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Merge pull request #11758 from mrpabloyeah/add-max-trade-duration-to-backtest-results

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Add min/max trade duration to backtest results
This commit is contained in:
Matthias
2025-05-21 20:45:24 +02:00
committed by GitHub
parent d1ebdf5df2 947cbdd858
commit 64c6b4718d
6 changed files with 86 additions and 15 deletions
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6
tests/optimize/test_optimize_reports.py
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@@ -40,7 +40,7 @@ from freqtrade.optimize.optimize_reports.optimize_reports import (
generate_tag_metrics,
)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.util import dt_ts
from freqtrade.util import dt_ts, format_duration
from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
from tests.conftest import CURRENT_TEST_STRATEGY, log_has_re
from tests.data.test_history import _clean_test_file
@@ -482,8 +482,8 @@ def test_generate_trading_stats(testdatadir):
bt_data = load_backtest_data(filename)
res = generate_trading_stats(bt_data)
assert isinstance(res, dict)
assert res["winner_holding_avg"] == timedelta(seconds=1440)
assert res["loser_holding_avg"] == timedelta(days=1, seconds=21420)
assert res["winner_holding_avg"] == format_duration(timedelta(seconds=1440))
assert res["loser_holding_avg"] == format_duration(timedelta(days=1, seconds=21420))
assert "wins" in res
assert "losses" in res
assert "draws" in res