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Add more tests for custom_loss

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Matthias 2020-12-19 20:22:32 +01:00
parent 5f8610b28f
commit f8639fe938
1 changed files with 30 additions and 14 deletions
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36
tests/strategy/test_interface.py
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@ -11,7 +11,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data from freqtrade.data.history import load_data
from freqtrade.exceptions import StrategyError from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.persistence import PairLocks, Trade from freqtrade.persistence import PairLocks, Trade
from freqtrade.resolvers import StrategyResolver from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
@ -287,20 +287,30 @@ def test_min_roi_reached3(default_conf, fee) -> None:
assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime) assert strategy.min_roi_reached(trade, 0.31, arrow.utcnow().shift(minutes=-2).datetime)
@pytest.mark.parametrize('profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2', [ @pytest.mark.parametrize(
'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing, # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
# enable custom stoploss, expected after 1st call, expected after 2nd call # enable custom stoploss, expected after 1st call, expected after 2nd call
(0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE), (0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE, None),
(0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS), (0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS, None),
(0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS), (0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS, None),
(0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE), (0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE, None),
(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS), (0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS, None),
# Default custom case - trails with 10% # Default custom case - trails with 10%
(0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE), (0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE, None),
(0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS), (0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS, None),
(0.05, 1, SellType.NONE, False, True, -0.06, 1, SellType.TRAILING_STOP_LOSS,
lambda **kwargs: -0.05),
(0.05, 1, SellType.NONE, False, True, 0.09, 1.04, SellType.NONE,
lambda **kwargs: -0.05),
(0.05, 0.95, SellType.NONE, False, True, 0.09, 0.98, SellType.NONE,
lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
# Error case - static stoploss in place
(0.05, 0.9, SellType.NONE, False, True, 0.09, 0.9, SellType.NONE,
lambda **kwargs: None),
]) ])
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom, def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
profit2, adjusted2, expected2) -> None: profit2, adjusted2, expected2, custom_stop) -> None:
default_conf.update({'strategy': 'DefaultStrategy'}) default_conf.update({'strategy': 'DefaultStrategy'})
@ -319,6 +329,9 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
strategy.trailing_stop = trailing strategy.trailing_stop = trailing
strategy.trailing_stop_positive = -0.05 strategy.trailing_stop_positive = -0.05
strategy.custom_stoploss = custom strategy.custom_stoploss = custom
original_stopvalue = strategy.stoploss_value
if custom_stop:
strategy.stoploss_value = custom_stop
now = arrow.utcnow().datetime now = arrow.utcnow().datetime
sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade, sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
@ -342,6 +355,9 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
assert sl_flag.sell_flag is True assert sl_flag.sell_flag is True
assert round(trade.stop_loss, 2) == adjusted2 assert round(trade.stop_loss, 2) == adjusted2
strategy.stoploss_value = original_stopvalue
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)