diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py index bc58b5ae4..87f567b4f 100644 --- a/freqtrade/tests/optimize/test_backtest_detail.py +++ b/freqtrade/tests/optimize/test_backtest_detail.py @@ -14,9 +14,8 @@ from freqtrade.tests.optimize import (BTContainer, BTrade, _get_frame_time_from_offset, tests_ticker_interval) -# Test 0 Sell signal sell +# Test 0: Sell with signal sell in candle 3 # Test with Stop-loss at 1% -# TC0: Sell signal in candle 3 tc0 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], @@ -29,9 +28,8 @@ tc0 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] ) -# Test 1 Minus 8% Close +# Test 1: Stop-Loss Triggered 1% loss # Test with Stop-loss at 1% -# TC1: Stop-Loss Triggered 1% loss tc1 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], @@ -45,9 +43,8 @@ tc1 = BTContainer(data=[ ) -# Test 2 Minus 4% Low, minus 1% close +# Test 2: Minus 4% Low, minus 1% close # Test with Stop-Loss at 3% -# TC2: Stop-Loss Triggered 3% Loss tc2 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], @@ -61,12 +58,12 @@ tc2 = BTContainer(data=[ ) -# Test 3 Candle drops 4%, Recovers 1%. -# Entry Criteria Met -# Candle drops 20% -# Test with Stop-Loss at 2% -# TC3: Trade-A: Stop-Loss Triggered 2% Loss -# Trade-B: Stop-Loss Triggered 2% Loss +# Test 3: Multiple trades. +# Candle drops 4%, Recovers 1%. +# Entry Criteria Met +# Candle drops 20% +# Trade-A: Stop-Loss Triggered 2% Loss +# Trade-B: Stop-Loss Triggered 2% Loss tc3 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], @@ -81,10 +78,10 @@ tc3 = BTContainer(data=[ BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)] ) -# Test 4 Minus 3% / recovery +15% +# Test 4: Minus 3% / recovery +15% # Candle Data for test 3 – Candle drops 3% Closed 15% up # Test with Stop-loss at 2% ROI 6% -# TC4: Stop-Loss Triggered 2% Loss +# Stop-Loss Triggered 2% Loss tc4 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], @@ -97,9 +94,8 @@ tc4 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) -# Test 5 / Drops 0.5% Closes +20% -# Set stop-loss at 1% ROI 3% -# TC5: ROI triggers 3% Gain +# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain +# stop-loss: 1%, ROI: 3% tc5 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4980, 4987, 6172, 1, 0], @@ -112,9 +108,8 @@ tc5 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] ) -# Test 6 / Drops 3% / Recovers 6% Positive / Closes 1% positve -# Set stop-loss at 2% ROI at 5% -# TC6: Stop-Loss triggers 2% Loss +# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss +# stop-loss: 2% ROI: 5% tc6 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], @@ -127,9 +122,8 @@ tc6 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) -# Test 7 - 6% Positive / 1% Negative / Close 1% Positve -# Set stop-loss at 2% ROI at 3% -# TC7: ROI Triggers 3% Gain +# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain +# stop-loss: 2% ROI: 3% tc7 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5025, 4975, 4987, 6172, 1, 0], @@ -143,9 +137,8 @@ tc7 = BTContainer(data=[ ) -# Test 8 - trailing_stop should raise so candle 3 causes a stoploss. -# Set stop-loss at 10%, ROI at 10% (should not apply) -# TC8: Trailing stoploss - stoploss should be adjusted candle 2 +# Test 8: trailing_stop should raise so candle 3 causes a stoploss. +# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 2 tc8 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -158,10 +151,8 @@ tc8 = BTContainer(data=[ ) -# Test 9 - trailing_stop should raise - high and low in same candle. -# Candle Data for test 9 -# Set stop-loss at 10%, ROI at 10% (should not apply) -# TC9: Trailing stoploss - stoploss should be adjusted candle 3 +# Test 9: trailing_stop should raise - high and low in same candle. +# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted in candle 3 tc9 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -173,10 +164,9 @@ tc9 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) -# Test 10 - trailing_stop should raise so candle 3 causes a stoploss +# Test 10: trailing_stop should raise so candle 3 causes a stoploss # without applying trailing_stop_positive since stoploss_offset is at 10%. -# Set stop-loss at 10%, ROI at 10% (should not apply) -# TC10: Trailing stoploss - stoploss should be adjusted candle 2 +# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 tc10 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -190,10 +180,9 @@ tc10 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)] ) -# Test 11 - trailing_stop should raise so candle 3 causes a stoploss +# Test 11: trailing_stop should raise so candle 3 causes a stoploss # applying a positive trailing stop of 3% since stop_positive_offset is reached. -# Set stop-loss at 10%, ROI at 10% (should not apply) -# TC11: Trailing stoploss - stoploss should be adjusted candle 2, +# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 tc11 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -207,10 +196,9 @@ tc11 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) -# Test 12 - trailing_stop should raise in candle 2 and cause a stoploss in the same candle +# Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle # applying a positive trailing stop of 3% since stop_positive_offset is reached. -# Set stop-loss at 10%, ROI at 10% (should not apply) -# TC12: Trailing stoploss - stoploss should be adjusted candle 2, +# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 tc12 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -224,8 +212,8 @@ tc12 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] ) -# Test 13 - Buy and sell ROI on same candle -# Set stop-loss at 10% (should not apply), ROI at 1% +# Test 13: Buy and sell ROI on same candle +# stop-loss: 10% (should not apply), ROI: 1% tc13 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -233,14 +221,12 @@ tc13 = BTContainer(data=[ [2, 5100, 5251, 4850, 5100, 6172, 0, 0], [3, 4850, 5050, 4850, 4750, 6172, 0, 0], [4, 4750, 4950, 4850, 4750, 6172, 0, 0]], - stop_loss=-0.10, roi=0.01, profit_perc=0.01, trailing_stop=False, - trailing_only_offset_is_reached=False, trailing_stop_positive_offset=0.05, - trailing_stop_positive=0.03, + stop_loss=-0.10, roi=0.01, profit_perc=0.01, trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)] ) # Test 14 - Buy and Stoploss on same candle -# Set stop-loss at 5%, ROI at 10% (should not apply) +# stop-loss: 5%, ROI: 10% (should not apply) tc14 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -248,15 +234,13 @@ tc14 = BTContainer(data=[ [2, 5100, 5251, 4850, 5100, 6172, 0, 0], [3, 4850, 5050, 4850, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.05, roi=0.10, profit_perc=-0.05, trailing_stop=False, - trailing_only_offset_is_reached=False, trailing_stop_positive_offset=0.05, - trailing_stop_positive=0.03, + stop_loss=-0.05, roi=0.10, profit_perc=-0.05, trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) # Test 15 - Buy and ROI on same candle, followed by buy and Stoploss on next candle -# Set stop-loss at 5%, ROI at 10% (should not apply) +# stop-loss: 5%, ROI: 10% (should not apply) tc15 = BTContainer(data=[ # D O H L C V B S [0, 5000, 5050, 4950, 5000, 6172, 1, 0], @@ -264,9 +248,7 @@ tc15 = BTContainer(data=[ [2, 5100, 5251, 4650, 5100, 6172, 0, 0], [3, 4850, 5050, 4850, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], - stop_loss=-0.05, roi=0.01, profit_perc=-0.04, trailing_stop=False, - trailing_only_offset_is_reached=False, trailing_stop_positive_offset=0.05, - trailing_stop_positive=0.03, + stop_loss=-0.05, roi=0.01, profit_perc=-0.04, trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1), BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)] )