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chore: improve backtest test resiliance

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This commit is contained in:
Matthias
2024-07-08 07:17:58 +02:00
parent ae92807b5c
commit 76a34efe36
1 changed files with 31 additions and 26 deletions
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tests/optimize/test_optimize_reports.py
+31 -26
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@@ -69,21 +69,22 @@ def test_text_table_bt_results():
} }
) )
result_str = (
"| Pair | Trades | Avg Profit % | Tot Profit BTC | "
"Tot Profit % | Avg Duration | Win Draw Loss Win% |\n"
"|---------+----------+----------------+------------------+"
"----------------+----------------+-------------------------|\n"
"| ETH/BTC | 3 | 8.33 | 0.50000000 | "
"12.50 | 0:20:00 | 2 0 1 66.7 |\n"
"| TOTAL | 3 | 8.33 | 0.50000000 | "
"12.50 | 0:20:00 | 2 0 1 66.7 |"
)
pair_results = generate_pair_metrics( pair_results = generate_pair_metrics(
["ETH/BTC"], stake_currency="BTC", starting_balance=4, results=results ["ETH/BTC"], stake_currency="BTC", starting_balance=4, results=results
) )
assert text_table_bt_results(pair_results, stake_currency="BTC") == result_str text = text_table_bt_results(pair_results, stake_currency="BTC")
re.search(
r".* Pair .* Trades .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* "
r"Avg Duration .* Win Draw Loss Win% .*",
text,
)
re.search(
r".* ETH/BTC .* 3 .* 8.33 .* 0.50000000 .* 12.50 .* 0:20:00 .* 2 0 1 66.7 .*",
text,
)
re.search(
r".* TOTAL .* 3 .* 8.33 .* 0.50000000 .* 12.50 .* 0:20:00 .* 2 0 1 66.7 .*", text
)
def test_generate_backtest_stats(default_conf, testdatadir, tmp_path): def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
@@ -448,23 +449,27 @@ def test_text_table_exit_reason():
} }
) )
result_str = (
"| Exit Reason | Exits | Avg Profit % | Tot Profit BTC | Tot Profit % |"
" Avg Duration | Win Draw Loss Win% |\n"
"|---------------+---------+----------------+------------------+----------------+"
"----------------+-------------------------|\n"
"| roi | 2 | 15.00 | 0.60000000 | 2.73 |"
" 0:20:00 | 2 0 0 100 |\n"
"| stop_loss | 1 | -10.00 | -0.20000000 | -0.91 |"
" 0:10:00 | 0 0 1 0 |\n"
"| TOTAL | 3 | 6.67 | 0.40000000 | 1.82 |"
" 0:17:00 | 2 0 1 66.7 |"
)
exit_reason_stats = generate_tag_metrics( exit_reason_stats = generate_tag_metrics(
"exit_reason", starting_balance=22, results=results, skip_nan=False "exit_reason", starting_balance=22, results=results, skip_nan=False
) )
assert text_table_tags("exit_tag", exit_reason_stats, "BTC") == result_str text = text_table_tags("exit_tag", exit_reason_stats, "BTC")
assert re.search(
r".* Exit Reason .* Exits .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* "
r"Avg Duration .* Win Draw Loss Win% .*",
text,
)
assert re.search(
r".* roi .* 2 .* 15.00 .* 0.60000000 .* 2.73 .* 0:20:00 .* 2 0 0 100 .*",
text,
)
assert re.search(
r".* stop_loss .* 1 .* -10.00 .* -0.20000000 .* -0.91 .* 0:10:00 .* 0 0 1 0 .*",
text,
)
assert re.search(
r".* TOTAL .* 3 .* 6.67 .* 0.40000000 .* 1.82 .* 0:17:00 .* 2 0 1 66.7 .*", text
)
def test_generate_sell_reason_stats(): def test_generate_sell_reason_stats():