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Add test to verify consecutive wins / losses calculation

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This commit is contained in:
Matthias 2023-07-24 06:36:16 +02:00
parent 6ddbc8c00d
commit a7bd6725f5
1 changed files with 25 additions and 1 deletions
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26
tests/optimize/test_optimize_reports.py
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@ -23,7 +23,8 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats, genera
store_backtest_analysis_results,
store_backtest_stats, text_table_bt_results,
text_table_exit_reason, text_table_strategy)
from freqtrade.optimize.optimize_reports.optimize_reports import _get_resample_from_period
from freqtrade.optimize.optimize_reports.optimize_reports import (_get_resample_from_period,
calc_consecutive)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.util import dt_ts
from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
@ -348,6 +349,29 @@ def test_generate_trading_stats(testdatadir):
assert res['losses'] == 0
def test_calculate_consecutive(testdatadir):
df = pd.DataFrame({
'profit_ratio': [0.05, -0.02, -0.03, -0.05, 0.01, 0.02, 0.03, 0.04, -0.02, -0.03],
})
# 4 consecutive wins, 3 consecutive losses
assert calc_consecutive(df) == (4, 3)
# invert situation
df1 = df.copy()
df1['profit_ratio'] = df1['profit_ratio'] * -1
assert calc_consecutive(df1) == (3, 4)
df_empty = pd.DataFrame({
'profit_ratio': [],
})
assert df_empty.empty
assert calc_consecutive(df_empty) == (0, 0)
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
assert calc_consecutive(bt_data) == (7, 18)
def test_text_table_exit_reason():
results = pd.DataFrame(