diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 2d82be360..c54dea689 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -658,16 +658,21 @@ def test_text_table_add_metrics_shows_wallet_ratios(testdatadir, capsys): "sortino": 2.34, "calmar": 3.45, "max_drawdown_account": 0.12, + "max_relative_drawdown": 0.15, "max_drawdown_abs": 0.05, + "drawdown_start": "2025-01-01 12:00:00", + "drawdown_end": "2025-01-01 18:00:00", + "max_drawdown_high": 1.12, + "max_drawdown_low": 0.95, } text_table_add_metrics(strat_results) text = capsys.readouterr().out - assert "Sharpe ratio balance" in text - assert "Sortino ratio balance" in text - assert "Calmar ratio balance" in text - assert "Max drawdown balance" in text + assert "Sharpe (daily wallet balance)" in text + assert "Sortino (daily wallet balance)" in text + assert "Calmar (daily wallet balance)" in text + assert "Max % of account underwater (balance)" in text def test_generate_periodic_breakdown_stats(testdatadir):