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hub / github.com/kernc/backtesting.py / test_FractionalBacktest

Method test_FractionalBacktest

backtesting/test/_test.py:956–964  ·  view source on GitHub ↗
(self)

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954 self.assertEqual(stats['# Trades'], 56)
955
956 def test_FractionalBacktest(self):
957 ubtc_bt = FractionalBacktest(BTCUSD['2015':], SmaCross, fractional_unit=1 / 1e6, cash=100)
958 stats = ubtc_bt.run(fast=2, slow=3)
959 self.assertEqual(stats['# Trades'], 41)
960 trades = stats['_trades']
961 self.assertEqual(len(trades), 41)
962 trade = trades.iloc[0]
963 self.assertAlmostEqual(trade['EntryPrice'], 236.69)
964 self.assertAlmostEqual(stats['_strategy']._indicators[0][trade['EntryBar']], 234.14)
965
966 def test_MultiBacktest(self):
967 import backtesting

Callers

nothing calls this directly

Calls 2

runMethod · 0.95
FractionalBacktestClass · 0.90

Tested by

no test coverage detected