Add more tests for custom_loss
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@ -11,7 +11,7 @@ from pandas import DataFrame
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from freqtrade.configuration import TimeRange
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.data.history import load_data
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from freqtrade.exceptions import StrategyError
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from freqtrade.exceptions import OperationalException, StrategyError
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from freqtrade.persistence import PairLocks, Trade
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
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@ -287,20 +287,30 @@ def test_min_roi_reached3(default_conf, fee) -> None:
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assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
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@pytest.mark.parametrize('profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2', [
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# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
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# enable custom stoploss, expected after 1st call, expected after 2nd call
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(0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE),
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(0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS),
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(0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS),
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(0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE),
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(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS),
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# Default custom case - trails with 10%
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(0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE),
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(0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS),
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])
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@pytest.mark.parametrize(
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'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
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# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
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# enable custom stoploss, expected after 1st call, expected after 2nd call
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(0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE, None),
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(0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS, None),
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(0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS, None),
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(0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE, None),
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(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS, None),
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# Default custom case - trails with 10%
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(0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE, None),
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(0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS, None),
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(0.05, 1, SellType.NONE, False, True, -0.06, 1, SellType.TRAILING_STOP_LOSS,
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lambda **kwargs: -0.05),
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(0.05, 1, SellType.NONE, False, True, 0.09, 1.04, SellType.NONE,
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lambda **kwargs: -0.05),
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(0.05, 0.95, SellType.NONE, False, True, 0.09, 0.98, SellType.NONE,
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lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
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# Error case - static stoploss in place
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(0.05, 0.9, SellType.NONE, False, True, 0.09, 0.9, SellType.NONE,
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lambda **kwargs: None),
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])
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def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
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profit2, adjusted2, expected2) -> None:
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profit2, adjusted2, expected2, custom_stop) -> None:
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default_conf.update({'strategy': 'DefaultStrategy'})
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@ -319,6 +329,9 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
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strategy.trailing_stop = trailing
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strategy.trailing_stop_positive = -0.05
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strategy.custom_stoploss = custom
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original_stopvalue = strategy.stoploss_value
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if custom_stop:
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strategy.stoploss_value = custom_stop
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now = arrow.utcnow().datetime
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sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
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@ -342,6 +355,9 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
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assert sl_flag.sell_flag is True
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assert round(trade.stop_loss, 2) == adjusted2
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strategy.stoploss_value = original_stopvalue
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def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
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caplog.set_level(logging.DEBUG)
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