Commit Graph

111 Commits

Author SHA1 Message Date
Matthias
acae6e75f4 Improve drawdown test case 2024-05-19 09:44:36 +02:00
Matthias
a6b07ec96f Remove compatibility layer for calculate_max_drawdown 2024-05-15 06:54:17 +02:00
Matthias
c79b75ff9a Update remaining tests 2024-05-15 06:46:30 +02:00
Matthias
a6050cb771 Update tests for new interface 2024-05-14 19:57:46 +02:00
Matthias
58edb0a54a Update misspellings that are being detected now 2024-05-13 07:10:25 +02:00
Matthias
ffd49e0e59 ruff format: tests/data 2024-05-13 07:10:24 +02:00
Matthias
7767ad9d6e Update imports in test directory 2024-05-13 07:10:24 +02:00
Matthias
40aa0800de Additional fix to eliminate some word-ignores 2024-04-19 07:02:31 +02:00
Matthias
0b1f702ef9 Improve testcase 2024-04-17 06:46:44 +02:00
Matthias
7f386874ad Trim dataframes accordingly ... 2024-04-16 18:17:20 +02:00
Matthias
3f8078618e add Combine dataframes with pct_change 2024-04-16 07:19:26 +02:00
Matthias
66f4839101 Further increase test coverate of max_drawdown 2024-02-19 07:02:42 +01:00
Stefano Ariestasia
0eddc6b7ad update expectancy test 2023-07-23 14:27:45 +09:00
Matthias
955a63725a Improve resiliance when showing older backtest results 2023-07-22 19:43:20 +02:00
Stefano Ariestasia
40d7d05e4e merge 2 expectancy functions 2023-07-22 17:29:43 +09:00
Stefano Ariestasia
3552fa431b fix test 2023-07-22 11:40:52 +09:00
Stefano Ariestasia
3dd33cde00 fix test 2023-07-22 11:39:10 +09:00
Stefano Ariestasia
b0639ab319 flake8 2023-07-22 11:29:08 +09:00
Stefano Ariestasia
cfd8b068e7 add test for expectancy 2023-07-22 11:25:53 +09:00
Stefano Ariestasia
dcc3ef1309 flake8 fix 2023-07-22 09:18:22 +09:00
Stefano Ariestasia
c048e7229a modify expectancy and expectancy ratio 2023-07-22 08:36:51 +09:00
Matthias
261822147c Fix remaining arrow testcases 2023-05-18 07:00:36 +02:00
Matthias
c0713eb77f More tests to dt_helpers 2023-05-18 07:00:36 +02:00
Matthias
222ecdecd2 Improve code quality 2023-03-19 17:50:08 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
Matthias
f21185d1c4 Add tests for new metrics 2022-12-28 14:05:04 +01:00
Matthias
882e68c68b Rename backtest-result from new to "not new". 2022-12-26 15:33:14 +01:00
Matthias
6a15a9b412 Update backtest-result_new
fixing the calculation of profit_abs - which was incorrect previously.
2022-12-26 15:33:14 +01:00
Matthias
34951f59d2 Update failing tests 2022-09-30 06:44:19 +02:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias
4aec2db14d Remove isClose from tests in favor of pytest.approx 2022-08-31 08:25:56 +00:00
Matthias
0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Nicolas Papp
f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
Matthias
53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias
c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias
5ff2261b74 Improve test to explicitly test for dates 2022-04-25 07:32:32 +02:00
Matthias
9bc6bbe472 Improve test for max_drawdown calculations 2022-04-25 07:23:16 +02:00
Matthias
4254d86658 Move test-backtestfiles to separate directory 2022-04-11 20:32:02 +02:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias
bb1d8fb54f Improve message when no hyperopt fie is found
closes #6266
2022-01-21 15:24:26 +01:00
Matthias
3cdb672ac3 Improve test coverage 2022-01-16 19:11:20 +01:00
Matthias
522496d9e2 Add Compatibility code for BT_DATA_COLUMNS 2022-01-07 17:17:35 +01:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
b3a4ecaf77 Remove old backtest format support 2022-01-06 19:49:25 +01:00
Matthias
28011a3907 Update bt_results filename to new.json 2022-01-06 19:28:04 +01:00
Matthias
4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Matthias
2ecaf9f8b4 Update backtest-result test-files to latest format 2022-01-05 20:26:24 +01:00
Sam Germain
501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00