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extract Find parallel trades per interval

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This commit is contained in:
Matthias
2019-10-30 13:35:55 +01:00
parent 669a6cf119
commit dac88c6aed
2 changed files with 27 additions and 11 deletions
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6
tests/optimize/test_backtesting.py
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@@ -714,9 +714,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
results = backtesting.backtest(backtest_conf)
# Make sure we have parallel trades
assert len(evaluate_result_multi(results, '5min', 2)) > 0
assert len(evaluate_result_multi(results, '5m', 2)) > 0
# make sure we don't have trades with more than configured max_open_trades
assert len(evaluate_result_multi(results, '5min', 3)) == 0
assert len(evaluate_result_multi(results, '5m', 3)) == 0
backtest_conf = {
'stake_amount': default_conf['stake_amount'],
@@ -727,7 +727,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
'end_date': max_date,
}
results = backtesting.backtest(backtest_conf)
assert len(evaluate_result_multi(results, '5min', 1)) == 0
assert len(evaluate_result_multi(results, '5m', 1)) == 0
def test_backtest_record(default_conf, fee, mocker):