from freqtrade.tests.optimize import (BTContainer, BTrade,
_build_backtest_dataframe,
_get_frame_time_from_offset,
tests_ticker_interval)
# Test 0: Sell with signal sell in candle 3
# Test with Stop-loss at 1%
tc0 = BTContainer(
data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0,
0], # enter trade (signal on last candle)
[2, 4987, 5012, 4986, 4600, 6172, 0, 0], # exit with stoploss hit
[3, 5010, 5000, 4980, 5010, 6172, 0, 1],
[4, 5010, 4987, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]
],
stop_loss=-0.01,
roi=1,
profit_perc=0.002,
use_sell_signal=True,
trades=[
BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)
])
# Test 1: Stop-Loss Triggered 1% loss
# Test with Stop-loss at 1%
tc1 = BTContainer(
data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
'date': 0,
'buy': 1,
'open': 2,
'high': 3,
'low': 4,
'close': 5,
'sell': 6,
'volume': 7
}
# Open trade should be removed from the end
tc0 = BTContainer(
data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0, 1]
], # enter trade (signal on last candle)
stop_loss=-0.99,
roi=float('inf'),
profit_perc=0.00,
trades=[])
# Two complete trades within dataframe(with sell hit for all)
tc1 = BTContainer(
data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0,
1], # enter trade (signal on last candle)
[2, 5000, 5025, 4975, 4987, 6172, 0, 0], # exit at open
[3, 5000, 5025, 4975, 4987, 6172, 1, 0], # no action
[4, 5000, 5025, 4975, 4987, 6172, 0, 0], # should enter the trade
_build_backtest_dataframe,
_get_frame_time_from_offset,
tests_ticker_interval)
from freqtrade.tests.conftest import patch_exchange
# Test 0 Minus 8% Close
# Test with Stop-loss at 1%
# TC1: Stop-Loss Triggered 1% loss
tc0 = BTContainer(
data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],
[1, 5000, 5025, 4975, 4987, 6172, 0,
0], # enter trade (signal on last candle)
[2, 4987, 5012, 4600, 4600, 6172, 0, 0], # exit with stoploss hit
[3, 4975, 5000, 4980, 4977, 6172, 0, 0],
[4, 4977, 4987, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4995, 4950, 6172, 0, 0]
],
stop_loss=-0.01,
roi=1,
profit_perc=-0.01,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)])
# Test 1 Minus 4% Low, minus 1% close
# Test with Stop-Loss at 3%
# TC2: Stop-Loss Triggered 3% Loss
tc1 = BTContainer(
data=[
# D O H L C V B S
[0, 5000, 5025, 4975, 4987, 6172, 1, 0],