diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 5ad67d9a0..977563eeb 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -577,10 +577,24 @@ tc36 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)] ) - -# Test 37: Custom exit price below all candles -# Price adjusted to candle Low. +# Test 37: Custom-entry-price around candle low +# Would cause immediate ROI exit below close +# details: https://github.com/freqtrade/freqtrade/issues/6261 tc37 = BTContainer(data=[ + # D O H L C V B S BT + [0, 5000, 5050, 4950, 5000, 6172, 1, 0], + [1, 5400, 5500, 4951, 5100, 6172, 0, 0], # Enter and immediate ROI + [2, 4900, 5250, 4500, 5100, 6172, 0, 0], + [3, 5100, 5100, 4650, 4750, 6172, 0, 0], + [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], + stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01, + custom_entry_price=4952, + trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)] +) + +# Test 38: Custom exit price below all candles +# Price adjusted to candle Low. +tc38 = BTContainer(data=[ # D O H L C V B S BT [0, 5000, 5050, 4950, 5000, 6172, 1, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0], @@ -593,9 +607,9 @@ tc37 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=3)] ) -# Test 38: Custom exit price above all candles +# Test 39: Custom exit price above all candles # causes sell signal timeout -tc38 = BTContainer(data=[ +tc39 = BTContainer(data=[ # D O H L C V B S BT [0, 5000, 5050, 4950, 5000, 6172, 1, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0], @@ -649,6 +663,7 @@ TESTS = [ tc36, tc37, tc38, + tc39, ]