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Update tests for new interface

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This commit is contained in:
Matthias 2024-05-14 19:57:46 +02:00
parent bcb59265b5
commit a6050cb771
1 changed files with 11 additions and 12 deletions
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23
tests/data/test_btanalysis.py
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@ -20,6 +20,7 @@ from freqtrade.data.btanalysis import (
)
from freqtrade.data.history import load_data, load_pair_history
from freqtrade.data.metrics import (
calc_max_drawdown,
calculate_cagr,
calculate_calmar,
calculate_csum,
@ -343,23 +344,21 @@ def test_create_cum_profit1(testdatadir):
def test_calculate_max_drawdown(testdatadir):
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
_, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
bt_data, value_col="profit_abs"
)
assert isinstance(drawdown, float)
assert pytest.approx(drawdown) == 0.29753914
assert isinstance(hdate, Timestamp)
assert isinstance(lowdate, Timestamp)
assert isinstance(hval, float)
assert isinstance(lval, float)
assert hdate == Timestamp("2018-01-16 19:30:00", tz="UTC")
assert lowdate == Timestamp("2018-01-16 22:25:00", tz="UTC")
drawdown = calc_max_drawdown(bt_data, value_col="profit_abs")
assert isinstance(drawdown.relative_account_drawdown, float)
assert pytest.approx(drawdown.relative_account_drawdown) == 0.29753914
assert isinstance(drawdown.high_date, Timestamp)
assert isinstance(drawdown.low_date, Timestamp)
assert isinstance(drawdown.high_value, float)
assert isinstance(drawdown.low_value, float)
assert drawdown.high_date == Timestamp("2018-01-16 19:30:00", tz="UTC")
assert drawdown.low_date == Timestamp("2018-01-16 22:25:00", tz="UTC")
underwater = calculate_underwater(bt_data)
assert isinstance(underwater, DataFrame)
with pytest.raises(ValueError, match="Trade dataframe empty."):
calculate_max_drawdown(DataFrame())
calc_max_drawdown(DataFrame())
with pytest.raises(ValueError, match="Trade dataframe empty."):
calculate_underwater(DataFrame())