From f65092459a39ccd7238550a9518f989bab41feb7 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Feb 2021 10:14:25 +0100 Subject: [PATCH] Fix optimize_reports test --- tests/optimize/test_optimize_reports.py | 32 ++++++++++++++++++------- 1 file changed, 23 insertions(+), 9 deletions(-) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index ca6a4ab01..8119c732b 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -102,6 +102,7 @@ def test_generate_backtest_stats(default_conf, testdatadir): # Above sample had no loosing trade assert strat_stats['max_drawdown'] == 0.0 + # Retry with losing trade results = {'DefStrat': { 'results': pd.DataFrame( {"pair": ["UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC"], @@ -118,18 +119,31 @@ def test_generate_backtest_stats(default_conf, testdatadir): "open_rate": [0.002543, 0.003003, 0.003089, 0.003214], "close_rate": [0.002546, 0.003014, 0.0032903, 0.003217], "trade_duration": [123, 34, 31, 14], - "open_at_end": [False, False, False, True], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, - SellType.ROI, SellType.FORCE_SELL] + "is_open": [False, False, False, True], + "stake_amount": [0.01, 0.01, 0.01, 0.01], + "sell_reason": [SellType.ROI, SellType.ROI, + SellType.STOP_LOSS, SellType.FORCE_SELL] }), - 'config': default_conf} + 'config': default_conf, + 'locks': [], + 'final_balance': 1000.02, + 'backtest_start_time': Arrow.utcnow().int_timestamp, + 'backtest_end_time': Arrow.utcnow().int_timestamp, + } } - assert strat_stats['max_drawdown'] == 0.0 - assert strat_stats['drawdown_start'] == datetime(1970, 1, 1, tzinfo=timezone.utc) - assert strat_stats['drawdown_end'] == datetime(1970, 1, 1, tzinfo=timezone.utc) - assert strat_stats['drawdown_end_ts'] == 0 - assert strat_stats['drawdown_start_ts'] == 0 + stats = generate_backtest_stats(btdata, results, min_date, max_date) + assert isinstance(stats, dict) + assert 'strategy' in stats + assert 'DefStrat' in stats['strategy'] + assert 'strategy_comparison' in stats + strat_stats = stats['strategy']['DefStrat'] + + assert strat_stats['max_drawdown'] == 0.013803 + assert strat_stats['drawdown_start'] == datetime(2017, 11, 14, 22, 10, tzinfo=timezone.utc) + assert strat_stats['drawdown_end'] == datetime(2017, 11, 14, 22, 43, tzinfo=timezone.utc) + assert strat_stats['drawdown_end_ts'] == 1510699380000 + assert strat_stats['drawdown_start_ts'] == 1510697400000 assert strat_stats['pairlist'] == ['UNITTEST/BTC'] # Test storing stats