def get_btc_and_eth_candles():
candles = {}
candles[jh.key(exchanges.SANDBOX, 'BTCUSDT')] = {
'exchange': exchanges.SANDBOX,
'symbol': 'BTCUSDT',
'candles': fake_range_candle_from_range_prices(range(101, 200))
}
candles[jh.key(exchanges.SANDBOX, 'ETHUSDT')] = {
'exchange': exchanges.SANDBOX,
'symbol': 'ETHUSDT',
'candles': fake_range_candle_from_range_prices(range(1, 100))
}
return candles
def test_modifying_stop_loss_after_part_of_position_is_already_reduced_with_stop_loss(
):
set_up([
(exchanges.SANDBOX, 'BTC-USDT', timeframes.MINUTE_1, 'Test14'),
])
generated_candles = fake_range_candle_from_range_prices(
list(range(1, 10)) + list(range(10, 1, -1)))
candles = {}
key = jh.key(exchanges.SANDBOX, 'BTC-USDT')
candles[key] = {
'exchange': exchanges.SANDBOX,
'symbol': 'BTC-USDT',
'candles': generated_candles
}
backtest_mode.run('2019-04-01', '2019-04-02', candles)
assert len(store.completed_trades.trades) == 1
t1: CompletedTrade = store.completed_trades.trades[0]
assert t1.type == 'long'
assert t1.entry_price == 7
assert t1.exit_price == (4 * 2 + 6) / 3
assert t1.take_profit_at == 13
assert t1.stop_loss_at == (4 * 2 + 6) / 3
assert t1.qty == 1.5
assert t1.fee == 0
def get_downtrend_candles():
candles = {}
candles[jh.key(exchanges.SANDBOX, 'BTC-USDT')] = {
'exchange': exchanges.SANDBOX,
'symbol': 'BTC-USDT',
'candles': fake_range_candle_from_range_prices(range(100, 10, -1))
}
return candles
def get_btc_candles():
return {
jh.key(exchanges.SANDBOX, 'BTC-USDT'): {
'exchange': exchanges.SANDBOX,
'symbol': 'BTC-USDT',
'candles': fake_range_candle_from_range_prices(range(1, 100)),
}
}
def test_sma():
close_prices = [22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29]
candles = fake_range_candle_from_range_prices(close_prices)
single = ta.sma(candles, 10)
seq = ta.sma(candles, 10, sequential=True)
assert round(single, 2) == 22.22
assert len(seq) == len(candles)
assert seq[-1] == single
assert np.isnan(ta.sma(candles, 30))
def get_btc_candles():
"""
:return:
"""
candles = {}
candles[jh.key(exchanges.SANDBOX, 'BTCUSD')] = {
'exchange': exchanges.SANDBOX,
'symbol': 'BTCUSD',
'candles': fake_range_candle_from_range_prices(range(1, 100))
}
return candles
def test_ema():
close_prices = [
204.23, 205.01, 196.9, 197.33, 198.7, 199.86, 202.23, 200.3, 212.3, 210.82603059, 220.84, 218.99,
212.71, 211.01, 213.19, 212.99724894,
212.67760477, 209.85, 187.2, 184.15, 176.99, 175.9, 178.99, 150.96, 133.85, 138.18, 126.32, 125.23,
114.79,
118.73, 110.74409879, 111.72, 124.04, 118.52, 113.64, 119.65, 117.11129288, 109.23, 110.77, 102.65,
91.99
]
candles = fake_range_candle_from_range_prices(close_prices)
single = ta.ema(candles, 8)
seq = ta.ema(candles, 8, sequential=True)
assert round(single, 3) == 108.546
assert len(seq) == len(candles)
assert seq[-1] == single
assert np.isnan(ta.ema(candles, 400))
