This commit is contained in:
Stefano
2025-12-31 10:40:09 +09:00
parent 6f2ba13b0c
commit 1e6d832f71

View File

@@ -1199,6 +1199,11 @@ def test_api_logs(botclient):
"winrate": 0.0,
"expectancy": -0.0033695635,
"expectancy_ratio": -1.0,
"cagr": -0.0024567404889381805,
"calmar": -1910.497317469542,
"sharpe": -58.138247358830355,
"sortino": -58.138247358830355,
"sqn": -1.5215,
"trading_volume": 75.945,
},
),
@@ -1231,6 +1236,11 @@ def test_api_logs(botclient):
"winrate": 1.0,
"expectancy": 0.0003695635,
"expectancy_ratio": 100,
"cagr": 0.0002698167695580622,
"calmar": -100.0,
"sharpe": 65.81269184917424,
"sortino": -100.0,
"sqn": 1.7224,
"trading_volume": 75.945,
},
),
@@ -1263,6 +1273,11 @@ def test_api_logs(botclient):
"winrate": 0.5,
"expectancy": -0.0027145635000000003,
"expectancy_ratio": -0.48612137582114445,
"cagr": -0.0019796559404918757,
"calmar": -1857.4671689202785,
"sharpe": -36.14602907243071,
"sortino": -100.0,
"sqn": -0.946,
"trading_volume": 75.945,
},
),
@@ -1326,6 +1341,11 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
"winrate": expected["winrate"],
"expectancy": expected["expectancy"],
"expectancy_ratio": expected["expectancy_ratio"],
"sharpe": expected["sharpe"],
"sortino": expected["sortino"],
"sqn": expected["sqn"],
"calmar": expected["calmar"],
"cagr": expected["cagr"],
"max_drawdown": ANY,
"max_drawdown_abs": ANY,
"max_drawdown_start": ANY,