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Properly preserve trade's low during backtesting

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This commit is contained in:
Matthias
2021-08-09 19:38:56 +02:00
parent 5bfb9edf02
commit cf27968b97
5 changed files with 14 additions and 9 deletions
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2
tests/optimize/test_backtesting.py
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@@ -584,7 +584,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236],
'stop_loss_ratio': [-0.1, -0.1],
'min_rate': [0.1038, 0.10302485],
'min_rate': [0.10370188, 0.10300000000000001],
'max_rate': [0.10501, 0.1038888],
'is_open': [False, False],
'buy_tag': [None, None],

2
tests/strategy/test_interface.py
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@@ -398,7 +398,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
exchange='binance',
open_rate=1,
)
trade.adjust_min_max_rates(trade.open_rate)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
strategy.trailing_stop = trailing
strategy.trailing_stop_positive = -0.05
strategy.use_custom_stoploss = custom

13
tests/test_persistence.py
View File

@@ -799,25 +799,30 @@ def test_adjust_min_max_rates(fee):
open_rate=1,
)
trade.adjust_min_max_rates(trade.open_rate)
trade.adjust_min_max_rates(trade.open_rate, trade.open_rate)
assert trade.max_rate == 1
assert trade.min_rate == 1
# check min adjusted, max remained
trade.adjust_min_max_rates(0.96)
trade.adjust_min_max_rates(0.96, 0.96)
assert trade.max_rate == 1
assert trade.min_rate == 0.96
# check max adjusted, min remains
trade.adjust_min_max_rates(1.05)
trade.adjust_min_max_rates(1.05, 1.05)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.03)
trade.adjust_min_max_rates(1.03, 1.03)
assert trade.max_rate == 1.05
assert trade.min_rate == 0.96
# current rate "in the middle" - no adjustment
trade.adjust_min_max_rates(1.10, 0.91)
assert trade.max_rate == 1.10
assert trade.min_rate == 0.91
@pytest.mark.usefixtures("init_persistence")
@pytest.mark.parametrize('use_db', [True, False])