trade_val, 8)
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
# Just to make sure sell orders are ignored, let's calculate one more time.
sell1 = Order(
@@ -1503,8 +1503,8 @@ def test_recalc_trade_from_orders(fee):
assert trade.amount == o1_amount + o2_amount + o3_amount
assert trade.stake_amount == o1_cost + o2_cost + o3_cost
assert trade.open_rate == avg_price
assert round(trade.fee_open_cost, 8) == round(o1_fee_cost + o2_fee_cost + o3_fee_cost, 8)
assert round(trade.open_trade_value, 8) == round(o1_trade_val + o2_trade_val + o3_trade_val, 8)
assert pytest.approx(trade.fee_open_cost) == o1_fee_cost + o2_fee_cost + o3_fee_cost
assert pytest.approx(trade.open_trade_value) == o1_trade_val + o2_trade_val + o3_trade_val
def test_recalc_trade_from_orders_ignores_bad_orders(fee):