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fix backtest testcase

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This commit is contained in:
kevinjulian
2021-07-20 23:25:00 +07:00
parent c558fc0b17
commit cbfedf8b29
4 changed files with 238 additions and 218 deletions
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3
tests/optimize/__init__.py
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@@ -18,6 +18,7 @@ class BTrade(NamedTuple):
sell_reason: SellType
open_tick: int
close_tick: int
buy_signal_name: Optional[str] = ''
class BTContainer(NamedTuple):
@@ -43,7 +44,7 @@ def _get_frame_time_from_offset(offset):
def _build_backtest_dataframe(data):
columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell', 'buy_signal_name']
frame = DataFrame.from_records(data, columns=columns)
frame['date'] = frame['date'].apply(_get_frame_time_from_offset)