mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Assert backtesting liquidation price

Browse Source 
Fails for #9205
This commit is contained in:
Matthias
2023-09-27 06:29:03 +02:00
parent a27baf1a51
commit a905d1bd67
1 changed files with 5 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/optimize/test_backtesting_adjust_position.py
+5
View File
@@ -138,6 +138,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
assert pytest.approx(trade.amount) == 47.61904762 * leverage assert pytest.approx(trade.amount) == 47.61904762 * leverage
assert len(trade.orders) == 1 assert len(trade.orders) == 1
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)
trade = backtesting._get_adjust_trade_entry_for_candle(trade, row) trade = backtesting._get_adjust_trade_entry_for_candle(trade, row)
assert trade assert trade
@@ -153,6 +154,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
assert pytest.approx(trade.stake_amount) == 200.0 assert pytest.approx(trade.stake_amount) == 200.0
assert pytest.approx(trade.amount) == 95.23809524 * leverage assert pytest.approx(trade.amount) == 95.23809524 * leverage
assert len(trade.orders) == 2 assert len(trade.orders) == 2
assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791)
# Reduce by more than amount - no change to trade. # Reduce by more than amount - no change to trade.
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500) backtesting.strategy.adjust_trade_position = MagicMock(return_value=-500)
@@ -164,6 +166,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
assert pytest.approx(trade.amount) == 95.23809524 * leverage assert pytest.approx(trade.amount) == 95.23809524 * leverage
assert len(trade.orders) == 2 assert len(trade.orders) == 2
assert trade.nr_of_successful_entries == 2 assert trade.nr_of_successful_entries == 2
assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791)
# Reduce position by 50 # Reduce position by 50
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100) backtesting.strategy.adjust_trade_position = MagicMock(return_value=-100)
@@ -175,6 +178,7 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
assert len(trade.orders) == 3 assert len(trade.orders) == 3
assert trade.nr_of_successful_entries == 2 assert trade.nr_of_successful_entries == 2
assert trade.nr_of_successful_exits == 1 assert trade.nr_of_successful_exits == 1
assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791)
# Adjust below minimum # Adjust below minimum
backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99) backtesting.strategy.adjust_trade_position = MagicMock(return_value=-99)
@@ -186,3 +190,4 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
assert len(trade.orders) == 3 assert len(trade.orders) == 3
assert trade.nr_of_successful_entries == 2 assert trade.nr_of_successful_entries == 2
assert trade.nr_of_successful_exits == 1 assert trade.nr_of_successful_exits == 1
assert pytest.approx(trade.liquidation_price) == (0.1038916 if leverage == 1 else 1.2127791)