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Split backtesting test to properly initialize it

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This commit is contained in:
Matthias 2022-02-28 19:58:44 +01:00
parent 79538368db
commit c39e7368ee
1 changed files with 28 additions and 0 deletions
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28
tests/optimize/test_backtesting.py
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@ -21,6 +21,7 @@ from freqtrade.data.converter import clean_ohlcv_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange
from freqtrade.enums import RunMode, SellType
from freqtrade.enums.tradingmode import TradingMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.misc import get_strategy_run_id
@ -563,6 +564,33 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
assert trade
assert trade.stake_amount == 300.0
def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
default_conf_usdt['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
patch_exchange(mocker)
default_conf_usdt['stake_amount'] = 'unlimited'
default_conf_usdt['max_open_trades'] = 2
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
default_conf_usdt['stake_currency'] = 'BUSD'
default_conf_usdt['exchange']['pair_whitelist'] = ['.*']
backtesting = Backtesting(default_conf_usdt)
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'UNITTEST/BTC'
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
1, # Buy
0.001, # Open
0.0011, # Close
0, # Sell
0.00099, # Low
0.0012, # High
'', # Buy Signal Name
]
backtesting.strategy.leverage = MagicMock(return_value=5.0)
mocker.patch("freqtrade.exchange.Exchange.get_maintenance_ratio_and_amt",
return_value=(0.01, 0.01))