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Ensure cutoffs in backtesting are properly tested

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Matthias
2023-08-15 19:33:01 +02:00
parent 045d8c6fca
commit bea6782223
1 changed files with 7 additions and 1 deletions
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8
tests/optimize/test_backtesting.py
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@@ -20,7 +20,7 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange
from freqtrade.enums import CandleType, ExitType, RunMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.exchange import timeframe_to_next_date, timeframe_to_prev_date
from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename, get_strategy_run_id
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import LocalTrade, Trade
@@ -1135,6 +1135,12 @@ def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadi
assert candle_date == current_time
# These asserts don't properly raise as they are nested,
# therefore we increment count and assert for that.
df = dp.get_pair_dataframe(pair, backtesting.strategy.timeframe)
prior_time = timeframe_to_prev_date(backtesting.strategy.timeframe,
candle_date - timedelta(seconds=1))
assert prior_time == df.iloc[-1].squeeze()['date']
assert df.iloc[-1].squeeze()['date'] < current_time
count += 1
backtesting.strategy.confirm_trade_entry = tmp_confirm_entry