Merge pull request #10485 from jainanuj94/feature/8902

Add exit signals to export in backtesting
This commit is contained in:
Matthias
2024-09-07 20:12:05 +02:00
committed by GitHub
7 changed files with 164 additions and 39 deletions
+12 -1
View File
@@ -18,7 +18,9 @@ def entryexitanalysis_cleanup() -> None:
Backtesting.cleanup()
def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, user_dir, capsys):
def test_backtest_analysis_on_entry_and_rejected_signals_nomock(
default_conf, mocker, caplog, testdatadir, user_dir, capsys
):
caplog.set_level(logging.INFO)
(user_dir / "backtest_results").mkdir(parents=True, exist_ok=True)
@@ -158,6 +160,15 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, use
assert "34.049" in captured.out
assert "0.104" in captured.out
assert "52.829" in captured.out
# assert indicator list
assert "close (entry)" in captured.out
assert "0.016" in captured.out
assert "rsi (entry)" in captured.out
assert "54.320" in captured.out
assert "close (exit)" in captured.out
assert "rsi (exit)" in captured.out
assert "52.829" in captured.out
assert "profit_abs" in captured.out
# test group 1
args = get_args(base_args + ["--analysis-groups", "1"])