diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 845647a87..63fa1bd96 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -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, ]