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MDUYNMDUYN
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Fix tests
1 parent facd891 commit 30b3718

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8 files changed

+72
-72
lines changed

8 files changed

+72
-72
lines changed

‎tests/app/analysis/test_combine_metrics.py‎

Lines changed: 14 additions & 14 deletions
Original file line numberDiff line numberDiff line change
@@ -16,8 +16,8 @@ def test_combine_metrics(self):
1616
(1.5, datetime(2020, 6, 30)),
1717
(2.0, datetime(2020, 12, 31)),
1818
],
19-
growth=1000.0,
20-
growth_percentage=100.0,
19+
total_growth=1000.0,
20+
total_growth_percentage=100.0,
2121
total_net_gain=1000.0,
2222
total_net_gain_percentage=100.0,
2323
final_value=2000.0,
@@ -43,10 +43,10 @@ def test_combine_metrics(self):
4343
trades_per_year=50,
4444
trade_per_day=0.2,
4545
exposure_ratio=0.75,
46-
trades_average_gain=200,
47-
trades_average_gain_percentage=0.1,
48-
trades_average_loss=100,
49-
trades_average_loss_percentage=0.1,
46+
average_trade_gain=200,
47+
average_trade_gain_percentage=0.1,
48+
average_trade_loss=100,
49+
average_trade_loss_percentage=0.1,
5050
best_trade=Trade(id=1, open_price=100,
5151
opened_at=datetime(2020, 1, 1),
5252
closed_at=datetime(2020, 2, 1), orders=[],
@@ -85,8 +85,8 @@ def test_combine_metrics(self):
8585
(1.2, datetime(2020, 6, 30)),
8686
(1.4, datetime(2020, 12, 31)),
8787
],
88-
growth=400.0,
89-
growth_percentage=40.0,
88+
total_growth=400.0,
89+
total_growth_percentage=40.0,
9090
total_net_gain=400.0,
9191
total_net_gain_percentage=40.0,
9292
final_value=1400.0,
@@ -112,10 +112,10 @@ def test_combine_metrics(self):
112112
trades_per_year=30,
113113
trade_per_day=0.12,
114114
exposure_ratio=0.6,
115-
trades_average_gain_percentage=0.07,
116-
trades_average_gain=140.0,
117-
trades_average_loss=-80.0,
118-
trades_average_loss_percentage=-0.04,
115+
average_trade_gain_percentage=0.07,
116+
average_trade_gain=140.0,
117+
average_trade_loss=-80.0,
118+
average_trade_loss_percentage=-0.04,
119119
best_trade=Trade(id=3, open_price=120,
120120
opened_at=datetime(2020, 5, 1),
121121
closed_at=datetime(2020, 6, 1), orders=[],
@@ -151,6 +151,6 @@ def test_combine_metrics(self):
151151

152152
self.assertEqual(700, combined.total_net_gain)
153153
self.assertAlmostEqual(70.0, combined.total_net_gain_percentage)
154-
self.assertAlmostEqual(70.0, combined.growth_percentage)
155-
self.assertEqual(700.0, combined.growth)
154+
self.assertAlmostEqual(70.0, combined.total_growth_percentage)
155+
self.assertEqual(700.0, combined.total_growth)
156156
self.assertEqual(0.5, combined.win_rate)

‎tests/app/test_backtesting.py‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -60,8 +60,8 @@ def test_backtest_with_initial_amount(self):
6060
run = backtest.get_backtest_run(date_range)
6161
metrics = backtest.get_backtest_metrics(date_range)
6262
self.assertEqual(run.initial_unallocated, 1000)
63-
self.assertEqual(metrics.growth, 0)
64-
self.assertEqual(metrics.growth_percentage, 0)
63+
self.assertEqual(metrics.total_growth, 0)
64+
self.assertEqual(metrics.total_growth_percentage, 0)
6565
self.assertEqual(metrics.total_net_gain, 0)
6666
self.assertEqual(metrics.total_net_gain_percentage, 0)
6767
self.assertAlmostEqual(run.number_of_runs, 373, places=1)
@@ -93,8 +93,8 @@ def test_backtest_with_initial_balance(self):
9393
run = backtest.get_backtest_run(date_range)
9494
metrics = backtest.get_backtest_metrics(date_range)
9595
self.assertEqual(run.initial_unallocated, 500)
96-
self.assertEqual(metrics.growth, 0)
97-
self.assertEqual(metrics.growth_percentage, 0)
96+
self.assertEqual(metrics.total_growth, 0)
97+
self.assertEqual(metrics.total_growth_percentage, 0)
9898
self.assertEqual(metrics.total_net_gain, 0)
9999
self.assertEqual(metrics.total_net_gain_percentage, 0)
100100
self.assertAlmostEqual(run.number_of_runs, 373, places=1)

‎tests/domain/models/backtesting/test_backtest.py‎

Lines changed: 18 additions & 18 deletions
Original file line numberDiff line numberDiff line change
@@ -61,8 +61,8 @@ def test_save_and_open(self):
6161
(0.5, datetime(2020, 6, 30)),
6262
(0.2, datetime(2020, 3, 31))
6363
],
64-
growth=1.0,
65-
growth_percentage=1.0,
64+
total_growth=1.0,
65+
total_growth_percentage=1.0,
6666
total_net_gain=1.0,
6767
total_net_gain_percentage=1.0,
6868
final_value=1.0,
@@ -110,10 +110,10 @@ def test_save_and_open(self):
110110
trades_per_year=0.0,
111111
trade_per_day=0.0,
112112
exposure_ratio=0.0,
113-
trades_average_gain=0.0,
114-
trades_average_gain_percentage=0.0,
115-
trades_average_loss=0.0,
116-
trades_average_loss_percentage=0.0,
113+
average_trade_gain=0.0,
114+
average_trade_gain_percentage=0.0,
115+
average_trade_loss=0.0,
116+
average_trade_loss_percentage=0.0,
117117
best_trade=Trade(
118118
id=10,
119119
open_price=0.0,
@@ -365,8 +365,8 @@ def test_backtest_hash(self):
365365
(0.5, datetime(2020, 6, 30)),
366366
(0.2, datetime(2020, 3, 31))
367367
],
368-
growth=1.0,
369-
growth_percentage=1.0,
368+
total_growth=1.0,
369+
total_growth_percentage=1.0,
370370
total_net_gain=1.0,
371371
total_net_gain_percentage=1.0,
372372
final_value=1.0,
@@ -414,10 +414,10 @@ def test_backtest_hash(self):
414414
trades_per_year=0.0,
415415
trade_per_day=0.0,
416416
exposure_ratio=0.0,
417-
trades_average_gain=0.0,
418-
trades_average_gain_percentage=0.0,
419-
trades_average_loss=0.0,
420-
trades_average_loss_percentage=0.0,
417+
average_trade_gain=0.0,
418+
average_trade_gain_percentage=0.0,
419+
average_trade_loss=0.0,
420+
average_trade_loss_percentage=0.0,
421421
best_trade=Trade(
422422
id=10,
423423
open_price=0.0,
@@ -598,8 +598,8 @@ def test_backtest_hash(self):
598598
(0.5, datetime(2020, 6, 30)),
599599
(0.2, datetime(2020, 3, 31))
600600
],
601-
growth=1.0,
602-
growth_percentage=1.0,
601+
total_growth=1.0,
602+
total_growth_percentage=1.0,
603603
total_net_gain=1.0,
604604
total_net_gain_percentage=1.0,
605605
final_value=1.0,
@@ -647,10 +647,10 @@ def test_backtest_hash(self):
647647
trades_per_year=0.0,
648648
trade_per_day=0.0,
649649
exposure_ratio=0.0,
650-
trades_average_gain=0.0,
651-
trades_average_gain_percentage=0.0,
652-
trades_average_loss=0.0,
653-
trades_average_loss_percentage=0.0,
650+
average_trade_gain=0.0,
651+
average_trade_gain_percentage=0.0,
652+
average_trade_loss=0.0,
653+
average_trade_loss_percentage=0.0,
654654
best_trade=Trade(
655655
id=10,
656656
open_price=0.0,

‎tests/domain/models/backtesting/test_backtest_metrics.py‎

Lines changed: 13 additions & 13 deletions
Original file line numberDiff line numberDiff line change
@@ -23,8 +23,8 @@ def test_save(self):
2323
(0.5, datetime(2020, 6, 30)),
2424
(0.2, datetime(2020, 3, 31))
2525
],
26-
growth = 0.0,
27-
growth_percentage = 0.0,
26+
total_growth = 0.0,
27+
total_growth_percentage = 0.0,
2828
total_net_gain = 0.0,
2929
total_net_gain_percentage = 0.0,
3030
final_value = 0.0,
@@ -63,11 +63,11 @@ def test_save(self):
6363
max_drawdown_duration = 0,
6464
trades_per_year = 0.0,
6565
trade_per_day = 0.0,
66-
exposure_ratio = 0.0,
67-
trades_average_gain = 0.0,
68-
trades_average_gain_percentage=0.0,
69-
trades_average_loss = 0.0,
70-
trades_average_loss_percentage=0.0,
66+
exposure_ratio=0.0,
67+
average_trade_gain=0.0,
68+
average_trade_gain_percentage=0.0,
69+
average_trade_loss=0.0,
70+
average_trade_loss_percentage=0.0,
7171
best_trade = Trade(
7272
id=10,
7373
open_price=0.0,
@@ -126,8 +126,8 @@ def test_open(self):
126126
(0.5, datetime(2020, 6, 30)),
127127
(0.2, datetime(2020, 3, 31))
128128
],
129-
growth=0.0,
130-
growth_percentage=0.0,
129+
total_growth=0.0,
130+
total_growth_percentage=0.0,
131131
total_net_gain=0.0,
132132
total_net_gain_percentage=0.0,
133133
final_value=0.0,
@@ -175,10 +175,10 @@ def test_open(self):
175175
trades_per_year=0.0,
176176
trade_per_day=0.0,
177177
exposure_ratio=0.0,
178-
trades_average_gain=0.0,
179-
trades_average_gain_percentage=0.0,
180-
trades_average_loss=0.0,
181-
trades_average_loss_percentage=0.0,
178+
average_trade_gain=0.0,
179+
average_trade_gain_percentage=0.0,
180+
average_trade_loss=0.0,
181+
average_trade_loss_percentage=0.0,
182182
best_trade=Trade(
183183
id=10,
184184
open_price=0.0,

‎tests/domain/models/backtesting/test_backtest_run.py‎

Lines changed: 12 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -24,8 +24,8 @@ def test_save(self):
2424
(0.5, datetime(2020, 6, 30)),
2525
(0.2, datetime(2020, 3, 31))
2626
],
27-
growth = 0.0,
28-
growth_percentage = 0.0,
27+
total_growth = 0.0,
28+
total_growth_percentage = 0.0,
2929
total_net_gain = 0.0,
3030
total_net_gain_percentage = 0.0,
3131
final_value = 0.0,
@@ -65,10 +65,10 @@ def test_save(self):
6565
trades_per_year = 0.0,
6666
trade_per_day = 0.0,
6767
exposure_ratio = 0.0,
68-
trades_average_gain = 0.0,
69-
trades_average_gain_percentage=0.0,
70-
trades_average_loss = 0.0,
71-
trades_average_loss_percentage=0.0,
68+
average_trade_gain = 0.0,
69+
average_trade_gain_percentage=0.0,
70+
average_trade_loss = 0.0,
71+
average_trade_loss_percentage=0.0,
7272
best_trade = Trade(
7373
id=10,
7474
open_price=0.0,
@@ -201,8 +201,8 @@ def test_open(self):
201201
(0.5, datetime(2020, 6, 30)),
202202
(0.2, datetime(2020, 3, 31))
203203
],
204-
growth=0.0,
205-
growth_percentage=0.0,
204+
total_growth=0.0,
205+
total_growth_percentage=0.0,
206206
total_net_gain=0.0,
207207
total_net_gain_percentage=0.0,
208208
final_value=0.0,
@@ -250,10 +250,10 @@ def test_open(self):
250250
trades_per_year=0.0,
251251
trade_per_day=0.0,
252252
exposure_ratio=0.0,
253-
trades_average_gain=0.0,
254-
trades_average_gain_percentage=0.0,
255-
trades_average_loss=0.0,
256-
trades_average_loss_percentage=0.0,
253+
average_trade_gain=0.0,
254+
average_trade_gain_percentage=0.0,
255+
average_trade_loss=0.0,
256+
average_trade_loss_percentage=0.0,
257257
best_trade=Trade(
258258
id=10,
259259
open_price=0.0,

‎tests/domain/models/backtesting/test_backtest_summary_metrics.py‎

Lines changed: 7 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -65,8 +65,8 @@ def test_add(self):
6565
(0.5, datetime(2020, 6, 30)),
6666
(0.2, datetime(2020, 3, 31))
6767
],
68-
growth=0.0,
69-
growth_percentage=0.0,
68+
total_growth=0.0,
69+
total_growth_percentage=0.0,
7070
total_net_gain=100,
7171
total_net_gain_percentage=0.0,
7272
final_value=0.0,
@@ -114,10 +114,10 @@ def test_add(self):
114114
trades_per_year=0.0,
115115
trade_per_day=0.0,
116116
exposure_ratio=0.0,
117-
trades_average_gain=0.0,
118-
trades_average_gain_percentage=0.0,
119-
trades_average_loss=0.0,
120-
trades_average_loss_percentage=0.0,
117+
average_trade_gain=0.0,
118+
average_trade_gain_percentage=0.0,
119+
average_trade_loss=0.0,
120+
average_trade_loss_percentage=0.0,
121121
best_trade=Trade(
122122
id=10,
123123
open_price=0.0,
@@ -178,4 +178,4 @@ def test_add(self):
178178
win_loss_ratio=0.0,
179179
)
180180
summary.add(metrics)
181-
self.assertEqual(summary.total_net_gain, 50)
181+
self.assertEqual(summary.total_net_gain, 100)

‎tests/scenarios/event_backtests/test_run_backtest_algorithm_param.py‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -43,10 +43,10 @@ def test_run(self):
4343
backtest_metrics = backtest.get_backtest_metrics(date_range)
4444
backtest_run = backtest.get_backtest_run(date_range)
4545
self.assertAlmostEqual(
46-
backtest_metrics.growth, 15.2, delta=0.5
46+
backtest_metrics.total_growth, 15.2, delta=0.5
4747
)
4848
self.assertAlmostEqual(
49-
backtest_metrics.growth_percentage, 0.039, delta=0.001
49+
backtest_metrics.total_growth_percentage, 0.039, delta=0.001
5050
)
5151
self.assertEqual(
5252
backtest_run.initial_unallocated, 400

‎tests/scenarios/event_backtests/test_run_backtest_with_pandas_datasources.py‎

Lines changed: 2 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -55,10 +55,10 @@ def test_run(self):
5555
metrics = backtest.get_backtest_metrics(date_range)
5656
run = backtest.get_backtest_run(date_range)
5757
self.assertAlmostEqual(
58-
metrics.growth, 13.5, delta=0.5
58+
metrics.total_growth, 13.5, delta=0.5
5959
)
6060
self.assertAlmostEqual(
61-
metrics.growth_percentage, 0.0149, delta=0.1
61+
metrics.total_growth_percentage, 0.0149, delta=0.1
6262
)
6363
self.assertEqual(
6464
run.initial_unallocated, 400

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