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Add detailed test for trailing stop

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Matthias 2019-03-17 16:01:34 +01:00
parent f0e5113a7f
commit 8c7e8255bb
1 changed files with 17 additions and 0 deletions
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17
freqtrade/tests/optimize/test_backtest_detail.py
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@ -130,6 +130,22 @@ tc7 = BTContainer(data=[
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
)
# Test 8 - trailing_stop should raise so candle 3 causes a stoploss.
# Candle Data for test 8
# Set stop-loss at 10%, ROI at 10% (should not apply)
# TC8: Trailing stoploss - stoploss should be adjusted to 94.5 after candle 1
tc8 = BTContainer(data=[
# D O H L C V B S
[0, 5000, 5050, 4950, 5000, 6172, 1, 0],
[1, 5000, 5050, 4950, 5000, 6172, 0, 0],
[2, 5000, 5250, 4750, 4850, 6172, 0, 0],
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi=0.10, profit_perc=-0.055, trailing_stop=True,
trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
TESTS = [
tc1,
tc2,
@ -138,6 +154,7 @@ TESTS = [
tc5,
tc6,
tc7,
tc8,
]