From 22173851d6b8e8aa22d7adb8877e0e59775b6e2c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 5 Feb 2022 15:20:05 +0100 Subject: [PATCH] Detail tests for custom exit pricing --- tests/optimize/__init__.py | 1 + tests/optimize/test_backtest_detail.py | 37 +++++++++++++++++++++++++- 2 files changed, 37 insertions(+), 1 deletion(-) diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py index b5f14056c..ce6ea0f0c 100644 --- a/tests/optimize/__init__.py +++ b/tests/optimize/__init__.py @@ -37,6 +37,7 @@ class BTContainer(NamedTuple): use_sell_signal: bool = False use_custom_stoploss: bool = False custom_entry_price: Optional[float] = None + custom_exit_price: Optional[float] = None def _get_frame_time_from_offset(offset): diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 06517fff8..42d68593a 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -566,7 +566,7 @@ tc35 = BTContainer(data=[ tc36 = BTContainer(data=[ # D O H L C V B S BT [0, 5000, 5050, 4950, 5000, 6172, 1, 0], - [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # enter trade (signal on last candle) and stop + [1, 5000, 5500, 4951, 5000, 6172, 0, 0], # Enter and immediate ROI [2, 4900, 5250, 4500, 5100, 6172, 0, 0], [3, 5100, 5100, 4650, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], @@ -576,6 +576,37 @@ tc36 = BTContainer(data=[ ) +# Test 37: Custom exit price below all candles +# causes sell signal timeout +tc37 = BTContainer(data=[ + # D O H L C V B S BT + [0, 5000, 5050, 4950, 5000, 6172, 1, 0], + [1, 5000, 5500, 4951, 5000, 6172, 0, 0], + [2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout + [3, 5100, 5100, 4950, 4950, 6172, 0, 0], + [4, 5000, 5100, 4950, 4950, 6172, 0, 0]], + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, + use_sell_signal=True, + custom_exit_price=4552, + trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)] +) + +# Test 38: Custom exit price above all candles +# causes sell signal timeout +tc38 = BTContainer(data=[ + # D O H L C V B S BT + [0, 5000, 5050, 4950, 5000, 6172, 1, 0], + [1, 5000, 5500, 4951, 5000, 6172, 0, 0], + [2, 4900, 5250, 4900, 5100, 6172, 0, 1], # exit - but timeout + [3, 5100, 5100, 4950, 4950, 6172, 0, 0], + [4, 5000, 5100, 4950, 4950, 6172, 0, 0]], + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, + use_sell_signal=True, + custom_exit_price=6052, + trades=[BTrade(sell_reason=SellType.FORCE_SELL, open_tick=1, close_tick=4)] +) + + TESTS = [ tc0, tc1, @@ -614,6 +645,8 @@ TESTS = [ tc34, tc35, tc36, + tc37, + tc38, ] @@ -644,6 +677,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: backtesting.strategy.advise_sell = lambda a, m: frame if data.custom_entry_price: backtesting.strategy.custom_entry_price = MagicMock(return_value=data.custom_entry_price) + if data.custom_exit_price: + backtesting.strategy.custom_exit_price = MagicMock(return_value=data.custom_exit_price) backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss caplog.set_level(logging.DEBUG)