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Improve backtest test

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Matthias
2023-09-27 06:19:51 +02:00
parent f174c2e01e
commit a27baf1a51
1 changed files with 6 additions and 4 deletions
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10
tests/optimize/test_backtesting_adjust_position.py
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@@ -9,7 +9,7 @@ import pytest
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.history import get_timerange
from freqtrade.enums import ExitType, TradingMode
from freqtrade.enums import ExitType
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.util.datetime_helpers import dt_utc
from tests.conftest import EXMS, patch_exchange
@@ -103,18 +103,21 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=10)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch(f"{EXMS}.get_max_leverage", return_value=10)
mocker.patch(f"{EXMS}.get_maintenance_ratio_and_amt", return_value=(0.1, 0.1))
patch_exchange(mocker)
default_conf.update({
"stake_amount": 100.0,
"dry_run_wallet": 1000.0,
"strategy": "StrategyTestV3",
"trading_mode": "futures",
"margin_mode": "isolated",
})
default_conf['pairlists'] = [{'method': 'StaticPairList', 'allow_inactive': True}]
backtesting = Backtesting(default_conf)
backtesting.trading_mode = TradingMode.FUTURES
backtesting._can_short = True
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'XRP/USDT'
pair = 'XRP/USDT:USDT'
row = [
pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
2.1, # Open
@@ -130,7 +133,6 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
]
backtesting.strategy.leverage = MagicMock(return_value=leverage)
trade = backtesting._enter_trade(pair, row=row, direction='long')
trade.orders[0].close_bt_order(row[0], trade)
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762 * leverage