Update bt_detail column descriptions
This commit is contained in:
Matthias
parent
84e9dc5001
commit
c47b5b9087
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@ -15,7 +15,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
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# Test 0: Sell with signal sell in candle 3
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# Test with Stop-loss at 1%
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tc0 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4986, 4986, 6172, 0, 0], # exit with stoploss hit
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@ -29,7 +29,7 @@ tc0 = BTContainer(data=[
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# Test 1: Stop-Loss Triggered 1% loss
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# Test with Stop-loss at 1%
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tc1 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit
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@ -44,7 +44,7 @@ tc1 = BTContainer(data=[
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# Test 2: Minus 4% Low, minus 1% close
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# Test with Stop-Loss at 3%
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tc2 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4962, 4975, 6172, 0, 0],
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@ -63,7 +63,7 @@ tc2 = BTContainer(data=[
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# Trade-A: Stop-Loss Triggered 2% Loss
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# Trade-B: Stop-Loss Triggered 2% Loss
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tc3 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4800, 4975, 6172, 0, 0], # exit with stoploss hit
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@ -81,7 +81,7 @@ tc3 = BTContainer(data=[
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# Test with Stop-loss at 2% ROI 6%
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# Stop-Loss Triggered 2% Loss
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tc4 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5750, 4850, 5750, 6172, 0, 0], # Exit with stoploss hit
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@ -95,7 +95,7 @@ tc4 = BTContainer(data=[
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# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
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# stop-loss: 1%, ROI: 3%
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tc5 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4980, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5025, 4975, 4987, 6172, 0, 0],
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@ -109,7 +109,7 @@ tc5 = BTContainer(data=[
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# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
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# stop-loss: 2% ROI: 5%
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tc6 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5300, 4850, 5050, 6172, 0, 0], # Exit with stoploss
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@ -123,7 +123,7 @@ tc6 = BTContainer(data=[
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# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
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# stop-loss: 2% ROI: 3%
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tc7 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
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[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
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@ -138,7 +138,7 @@ tc7 = BTContainer(data=[
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# Test 8: trailing_stop should raise so candle 3 causes a stoploss.
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# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
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tc8 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5050, 4950, 5000, 6172, 0, 0],
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[2, 5000, 5250, 4750, 4850, 6172, 0, 0],
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@ -152,7 +152,7 @@ tc8 = BTContainer(data=[
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# Test 9: trailing_stop should raise - high and low in same candle.
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# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
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tc9 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5050, 4950, 5000, 6172, 0, 0],
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[2, 5000, 5050, 4950, 5000, 6172, 0, 0],
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@ -166,7 +166,7 @@ tc9 = BTContainer(data=[
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# without applying trailing_stop_positive since stoploss_offset is at 10%.
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# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
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tc10 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
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@ -182,7 +182,7 @@ tc10 = BTContainer(data=[
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# applying a positive trailing stop of 3% since stop_positive_offset is reached.
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# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
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tc11 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
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@ -198,7 +198,7 @@ tc11 = BTContainer(data=[
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# applying a positive trailing stop of 3% since stop_positive_offset is reached.
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# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
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tc12 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
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@ -213,7 +213,7 @@ tc12 = BTContainer(data=[
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# Test 13: Buy and sell ROI on same candle
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# stop-loss: 10% (should not apply), ROI: 1%
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tc13 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
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@ -226,7 +226,7 @@ tc13 = BTContainer(data=[
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# Test 14 - Buy and Stoploss on same candle
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# stop-loss: 5%, ROI: 10% (should not apply)
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tc14 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4600, 5100, 6172, 0, 0],
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[2, 5100, 5251, 4850, 5100, 6172, 0, 0],
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@ -240,7 +240,7 @@ tc14 = BTContainer(data=[
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# Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
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# stop-loss: 5%, ROI: 10% (should not apply)
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tc15 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4900, 5100, 6172, 1, 0],
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[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
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@ -255,7 +255,7 @@ tc15 = BTContainer(data=[
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# Causes negative profit even though sell-reason is ROI.
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# stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
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tc16 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
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[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
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@ -271,7 +271,7 @@ tc16 = BTContainer(data=[
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# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
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# Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
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tc17 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
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[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
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@ -287,7 +287,7 @@ tc17 = BTContainer(data=[
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# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
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# uses open_rate as sell-price
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tc18 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
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[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
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@ -302,7 +302,7 @@ tc18 = BTContainer(data=[
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# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
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# uses calculated ROI (1%) as sell rate, otherwise identical to tc18
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tc19 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
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[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
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@ -317,7 +317,7 @@ tc19 = BTContainer(data=[
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# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
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# uses calculated ROI (1%) as sell rate, otherwise identical to tc18
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tc20 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
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[2, 4987, 5300, 4950, 5200, 6172, 0, 0],
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@ -333,7 +333,7 @@ tc20 = BTContainer(data=[
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# which cannot happen in reality
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# stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
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tc21 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 4650, 5100, 6172, 0, 0],
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@ -349,7 +349,7 @@ tc21 = BTContainer(data=[
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# applying a positive trailing stop of 3% - ROI should apply before trailing stop.
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# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
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tc22 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
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@ -368,7 +368,7 @@ tc22 = BTContainer(data=[
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# Stoploss would trigger in this candle too, but it's no longer relevant.
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# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
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tc23 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
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@ -384,7 +384,7 @@ tc23 = BTContainer(data=[
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# Stoploss at 1%.
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# Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
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tc24 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
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@ -399,7 +399,7 @@ tc24 = BTContainer(data=[
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# Stoploss at 1%.
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# Sell-signal wins over stoploss
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tc25 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
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@ -414,7 +414,7 @@ tc25 = BTContainer(data=[
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# Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
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# Sell-signal wins over stoploss
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tc26 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
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@ -428,7 +428,7 @@ tc26 = BTContainer(data=[
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# Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
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# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
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tc27 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
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[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
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@ -444,7 +444,7 @@ tc27 = BTContainer(data=[
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# therefore "open" will be used
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# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
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tc28 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5100, 4950, 5100, 6172, 0, 0],
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[2, 5100, 5251, 5100, 5100, 6172, 0, 0],
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@ -460,7 +460,7 @@ tc28 = BTContainer(data=[
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# high of stoploss candle.
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# stop-loss: 10%, ROI: 10% (should not apply)
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tc29 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5050, 5000, 5000, 6172, 0, 0], # enter trade (signal on last candle)
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[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Triggers trailing-stoploss
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@ -474,7 +474,7 @@ tc29 = BTContainer(data=[
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# Test 30: trailing_stop should be triggered immediately on trade open candle.
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# stop-loss: 10%, ROI: 10% (should not apply)
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tc30 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
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[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
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@ -488,7 +488,7 @@ tc30 = BTContainer(data=[
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# Test 31: trailing_stop should be triggered immediately on trade open candle.
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# stop-loss: 10%, ROI: 10% (should not apply)
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tc31 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
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[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
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@ -503,7 +503,7 @@ tc31 = BTContainer(data=[
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# Test 32: trailing_stop should be triggered immediately on trade open candle.
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# stop-loss: 1%, ROI: 10% (should not apply)
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tc32 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade and stop
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[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
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@ -537,7 +537,7 @@ tc33 = BTContainer(data=[
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# Test 34: Custom-entry-price below all candles should timeout - so no trade happens.
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tc34 = BTContainer(data=[
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# D O H L C V B S
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# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout
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[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
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@ -549,7 +549,7 @@ tc34 = BTContainer(data=[
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# Test 35: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
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tc35 = BTContainer(data=[
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# D O H L C V B S
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||||
# D O H L C V EL XL ES Xs BT
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[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
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[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Timeout
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||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||
|
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@ -566,7 +566,7 @@ tc35 = BTContainer(data=[
|
|||
# below open, we treat this as cheating, and delay the sell by 1 candle.
|
||||
# details: https://github.com/freqtrade/freqtrade/issues/6261
|
||||
tc36 = BTContainer(data=[
|
||||
# D O H L C V B S BT
|
||||
# D O H L C V EL XL ES Xs BT
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5000, 5500, 4951, 4999, 6172, 0, 0], # Enter and immediate ROI
|
||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||
|
|
@ -581,7 +581,7 @@ tc36 = BTContainer(data=[
|
|||
# Would cause immediate ROI exit below close
|
||||
# details: https://github.com/freqtrade/freqtrade/issues/6261
|
||||
tc37 = BTContainer(data=[
|
||||
# D O H L C V B S BT
|
||||
# D O H L C V EL XL ES Xs BT
|
||||
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
|
||||
[1, 5400, 5500, 4951, 5100, 6172, 0, 0], # Enter and immediate ROI
|
||||
[2, 4900, 5250, 4500, 5100, 6172, 0, 0],
|
||||
|
|
@ -595,7 +595,7 @@ tc37 = BTContainer(data=[
|
|||
# Test 38: Custom exit price below all candles
|
||||
# Price adjusted to candle Low.
|
||||
tc38 = BTContainer(data=[
|
||||
# D O H L C V B S BT
|
||||
# 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],
|
||||
[2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout
|
||||
|
|
@ -610,7 +610,7 @@ tc38 = BTContainer(data=[
|
|||
# Test 39: Custom exit price above all candles
|
||||
# causes sell signal timeout
|
||||
tc39 = BTContainer(data=[
|
||||
# D O H L C V B S BT
|
||||
# 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],
|
||||
[2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout
|
||||
|
|
@ -622,12 +622,12 @@ tc39 = BTContainer(data=[
|
|||
trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)]
|
||||
)
|
||||
|
||||
# Test 39: (copy of test25 with leverage)
|
||||
# Test 40: (copy of test25 with leverage)
|
||||
# Sell with signal sell in candle 3 (stoploss also triggers on this candle)
|
||||
# Stoploss at 1%.
|
||||
# Sell-signal wins over stoploss
|
||||
tc39 = BTContainer(data=[
|
||||
# D O H L C V B S
|
||||
tc40 = BTContainer(data=[
|
||||
# D O H L C V EL XL ES Xs BT
|
||||
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
|
||||
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
|
||||
[2, 4987, 5012, 4986, 4986, 6172, 0, 0],
|
||||
|
|
@ -681,6 +681,7 @@ TESTS = [
|
|||
tc37,
|
||||
tc38,
|
||||
tc39,
|
||||
tc40,
|
||||
# TODO-lev: Add tests for short here
|
||||
]
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue