From faf5cfa66d7e6a3228ad638d83ec30b0022e8bdb Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 23 Aug 2021 21:35:01 +0200 Subject: [PATCH] Update some tests for updated backtest interface --- freqtrade/strategy/interface.py | 9 +++++---- tests/optimize/__init__.py | 8 ++++++-- tests/optimize/test_backtest_detail.py | 13 +++++++------ 3 files changed, 18 insertions(+), 12 deletions(-) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index a1e820808..f721acafb 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -807,8 +807,8 @@ class IStrategy(ABC, HyperStrategyMixin): return self.populate_buy_trend(dataframe) # type: ignore else: df = self.populate_buy_trend(dataframe, metadata) - # TODO-lev: IF both buy and enter_long exist, this will fail. - df = df.rename({'buy': 'enter_long', 'buy_tag': 'long_tag'}, axis='columns') + if 'enter_long' not in df.columns: + df = df.rename({'buy': 'enter_long', 'buy_tag': 'long_tag'}, axis='columns') return df @@ -829,8 +829,9 @@ class IStrategy(ABC, HyperStrategyMixin): return self.populate_sell_trend(dataframe) # type: ignore else: df = self.populate_sell_trend(dataframe, metadata) - # TODO-lev: IF both sell and exit_long exist, this will fail at a later point - return df.rename({'sell': 'exit_long'}, axis='columns') + if 'exit_long' not in df.columns: + df = df.rename({'sell': 'exit_long'}, axis='columns') + return df def leverage(self, pair: str, current_time: datetime, current_rate: float, proposed_leverage: float, max_leverage: float, diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py index f29d8d585..dffe3209f 100644 --- a/tests/optimize/__init__.py +++ b/tests/optimize/__init__.py @@ -44,8 +44,12 @@ def _get_frame_time_from_offset(offset): def _build_backtest_dataframe(data): - columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell'] - columns = columns + ['buy_tag'] if len(data[0]) == 9 else columns + columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'enter_long', 'exit_long', + 'enter_short', 'exit_short'] + if len(data[0]) == 8: + # No short columns + data = [d + [0, 0] for d in data] + columns = columns + ['long_tag'] if len(data[0]) == 11 else columns frame = DataFrame.from_records(data, columns=columns) frame['date'] = frame['date'].apply(_get_frame_time_from_offset) diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index e5c037f3e..e14f82c33 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -519,12 +519,12 @@ tc32 = BTContainer(data=[ # Test 33: trailing_stop should be triggered immediately on trade open candle. # stop-loss: 1%, ROI: 10% (should not apply) tc33 = BTContainer(data=[ - # D O H L C V B S BT - [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 'buy_signal_01'], - [1, 5000, 5500, 5000, 4900, 6172, 0, 0, None], # enter trade (signal on last candle) and stop - [2, 4900, 5250, 4500, 5100, 6172, 0, 0, None], - [3, 5100, 5100, 4650, 4750, 6172, 0, 0, None], - [4, 4750, 4950, 4350, 4750, 6172, 0, 0, None]], + # D O H L C V EL XL ES Xs BT + [0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0, 'buy_signal_01'], + [1, 5000, 5500, 5000, 4900, 6172, 0, 0, 0, 0, None], # enter trade (signal on last candle) and stop + [2, 4900, 5250, 4500, 5100, 6172, 0, 0, 0, 0, None], + [3, 5100, 5100, 4650, 4750, 6172, 0, 0, 0, 0, None], + [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0, None]], stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, use_custom_stoploss=True, @@ -571,6 +571,7 @@ TESTS = [ tc31, tc32, tc33, + # TODO-lev: Add tests for short here ]