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test: update test with new metrics

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This commit is contained in:
Matthias
2026-04-12 09:51:54 +02:00
parent 2d930f1fff
commit 22707d6c04
1 changed files with 9 additions and 4 deletions
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tests/optimize/test_optimize_reports.py
+9 -4
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@@ -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):