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Add test case for "sell below close" case

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This commit is contained in:
Matthias 2022-02-16 13:42:39 +01:00
parent 64b98989d2
commit e7bfb4fd5c
1 changed files with 20 additions and 5 deletions
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25
tests/optimize/test_backtest_detail.py
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@ -577,10 +577,24 @@ tc36 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)] trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
) )
# Test 37: Custom-entry-price around candle low
# Test 37: Custom exit price below all candles # Would cause immediate ROI exit below close
# Price adjusted to candle Low. # details: https://github.com/freqtrade/freqtrade/issues/6261
tc37 = BTContainer(data=[ 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 # D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 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)] 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 # causes sell signal timeout
tc38 = BTContainer(data=[ tc39 = BTContainer(data=[
# D O H L C V B S BT # D O H L C V B S BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], [1, 5000, 5500, 4951, 5000, 6172, 0, 0],
@ -649,6 +663,7 @@ TESTS = [
tc36, tc36,
tc37, tc37,
tc38, tc38,
tc39,
] ]