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test: update test with new metrics

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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, "sortino": 2.34,
"calmar": 3.45, "calmar": 3.45,
"max_drawdown_account": 0.12, "max_drawdown_account": 0.12,
"max_relative_drawdown": 0.15,
"max_drawdown_abs": 0.05, "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_table_add_metrics(strat_results)
text = capsys.readouterr().out text = capsys.readouterr().out
assert "Sharpe ratio balance" in text assert "Sharpe (daily wallet balance)" in text
assert "Sortino ratio balance" in text assert "Sortino (daily wallet balance)" in text
assert "Calmar ratio balance" in text assert "Calmar (daily wallet balance)" in text
assert "Max drawdown balance" in text assert "Max % of account underwater (balance)" in text
def test_generate_periodic_breakdown_stats(testdatadir): def test_generate_periodic_breakdown_stats(testdatadir):