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Update some tests for updated backtest interface

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Matthias
2021-08-23 21:35:01 +02:00
parent 7373b39015
commit faf5cfa66d
3 changed files with 18 additions and 12 deletions
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8
tests/optimize/__init__.py
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@@ -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)

13
tests/optimize/test_backtest_detail.py
View File

@@ -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
]