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Improve calc_streak, rename method

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This commit is contained in:
Matthias 2023-07-24 07:09:11 +02:00
parent 0f046ceaf2
commit 380244f8b1
1 changed files with 9 additions and 6 deletions
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15
tests/optimize/test_optimize_reports.py
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@ -24,7 +24,7 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, genera
store_backtest_stats, text_table_bt_results,
text_table_exit_reason, text_table_strategy)
from freqtrade.optimize.optimize_reports.optimize_reports import (_get_resample_from_period,
calc_consecutive)
calc_streak)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.util import dt_ts
from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
@ -349,27 +349,30 @@ def test_generate_trading_stats(testdatadir):
assert res['losses'] == 0
def test_calculate_consecutive(testdatadir):
def test_calc_streak(testdatadir):
df = pd.DataFrame({
'profit_ratio': [0.05, -0.02, -0.03, -0.05, 0.01, 0.02, 0.03, 0.04, -0.02, -0.03],
})
# 4 consecutive wins, 3 consecutive losses
assert calc_consecutive(df) == (4, 3)
res = calc_streak(df)
assert res == (4, 3)
assert isinstance(res[0], int)
assert isinstance(res[1], int)
# invert situation
df1 = df.copy()
df1['profit_ratio'] = df1['profit_ratio'] * -1
assert calc_consecutive(df1) == (3, 4)
assert calc_streak(df1) == (3, 4)
df_empty = pd.DataFrame({
'profit_ratio': [],
})
assert df_empty.empty
assert calc_consecutive(df_empty) == (0, 0)
assert calc_streak(df_empty) == (0, 0)
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
assert calc_consecutive(bt_data) == (7, 18)
assert calc_streak(bt_data) == (7, 18)
def test_text_table_exit_reason():