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83 lines
2.3 KiB
Python
83 lines
2.3 KiB
Python
from datetime import datetime, timezone
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import pytest
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from pandas import DataFrame
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from freqtrade.persistence.models import Trade
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from .strats.strategy_test_v3 import StrategyTestV3
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def test_strategy_test_v3_structure():
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assert hasattr(StrategyTestV3, "minimal_roi")
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assert hasattr(StrategyTestV3, "stoploss")
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assert hasattr(StrategyTestV3, "timeframe")
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assert hasattr(StrategyTestV3, "populate_indicators")
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assert hasattr(StrategyTestV3, "populate_entry_trend")
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assert hasattr(StrategyTestV3, "populate_exit_trend")
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@pytest.mark.parametrize(
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"is_short,side",
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[
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(True, "short"),
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(False, "long"),
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],
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)
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def test_strategy_test_v3(dataframe_1m, fee, is_short, side):
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strategy = StrategyTestV3({})
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metadata = {"pair": "ETH/BTC"}
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assert isinstance(strategy.minimal_roi, dict)
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assert isinstance(strategy.stoploss, float)
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assert isinstance(strategy.timeframe, str)
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indicators = strategy.populate_indicators(dataframe_1m, metadata)
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assert isinstance(indicators, DataFrame)
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assert isinstance(strategy.populate_buy_trend(indicators, metadata), DataFrame)
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assert isinstance(strategy.populate_sell_trend(indicators, metadata), DataFrame)
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trade = Trade(
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open_rate=19_000, amount=0.1, pair="ETH/BTC", fee_open=fee.return_value, is_short=is_short
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)
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assert (
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strategy.confirm_trade_entry(
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pair="ETH/BTC",
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order_type="limit",
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amount=0.1,
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rate=20000,
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time_in_force="gtc",
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current_time=datetime.now(timezone.utc),
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side=side,
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entry_tag=None,
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)
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is True
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)
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assert (
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strategy.confirm_trade_exit(
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pair="ETH/BTC",
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trade=trade,
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order_type="limit",
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amount=0.1,
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rate=20000,
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time_in_force="gtc",
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exit_reason="roi",
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sell_reason="roi",
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current_time=datetime.now(timezone.utc),
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side=side,
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)
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is True
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)
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assert (
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strategy.custom_stoploss(
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pair="ETH/BTC",
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trade=trade,
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current_time=datetime.now(),
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current_rate=20_000,
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current_profit=0.05,
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after_fill=False,
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)
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== strategy.stoploss
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)
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