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Add more backtest test scenarios

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This commit is contained in:
Matthias 2022-05-06 06:45:22 +02:00
parent 182a6f475d
commit 70bac41d89
1 changed files with 30 additions and 0 deletions
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30
tests/optimize/test_backtest_detail.py
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@ -783,6 +783,34 @@ tc49 = BTContainer(data=[
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
)
# Test 50: Custom-entry-price below all candles - readjust order cancels order
tc50 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust - cancel order
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
use_exit_signal=True, timeout=1000,
custom_entry_price=4200, adjust_entry_price=None,
trades=[]
)
# Test 51: Custom-entry-price below all candles - readjust order leaves order in place and timeout.
tc51 = BTContainer(data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5500, 4951, 5000, 6172, 0, 0], # timeout
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust - cancel order
[3, 5100, 5100, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=0.0,
use_exit_signal=True, timeout=1000,
custom_entry_price=4200, adjust_entry_price=4200,
trades=[]
)
TESTS = [
tc0,
tc1,
@ -834,6 +862,8 @@ TESTS = [
tc47,
tc48,
tc49,
tc50,
tc51,
]