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tests: BT Detail tests should cover position switch

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Matthias 2024-10-12 19:36:54 +02:00
parent ae325ff124
commit 1b8fd63853
1 changed files with 45 additions and 0 deletions
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45
tests/optimize/test_backtest_detail.py
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@ -1121,6 +1121,49 @@ tc53 = BTContainer(
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=True)],
)
# Test 54: Switch position from long to short
tc54 = BTContainer(
data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0],
[1, 5000, 5000, 4951, 5000, 6172, 0, 0, 0, 0],
[2, 4910, 5150, 4910, 5100, 6172, 0, 0, 1, 0], # Enter short signal being ignored
[3, 5100, 5100, 4950, 4950, 6172, 0, 1, 1, 0], # exit - re-enter short
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 1],
[5, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
],
stop_loss=-0.10,
roi={"0": 0.10},
profit_perc=0.00,
use_exit_signal=True,
trades=[
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=False),
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=4, close_tick=5, is_short=True),
],
)
# Test 55: Switch position from short to long
tc55 = BTContainer(
data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0],
[1, 5000, 5000, 4951, 5000, 6172, 1, 0, 0, 0], # Enter long signal being ignored
[2, 4910, 5150, 4910, 5100, 6172, 1, 0, 0, 1], # Exit - reenter long
[3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 1, 0, 0],
[5, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
],
stop_loss=-0.10,
roi={"0": 0.10},
profit_perc=-0.04,
use_exit_signal=True,
trades=[
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=3, is_short=True),
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=3, close_tick=5, is_short=False),
],
)
TESTS = [
tc0,
tc1,
@ -1176,6 +1219,8 @@ TESTS = [
tc51,
tc52,
tc53,
tc54,
tc55,
]