diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 4d0a3f2cd..949b8d176 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -361,6 +361,23 @@ tc22 = BTContainer(data=[ trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)] ) + +# Test 22s: trailing_stop Raises in candle 2 - but ROI applies at the same time. +# applying a positive trailing stop of 3% - ROI should apply before trailing stop. +# stop-loss: 10%, ROI: 4%, stoploss adjusted candle 2 +tc22s = BTContainer(data=[ + # D O H L C V EL XL ES Xs BT + [0, 5000, 5050, 4950, 5000, 6172, 0, 0, 1, 0], + [1, 5000, 5050, 4900, 4900, 6172, 0, 0, 0, 0], + [2, 4900, 4900, 4749, 4900, 6172, 0, 0, 0, 0], + [3, 4850, 5050, 4650, 4750, 6172, 0, 0, 0, 0], + [4, 4750, 4950, 4350, 4750, 6172, 0, 0, 0, 0]], + stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True, + trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, + trailing_stop_positive=0.03, + trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2, is_short=True)] +) + # Test 23: trailing_stop Raises in candle 2 (does not trigger) # applying a positive trailing stop of 3% since stop_positive_offset is reached. # ROI is changed after this to 4%, dropping ROI below trailing_stop_positive, causing a sell @@ -685,6 +702,7 @@ TESTS = [ tc20, tc21, tc22, + tc22s, tc23, tc24, tc25,