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test_time_pair_generator_open_trades_first()

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mrpabloyeah
2025-09-09 03:03:07 +02:00
parent a8f543ce62
commit eea9133b3f
1 changed files with 44 additions and 0 deletions
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44
tests/optimize/test_backtesting.py
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@@ -2741,3 +2741,47 @@ def test_time_pair_generator_refresh_pairlist(mocker, default_conf, dynamic_pair
assert refresh_mock.call_count == 2
else:
assert refresh_mock.call_count == 0
@pytest.mark.parametrize("dynamic_pairlist", [True, False])
def test_time_pair_generator_open_trades_first(mocker, default_conf, dynamic_pairlist):
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.dynamic_pairlist = dynamic_pairlist
pairs = ["XRP/BTC", "LTC/BTC", "NEO/BTC", "ETH/BTC"]
# Simulate open trades
trades = [
LocalTrade(pair="XRP/BTC", open_date=datetime.now(tz=UTC), amount=1, open_rate=1),
LocalTrade(pair="NEO/BTC", open_date=datetime.now(tz=UTC), amount=1, open_rate=1),
]
LocalTrade.bt_trades_open = trades
LocalTrade.bt_trades_open_pp = {
"XRP/BTC": [trades[0]],
"NEO/BTC": [trades[1]],
"LTC/BTC": [],
"ETH/BTC": [],
}
start_date = datetime(2025, 1, 1, 0, 0, tzinfo=UTC)
end_date = start_date + timedelta(minutes=5)
dummy_row = (end_date, 1.0, 1.1, 0.9, 1.0, 0, 0, 0, 0, None, None)
data = {pair: [dummy_row] for pair in pairs}
def mock_refresh(self):
# Simulate shuffle
self._whitelist = pairs[::-1] # ['ETH/BTC', 'NEO/BTC', 'LTC/BTC', 'XRP/BTC']
mocker.patch("freqtrade.plugins.pairlistmanager.PairListManager.refresh_pairlist", mock_refresh)
processed_pairs = []
for _, pair, _, _, _ in backtesting.time_pair_generator(start_date, end_date, pairs, data):
processed_pairs.append(pair)
# Open trades first in both cases
if dynamic_pairlist:
assert processed_pairs == ["XRP/BTC", "NEO/BTC", "ETH/BTC", "LTC/BTC"]
else:
assert processed_pairs == ["XRP/BTC", "NEO/BTC", "LTC/BTC", "ETH/BTC"]