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Update bt_detail column descriptions

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Matthias 2022-03-16 07:15:20 +01:00
parent 84e9dc5001
commit c47b5b9087
1 changed files with 43 additions and 42 deletions
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tests/optimize/test_backtest_detail.py
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@ -15,7 +15,7 @@ from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
# Test 0: Sell with signal sell in candle 3 # Test 0: Sell with signal sell in candle 3
# Test with Stop-loss at 1% # Test with Stop-loss at 1%
tc0 = BTContainer(data=[ tc0 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], # exit with stoploss hit [2, 4987, 5012, 4986, 4986, 6172, 0, 0], # exit with stoploss hit
@ -29,7 +29,7 @@ tc0 = BTContainer(data=[
# Test 1: Stop-Loss Triggered 1% loss # Test 1: Stop-Loss Triggered 1% loss
# Test with Stop-loss at 1% # Test with Stop-loss at 1%
tc1 = BTContainer(data=[ tc1 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit [2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit
@ -44,7 +44,7 @@ tc1 = BTContainer(data=[
# Test 2: Minus 4% Low, minus 1% close # Test 2: Minus 4% Low, minus 1% close
# Test with Stop-Loss at 3% # Test with Stop-Loss at 3%
tc2 = BTContainer(data=[ tc2 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4962, 4975, 6172, 0, 0], [2, 4987, 5012, 4962, 4975, 6172, 0, 0],
@ -63,7 +63,7 @@ tc2 = BTContainer(data=[
# Trade-A: Stop-Loss Triggered 2% Loss # Trade-A: Stop-Loss Triggered 2% Loss
# Trade-B: Stop-Loss Triggered 2% Loss # Trade-B: Stop-Loss Triggered 2% Loss
tc3 = BTContainer(data=[ tc3 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4800, 4975, 6172, 0, 0], # exit with stoploss hit [2, 4987, 5012, 4800, 4975, 6172, 0, 0], # exit with stoploss hit
@ -81,7 +81,7 @@ tc3 = BTContainer(data=[
# Test with Stop-loss at 2% ROI 6% # Test with Stop-loss at 2% ROI 6%
# Stop-Loss Triggered 2% Loss # Stop-Loss Triggered 2% Loss
tc4 = BTContainer(data=[ tc4 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5750, 4850, 5750, 6172, 0, 0], # Exit with stoploss hit [2, 4987, 5750, 4850, 5750, 6172, 0, 0], # Exit with stoploss hit
@ -95,7 +95,7 @@ tc4 = BTContainer(data=[
# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
# stop-loss: 1%, ROI: 3% # stop-loss: 1%, ROI: 3%
tc5 = BTContainer(data=[ tc5 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4980, 4987, 6172, 1, 0], [0, 5000, 5025, 4980, 4987, 6172, 1, 0],
[1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5025, 4975, 4987, 6172, 0, 0], [2, 4987, 5025, 4975, 4987, 6172, 0, 0],
@ -109,7 +109,7 @@ tc5 = BTContainer(data=[
# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
# stop-loss: 2% ROI: 5% # stop-loss: 2% ROI: 5%
tc6 = BTContainer(data=[ tc6 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5300, 4850, 5050, 6172, 0, 0], # Exit with stoploss [2, 4987, 5300, 4850, 5050, 6172, 0, 0], # Exit with stoploss
@ -123,7 +123,7 @@ tc6 = BTContainer(data=[
# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
# stop-loss: 2% ROI: 3% # stop-loss: 2% ROI: 3%
tc7 = BTContainer(data=[ tc7 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5050, 6172, 0, 0], [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
@ -138,7 +138,7 @@ tc7 = BTContainer(data=[
# Test 8: trailing_stop should raise so candle 3 causes a stoploss. # Test 8: trailing_stop should raise so candle 3 causes a stoploss.
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2
tc8 = BTContainer(data=[ tc8 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5000, 6172, 0, 0], [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
[2, 5000, 5250, 4750, 4850, 6172, 0, 0], [2, 5000, 5250, 4750, 4850, 6172, 0, 0],
@ -152,7 +152,7 @@ tc8 = BTContainer(data=[
# Test 9: trailing_stop should raise - high and low in same candle. # Test 9: trailing_stop should raise - high and low in same candle.
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3
tc9 = BTContainer(data=[ tc9 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5000, 6172, 0, 0], [1, 5000, 5050, 4950, 5000, 6172, 0, 0],
[2, 5000, 5050, 4950, 5000, 6172, 0, 0], [2, 5000, 5050, 4950, 5000, 6172, 0, 0],
@ -166,7 +166,7 @@ tc9 = BTContainer(data=[
# without applying trailing_stop_positive since stoploss_offset is at 10%. # without applying trailing_stop_positive since stoploss_offset is at 10%.
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
tc10 = BTContainer(data=[ tc10 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0], [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@ -182,7 +182,7 @@ tc10 = BTContainer(data=[
# applying a positive trailing stop of 3% since stop_positive_offset is reached. # applying a positive trailing stop of 3% since stop_positive_offset is reached.
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
tc11 = BTContainer(data=[ tc11 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0], [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@ -198,7 +198,7 @@ tc11 = BTContainer(data=[
# applying a positive trailing stop of 3% since stop_positive_offset is reached. # applying a positive trailing stop of 3% since stop_positive_offset is reached.
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
tc12 = BTContainer(data=[ tc12 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 4650, 5100, 6172, 0, 0], [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
@ -213,7 +213,7 @@ tc12 = BTContainer(data=[
# Test 13: Buy and sell ROI on same candle # Test 13: Buy and sell ROI on same candle
# stop-loss: 10% (should not apply), ROI: 1% # stop-loss: 10% (should not apply), ROI: 1%
tc13 = BTContainer(data=[ tc13 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 4850, 5100, 6172, 0, 0], [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
@ -226,7 +226,7 @@ tc13 = BTContainer(data=[
# Test 14 - Buy and Stoploss on same candle # Test 14 - Buy and Stoploss on same candle
# stop-loss: 5%, ROI: 10% (should not apply) # stop-loss: 5%, ROI: 10% (should not apply)
tc14 = BTContainer(data=[ tc14 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4600, 5100, 6172, 0, 0], [1, 5000, 5100, 4600, 5100, 6172, 0, 0],
[2, 5100, 5251, 4850, 5100, 6172, 0, 0], [2, 5100, 5251, 4850, 5100, 6172, 0, 0],
@ -240,7 +240,7 @@ tc14 = BTContainer(data=[
# Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle
# stop-loss: 5%, ROI: 10% (should not apply) # stop-loss: 5%, ROI: 10% (should not apply)
tc15 = BTContainer(data=[ tc15 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4900, 5100, 6172, 1, 0], [1, 5000, 5100, 4900, 5100, 6172, 1, 0],
[2, 5100, 5251, 4650, 5100, 6172, 0, 0], [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
@ -255,7 +255,7 @@ tc15 = BTContainer(data=[
# Causes negative profit even though sell-reason is ROI. # Causes negative profit even though sell-reason is ROI.
# stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration) # stop-loss: 10%, ROI: 10% (should not apply), -100% after 65 minutes (limits trade duration)
tc16 = BTContainer(data=[ tc16 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5050, 6172, 0, 0], [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
@ -271,7 +271,7 @@ tc16 = BTContainer(data=[
# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration) # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
# Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe. # Uses open as sell-rate (special case) - since the roi-time is a multiple of the timeframe.
tc17 = BTContainer(data=[ tc17 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5050, 6172, 0, 0], [2, 4987, 5300, 4950, 5050, 6172, 0, 0],
@ -287,7 +287,7 @@ tc17 = BTContainer(data=[
# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration) # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
# uses open_rate as sell-price # uses open_rate as sell-price
tc18 = BTContainer(data=[ tc18 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5200, 6172, 0, 0], [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
@ -302,7 +302,7 @@ tc18 = BTContainer(data=[
# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration) # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
# uses calculated ROI (1%) as sell rate, otherwise identical to tc18 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
tc19 = BTContainer(data=[ tc19 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5200, 6172, 0, 0], [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
@ -317,7 +317,7 @@ tc19 = BTContainer(data=[
# stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration) # stop-loss: 10%, ROI: 10% (should not apply), -100% after 100 minutes (limits trade duration)
# uses calculated ROI (1%) as sell rate, otherwise identical to tc18 # uses calculated ROI (1%) as sell rate, otherwise identical to tc18
tc20 = BTContainer(data=[ tc20 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], [1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5200, 6172, 0, 0], [2, 4987, 5300, 4950, 5200, 6172, 0, 0],
@ -333,7 +333,7 @@ tc20 = BTContainer(data=[
# which cannot happen in reality # which cannot happen in reality
# stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle # stop-loss: 10%, ROI: 4%, Trailing stop adjusted at the sell candle
tc21 = BTContainer(data=[ tc21 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 4650, 5100, 6172, 0, 0], [2, 5100, 5251, 4650, 5100, 6172, 0, 0],
@ -349,7 +349,7 @@ tc21 = BTContainer(data=[
# applying a positive trailing stop of 3% - ROI should apply before trailing stop. # applying a positive trailing stop of 3% - ROI should apply before trailing stop.
# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2 # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2
tc22 = BTContainer(data=[ tc22 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0], [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@ -368,7 +368,7 @@ tc22 = BTContainer(data=[
# Stoploss would trigger in this candle too, but it's no longer relevant. # Stoploss would trigger in this candle too, but it's no longer relevant.
# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell) # stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2, ROI adjusted in candle 3 (causing the sell)
tc23 = BTContainer(data=[ tc23 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0], [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@ -384,7 +384,7 @@ tc23 = BTContainer(data=[
# Stoploss at 1%. # Stoploss at 1%.
# Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle) # Stoploss wins over Sell-signal (because sell-signal is acted on in the next candle)
tc24 = BTContainer(data=[ tc24 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@ -399,7 +399,7 @@ tc24 = BTContainer(data=[
# Stoploss at 1%. # Stoploss at 1%.
# Sell-signal wins over stoploss # Sell-signal wins over stoploss
tc25 = BTContainer(data=[ tc25 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@ -414,7 +414,7 @@ tc25 = BTContainer(data=[
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) # Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
# Sell-signal wins over stoploss # Sell-signal wins over stoploss
tc26 = BTContainer(data=[ tc26 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@ -428,7 +428,7 @@ tc26 = BTContainer(data=[
# Test 27: Sell with signal sell in candle 3 (ROI at signal candle) # Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal # Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
tc27 = BTContainer(data=[ tc27 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@ -444,7 +444,7 @@ tc27 = BTContainer(data=[
# therefore "open" will be used # therefore "open" will be used
# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 # stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2
tc28 = BTContainer(data=[ tc28 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5100, 4950, 5100, 6172, 0, 0], [1, 5000, 5100, 4950, 5100, 6172, 0, 0],
[2, 5100, 5251, 5100, 5100, 6172, 0, 0], [2, 5100, 5251, 5100, 5100, 6172, 0, 0],
@ -460,7 +460,7 @@ tc28 = BTContainer(data=[
# high of stoploss candle. # high of stoploss candle.
# stop-loss: 10%, ROI: 10% (should not apply) # stop-loss: 10%, ROI: 10% (should not apply)
tc29 = BTContainer(data=[ tc29 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 5000, 5000, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5050, 5000, 5000, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Triggers trailing-stoploss [2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Triggers trailing-stoploss
@ -474,7 +474,7 @@ tc29 = BTContainer(data=[
# Test 30: trailing_stop should be triggered immediately on trade open candle. # Test 30: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 10%, ROI: 10% (should not apply) # stop-loss: 10%, ROI: 10% (should not apply)
tc30 = BTContainer(data=[ tc30 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop [1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@ -488,7 +488,7 @@ tc30 = BTContainer(data=[
# Test 31: trailing_stop should be triggered immediately on trade open candle. # Test 31: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 10%, ROI: 10% (should not apply) # stop-loss: 10%, ROI: 10% (should not apply)
tc31 = BTContainer(data=[ tc31 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop [1, 5000, 5500, 4900, 4900, 6172, 0, 0], # enter trade (signal on last candle) and stop
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@ -503,7 +503,7 @@ tc31 = BTContainer(data=[
# Test 32: trailing_stop should be triggered immediately on trade open candle. # Test 32: trailing_stop should be triggered immediately on trade open candle.
# stop-loss: 1%, ROI: 10% (should not apply) # stop-loss: 1%, ROI: 10% (should not apply)
tc32 = BTContainer(data=[ tc32 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade and stop [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade and stop
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@ -537,7 +537,7 @@ tc33 = BTContainer(data=[
# Test 34: Custom-entry-price below all candles should timeout - so no trade happens. # Test 34: Custom-entry-price below all candles should timeout - so no trade happens.
tc34 = BTContainer(data=[ tc34 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@ -549,7 +549,7 @@ tc34 = BTContainer(data=[
# Test 35: Custom-entry-price above all candles should have rate adjusted to "entry candle high" # Test 35: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
tc35 = BTContainer(data=[ tc35 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Timeout [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@ -566,7 +566,7 @@ tc35 = BTContainer(data=[
# below open, we treat this as cheating, and delay the sell by 1 candle. # below open, we treat this as cheating, and delay the sell by 1 candle.
# details: https://github.com/freqtrade/freqtrade/issues/6261 # details: https://github.com/freqtrade/freqtrade/issues/6261
tc36 = BTContainer(data=[ 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], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 4999, 6172, 0, 0], # Enter and immediate ROI [1, 5000, 5500, 4951, 4999, 6172, 0, 0], # Enter and immediate ROI
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@ -581,7 +581,7 @@ tc36 = BTContainer(data=[
# Would cause immediate ROI exit below close # Would cause immediate ROI exit below close
# details: https://github.com/freqtrade/freqtrade/issues/6261 # details: https://github.com/freqtrade/freqtrade/issues/6261
tc37 = BTContainer(data=[ 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], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5400, 5500, 4951, 5100, 6172, 0, 0], # Enter and immediate ROI [1, 5400, 5500, 4951, 5100, 6172, 0, 0], # Enter and immediate ROI
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
@ -595,7 +595,7 @@ tc37 = BTContainer(data=[
# Test 38: Custom exit price below all candles # Test 38: Custom exit price below all candles
# Price adjusted to candle Low. # Price adjusted to candle Low.
tc38 = BTContainer(data=[ 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], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
[2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout [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 # Test 39: Custom exit price above all candles
# causes sell signal timeout # causes sell signal timeout
tc39 = BTContainer(data=[ 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], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
[2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout [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)] 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) # Sell with signal sell in candle 3 (stoploss also triggers on this candle)
# Stoploss at 1%. # Stoploss at 1%.
# Sell-signal wins over stoploss # Sell-signal wins over stoploss
tc39 = BTContainer(data=[ tc40 = BTContainer(data=[
# D O H L C V B S # D O H L C V EL XL ES Xs BT
[0, 5000, 5025, 4975, 4987, 6172, 1, 0], [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle) [1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4986, 6172, 0, 0], [2, 4987, 5012, 4986, 4986, 6172, 0, 0],
@ -681,6 +681,7 @@ TESTS = [
tc37, tc37,
tc38, tc38,
tc39, tc39,
tc40,
# TODO-lev: Add tests for short here # TODO-lev: Add tests for short here
] ]