From 2565f91bc2956070c1e45ef0b18f022adbd86041 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 18 May 2021 19:33:17 +0200 Subject: [PATCH] Adjust tests to reflect new stoploss behaviour --- tests/optimize/test_backtest_detail.py | 20 +++++++++++++++++++- 1 file changed, 19 insertions(+), 1 deletion(-) diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 7da7709c6..9d88d166a 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -185,7 +185,7 @@ tc11 = BTContainer(data=[ [0, 5000, 5050, 4950, 5000, 6172, 1, 0], [1, 5000, 5050, 4950, 5100, 6172, 0, 0], [2, 5100, 5251, 5100, 5100, 6172, 0, 0], - [3, 4850, 5050, 4650, 4750, 6172, 0, 0], + [3, 5000, 5150, 4650, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, @@ -440,6 +440,23 @@ tc27 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)] ) +# Test 28: trailing_stop should raise so candle 3 causes a stoploss +# Same case than tc11 - but candle 3 "gaps down" - the stoploss will be above the candle, +# therefore "open" will be used +# stop-loss: 10%, ROI: 10% (should not apply), stoploss adjusted candle 2 +tc28 = BTContainer(data=[ + # D O H L C V B S + [0, 5000, 5050, 4950, 5000, 6172, 1, 0], + [1, 5000, 5050, 4950, 5100, 6172, 0, 0], + [2, 5100, 5251, 5100, 5100, 6172, 0, 0], + [3, 4850, 5050, 4650, 4750, 6172, 0, 0], + [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], + stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True, + trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, + trailing_stop_positive=0.03, + trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] +) + TESTS = [ tc0, tc1, @@ -469,6 +486,7 @@ TESTS = [ tc25, tc26, tc27, + tc28, ]