def test_text_table_strategy(default_conf):
default_conf['max_open_trades'] = 2
default_conf['dry_run_wallet'] = 3
results = {}
date = datetime.datetime(year=2020, month=1, day=1, hour=12, minute=30)
delta = datetime.timedelta(days=1)
results['TestStrategy1'] = {
'results':
pd.DataFrame({
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'close_date': [date, date + delta, date + delta * 2],
'profit_ratio': [0.1, 0.2, 0.3],
'profit_abs': [0.2, 0.4, 0.5],
'trade_duration': [10, 30, 10],
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}),
'config':
default_conf
}
results['TestStrategy2'] = {
'results':
pd.DataFrame({
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
'close_date': [date, date + delta, date + delta * 2],
'profit_ratio': [0.4, 0.2, 0.3],
'profit_abs': [0.4, 0.4, 0.5],
'trade_duration': [15, 30, 15],
'wins': [4, 1, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}),
'config':
default_conf
}
result_str = (
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |'
' Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |\n'
'|---------------+--------+----------------+----------------+------------------+'
'----------------+----------------+-------------------------+-----------------------|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |'
' 36.67 | 0:17:00 | 3 0 0 100 | 0.00000000 BTC 0.00% |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
' 43.33 | 0:20:00 | 3 0 0 100 | 0.00000000 BTC 0.00% |'
)
strategy_results = generate_strategy_comparison(all_results=results)
assert text_table_strategy(strategy_results, 'BTC') == result_str
def test_text_table_strategy(default_conf):
default_conf['max_open_trades'] = 2
default_conf['dry_run_wallet'] = 3
results = {}
results['TestStrategy1'] = {
'results':
pd.DataFrame({
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_ratio': [0.1, 0.2, 0.3],
'profit_abs': [0.2, 0.4, 0.5],
'trade_duration': [10, 30, 10],
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}),
'config':
default_conf
}
results['TestStrategy2'] = {
'results':
pd.DataFrame({
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
'profit_ratio': [0.4, 0.2, 0.3],
'profit_abs': [0.4, 0.4, 0.5],
'trade_duration': [15, 30, 15],
'wins': [4, 1, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}),
'config':
default_conf
}
result_str = (
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot'
' Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|---------------+--------+----------------+----------------+------------------+'
'----------------+----------------+--------+---------+----------|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |'
' 36.67 | 0:17:00 | 3 | 0 | 0 |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
' 43.33 | 0:20:00 | 3 | 0 | 0 |')
strategy_results = generate_strategy_comparison(all_results=results)
assert text_table_strategy(strategy_results, 'BTC') == result_str
def test_text_table_strategy(default_conf, mocker):
results = {}
results['TestStrategy1'] = pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2, 0.3],
'profit_abs': [0.2, 0.4, 0.5],
'trade_duration': [10, 30, 10],
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
results['TestStrategy2'] = pd.DataFrame(
{
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
'profit_percent': [0.4, 0.2, 0.3],
'profit_abs': [0.4, 0.4, 0.5],
'trade_duration': [15, 30, 15],
'wins': [4, 1, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
result_str = (
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot'
' Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|---------------+--------+----------------+----------------+------------------+'
'----------------+----------------+--------+---------+----------|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |'
' 30.00 | 0:17:00 | 3 | 0 | 0 |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
' 45.00 | 0:20:00 | 3 | 0 | 0 |'
)
strategy_results = generate_strategy_metrics(stake_currency='BTC',
max_open_trades=2,
all_results=results)
assert text_table_strategy(strategy_results, 'BTC') == result_str
def test_text_table_strategy(testdatadir):
filename = testdatadir / "backtest_results/backtest-result_multistrat.json"
bt_res_data = load_backtest_stats(filename)
bt_res_data_comparison = bt_res_data.pop('strategy_comparison')
result_str = (
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |'
' Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |\n'
'|----------------+--------+----------------+----------------+------------------+'
'----------------+----------------+-------------------------+-----------------------|\n'
'| StrategyTestV2 | 179 | 0.08 | 14.39 | 0.02608550 |'
' 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |\n'
'| TestStrategy | 179 | 0.08 | 14.39 | 0.02608550 |'
' 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |'
)
strategy_results = generate_strategy_comparison(
bt_stats=bt_res_data['strategy'])
assert strategy_results == bt_res_data_comparison
assert text_table_strategy(strategy_results, 'BTC') == result_str