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chore: improved backtest method wording

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Matthias
2025-03-05 20:26:30 +01:00
parent 3762f40538
commit 754936d253
2 changed files with 8 additions and 8 deletions
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freqtrade/optimize/backtesting.py
+2 -2
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@@ -603,7 +603,7 @@ class Backtesting:
# This should not be reached... # This should not be reached...
return row[OPEN_IDX] return row[OPEN_IDX]
def _get_adjust_trade_entry_for_candle( def _check_adjust_trade_for_candle(
self, trade: LocalTrade, row: tuple, current_time: datetime self, trade: LocalTrade, row: tuple, current_time: datetime
) -> LocalTrade: ) -> LocalTrade:
current_rate: float = row[OPEN_IDX] current_rate: float = row[OPEN_IDX]
@@ -871,7 +871,7 @@ class Backtesting:
# Check if we need to adjust our current positions # Check if we need to adjust our current positions
if self.strategy.position_adjustment_enable: if self.strategy.position_adjustment_enable:
trade = self._get_adjust_trade_entry_for_candle(trade, row, current_time) trade = self._check_adjust_trade_for_candle(trade, row, current_time)
if trade.is_open: if trade.is_open:
enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX] enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX]
tests/optimize/test_backtesting_adjust_position.py
+6 -6
View File
@@ -162,7 +162,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
backtesting.strategy.adjust_trade_position = MagicMock(return_value=None) backtesting.strategy.adjust_trade_position = MagicMock(return_value=None)
assert pytest.approx(trade.liquidation_price) == (0.10278333 if leverage == 1 else 1.2122249) assert pytest.approx(trade.liquidation_price) == (0.10278333 if leverage == 1 else 1.2122249)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_enter, current_time) trade = backtesting._check_adjust_trade_for_candle(trade, row_enter, current_time)
assert trade assert trade
assert pytest.approx(trade.stake_amount) == 100.0 assert pytest.approx(trade.stake_amount) == 100.0
assert pytest.approx(trade.amount) == 47.61904762 * leverage assert pytest.approx(trade.amount) == 47.61904762 * leverage
@@ -170,7 +170,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Increase position by 100 # Increase position by 100
backtesting.strategy.adjust_trade_position = MagicMock(return_value=(100, "PartIncrease")) backtesting.strategy.adjust_trade_position = MagicMock(return_value=(100, "PartIncrease"))
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_enter, current_time) trade = backtesting._check_adjust_trade_for_candle(trade, row_enter, current_time)
liq_price = 0.1038916 if leverage == 1 else 1.2127791 liq_price = 0.1038916 if leverage == 1 else 1.2127791
assert trade assert trade
@@ -184,7 +184,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500) backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500)
current_time = row_exit[0].to_pydatetime() current_time = row_exit[0].to_pydatetime()
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time)
assert trade assert trade
assert pytest.approx(trade.stake_amount) == 200.0 assert pytest.approx(trade.stake_amount) == 200.0
@@ -195,7 +195,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Reduce position by 50 # Reduce position by 50
backtesting.strategy.adjust_trade_position = MagicMock(return_value=(-100, "partDecrease")) backtesting.strategy.adjust_trade_position = MagicMock(return_value=(-100, "partDecrease"))
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time)
assert trade assert trade
assert pytest.approx(trade.stake_amount) == 100.0 assert pytest.approx(trade.stake_amount) == 100.0
@@ -208,7 +208,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Adjust below minimum # Adjust below minimum
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99) backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time)
assert trade assert trade
assert pytest.approx(trade.stake_amount) == 100.0 assert pytest.approx(trade.stake_amount) == 100.0
@@ -220,5 +220,5 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
# Adjust to close trade # Adjust to close trade
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-trade.stake_amount) backtesting.strategy.adjust_trade_position = MagicMock(return_value=-trade.stake_amount)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row_exit, current_time) trade = backtesting._check_adjust_trade_for_candle(trade, row_exit, current_time)
assert trade.is_open is False assert trade.is_open is False