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ruff format: Update a few test files

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This commit is contained in:
Matthias
2024-05-12 15:29:14 +02:00
parent baa15f6ed6
commit 7090950db6
13 changed files with 1629 additions and 1283 deletions
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34
tests/optimize/__init__.py
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@@ -9,13 +9,14 @@ from freqtrade.util.datetime_helpers import dt_utc
tests_start_time = dt_utc(2018, 10, 3)
tests_timeframe = '1h'
tests_timeframe = "1h"
class BTrade(NamedTuple):
"""
Minimalistic Trade result used for functional backtesting
"""
exit_reason: ExitType
open_tick: int
close_tick: int
@@ -27,6 +28,7 @@ class BTContainer(NamedTuple):
"""
Minimal BacktestContainer defining Backtest inputs and results.
"""
data: List[List[float]]
stop_loss: float
roi: Dict[str, float]
@@ -51,22 +53,32 @@ def _get_frame_time_from_offset(offset):
def _build_backtest_dataframe(data):
columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'enter_long', 'exit_long',
'enter_short', 'exit_short']
columns = [
"date",
"open",
"high",
"low",
"close",
"volume",
"enter_long",
"exit_long",
"enter_short",
"exit_short",
]
if len(data[0]) == 8:
# No short columns
data = [d + [0, 0] for d in data]
columns = columns + ['enter_tag'] if len(data[0]) == 11 else columns
columns = columns + ["enter_tag"] if len(data[0]) == 11 else columns
frame = DataFrame.from_records(data, columns=columns)
frame['date'] = frame['date'].apply(_get_frame_time_from_offset)
frame["date"] = frame["date"].apply(_get_frame_time_from_offset)
# Ensure floats are in place
for column in ['open', 'high', 'low', 'close', 'volume']:
frame[column] = frame[column].astype('float64')
for column in ["open", "high", "low", "close", "volume"]:
frame[column] = frame[column].astype("float64")
# Ensure all candles make kindof sense
assert all(frame['low'] <= frame['close'])
assert all(frame['low'] <= frame['open'])
assert all(frame['high'] >= frame['close'])
assert all(frame['high'] >= frame['open'])
assert all(frame["low"] <= frame["close"])
assert all(frame["low"] <= frame["open"])
assert all(frame["high"] >= frame["close"])
assert all(frame["high"] >= frame["open"])
return frame