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Add test for calcuate_csum

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This commit is contained in:
Matthias 2021-02-14 19:44:13 +01:00
parent 5c263c7ffd
commit 1a166f639d
1 changed files with 20 additions and 5 deletions
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25
tests/data/test_btanalysis.py
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@ -8,11 +8,12 @@ from pandas import DataFrame, DateOffset, Timestamp, to_datetime
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import LAST_BT_RESULT_FN from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD, from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
analyze_trade_parallelism, calculate_market_change, analyze_trade_parallelism, calculate_csum,
calculate_max_drawdown, combine_dataframes_with_mean, calculate_market_change, calculate_max_drawdown,
create_cum_profit, extract_trades_of_period, combine_dataframes_with_mean, create_cum_profit,
get_latest_backtest_filename, get_latest_hyperopt_file, extract_trades_of_period, get_latest_backtest_filename,
load_backtest_data, load_trades, load_trades_from_db) get_latest_hyperopt_file, load_backtest_data, load_trades,
load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history from freqtrade.data.history import load_data, load_pair_history
from tests.conftest import create_mock_trades from tests.conftest import create_mock_trades
from tests.conftest_trades import MOCK_TRADE_COUNT from tests.conftest_trades import MOCK_TRADE_COUNT
@ -284,6 +285,20 @@ def test_calculate_max_drawdown(testdatadir):
drawdown, h, low = calculate_max_drawdown(DataFrame()) drawdown, h, low = calculate_max_drawdown(DataFrame())
def test_calculate_csum(testdatadir):
filename = testdatadir / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
csum_min, csum_max = calculate_csum(bt_data)
assert isinstance(csum_min, float)
assert isinstance(csum_max, float)
assert csum_min < 0.01
assert csum_max > 0.02
with pytest.raises(ValueError, match='Trade dataframe empty.'):
csum_min, csum_max = calculate_csum(DataFrame())
def test_calculate_max_drawdown2(): def test_calculate_max_drawdown2():
values = [0.011580, 0.010048, 0.011340, 0.012161, 0.010416, 0.010009, 0.020024, values = [0.011580, 0.010048, 0.011340, 0.012161, 0.010416, 0.010009, 0.020024,
-0.024662, -0.022350, 0.020496, -0.029859, -0.030511, 0.010041, 0.010872, -0.024662, -0.022350, 0.020496, -0.029859, -0.030511, 0.010041, 0.010872,