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test: update pair_detail_simplified test

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parallel analysis should cover more detailed cases to prevent intra-candle parallelism
This commit is contained in:
Matthias
2025-01-15 18:15:15 +01:00
parent e81489807d
commit 4a6027b43f
1 changed files with 7 additions and 2 deletions
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9
tests/optimize/test_backtesting.py
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@@ -1772,15 +1772,18 @@ def test_backtest_multi_pair_detail_simplified(
if use_detail: if use_detail:
# Backtest loop is called once per candle per pair # Backtest loop is called once per candle per pair
# Exact numbers depend on trade state - but should be around 3_800 # Exact numbers depend on trade state - but should be around 3_800
assert bl_spy.call_count > 3_350 assert bl_spy.call_count > 2_250
assert bl_spy.call_count < 3_800 assert bl_spy.call_count < 2_800
else: else:
assert bl_spy.call_count < 995 assert bl_spy.call_count < 995
# Make sure we have parallel trades # Make sure we have parallel trades
assert len(evaluate_result_multi(results["results"], "1h", 2)) > 0 assert len(evaluate_result_multi(results["results"], "1h", 2)) > 0
# make sure we don't have trades with more than configured max_open_trades # make sure we don't have trades with more than configured max_open_trades
# This must evaluate on detail timeframe - as we can have entries within the candle.
assert len(evaluate_result_multi(results["results"], "1h", 3)) == 0 assert len(evaluate_result_multi(results["results"], "1h", 3)) == 0
assert len(evaluate_result_multi(results["results"], "5m", 3)) == 0
assert len(evaluate_result_multi(results["results"], "1m", 3)) == 0
# # Cached data correctly removed amounts # # Cached data correctly removed amounts
offset = 1 if tres == 0 else 0 offset = 1 if tres == 0 else 0
@@ -1800,6 +1803,8 @@ def test_backtest_multi_pair_detail_simplified(
} }
results = backtesting.backtest(**backtest_conf) results = backtesting.backtest(**backtest_conf)
assert len(evaluate_result_multi(results["results"], "1h", 1)) == 0 assert len(evaluate_result_multi(results["results"], "1h", 1)) == 0
assert len(evaluate_result_multi(results["results"], "5m", 1)) == 0
assert len(evaluate_result_multi(results["results"], "1m", 1)) == 0
@pytest.mark.parametrize("use_detail", [True, False]) @pytest.mark.parametrize("use_detail", [True, False])