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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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11
tests/optimize/test_backtesting_adjust_position.py
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@@ -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