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118 lines
4.7 KiB
Python
118 lines
4.7 KiB
Python
import pandas as pd
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from freqtrade.edge import PairInfo
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from freqtrade.optimize.optimize_reports import (
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generate_edge_table, generate_text_table, generate_text_table_sell_reason,
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generate_text_table_strategy)
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from freqtrade.strategy.interface import SellType
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def test_generate_text_table(default_conf, mocker):
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results = pd.DataFrame(
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{
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'pair': ['ETH/BTC', 'ETH/BTC'],
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'profit_percent': [0.1, 0.2],
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'profit_abs': [0.2, 0.4],
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'trade_duration': [10, 30],
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'wins': [2, 0],
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'draws': [0, 0],
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'losses': [0, 0]
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}
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)
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result_str = (
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'| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |'
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' Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
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'|---------+--------+----------------+----------------+------------------+'
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'----------------+----------------+--------+---------+----------|\n'
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'| ETH/BTC | 2 | 15.00 | 30.00 | 0.60000000 |'
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' 15.00 | 0:20:00 | 2 | 0 | 0 |\n'
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'| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 |'
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' 15.00 | 0:20:00 | 2 | 0 | 0 |'
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)
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assert generate_text_table(data={'ETH/BTC': {}},
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stake_currency='BTC', max_open_trades=2,
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results=results) == result_str
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def test_generate_text_table_sell_reason(default_conf, mocker):
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results = pd.DataFrame(
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{
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'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
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'profit_percent': [0.1, 0.2, -0.1],
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'profit_abs': [0.2, 0.4, -0.2],
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'trade_duration': [10, 30, 10],
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'wins': [2, 0, 0],
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'draws': [0, 0, 0],
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'losses': [0, 0, 1],
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'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
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}
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)
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result_str = (
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'| Sell Reason | Sells | Wins | Draws | Losses |'
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' Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |\n'
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'|---------------+---------+--------+---------+----------+'
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'----------------+----------------+------------------+----------------|\n'
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'| roi | 2 | 2 | 0 | 0 |'
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' 15 | 30 | 0.6 | 15 |\n'
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'| stop_loss | 1 | 0 | 0 | 1 |'
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' -10 | -10 | -0.2 | -5 |'
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)
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assert generate_text_table_sell_reason(
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data={'ETH/BTC': {}},
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stake_currency='BTC', max_open_trades=2,
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results=results) == result_str
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def test_generate_text_table_strategy(default_conf, mocker):
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results = {}
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results['TestStrategy1'] = pd.DataFrame(
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{
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'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
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'profit_percent': [0.1, 0.2, 0.3],
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'profit_abs': [0.2, 0.4, 0.5],
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'trade_duration': [10, 30, 10],
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'wins': [2, 0, 0],
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'draws': [0, 0, 0],
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'losses': [0, 0, 1],
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'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
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}
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)
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results['TestStrategy2'] = pd.DataFrame(
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{
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'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
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'profit_percent': [0.4, 0.2, 0.3],
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'profit_abs': [0.4, 0.4, 0.5],
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'trade_duration': [15, 30, 15],
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'wins': [4, 1, 0],
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'draws': [0, 0, 0],
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'losses': [0, 0, 1],
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'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
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}
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)
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result_str = (
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'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot'
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' Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
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'|---------------+--------+----------------+----------------+------------------+'
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'----------------+----------------+--------+---------+----------|\n'
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'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |'
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' 30.00 | 0:17:00 | 3 | 0 | 0 |\n'
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'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
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' 45.00 | 0:20:00 | 3 | 0 | 0 |'
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)
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assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
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def test_generate_edge_table(edge_conf, mocker):
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results = {}
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results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
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assert generate_edge_table(results).count('+') == 7
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assert generate_edge_table(results).count('| ETH/BTC |') == 1
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assert generate_edge_table(results).count(
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'| Risk Reward Ratio | Required Risk Reward | Expectancy |') == 1
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