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Minor fix and enhancement for TC51.

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eSeR1805 2022-05-07 17:31:56 +03:00
parent 108903f7f0
commit eca8d16c61
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1 changed files with 10 additions and 11 deletions
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21
tests/optimize/test_backtest_detail.py
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@ -786,9 +786,9 @@ tc49 = BTContainer(data=[
# Test 50: Custom-entry-price below all candles - readjust order cancels order # Test 50: Custom-entry-price below all candles - readjust order cancels order
tc50 = BTContainer(data=[ tc50 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0], # Enter long - place order
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Order readjust - cancel order
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust - cancel order [2, 4900, 5250, 4500, 5100, 6172, 0, 0],
[3, 5100, 5100, 4650, 4750, 6172, 0, 0], [3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0, stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
@ -800,14 +800,14 @@ tc50 = BTContainer(data=[
# Test 51: Custom-entry-price below all candles - readjust order leaves order in place and timeout. # Test 51: Custom-entry-price below all candles - readjust order leaves order in place and timeout.
tc51 = BTContainer(data=[ tc51 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT # D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0], [0, 5000, 5050, 4950, 5000, 6172, 1, 0], # Enter long - place order
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Order readjust - replace order
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust - cancel order [2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust - maintain order
[3, 5100, 5100, 4650, 4750, 6172, 0, 0], [3, 5100, 5100, 4650, 4750, 6172, 0, 0], # Timeout
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0, stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
use_exit_signal=True, timeout=1000, use_exit_signal=True, timeout=60,
custom_entry_price=4200, adjust_entry_price=4200, custom_entry_price=4200, adjust_entry_price=4100,
trades=[] trades=[]
) )
@ -905,8 +905,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
backtesting.strategy.custom_entry_price = MagicMock(return_value=data.custom_entry_price) backtesting.strategy.custom_entry_price = MagicMock(return_value=data.custom_entry_price)
if data.custom_exit_price: if data.custom_exit_price:
backtesting.strategy.custom_exit_price = MagicMock(return_value=data.custom_exit_price) backtesting.strategy.custom_exit_price = MagicMock(return_value=data.custom_exit_price)
if data.adjust_entry_price: backtesting.strategy.adjust_entry_price = MagicMock(return_value=data.adjust_entry_price)
backtesting.strategy.adjust_entry_price = MagicMock(return_value=data.adjust_entry_price)
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
backtesting.strategy.leverage = lambda **kwargs: data.leverage backtesting.strategy.leverage = lambda **kwargs: data.leverage