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Added short and exit_short to strategy

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This commit is contained in:
Sam Germain
2021-08-08 03:38:34 -06:00
parent 98fe3e73de
commit d4a7d2d444
24 changed files with 862 additions and 152 deletions
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28
tests/strategy/test_default_strategy.py
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@@ -14,6 +14,8 @@ def test_default_strategy_structure():
assert hasattr(DefaultStrategy, 'populate_indicators')
assert hasattr(DefaultStrategy, 'populate_buy_trend')
assert hasattr(DefaultStrategy, 'populate_sell_trend')
assert hasattr(DefaultStrategy, 'populate_short_trend')
assert hasattr(DefaultStrategy, 'populate_exit_short_trend')
def test_default_strategy(result, fee):
@@ -27,6 +29,10 @@ def test_default_strategy(result, fee):
assert type(indicators) is DataFrame
assert type(strategy.populate_buy_trend(indicators, metadata)) is DataFrame
assert type(strategy.populate_sell_trend(indicators, metadata)) is DataFrame
# TODO-lev: I think these two should be commented out in the strategy by default
# TODO-lev: so they can be tested, but the tests can't really remain
assert type(strategy.populate_short_trend(indicators, metadata)) is DataFrame
assert type(strategy.populate_exit_short_trend(indicators, metadata)) is DataFrame
trade = Trade(
open_rate=19_000,
@@ -37,10 +43,28 @@ def test_default_strategy(result, fee):
assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc',
current_time=datetime.utcnow()) is True
is_short=False, current_time=datetime.utcnow()) is True
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc', sell_reason='roi',
current_time=datetime.utcnow()) is True
is_short=False, current_time=datetime.utcnow()) is True
# TODO-lev: Test for shorts?
assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
current_rate=20_000, current_profit=0.05) == strategy.stoploss
short_trade = Trade(
open_rate=21_000,
amount=0.1,
pair='ETH/BTC',
fee_open=fee.return_value
)
assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc',
is_short=True, current_time=datetime.utcnow()) is True
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=short_trade, order_type='limit',
amount=0.1, rate=20000, time_in_force='gtc',
sell_reason='roi', is_short=True,
current_time=datetime.utcnow()) is True