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Update backtest-result test-files to latest format

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This commit is contained in:
Matthias 2022-01-05 20:17:04 +01:00
parent 6abd6bceb9
commit 2ecaf9f8b4
4 changed files with 9 additions and 9 deletions
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8
tests/data/test_btanalysis.py
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@ -72,7 +72,7 @@ def test_load_backtest_data_new_format(testdatadir):
filename = testdatadir / "backtest-result_new.json" filename = testdatadir / "backtest-result_new.json"
bt_data = load_backtest_data(filename) bt_data = load_backtest_data(filename)
assert isinstance(bt_data, DataFrame) assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID) assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
assert len(bt_data) == 179 assert len(bt_data) == 179
# Test loading from string (must yield same result) # Test loading from string (must yield same result)
@ -96,7 +96,7 @@ def test_load_backtest_data_multi(testdatadir):
for strategy in ('StrategyTestV2', 'TestStrategy'): for strategy in ('StrategyTestV2', 'TestStrategy'):
bt_data = load_backtest_data(filename, strategy=strategy) bt_data = load_backtest_data(filename, strategy=strategy)
assert isinstance(bt_data, DataFrame) assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID) assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
assert len(bt_data) == 179 assert len(bt_data) == 179
# Test loading from string (must yield same result) # Test loading from string (must yield same result)
@ -285,13 +285,13 @@ def test_calculate_max_drawdown(testdatadir):
_, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown( _, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
bt_data, value_col="profit_abs") bt_data, value_col="profit_abs")
assert isinstance(drawdown, float) assert isinstance(drawdown, float)
assert pytest.approx(drawdown) == 0.59495234 assert pytest.approx(drawdown) == 0.12071099
assert isinstance(hdate, Timestamp) assert isinstance(hdate, Timestamp)
assert isinstance(lowdate, Timestamp) assert isinstance(lowdate, Timestamp)
assert isinstance(hval, float) assert isinstance(hval, float)
assert isinstance(lval, float) assert isinstance(lval, float)
assert hdate == Timestamp('2018-01-25 01:30:00', tz='UTC') assert hdate == Timestamp('2018-01-25 01:30:00', tz='UTC')
assert lowdate == Timestamp('2018-01-30 04:45:00', tz='UTC') assert lowdate == Timestamp('2018-01-25 03:50:00', tz='UTC')
underwater = calculate_underwater(bt_data) underwater = calculate_underwater(bt_data)
assert isinstance(underwater, DataFrame) assert isinstance(underwater, DataFrame)

6
tests/optimize/test_optimize_reports.py
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@ -227,9 +227,9 @@ def test_generate_daily_stats(testdatadir):
assert isinstance(res, dict) assert isinstance(res, dict)
assert round(res['backtest_best_day'], 4) == 0.1796 assert round(res['backtest_best_day'], 4) == 0.1796
assert round(res['backtest_worst_day'], 4) == -0.1468 assert round(res['backtest_worst_day'], 4) == -0.1468
assert res['winning_days'] == 14 assert res['winning_days'] == 19
assert res['draw_days'] == 4 assert res['draw_days'] == 0
assert res['losing_days'] == 3 assert res['losing_days'] == 2
# Select empty dataframe! # Select empty dataframe!
res = generate_daily_stats(bt_data.loc[bt_data['open_date'] == '2000-01-01', :]) res = generate_daily_stats(bt_data.loc[bt_data['open_date'] == '2000-01-01', :])

2
tests/testdata/backtest-result_multistrat.json vendored
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2
tests/testdata/backtest-result_new.json vendored
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