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Update plotting tests for new strategy interface

This commit is contained in:
Matthias 2021-08-24 20:30:42 +02:00
parent 9a03cb96f5
commit f9f32a15bb
2 changed files with 9 additions and 8 deletions
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9
freqtrade/plot/plotting.py
View File

@ -386,8 +386,9 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
) )
fig.add_trace(candles, 1, 1) fig.add_trace(candles, 1, 1)
if 'buy' in data.columns: # TODO-lev: Needs short equivalent
df_buy = data[data['buy'] == 1] if 'enter_long' in data.columns:
df_buy = data[data['enter_long'] == 1]
if len(df_buy) > 0: if len(df_buy) > 0:
buys = go.Scatter( buys = go.Scatter(
x=df_buy.date, x=df_buy.date,
@ -405,8 +406,8 @@ def generate_candlestick_graph(pair: str, data: pd.DataFrame, trades: pd.DataFra
else: else:
logger.warning("No buy-signals found.") logger.warning("No buy-signals found.")
if 'sell' in data.columns: if 'exit_long' in data.columns:
df_sell = data[data['sell'] == 1] df_sell = data[data['exit_long'] == 1]
if len(df_sell) > 0: if len(df_sell) > 0:
sells = go.Scatter( sells = go.Scatter(
x=df_sell.date, x=df_sell.date,

8
tests/test_plotting.py
View File

@ -203,8 +203,8 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
timerange = TimeRange(None, 'line', 0, -1000) timerange = TimeRange(None, 'line', 0, -1000)
data = history.load_pair_history(pair=pair, timeframe='1m', data = history.load_pair_history(pair=pair, timeframe='1m',
datadir=testdatadir, timerange=timerange) datadir=testdatadir, timerange=timerange)
data['buy'] = 0 data['enter_long'] = 0
data['sell'] = 0 data['exit_long'] = 0
indicators1 = [] indicators1 = []
indicators2 = [] indicators2 = []
@ -264,12 +264,12 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
buy = find_trace_in_fig_data(figure.data, "buy") buy = find_trace_in_fig_data(figure.data, "buy")
assert isinstance(buy, go.Scatter) assert isinstance(buy, go.Scatter)
# All buy-signals should be plotted # All buy-signals should be plotted
assert int(data.buy.sum()) == len(buy.x) assert int(data['enter_long'].sum()) == len(buy.x)
sell = find_trace_in_fig_data(figure.data, "sell") sell = find_trace_in_fig_data(figure.data, "sell")
assert isinstance(sell, go.Scatter) assert isinstance(sell, go.Scatter)
# All buy-signals should be plotted # All buy-signals should be plotted
assert int(data.sell.sum()) == len(sell.x) assert int(data['exit_long'].sum()) == len(sell.x)
assert find_trace_in_fig_data(figure.data, "Bollinger Band") assert find_trace_in_fig_data(figure.data, "Bollinger Band")