Add preliminary backtesting test

tests/optimize/__init__.py

@@ -40,6 +40,8 @@ class BTContainer(NamedTuple):
     custom_entry_price: Optional[float] = None
     custom_exit_price: Optional[float] = None
     leverage: float = 1.0
+    timeout: Optional[int] = None
+    adjust_entry_price: Optional[float] = None
 
 
 def _get_frame_time_from_offset(offset):

tests/optimize/test_backtest_detail.py

@@ -754,6 +754,21 @@ tc47 = BTContainer(data=[
     trades=[]
 )
 
+# Test 48: Custom-entry-price below all candles - readjust order
+tc48 = BTContainer(data=[
+    # D   O     H     L     C    V    EL XL ES Xs  BT
+    [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
+    [1, 5000, 5500, 4951, 5000, 6172, 0, 0],  # timeout
+    [2, 4900, 5250, 4500, 5100, 6172, 0, 0],  # Order readjust
+    [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
+    [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
+    stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.1,
+    timeout=1000,
+    custom_entry_price=4200,
+    adjust_entry_price=5200,
+    trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=False)]
+)
+
 
 TESTS = [
     tc0,
@@ -804,6 +819,7 @@ TESTS = [
     tc45,
     tc46,
     tc47,
+    tc48,
 ]
 
 
@@ -817,6 +833,11 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
     default_conf["timeframe"] = tests_timeframe
     default_conf["trailing_stop"] = data.trailing_stop
     default_conf["trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
+    if data.timeout:
+        default_conf['unfilledtimeout'].update({
+            'entry': data.timeout,
+            'exit': data.timeout,
+        })
     # Only add this to configuration If it's necessary
     if data.trailing_stop_positive is not None:
         default_conf["trailing_stop_positive"] = data.trailing_stop_positive
@@ -840,6 +861,9 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
         backtesting.strategy.custom_entry_price = MagicMock(return_value=data.custom_entry_price)
     if data.custom_exit_price:
         backtesting.strategy.custom_exit_price = MagicMock(return_value=data.custom_exit_price)
+    if data.adjust_entry_price:
+        backtesting.strategy.adjust_entry_price = MagicMock(return_value=data.adjust_entry_price)
+
     backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
     backtesting.strategy.leverage = lambda **kwargs: data.leverage
     caplog.set_level(logging.DEBUG)

tests/test_freqtradebot.py

@@ -2493,10 +2493,8 @@ def test_adjust_entry_cancel(
     freqtrade.strategy.adjust_entry_price = MagicMock(return_value=None)
     freqtrade.manage_open_orders()
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
-    nb_trades = len(trades)
-    assert nb_trades == 0
-    nb_all_orders = len(Order.query.all())
-    assert nb_all_orders == 0
+    assert len(trades) == 0
+    assert len(Order.query.all()) == 0
     assert log_has_re(
         f"{'Sell' if is_short else 'Buy'} order user requested order cancel*", caplog)
     assert log_has_re(
@@ -2535,10 +2533,8 @@ def test_adjust_entry_maintain_replace(
     freqtrade.strategy.adjust_entry_price = MagicMock(return_value=old_order['price'])
     freqtrade.manage_open_orders()
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
-    nb_trades = len(trades)
-    assert nb_trades == 1
-    nb_orders = len(Order.get_open_orders())
-    assert nb_orders == 1
+    assert len(trades) == 1
+    assert len(Order.get_open_orders()) == 1
     # Entry adjustment is called
     assert freqtrade.strategy.adjust_entry_price.call_count == 1
 
@@ -2547,10 +2543,8 @@ def test_adjust_entry_maintain_replace(
     freqtrade.strategy.adjust_entry_price = MagicMock(return_value=1234)
     freqtrade.manage_open_orders()
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
-    nb_trades = len(trades)
-    assert nb_trades == 1
+    assert len(trades) == 1
     nb_all_orders = len(Order.query.all())
-    freqtrade.logger.warning(Order.query.all())
     assert nb_all_orders == 2
     # New order seems to be in closed status?
     # nb_open_orders = len(Order.get_open_orders())
@@ -2588,8 +2582,7 @@ def test_check_handle_cancelled_buy(
     assert cancel_order_mock.call_count == 0
     assert rpc_mock.call_count == 1
     trades = Trade.query.filter(Trade.open_order_id.is_(open_trade.open_order_id)).all()
-    nb_trades = len(trades)
-    assert nb_trades == 0
+    assert len(trades) == 0
     assert log_has_re(
         f"{'Sell' if is_short else 'Buy'} order cancelled on exchange for Trade.*", caplog)