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add test for expectancy

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This commit is contained in:
Stefano Ariestasia
2023-07-22 11:25:53 +09:00
parent 8621dc96e7
commit cfd8b068e7
2 changed files with 12 additions and 2 deletions
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10
tests/data/test_btanalysis.py
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@@ -338,6 +338,16 @@ def test_calculate_csum(testdatadir):
with pytest.raises(ValueError, match='Trade dataframe empty.'):
csum_min, csum_max = calculate_csum(DataFrame())
def test_calculate_expectancy(testdatadir):
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
expectancy = calculate_expectancy(DataFrame())
assert expectancy == 0.0
expectancy = calculate_expectancy(bt_data)
assert isinstance(expectancy, float)
assert pytest.approx(expectancy) == 0.07151374226574791
def test_calculate_expectancy_ratio(testdatadir):
filename = testdatadir / "backtest_results/backtest-result.json"