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Add more tests for custom_loss

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This commit is contained in:
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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38
tests/strategy/test_interface.py
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@ -11,7 +11,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
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.resolvers import StrategyResolver
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)
@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,
# 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, -0.2, 0.9, SellType.STOP_LOSS),
(0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS),
(0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE),
(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS),
(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, None),
(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, None),
(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS, None),
# 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, -0.06, 0.95, SellType.TRAILING_STOP_LOSS),
])
(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, 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,
profit2, adjusted2, expected2) -> None:
profit2, adjusted2, expected2, custom_stop) -> None:
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_positive = -0.05
strategy.custom_stoploss = custom
original_stopvalue = strategy.stoploss_value
if custom_stop:
strategy.stoploss_value = custom_stop
now = arrow.utcnow().datetime
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 round(trade.stop_loss, 2) == adjusted2
strategy.stoploss_value = original_stopvalue
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)