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Merge branch 'develop' into feat/short

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Matthias
2021-11-06 15:24:52 +01:00
parent c094ac5762 d99eaccb5a
commit ebc38159b8
57 changed files with 1202 additions and 197 deletions
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29
tests/strategy/test_interface.py
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@@ -42,29 +42,29 @@ def test_returns_latest_signal(ohlcv_history):
mocked_history.loc[1, 'exit_long'] = 1
assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, True)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, True, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 1
assert _STRATEGY.get_entry_signal(
'ETH/BTC', '5m', mocked_history) == (SignalDirection.LONG, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 0
assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 1
mocked_history.loc[1, 'enter_tag'] = 'buy_signal_01'
assert _STRATEGY.get_entry_signal(
'ETH/BTC', '5m', mocked_history) == (SignalDirection.LONG, 'buy_signal_01')
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (True, False, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, False, None)
mocked_history.loc[1, 'exit_long'] = 0
mocked_history.loc[1, 'enter_long'] = 0
@@ -74,15 +74,18 @@ def test_returns_latest_signal(ohlcv_history):
assert _STRATEGY.get_entry_signal(
'ETH/BTC', '5m', mocked_history) == (SignalDirection.SHORT, 'sell_signal_01')
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (True, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (True, False, None)
mocked_history.loc[1, 'enter_short'] = 0
mocked_history.loc[1, 'exit_short'] = 1
mocked_history.loc[1, 'exit_tag'] = 'sell_signal_02'
assert _STRATEGY.get_entry_signal(
'ETH/BTC', '5m', mocked_history) == (None, None)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False)
assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history, True) == (False, True)
assert _STRATEGY.get_exit_signal(
'ETH/BTC', '5m', mocked_history) == (False, False, 'sell_signal_02')
assert _STRATEGY.get_exit_signal(
'ETH/BTC', '5m', mocked_history, True) == (False, True, 'sell_signal_02')
def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
@@ -711,7 +714,7 @@ def test_strategy_safe_wrapper(value):
ret = strategy_safe_wrapper(working_method, message='DeadBeef')(value)
assert type(ret) == type(value)
assert isinstance(ret, type(value))
assert ret == value