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Align data (by halfing all data)

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Matthias 2018-10-30 20:42:34 +01:00
parent 8c93760a6d
commit 79d1d63e6f
1 changed files with 43 additions and 43 deletions
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86
freqtrade/tests/optimize/test_backtest_detail.py
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@ -17,12 +17,12 @@ from freqtrade.tests.conftest import patch_exchange
# Test with Stop-loss at 1%
# TC1: Stop-Loss Triggered 1% loss
tc0 = BTContainer(data=[
[0, 10000.0, 10050, 9950, 9975, 12345, 1, 0],
[1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle)
[2, 9975, 10025, 9200, 9200, 12345, 0, 0], # exit with stoploss hit
[3, 9950, 10000, 9960, 9955, 12345, 0, 0],
[4, 9955, 9975, 9955, 9990, 12345, 0, 0],
[5, 9990, 9990, 9990, 9900, 12345, 0, 0]],
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit
[3, 4975, 5000, 4980, 4977, 6172, 0, 0],
[4, 4977, 4987, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi=1, profit_perc=-0.01,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@ -32,12 +32,12 @@ tc0 = BTContainer(data=[
# Test with Stop-Loss at 3%
# TC2: Stop-Loss Triggered 3% Loss
tc1 = BTContainer(data=[
[0, 10000, 10050, 9950, 9975, 12345, 1, 0],
[1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle)
[2, 9975, 10025, 9925, 9950, 12345, 0, 0],
[3, 9950, 10000, 9600, 9925, 12345, 0, 0], # exit with stoploss hit
[4, 9925, 9975, 9875, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4962, 4975, 6172, 0, 0],
[3, 4975, 5000, 4800, 4962, 6172, 0, 0], # exit with stoploss hit
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.03, roi=1, profit_perc=-0.03,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
)
@ -51,13 +51,13 @@ tc1 = BTContainer(data=[
# TC3: Trade-A: Stop-Loss Triggered 2% Loss
# Trade-B: Stop-Loss Triggered 2% Loss
tc2 = BTContainer(data=[
[0, 10000, 10050, 9950, 9975, 12345, 1, 0],
[1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle)
[2, 9975, 10025, 9600, 9950, 12345, 0, 0], # exit with stoploss hit
[3, 9950, 10000, 9900, 9925, 12345, 1, 0],
[4, 9950, 10000, 9900, 9925, 12345, 0, 0], # enter trade 2 (signal on last candle)
[5, 9925, 9975, 8000, 8000, 12345, 0, 0], # exit with stoploss hit
[6, 9900, 9950, 9950, 9900, 12345, 0, 0]],
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5012, 4800, 4975, 6172, 0, 0], # exit with stoploss hit
[3, 4975, 5000, 4950, 4962, 6172, 1, 0],
[4, 4975, 5000, 4950, 4962, 6172, 0, 0], # enter trade 2 (signal on last candle)
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
[6, 4950, 4975, 4975, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=1, profit_perc=-0.04,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
@ -68,12 +68,12 @@ tc2 = BTContainer(data=[
# Test with Stop-loss at 2% ROI 6%
# TC4: Stop-Loss Triggered 2% Loss
tc3 = BTContainer(data=[
[0, 10000, 10050, 9950, 9975, 12345, 1, 0],
[1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle)
[2, 9975, 11500, 9700, 11500, 12345, 0, 0], # Exit with stoploss hit
[3, 9950, 10000, 9900, 9925, 12345, 0, 0],
[4, 9925, 9975, 9875, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5750, 4850, 5750, 6172, 0, 0], # Exit with stoploss hit
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=0.06, profit_perc=-0.02,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@ -82,12 +82,12 @@ tc3 = BTContainer(data=[
# Set stop-loss at 1% ROI 3%
# TC5: ROI triggers 3% Gain
tc4 = BTContainer(data=[
[0, 10000, 10050, 9960, 9975, 12345, 1, 0],
[1, 10000, 10050, 9960, 9975, 12345, 0, 0], # enter trade (signal on last candle)
[2, 9975, 10050, 9950, 9975, 12345, 0, 0],
[3, 9950, 12000, 9950, 12000, 12345, 0, 0], # ROI
[4, 9925, 9975, 9945, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
[0, 5000, 5025, 4980, 4987, 6172, 1, 0],
[1, 5000, 5025, 4980, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5025, 4975, 4987, 6172, 0, 0],
[3, 4975, 6000, 4975, 6000, 6172, 0, 0], # ROI
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi=0.03, profit_perc=0.03,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
)
@ -97,12 +97,12 @@ tc4 = BTContainer(data=[
# Set stop-loss at 2% ROI at 5%
# TC6: Stop-Loss triggers 2% Loss
tc5 = BTContainer(data=[
[0, 10000, 10050, 9950, 9975, 12345, 1, 0],
[1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle)
[2, 9975, 10600, 9700, 10100, 12345, 0, 0], # Exit with stoploss
[3, 9950, 10000, 9900, 9925, 12345, 0, 0],
[4, 9925, 9975, 9945, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0], # enter trade (signal on last candle)
[2, 4987, 5300, 4850, 5050, 6172, 0, 0], # Exit with stoploss
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=0.05, profit_perc=-0.02,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@ -112,12 +112,12 @@ tc5 = BTContainer(data=[
# Set stop-loss at 2% ROI at 3%
# TC7: ROI Triggers 3% Gain
tc6 = BTContainer(data=[
[0, 10000, 10050, 9950, 9975, 12345, 1, 0],
[1, 10000, 10050, 9950, 9975, 12345, 0, 0], # enter trade (signal on last candle)
[2, 9975, 10600, 9900, 10100, 12345, 0, 0], # ROI
[3, 9950, 10000, 9900, 9925, 12345, 0, 0],
[4, 9925, 9975, 9945, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 0],
[2, 4987, 5300, 4950, 5050, 6172, 0, 0],
[3, 4975, 5000, 4950, 4962, 6172, 0, 0],
[4, 4962, 4987, 4972, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi=0.03, profit_perc=0.03,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
)