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Ichinga Samuel
2024-11-16 09:26:10 +01:00
parent 2e7aa73aec
commit 1109d78218
45 changed files with 1110 additions and 271 deletions
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tests/live/unit/test_backtest_engine.py
+22 -5
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@@ -14,7 +14,13 @@ class TestBackTestEngine:
def setup_class(cls):
cls.start = datetime(2024, 2, 1)
cls.end = datetime(2024, 2, 7)
cls.g_data = GetData(start=cls.start, end=cls.end, symbols=["BTCUSD", "SOLUSD"], timeframes=[TimeFrame.H1, TimeFrame.H2], name="test_engine")
cls.g_data = GetData(
start=cls.start,
end=cls.end,
symbols=["BTCUSD", "SOLUSD"],
timeframes=[TimeFrame.H1, TimeFrame.H2],
name="test_engine",
)
cls.bte = BackTestEngine(start=cls.start, end=cls.end, assign_to_config=True, preload=False)
@pytest.fixture(scope="class")
@@ -27,7 +33,13 @@ class TestBackTestEngine:
@pytest.fixture(scope="class")
async def sell_order(self):
sym = await self.bte.get_symbol_info(symbol="BTCUSD")
request = {"type": OrderType.SELL, "symbol": "BTCUSD", "volume": sym.volume_min, "price": sym.bid, "action": TradeAction.DEAL}
request = {
"type": OrderType.SELL,
"symbol": "BTCUSD",
"volume": sym.volume_min,
"price": sym.bid,
"action": TradeAction.DEAL,
}
return request
@pytest.fixture(scope="class")
@@ -47,7 +59,8 @@ class TestBackTestEngine:
}
return request
def modify_stops(self, order): ...
def modify_stops(self, order):
...
def test_span_and_range(self):
assert self.bte.range == range(0, int((self.end - self.start).total_seconds()), self.bte.speed)
@@ -255,10 +268,14 @@ class TestBackTestEngine:
bte2.go_to(time=moment)
sym = "BTCUSD"
sym_info = await self.bte.get_symbol_info(symbol=sym)
margin = await self.bte.order_calc_margin(action=OrderType.SELL, symbol=sym, volume=sym_info.volume_min, price=sym_info.bid)
margin = await self.bte.order_calc_margin(
action=OrderType.SELL, symbol=sym, volume=sym_info.volume_min, price=sym_info.bid
)
assert margin > 0
sym_info2 = await self.bte.get_symbol_info(symbol=sym)
margin2 = await bte2.order_calc_margin(action=OrderType.SELL, symbol=sym, volume=sym_info2.volume_min, price=sym_info2.bid)
margin2 = await bte2.order_calc_margin(
action=OrderType.SELL, symbol=sym, volume=sym_info2.volume_min, price=sym_info2.bid
)
assert margin2 > 0
async def test_order_check(self, buy_order, sell_order):