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Fix optimize_reports test

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This commit is contained in:
Matthias 2021-02-27 10:14:25 +01:00
parent fb489c11c9
commit f65092459a
1 changed files with 23 additions and 9 deletions
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32
tests/optimize/test_optimize_reports.py
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@ -102,6 +102,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
# Above sample had no loosing trade # Above sample had no loosing trade
assert strat_stats['max_drawdown'] == 0.0 assert strat_stats['max_drawdown'] == 0.0
# Retry with losing trade
results = {'DefStrat': { results = {'DefStrat': {
'results': pd.DataFrame( 'results': pd.DataFrame(
{"pair": ["UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC"], {"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], "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.0032903, 0.003217], "close_rate": [0.002546, 0.003014, 0.0032903, 0.003217],
"trade_duration": [123, 34, 31, 14], "trade_duration": [123, 34, 31, 14],
"open_at_end": [False, False, False, True], "is_open": [False, False, False, True],
"sell_reason": [SellType.ROI, SellType.STOP_LOSS, "stake_amount": [0.01, 0.01, 0.01, 0.01],
SellType.ROI, SellType.FORCE_SELL] "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 stats = generate_backtest_stats(btdata, results, min_date, max_date)
assert strat_stats['drawdown_start'] == datetime(1970, 1, 1, tzinfo=timezone.utc) assert isinstance(stats, dict)
assert strat_stats['drawdown_end'] == datetime(1970, 1, 1, tzinfo=timezone.utc) assert 'strategy' in stats
assert strat_stats['drawdown_end_ts'] == 0 assert 'DefStrat' in stats['strategy']
assert strat_stats['drawdown_start_ts'] == 0 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'] assert strat_stats['pairlist'] == ['UNITTEST/BTC']
# Test storing stats # Test storing stats