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test: improve test for long/short switch

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Matthias
2024-10-12 20:24:33 +02:00
parent 8f6b831512
commit 88f8e0b8b1
1 changed files with 22 additions and 0 deletions
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22
tests/optimize/test_backtest_detail.py
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@@ -1163,6 +1163,27 @@ tc55 = BTContainer(
],
)
# Test 56: Switch position from long to short
tc56 = BTContainer(
data=[
# D O H L C V EL XL ES Xs BT
[0, 5000, 5050, 4950, 5000, 6172, 1, 0, 0, 0],
[1, 5000, 5000, 4951, 5000, 6172, 0, 0, 0, 0],
[2, 4910, 5150, 4910, 5100, 6172, 0, 0, 1, 0], # exit on stoploss - re-enter short
[3, 5100, 5100, 4888, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 1],
[5, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
],
stop_loss=-0.02,
roi={"0": 0.10},
profit_perc=-0.0,
use_exit_signal=True,
trades=[
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3, is_short=False),
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=3, close_tick=5, is_short=True),
],
)
TESTS = [
tc0,
@@ -1221,6 +1242,7 @@ TESTS = [
tc53,
tc54,
tc55,
tc56,
]