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Add test for backtesting

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Matthias
2024-03-24 11:54:25 +01:00
parent f6a8cb4698
commit ea634e5cef
1 changed files with 3 additions and 0 deletions
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tests/optimize/test_backtesting.py
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@@ -698,6 +698,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'], data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange) timerange=timerange)
processed = backtesting.strategy.advise_all_indicators(data) processed = backtesting.strategy.advise_all_indicators(data)
backtesting.strategy.order_filled = MagicMock()
min_date, max_date = get_timerange(processed) min_date, max_date = get_timerange(processed)
result = backtesting.backtest( result = backtesting.backtest(
@@ -760,6 +761,8 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
pd.testing.assert_frame_equal(results, expected) pd.testing.assert_frame_equal(results, expected)
assert 'orders' in results.columns assert 'orders' in results.columns
data_pair = processed[pair] data_pair = processed[pair]
# Called once per order
assert backtesting.strategy.order_filled.call_count == 4
for _, t in results.iterrows(): for _, t in results.iterrows():
assert len(t['orders']) == 2 assert len(t['orders']) == 2
ln = data_pair.loc[data_pair["date"] == t["open_date"]] ln = data_pair.loc[data_pair["date"] == t["open_date"]]