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update sell_reason to exit_reason

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Matthias
2022-03-24 20:33:47 +01:00
parent b0fab3ad50
commit 543aa74278
28 changed files with 201 additions and 177 deletions
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27
tests/optimize/test_optimize_reports.py
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@@ -15,9 +15,8 @@ from freqtrade.edge import PairInfo
from freqtrade.enums import ExitType
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
generate_daily_stats, generate_edge_table,
generate_pair_metrics,
generate_exit_reason_stats, generate_pair_metrics,
generate_periodic_breakdown_stats,
generate_sell_reason_stats,
generate_strategy_comparison,
generate_trading_stats, show_sorted_pairlist,
store_backtest_stats, text_table_bt_results,
@@ -77,7 +76,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
}),
'config': default_conf,
@@ -129,7 +128,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.ROI,
"exit_reason": [ExitType.ROI, ExitType.ROI,
ExitType.STOP_LOSS, ExitType.FORCE_SELL]
}),
'config': default_conf,
@@ -265,7 +264,7 @@ def test_generate_trading_stats(testdatadir):
assert res['losses'] == 0
def test_text_table_sell_reason():
def test_text_table_exit_reason():
results = pd.DataFrame(
{
@@ -276,7 +275,7 @@ def test_text_table_sell_reason():
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
}
)
@@ -291,9 +290,9 @@ def test_text_table_sell_reason():
' -0.2 | -5 |'
)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
results=results)
assert text_table_exit_reason(sell_reason_stats=sell_reason_stats,
assert text_table_exit_reason(exit_reason_stats=exit_reason_stats,
stake_currency='BTC') == result_str
@@ -308,23 +307,23 @@ def test_generate_sell_reason_stats():
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
'exit_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
}
)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
results=results)
roi_result = sell_reason_stats[0]
assert roi_result['sell_reason'] == 'roi'
roi_result = exit_reason_stats[0]
assert roi_result['exit_reason'] == 'roi'
assert roi_result['trades'] == 2
assert pytest.approx(roi_result['profit_mean']) == 0.15
assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
assert pytest.approx(roi_result['profit_mean']) == 0.15
assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
stop_result = sell_reason_stats[1]
stop_result = exit_reason_stats[1]
assert stop_result['sell_reason'] == 'stop_loss'
assert stop_result['exit_reason'] == 'stop_loss'
assert stop_result['trades'] == 1
assert pytest.approx(stop_result['profit_mean']) == -0.1
assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)