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மனோஜ்குமார் பழனிச்சாமி
2022-04-05 15:52:48 +05:30
parent 4833cd1217 5c01969969
commit debb8f7485
34 changed files with 358 additions and 307 deletions
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16
tests/optimize/test_backtest_detail.py
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@@ -23,7 +23,7 @@ tc0 = BTContainer(data=[
[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1: Stop-Loss Triggered 1% loss
@@ -424,7 +424,7 @@ tc26 = BTContainer(data=[
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 27: (copy of test26 with leverage)
@@ -441,7 +441,7 @@ tc27 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 28: (copy of test26 with leverage and as short)
@@ -458,7 +458,7 @@ tc28 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
)
# Test 29: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
@@ -486,7 +486,7 @@ tc30 = BTContainer(data=[
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 31: trailing_stop should raise so candle 3 causes a stoploss
@@ -708,7 +708,7 @@ tc44 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01,
use_exit_signal=True,
custom_exit_price=4552,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=3)]
)
# Test 45: Custom exit price above all candles
@@ -723,7 +723,7 @@ tc45 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_exit_signal=True,
custom_exit_price=6052,
trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.FORCE_EXIT, open_tick=1, close_tick=4)]
)
# Test 46: (Short of tc45) Custom short exit price above below candles
@@ -738,7 +738,7 @@ tc46 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_exit_signal=True,
custom_exit_price=4700,
trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.FORCE_EXIT, open_tick=1, close_tick=4, is_short=True)]
)
# Test 47: Colliding long and short signal

4
tests/optimize/test_hyperopt.py
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@@ -358,7 +358,7 @@ def test_hyperopt_format_results(hyperopt):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': hyperopt.config,
'locks': [],
@@ -429,7 +429,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': hyperopt_conf,
'locks': [],

4
tests/optimize/test_optimize_reports.py
View File

@@ -77,7 +77,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': default_conf,
'locks': [],
@@ -129,7 +129,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.ROI,
ExitType.STOP_LOSS, ExitType.FORCE_SELL]
ExitType.STOP_LOSS, ExitType.FORCE_EXIT]
}),
'config': default_conf,
'locks': [],