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refactor sell_r to sell_reason

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This commit is contained in:
Matthias 2018-10-30 19:44:31 +01:00
parent 3679b0948a
commit 9798e881cb
1 changed files with 10 additions and 10 deletions
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20
freqtrade/tests/optimize/test_backtest_detail.py
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@ -21,7 +21,7 @@ class BTrade(NamedTuple):
"""
Minimalistic Trade result used for functional backtesting
"""
sell_r: SellType
sell_reason: SellType
open_tick: int
close_tick: int
@ -64,7 +64,7 @@ tc0 = BTContainer(data=[
[4, 9955, 9975, 9955, 9990, 12345, 0, 0],
[5, 9990, 9990, 9990, 9900, 12345, 0, 0]],
stop_loss=-0.01, roi=1, profit_perc=-0.01,
trades=[BTrade(sell_r=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@ -79,7 +79,7 @@ tc1 = BTContainer(data=[
[4, 9925, 9975, 9875, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
stop_loss=-0.03, roi=1, profit_perc=-0.03,
trades=[BTrade(sell_r=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
)
@ -99,8 +99,8 @@ tc2 = BTContainer(data=[
[5, 9925, 9975, 8000, 8000, 12345, 0, 0], # exit with stoploss hit
[6, 9900, 9950, 9950, 9900, 12345, 0, 0]],
stop_loss=-0.02, roi=1, profit_perc=-0.04,
trades=[BTrade(sell_r=SellType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(sell_r=SellType.STOP_LOSS, open_tick=4, close_tick=5)]
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)]
)
# Test 4 Minus 3% / recovery +15%
@ -115,7 +115,7 @@ tc3 = BTContainer(data=[
[4, 9925, 9975, 9875, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
stop_loss=-0.02, roi=0.06, profit_perc=-0.02,
trades=[BTrade(sell_r=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 4 / Drops 0.5% Closes +20%
@ -129,7 +129,7 @@ tc4 = BTContainer(data=[
[4, 9925, 9975, 9945, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
stop_loss=-0.01, roi=0.03, profit_perc=0.03,
trades=[BTrade(sell_r=SellType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
)
# Test 6 / Drops 3% / Recovers 6% Positive / Closes 1% positve
@ -144,7 +144,7 @@ tc5 = BTContainer(data=[
[4, 9925, 9975, 9945, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
stop_loss=-0.02, roi=0.05, profit_perc=-0.02,
trades=[BTrade(sell_r=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 7 - 6% Positive / 1% Negative / Close 1% Positve
@ -159,7 +159,7 @@ tc6 = BTContainer(data=[
[4, 9925, 9975, 9945, 9900, 12345, 0, 0],
[5, 9900, 9950, 9850, 9900, 12345, 0, 0]],
stop_loss=-0.02, roi=0.03, profit_perc=0.03,
trades=[BTrade(sell_r=SellType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)]
)
TESTS = [
@ -218,6 +218,6 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
# caplog.record_tuples)
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.sell_reason == trade.sell_r
assert res.sell_reason == trade.sell_reason
assert res.open_time == _get_frame_time(trade.open_tick)
assert res.close_time == _get_frame_time(trade.close_tick)