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Simplify backtesting by using current_time more consequently

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Matthias
2023-10-11 19:45:00 +02:00
parent b57821b273
commit b65fa98cee
3 changed files with 25 additions and 23 deletions
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4
tests/optimize/test_backtesting.py
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@@ -665,7 +665,7 @@ def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None:
]
# No data available.
res = backtesting._check_trade_exit(trade, row_sell)
res = backtesting._check_trade_exit(trade, row_sell, row_sell[0].to_pydatetime())
assert res is not None
assert res.exit_reason == ExitType.ROI.value
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
@@ -678,7 +678,7 @@ def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None:
[], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
'enter_short', 'exit_short', 'long_tag', 'short_tag', 'exit_tag'])
res = backtesting._check_trade_exit(trade, row)
res = backtesting._check_trade_exit(trade, row, row[0].to_pydatetime())
assert res is None

11
tests/optimize/test_backtesting_adjust_position.py
View File

@@ -133,6 +133,7 @@ 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')
current_time = row[0].to_pydatetime()
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762 * leverage
@@ -140,7 +141,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
backtesting.strategy.adjust_trade_position = MagicMock(return_value=None)
assert pytest.approx(trade.liquidation_price) == (0.10278333 if leverage == 1 else 1.2122249)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762 * leverage
@@ -148,7 +149,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Increase position by 100
backtesting.strategy.adjust_trade_position = MagicMock(return_value=100)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
assert trade
assert pytest.approx(trade.stake_amount) == 200.0
@@ -159,7 +160,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Reduce by more than amount - no change to trade.
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
assert trade
assert pytest.approx(trade.stake_amount) == 200.0
@@ -170,7 +171,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Reduce position by 50
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
assert trade
assert pytest.approx(trade.stake_amount) == 100.0
@@ -182,7 +183,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Adjust below minimum
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row, current_time)
assert trade
assert pytest.approx(trade.stake_amount) == 100.0