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added 9 use cased for testing Edge

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This commit is contained in:
misagh 2018-10-02 18:05:24 +02:00
parent a364a1e40d
commit de20e142a0
1 changed files with 23 additions and 7 deletions
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30
freqtrade/tests/edge/test_edge.py
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@ -3,16 +3,18 @@ from freqtrade.edge import Edge
# Cases to be tested: # Cases to be tested:
# 1) Three complete trades within dataframe (with sell or buy hit for all) ############################### SELL POINTS #####################################
# 2) Two open trades but one without sell/buy hit # 1) Three complete trades within dataframe (with sell hit for all)
# 3) Two complete trades and one which should not be considered as it happend while # 2) Two complete trades but one without sell hit (remains open)
# there was an already open trade on pair # 3) Two complete trades and one buy signal while one trade is open
# 4) Three complete trades with buy=1 on the last frame # 4) Two complete trades with buy=1 on the last frame
################################# STOPLOSS ######################################
# 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss # 5) Candle drops 8%, stoploss at 1%: Trade closed, 1% loss
# 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss # 6) Candle drops 4% but recovers to 1% loss, stoploss at 3%: Trade closed, 3% loss
# 7) Candle drops 4% recovers to 1% entry criteria are met candle drops # 7) Candle drops 4% recovers to 1% entry criteria are met, candle drops
# 20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2% # 20%, stoploss at 2%: Trade 1 closed, Loss 2%, Trade 2 opened, Trade 2 closed, Loss 2%
############################ PRIORITY TO STOPLOSS ################################
# 8) Stoploss and sell are hit. should sell on stoploss
def test_filter(mocker, default_conf): def test_filter(mocker, default_conf):
exchange = get_patched_exchange(mocker, default_conf) exchange = get_patched_exchange(mocker, default_conf)
@ -27,3 +29,17 @@ def test_filter(mocker, default_conf):
pairs = ['A/B', 'C/D', 'E/F', 'G/H'] pairs = ['A/B', 'C/D', 'E/F', 'G/H']
assert(edge.filter(pairs) == ['E/F', 'C/D']) assert(edge.filter(pairs) == ['E/F', 'C/D'])
def test_three_complete_trades():
stoploss = -0.01
three_sell_points_hit = [
# Buy, O, H, L, C, Sell
[1, 15, 20, 12, 17, 0], # -> should enter the trade
[1, 17, 18, 13, 14, 1], # -> should sell (trade 1 completed)
[0, 14, 15, 11, 12, 0], # -> no action
[1, 12, 25, 11, 20, 0], # -> should enter the trade
[0, 20, 30, 21, 25, 1], # -> should sell (trade 2 completed)
[1, 25, 27, 22, 26, 1], # -> buy and sell, should enter the trade
[0, 26, 36, 25, 35, 1], # -> should sell (trade 3 completed)
]