def test_determine_action_1_trailing_stop_loss(): MockFrame = namedtuple( "MockFrame", "date close open high low volume short trailing_stop_loss" ) mock_frame = MockFrame( date=1523937963, close=0.0212, open=0.0133, high=0.025, low=0.01, volume=36898, short=0.0312, trailing_stop_loss=10, ) mock_backtest = { "exit": [["close", ">", "short"]], "any_exit": [["close", ">", "short"]], "enter": [], "any_enter": [], "trailing_stop_loss": 0.0213, } res = determine_action(mock_frame, mock_backtest, last_frames=[mock_frame]) assert res == "tsl"
def test_determine_action_any_enter(): MockFrame = namedtuple("MockFrame", "date close open high low volume short") mock_frame = MockFrame( date=1523937963, close=0.0588, open=0.0133, high=0.025, low=0.01, volume=36898, short=0.0312, ) mock_backtest = { "exit": [], "any_exit": [], "enter": [["close", ">", "19"]], "any_enter": [["close", ">", "short"], ["close", ">", 100]], } res = determine_action(mock_frame, mock_backtest, last_frames=[mock_frame]) assert res == "ae"