Adjust tests
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@ -335,12 +335,16 @@ def test_edge_init_error(mocker, edge_conf,):
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get_patched_freqtradebot(mocker, edge_conf)
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get_patched_freqtradebot(mocker, edge_conf)
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def test_process_expectancy(mocker, edge_conf):
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@pytest.mark.parametrize("fee,risk_reward_ratio,expectancy", [
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(0.0005, 306.5384615384, 101.5128205128),
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(0.001, 152.6923076923, 50.2307692308),
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])
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def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectancy):
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edge_conf['edge']['min_trade_number'] = 2
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edge_conf['edge']['min_trade_number'] = 2
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freqtrade = get_patched_freqtradebot(mocker, edge_conf)
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freqtrade = get_patched_freqtradebot(mocker, edge_conf)
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def get_fee(*args, **kwargs):
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def get_fee(*args, **kwargs):
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return 0.001
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return fee
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freqtrade.exchange.get_fee = get_fee
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freqtrade.exchange.get_fee = get_fee
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edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
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edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
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@ -394,9 +398,9 @@ def test_process_expectancy(mocker, edge_conf):
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assert 'TEST/BTC' in final
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assert 'TEST/BTC' in final
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assert final['TEST/BTC'].stoploss == -0.9
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assert final['TEST/BTC'].stoploss == -0.9
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assert round(final['TEST/BTC'].winrate, 10) == 0.3333333333
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assert round(final['TEST/BTC'].winrate, 10) == 0.3333333333
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assert round(final['TEST/BTC'].risk_reward_ratio, 10) == 306.5384615384
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assert round(final['TEST/BTC'].risk_reward_ratio, 10) == risk_reward_ratio
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assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0
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assert round(final['TEST/BTC'].required_risk_reward, 10) == 2.0
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assert round(final['TEST/BTC'].expectancy, 10) == 101.5128205128
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assert round(final['TEST/BTC'].expectancy, 10) == expectancy
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# Pop last item so no trade is profitable
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# Pop last item so no trade is profitable
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trades.pop()
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trades.pop()
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