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[Strategies] update tests for non instant fill orders
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@GuillaumeDSM
GuillaumeDSM committed Oct 15, 2023
1 parent 9be149d commit dc2adfb
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Showing 4 changed files with 23 additions and 23 deletions.
12 changes: 6 additions & 6 deletions .../Strategies/dip_analyser_strategy_evaluator/tests/test_dip_analyser_strategy_evaluator.py
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Original file line number Diff line number Diff line change
Expand Up @@ -48,31 +48,31 @@ class DipAnalyserStrategiesEvaluatorTest(abstract_strategy_test.AbstractStrategy

async def test_default_run(self):
# market: -49.25407390406244
await self.run_test_default_run(decimal.Decimal(str(-21.875)))
await self.run_test_default_run(decimal.Decimal(str(-25.195)))

async def test_slow_downtrend(self):
# market: -49.25407390406244
# market: -47.50593824228029
await self.run_test_slow_downtrend(decimal.Decimal(str(-21.875)), decimal.Decimal(str(-32.029)), None, None, skip_extended=True)
await self.run_test_slow_downtrend(decimal.Decimal(str(-25.195)), decimal.Decimal(str(-33.975)), None, None, skip_extended=True)

async def test_sharp_downtrend(self):
# market: -34.67997135795625
await self.run_test_sharp_downtrend(decimal.Decimal(str(-22.105)), None, skip_extended=True)
await self.run_test_sharp_downtrend(decimal.Decimal(str(-22.231)), None, skip_extended=True)

async def test_flat_markets(self):
# market: -38.07647740440325
# market: -53.87077652637819
await self.run_test_flat_markets(decimal.Decimal(str(-21.822)), decimal.Decimal(str(-27.507)), None, None, skip_extended=True)
await self.run_test_flat_markets(decimal.Decimal(str(-21.130)), decimal.Decimal(str(-32.759)), None, None, skip_extended=True)

async def test_slow_uptrend(self):
# market: 11.32644122514472
# market: -36.64596273291926
await self.run_test_slow_uptrend(decimal.Decimal(str(11.326)), decimal.Decimal(str(-15.395)))
await self.run_test_slow_uptrend(decimal.Decimal(str(11.326)), decimal.Decimal(str(-14.477)))

async def test_sharp_uptrend(self):
# market: -17.047906776003458
# market: -18.25837965302341
await self.run_test_sharp_uptrend(decimal.Decimal(str(1.651)), decimal.Decimal(str(12.264)))
await self.run_test_sharp_uptrend(decimal.Decimal(str(2.640)), decimal.Decimal(str(10.578)))

async def test_up_then_down(self):
await self.run_test_up_then_down(None, skip_extended=True)
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14 changes: 7 additions & 7 deletions Evaluator/Strategies/mixed_strategies_evaluator/tests/test_simple_strategy_evaluator.py
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Original file line number Diff line number Diff line change
Expand Up @@ -40,15 +40,15 @@ class SimpleStrategyEvaluatorTest(abstract_strategy_test.AbstractStrategyTest):

async def test_default_run(self):
# market: -13.599062133645944
await self.run_test_default_run(decimal.Decimal(str(-1.145)))
await self.run_test_default_run(decimal.Decimal(str(-1.148)))

async def test_slow_downtrend(self):
# market: -13.599062133645944
# market: -44.248234106962656
# market: -34.87003936300901
# market: -45.18518518518518
await self.run_test_slow_downtrend(decimal.Decimal(str(-1.145)), decimal.Decimal(str(-34.381)),
decimal.Decimal(str(-27.176)), decimal.Decimal(str(-31.344)))
await self.run_test_slow_downtrend(decimal.Decimal(str(-1.148)), decimal.Decimal(str(-36.528)),
decimal.Decimal(str(-27.338)), decimal.Decimal(str(-31.279)))

async def test_sharp_downtrend(self):
# market: -30.271723049610415
Expand All @@ -61,21 +61,21 @@ async def test_flat_markets(self):
# market: -12.732688011913623
# market: -34.64150943396227
await self.run_test_flat_markets(decimal.Decimal(str(0.027)), decimal.Decimal(str(10.885)),
decimal.Decimal(str(-14.485)), decimal.Decimal(str(-4.290)))
decimal.Decimal(str(-13.900)), decimal.Decimal(str(-6.876)))

async def test_slow_uptrend(self):
# market: 32.524679029957184
# market: 6.25
await self.run_test_slow_uptrend(decimal.Decimal(str(15.370)), decimal.Decimal(str(0.817)))
await self.run_test_slow_uptrend(decimal.Decimal(str(15.031)), decimal.Decimal(str(0.817)))

async def test_sharp_uptrend(self):
# market: 24.56254050550875
# market: 8.665472458575891
await self.run_test_sharp_uptrend(decimal.Decimal(str(14.887)), decimal.Decimal(str(17.296)))
await self.run_test_sharp_uptrend(decimal.Decimal(str(14.131)), decimal.Decimal(str(12.486)))

async def test_up_then_down(self):
# market: 1.1543668450702853
await self.run_test_up_then_down(decimal.Decimal(str(3.319)))
await self.run_test_up_then_down(decimal.Decimal(str(2.658)))


async def test_default_run(strategy_tester):
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14 changes: 7 additions & 7 deletions ...Strategies/mixed_strategies_evaluator/tests/test_technical_analysis_strategy_evaluator.py
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Original file line number Diff line number Diff line change
Expand Up @@ -48,34 +48,34 @@ async def test_slow_downtrend(self):
# market: -29.12366137549725
# market: -32.110091743119256
await self.run_test_slow_downtrend(decimal.Decimal(str(-8.699)), decimal.Decimal(str(-9.675)),
decimal.Decimal(str(-16.634)), decimal.Decimal(str(-8.210)))
decimal.Decimal(str(-16.977)), decimal.Decimal(str(-8.372)))

async def test_sharp_downtrend(self):
# market: -26.07183938094741
# market: -32.1654501216545
await self.run_test_sharp_downtrend(decimal.Decimal(str(-19.997)), decimal.Decimal(str(-23.093)))
await self.run_test_sharp_downtrend(decimal.Decimal(str(-20.005)), decimal.Decimal(str(-23.084)))

async def test_flat_markets(self):
# market: -10.560669456066947
# market: -3.401191658391241
# market: -5.7854560064282765
# market: -8.067940552016978
await self.run_test_flat_markets(decimal.Decimal(str(0.681)), decimal.Decimal(str(1.917)),
decimal.Decimal(str(-0.298)), decimal.Decimal(str(3.022)))
await self.run_test_flat_markets(decimal.Decimal(str(0.289)), decimal.Decimal(str(1.813)),
decimal.Decimal(str(-3.485)), decimal.Decimal(str(2.970)))

async def test_slow_uptrend(self):
# market: 17.203948364436457
# market: 16.19613670133728
await self.run_test_slow_uptrend(decimal.Decimal(str(9.729)), decimal.Decimal(str(2.882)))
await self.run_test_slow_uptrend(decimal.Decimal(str(8.245)), decimal.Decimal(str(2.882)))

async def test_sharp_uptrend(self):
# market: 30.881852230166828
# market: 12.28597871355852
await self.run_test_sharp_uptrend(decimal.Decimal(str(1.418)), decimal.Decimal(str(3.772)))
await self.run_test_sharp_uptrend(decimal.Decimal(str(1.418)), decimal.Decimal(str(3.180)))

async def test_up_then_down(self):
# market: -6.040105108015155
await self.run_test_up_then_down(decimal.Decimal(str(-0.909)))
await self.run_test_up_then_down(decimal.Decimal(str(-0.999)))


async def test_default_run(strategy_tester):
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6 changes: 3 additions & 3 deletions .../Strategies/move_signals_strategy_evaluator/tests/test_move_signals_strategy_evaluator.py
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Original file line number Diff line number Diff line change
Expand Up @@ -53,7 +53,7 @@ async def test_slow_downtrend(self):
async def test_sharp_downtrend(self):
# market: -26.07183938094741
# market: -32.1654501216545
await self.run_test_sharp_downtrend(decimal.Decimal(str(-11.819)), decimal.Decimal(str(-10.3)))
await self.run_test_sharp_downtrend(decimal.Decimal(str(-12.078)), decimal.Decimal(str(-10.3)))

async def test_flat_markets(self):
# market: -10.560669456066947
Expand All @@ -66,12 +66,12 @@ async def test_flat_markets(self):
async def test_slow_uptrend(self):
# market: 17.203948364436457
# market: 16.19613670133728
await self.run_test_slow_uptrend(decimal.Decimal(str(10.090)), decimal.Decimal(str(4.792)))
await self.run_test_slow_uptrend(decimal.Decimal(str(10.278)), decimal.Decimal(str(4.299)))

async def test_sharp_uptrend(self):
# market: 30.881852230166828
# market: 12.28597871355852
await self.run_test_sharp_uptrend(decimal.Decimal(str(6.504)), decimal.Decimal(str(4.889)))
await self.run_test_sharp_uptrend(decimal.Decimal(str(6.504)), decimal.Decimal(str(5.020)))

async def test_up_then_down(self):
# market: -6.040105108015155
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