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Add stoploss short test

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This commit is contained in:
Matthias 2022-03-16 19:26:08 +01:00
parent c47b5b9087
commit 298797cbfd
2 changed files with 26 additions and 1 deletions
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1
tests/optimize/__init__.py
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@ -19,6 +19,7 @@ class BTrade(NamedTuple):
open_tick: int
close_tick: int
enter_tag: Optional[str] = None
is_short: bool = False
class BTContainer(NamedTuple):

26
tests/optimize/test_backtest_detail.py
View File

@ -534,6 +534,27 @@ tc33 = BTContainer(data=[
enter_tag='buy_signal_01'
)]
)
# Test 33s: trailing_stop should be triggered immediately on trade open candle.
# copy of Test33 using shorts.
# stop-loss: 1%, ROI: 10% (should not apply)
tc33s = BTContainer(data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0, 'short_signal_01'],
[1, 5000, 5049, 4500, 5000, 6172, 0, 0, 0, 0, None], # enter trade 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,
trades=[BTrade(
sell_reason=SellType.TRAILING_STOP_LOSS,
open_tick=1,
close_tick=1,
enter_tag='short_signal_01',
is_short=True,
)]
)
# Test 34: Custom-entry-price below all candles should timeout - so no trade happens.
tc34 = BTContainer(data=[
@ -675,6 +696,7 @@ TESTS = [
tc31,
tc32,
tc33,
tc33s,
tc34,
tc35,
tc36,
@ -709,6 +731,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
backtesting._can_short = True
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
if data.leverage > 1.0:
@ -740,8 +763,9 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)
for c, trade in enumerate(data.trades):
res = results.iloc[c]
res: BTrade = results.iloc[c]
assert res.sell_reason == trade.sell_reason.value
assert res.enter_tag == trade.enter_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
assert res.is_short == trade.is_short