#000 | Anuj | Merge Dfs for entry and exit in one table

2026-02-21 03:41:18 +00:00 · 2024-08-18 18:41:04 +05:30
parent 8085e24dcd
commit 19a2e06c0b
2 changed files with 76 additions and 258 deletions
--- a/tests/data/test_entryexitanalysis.py
+++ b/tests/data/test_entryexitanalysis.py
@@ -160,6 +160,14 @@ def test_backtest_analysis_on_entry_and_rejected_signals_nomock(
    assert "34.049" in captured.out
    assert "0.104" in captured.out
    assert "52.829" in captured.out
+    # assert indicator list
+    assert "close (entry)" in captured.out
+    assert "0.016" in captured.out
+    assert "rsi (entry)" in captured.out
+    assert "54.320" in captured.out
+    assert "close (exit)" in captured.out
+    assert "rsi (exit)" in captured.out
+    assert "52.829" in captured.out

    # test group 1
    args = get_args(base_args + ["--analysis-groups", "1"])
@@ -247,236 +255,3 @@ def test_backtest_analysis_on_entry_and_rejected_signals_nomock(
    start_analysis_entries_exits(args)
    captured = capsys.readouterr()
    assert "no rejected signals" in captured.out
-
-
-def test_backtest_analysis_on_exit_signals_nomock(
-    default_conf, mocker, caplog, testdatadir, user_dir, capsys
-):
-    caplog.set_level(logging.INFO)
-    (user_dir / "backtest_results").mkdir(parents=True, exist_ok=True)
-
-    default_conf.update(
-        {
-            "use_exit_signal": True,
-            "exit_profit_only": False,
-            "exit_profit_offset": 0.0,
-            "ignore_roi_if_entry_signal": False,
-        }
-    )
-    patch_exchange(mocker)
-    result1 = pd.DataFrame(
-        {
-            "pair": ["ETH/BTC", "LTC/BTC", "ETH/BTC", "LTC/BTC"],
-            "profit_ratio": [0.025, 0.05, -0.1, -0.05],
-            "profit_abs": [0.5, 2.0, -4.0, -2.0],
-            "open_date": pd.to_datetime(
-                [
-                    "2018-01-29 18:40:00",
-                    "2018-01-30 03:30:00",
-                    "2018-01-30 08:10:00",
-                    "2018-01-31 13:30:00",
-                ],
-                utc=True,
-            ),
-            "close_date": pd.to_datetime(
-                [
-                    "2018-01-30 20:45:00",
-                    "2018-01-30 05:35:00",
-                    "2018-01-30 09:10:00",
-                    "2018-01-31 15:00:00",
-                ],
-                utc=True,
-            ),
-            "trade_duration": [235, 40, 60, 90],
-            "is_open": [False, False, False, False],
-            "stake_amount": [0.01, 0.01, 0.01, 0.01],
-            "open_rate": [0.104445, 0.10302485, 0.10302485, 0.10302485],
-            "close_rate": [0.104969, 0.103541, 0.102041, 0.102541],
-            "is_short": [False, False, False, False],
-            "enter_tag": [
-                "enter_tag_long_a",
-                "enter_tag_long_b",
-                "enter_tag_long_a",
-                "enter_tag_long_b",
-            ],
-            "exit_reason": [
-                ExitType.ROI.value,
-                ExitType.EXIT_SIGNAL.value,
-                ExitType.STOP_LOSS.value,
-                ExitType.TRAILING_STOP_LOSS.value,
-            ],
-        }
-    )
-
-    backtestmock = MagicMock(
-        side_effect=[
-            {
-                "results": result1,
-                "config": default_conf,
-                "locks": [],
-                "rejected_signals": 20,
-                "timedout_entry_orders": 0,
-                "timedout_exit_orders": 0,
-                "canceled_trade_entries": 0,
-                "canceled_entry_orders": 0,
-                "replaced_entry_orders": 0,
-                "final_balance": 1000,
-            }
-        ]
-    )
-    mocker.patch(
-        "freqtrade.plugins.pairlistmanager.PairListManager.whitelist",
-        PropertyMock(return_value=["ETH/BTC", "LTC/BTC", "DASH/BTC"]),
-    )
-    mocker.patch("freqtrade.optimize.backtesting.Backtesting.backtest", backtestmock)
-
-    patched_configuration_load_config_file(mocker, default_conf)
-
-    args = [
-        "backtesting",
-        "--config",
-        "config.json",
-        "--datadir",
-        str(testdatadir),
-        "--user-data-dir",
-        str(user_dir),
-        "--timeframe",
-        "5m",
-        "--timerange",
-        "1515560100-1517287800",
-        "--export",
-        "signals",
-        "--cache",
-        "none",
-    ]
-    args = get_args(args)
-    start_backtesting(args)
-
-    captured = capsys.readouterr()
-    assert "BACKTESTING REPORT" in captured.out
-    assert "EXIT REASON STATS" in captured.out
-    assert "LEFT OPEN TRADES REPORT" in captured.out
-
-    base_args = [
-        "backtesting-analysis",
-        "--config",
-        "config.json",
-        "--datadir",
-        str(testdatadir),
-        "--user-data-dir",
-        str(user_dir),
-    ]
-
-    # test group 0 and indicator list
-    args = get_args(
-        base_args
-        + [
-            "--analysis-groups",
-            "0",
-            "--exit-signals",
-            "--indicator-list",
-            "close",
-            "rsi",
-            "profit_abs",
-        ]
-    )
-    start_analysis_entries_exits(args)
-    captured = capsys.readouterr()
-    assert "LTC/BTC" in captured.out
-    assert "ETH/BTC" in captured.out
-    assert "enter_tag_long_a" in captured.out
-    assert "enter_tag_long_b" in captured.out
-    assert "exit_signal" in captured.out
-    assert "roi" in captured.out
-    assert "stop_loss" in captured.out
-    assert "trailing_stop_loss" in captured.out
-    assert "0.5" in captured.out
-    assert "-4" in captured.out
-    assert "-2" in captured.out
-    assert "57.654" in captured.out
-    assert "-8" in captured.out
-    assert "0" in captured.out
-    assert "0.104" in captured.out
-    assert "0.016" in captured.out
-    assert "52.829" in captured.out
-
-    # test group 1
-    args = get_args(base_args + ["--analysis-groups", "1"])
-    start_analysis_entries_exits(args)
-    captured = capsys.readouterr()
-    assert "enter_tag_long_a" in captured.out
-    assert "enter_tag_long_b" in captured.out
-    assert "total_profit_pct" in captured.out
-    assert "-3.5" in captured.out
-    assert "-1.75" in captured.out
-    assert "-7.5" in captured.out
-    assert "-3.75" in captured.out
-    assert "0" in captured.out
-
-    # test group 2
-    args = get_args(base_args + ["--analysis-groups", "2"])
-    start_analysis_entries_exits(args)
-    captured = capsys.readouterr()
-    assert "enter_tag_long_a" in captured.out
-    assert "enter_tag_long_b" in captured.out
-    assert "exit_signal" in captured.out
-    assert "roi" in captured.out
-    assert "stop_loss" in captured.out
-    assert "trailing_stop_loss" in captured.out
-    assert "total_profit_pct" in captured.out
-    assert "-10" in captured.out
-    assert "-5" in captured.out
-    assert "2.5" in captured.out
-
-    # test group 3
-    args = get_args(base_args + ["--analysis-groups", "3"])
-    start_analysis_entries_exits(args)
-    captured = capsys.readouterr()
-    assert "LTC/BTC" in captured.out
-    assert "ETH/BTC" in captured.out
-    assert "enter_tag_long_a" in captured.out
-    assert "enter_tag_long_b" in captured.out
-    assert "total_profit_pct" in captured.out
-    assert "-7.5" in captured.out
-    assert "-3.75" in captured.out
-    assert "-1.75" in captured.out
-    assert "0" in captured.out
-    assert "2" in captured.out
-
-    # test group 4
-    args = get_args(base_args + ["--analysis-groups", "4"])
-    start_analysis_entries_exits(args)
-    captured = capsys.readouterr()
-    assert "LTC/BTC" in captured.out
-    assert "ETH/BTC" in captured.out
-    assert "enter_tag_long_a" in captured.out
-    assert "enter_tag_long_b" in captured.out
-    assert "exit_signal" in captured.out
-    assert "roi" in captured.out
-    assert "stop_loss" in captured.out
-    assert "trailing_stop_loss" in captured.out
-    assert "total_profit_pct" in captured.out
-    assert "-10" in captured.out
-    assert "-5" in captured.out
-    assert "-4" in captured.out
-    assert "0.5" in captured.out
-    assert "1" in captured.out
-    assert "2.5" in captured.out
-
-    # test group 5
-    args = get_args(base_args + ["--analysis-groups", "5"])
-    start_analysis_entries_exits(args)
-    captured = capsys.readouterr()
-    assert "exit_signal" in captured.out
-    assert "roi" in captured.out
-    assert "stop_loss" in captured.out
-    assert "trailing_stop_loss" in captured.out
-
-    # test date filtering
-    args = get_args(
-        base_args + ["--analysis-groups", "0", "1", "2", "--timerange", "20180129-20180130"]
-    )
-    start_analysis_entries_exits(args)
-    captured = capsys.readouterr()
-    assert "enter_tag_long_a" in captured.out
-    assert "enter_tag_long_b" not in captured.out