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Merge pull request #10485 from jainanuj94/feature/8902

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Add exit signals to export in backtesting
This commit is contained in:
Matthias
2024-09-07 20:12:05 +02:00
committed by GitHub
parent 396d933e34 0858e0a21e
commit 611a3ce138
7 changed files with 164 additions and 39 deletions
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tests/optimize/test_optimize_reports.py
+11 -6
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@@ -293,20 +293,25 @@ def test_store_backtest_candles(testdatadir, mocker):
candle_dict = {"DefStrat": {"UNITTEST/BTC": pd.DataFrame()}}
# mock directory exporting
store_backtest_analysis_results(testdatadir, candle_dict, {}, "2022_01_01_15_05_13")
store_backtest_analysis_results(testdatadir, candle_dict, {}, {}, "2022_01_01_15_05_13")
assert dump_mock.call_count == 2
assert dump_mock.call_count == 3
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
assert str(dump_mock.call_args_list[0][0][0]).endswith("_signals.pkl")
assert str(dump_mock.call_args_list[1][0][0]).endswith("_rejected.pkl")
assert str(dump_mock.call_args_list[2][0][0]).endswith("_exited.pkl")
dump_mock.reset_mock()
# mock file exporting
filename = Path(testdatadir / "testresult")
store_backtest_analysis_results(filename, candle_dict, {}, "2022_01_01_15_05_13")
assert dump_mock.call_count == 2
store_backtest_analysis_results(filename, candle_dict, {}, {}, "2022_01_01_15_05_13")
assert dump_mock.call_count == 3
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
# result will be testdatadir / testresult-<timestamp>_signals.pkl
assert str(dump_mock.call_args_list[0][0][0]).endswith("_signals.pkl")
assert str(dump_mock.call_args_list[1][0][0]).endswith("_rejected.pkl")
assert str(dump_mock.call_args_list[2][0][0]).endswith("_exited.pkl")
dump_mock.reset_mock()
@@ -315,7 +320,7 @@ def test_write_read_backtest_candles(tmp_path):
# test directory exporting
sample_date = "2022_01_01_15_05_13"
store_backtest_analysis_results(tmp_path, candle_dict, {}, sample_date)
store_backtest_analysis_results(tmp_path, candle_dict, {}, {}, sample_date)
stored_file = tmp_path / f"backtest-result-{sample_date}_signals.pkl"
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)
@@ -330,7 +335,7 @@ def test_write_read_backtest_candles(tmp_path):
# test file exporting
filename = tmp_path / "testresult"
store_backtest_analysis_results(filename, candle_dict, {}, sample_date)
store_backtest_analysis_results(filename, candle_dict, {}, {}, sample_date)
stored_file = tmp_path / f"testresult-{sample_date}_signals.pkl"
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)