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"
