120 Commits

Author	SHA1	Message	Date
Matthias	9f436dcd1e	chore: fix RUF043 violations	2025-09-15 19:20:20 +02:00
Matthias	deb8bde078	refactor: tests - update timezone.utc to UTC	2025-07-04 18:22:42 +02:00
Matthias	d8b51875bf	test: update tests for new file structure	2025-04-27 11:35:06 +02:00
Matthias	073b625355	test: update test for calculate_market_change	2025-04-25 08:28:31 +02:00
mrpabloyeah	3edc442f48	Fix drawdown calculation when maximum drawdown occurs on the first trade	2025-04-02 15:46:05 +02:00
mrpabloyeah	a3f23fd4fb	Also fix the expected result in the test	2025-04-01 22:51:29 +02:00
Matthias	e1f6702932	feat: add SQN calculation as backtest metric	2025-03-02 15:41:43 +01:00
Matthias	6c94b75172	chore: improve zip loading errorhandling	2024-12-26 15:29:25 +01:00
Meng Xiangzhuo	41b725714f	chore: bump ruff target-version to 3.10	2024-11-08 04:37:33 +08:00
Matthias	acae6e75f4	Improve drawdown test case	2024-05-19 09:44:36 +02:00
Matthias	a6b07ec96f	Remove compatibility layer for calculate_max_drawdown	2024-05-15 06:54:17 +02:00
Matthias	c79b75ff9a	Update remaining tests	2024-05-15 06:46:30 +02:00
Matthias	a6050cb771	Update tests for new interface	2024-05-14 19:57:46 +02:00
Matthias	58edb0a54a	Update misspellings that are being detected now	2024-05-13 07:10:25 +02:00
Matthias	ffd49e0e59	ruff format: tests/data	2024-05-13 07:10:24 +02:00
Matthias	7767ad9d6e	Update imports in test directory	2024-05-13 07:10:24 +02:00
Matthias	40aa0800de	Additional fix to eliminate some word-ignores	2024-04-19 07:02:31 +02:00
Matthias	0b1f702ef9	Improve testcase	2024-04-17 06:46:44 +02:00
Matthias	7f386874ad	Trim dataframes accordingly ...	2024-04-16 18:17:20 +02:00
Matthias	3f8078618e	add Combine dataframes with pct_change	2024-04-16 07:19:26 +02:00
Matthias	66f4839101	Further increase test coverate of max_drawdown	2024-02-19 07:02:42 +01:00
Stefano Ariestasia	0eddc6b7ad	update expectancy test	2023-07-23 14:27:45 +09:00
Matthias	955a63725a	Improve resiliance when showing older backtest results	2023-07-22 19:43:20 +02:00
Stefano Ariestasia	40d7d05e4e	merge 2 expectancy functions	2023-07-22 17:29:43 +09:00
Stefano Ariestasia	3552fa431b	fix test	2023-07-22 11:40:52 +09:00
Stefano Ariestasia	3dd33cde00	fix test	2023-07-22 11:39:10 +09:00
Stefano Ariestasia	b0639ab319	flake8	2023-07-22 11:29:08 +09:00
Stefano Ariestasia	cfd8b068e7	add test for expectancy	2023-07-22 11:25:53 +09:00
Stefano Ariestasia	dcc3ef1309	flake8 fix	2023-07-22 09:18:22 +09:00
Stefano Ariestasia	c048e7229a	modify expectancy and expectancy ratio	2023-07-22 08:36:51 +09:00
Matthias	261822147c	Fix remaining arrow testcases	2023-05-18 07:00:36 +02:00
Matthias	c0713eb77f	More tests to dt_helpers	2023-05-18 07:00:36 +02:00
Matthias	222ecdecd2	Improve code quality	2023-03-19 17:50:08 +01:00
Matthias	32bbe603cb	Fix sortino std calculation	2022-12-28 14:59:49 +01:00
Matthias	f21185d1c4	Add tests for new metrics	2022-12-28 14:05:04 +01:00
Matthias	882e68c68b	Rename backtest-result from new to "not new".	2022-12-26 15:33:14 +01:00
Matthias	6a15a9b412	Update backtest-result_new ... fixing the calculation of profit_abs - which was incorrect previously.	2022-12-26 15:33:14 +01:00
Matthias	34951f59d2	Update failing tests	2022-09-30 06:44:19 +02:00
Matthias	8c2e473ee5	Fix test warning	2022-09-27 08:53:29 +00:00
Matthias	4aec2db14d	Remove isClose from tests in favor of pytest.approx	2022-08-31 08:25:56 +00:00
Matthias	0b806af487	Add orders column to btresult	2022-06-06 10:59:10 +02:00
Nicolas Papp	f9244aad92	Fix on max drawdown formula to match tests	2022-05-01 12:25:53 -03:00
Matthias	53a2f55cf0	Merge branch 'develop' into pr/nicolaspapp/6715	2022-05-01 10:03:10 +02:00
Matthias	c6c569b772	chore: split BTAnalyais to metrics	2022-04-30 14:47:27 +02:00
Matthias	4262f84744	Merge branch 'develop' into pr/nicolaspapp/6715	2022-04-30 14:22:18 +02:00
Matthias	4143ebbeae	Add CAGR calculation to backtesting	2022-04-25 10:51:11 +02:00
Matthias	5ff2261b74	Improve test to explicitly test for dates	2022-04-25 07:32:32 +02:00
Matthias	9bc6bbe472	Improve test for max_drawdown calculations	2022-04-25 07:23:16 +02:00
Matthias	4254d86658	Move test-backtestfiles to separate directory	2022-04-11 20:32:02 +02:00
Matthias	f090dcc597	Merge branch 'develop' into feat/short	2022-01-22 17:56:01 +01:00