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Update remaining tests

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Matthias 2024-05-15 06:46:30 +02:00
parent a6050cb771
commit c79b75ff9a
1 changed files with 18 additions and 24 deletions
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42
tests/data/test_btanalysis.py
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@ -508,31 +508,27 @@ def test_calculate_max_drawdown2():
# sort by profit and reset index # sort by profit and reset index
df = df.sort_values("profit").reset_index(drop=True) df = df.sort_values("profit").reset_index(drop=True)
df1 = df.copy() df1 = df.copy()
drawdown, hdate, ldate, hval, lval, drawdown_rel = calculate_max_drawdown( drawdown = calc_max_drawdown(df, date_col="open_date", value_col="profit")
df, date_col="open_date", value_col="profit"
)
# Ensure df has not been altered. # Ensure df has not been altered.
assert df.equals(df1) assert df.equals(df1)
assert isinstance(drawdown, float) assert isinstance(drawdown.drawdown_abs, float)
assert isinstance(drawdown_rel, float) assert isinstance(drawdown.relative_account_drawdown, float)
# High must be before low # High must be before low
assert hdate < ldate assert drawdown.high_date < drawdown.low_date
# High value must be higher than low value # High value must be higher than low value
assert hval > lval assert drawdown.high_value > drawdown.low_value
assert drawdown == 0.091755 assert drawdown.drawdown_abs == 0.091755
df = DataFrame(zip(values[:5], dates[:5]), columns=["profit", "open_date"]) df = DataFrame(zip(values[:5], dates[:5]), columns=["profit", "open_date"])
with pytest.raises(ValueError, match="No losing trade, therefore no drawdown."): with pytest.raises(ValueError, match="No losing trade, therefore no drawdown."):
calculate_max_drawdown(df, date_col="open_date", value_col="profit") calc_max_drawdown(df, date_col="open_date", value_col="profit")
df1 = DataFrame(zip(values[:5], dates[:5]), columns=["profit", "open_date"]) df1 = DataFrame(zip(values[:5], dates[:5]), columns=["profit", "open_date"])
df1.loc[:, "profit"] = df1["profit"] * -1 df1.loc[:, "profit"] = df1["profit"] * -1
# No winning trade ... # No winning trade ...
drawdown, hdate, ldate, hval, lval, drawdown_rel = calculate_max_drawdown( drawdown = calc_max_drawdown(df1, date_col="open_date", value_col="profit")
df1, date_col="open_date", value_col="profit" assert drawdown.drawdown_abs == 0.043965
)
assert drawdown == 0.043965
@pytest.mark.parametrize( @pytest.mark.parametrize(
@ -554,20 +550,18 @@ def test_calculate_max_drawdown_abs(profits, relative, highd, lowdays, result, r
# sort by profit and reset index # sort by profit and reset index
df = df.sort_values("profit_abs").reset_index(drop=True) df = df.sort_values("profit_abs").reset_index(drop=True)
df1 = df.copy() df1 = df.copy()
drawdown, hdate, ldate, hval, lval, drawdown_rel = calculate_max_drawdown( drawdown = calc_max_drawdown(df, date_col="open_date", starting_balance=1000, relative=relative)
df, date_col="open_date", starting_balance=1000, relative=relative
)
# Ensure df has not been altered. # Ensure df has not been altered.
assert df.equals(df1) assert df.equals(df1)
assert isinstance(drawdown, float) assert isinstance(drawdown.drawdown_abs, float)
assert isinstance(drawdown_rel, float) assert isinstance(drawdown.relative_account_drawdown, float)
assert hdate == init_date + timedelta(days=highd) assert drawdown.high_date == init_date + timedelta(days=highd)
assert ldate == init_date + timedelta(days=lowdays) assert drawdown.low_date == init_date + timedelta(days=lowdays)
# High must be before low # High must be before low
assert hdate < ldate assert drawdown.high_date < drawdown.low_date
# High value must be higher than low value # High value must be higher than low value
assert hval > lval assert drawdown.high_value > drawdown.low_value
assert drawdown == result assert drawdown.drawdown_abs == result
assert pytest.approx(drawdown_rel) == result_rel assert pytest.approx(drawdown.relative_account_drawdown) == result_rel