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TST: Change some values after finalize_trades=True preset
1 parent f0d5167 commit 07e2906

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Lines changed: 5 additions & 5 deletions

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backtesting/test/_test.py

Lines changed: 5 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -228,7 +228,7 @@ def next(self, _FEW_DAYS=pd.Timedelta('3 days')): # noqa: N803
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bt = Backtest(GOOG, Assertive)
229229
with self.assertWarns(UserWarning):
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stats = bt.run()
231-
self.assertEqual(stats['# Trades'], 131)
231+
self.assertEqual(stats['# Trades'], 132)
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233233
def test_broker_params(self):
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bt = Backtest(GOOG.iloc[:100], SmaCross,
@@ -1005,7 +1005,7 @@ def init(self):
10051005

10061006
with self.assertWarnsRegex(UserWarning, 'margin'):
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stats = Backtest(GOOG, S).run()
1008-
self.assertIn(stats['# Trades'], (1179, 1180)) # varies on different archs?
1008+
self.assertIn(stats['# Trades'], (1179, 1182)) # varies on different archs?
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10101010
def test_TrailingStrategy(self):
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class S(TrailingStrategy):
@@ -1022,16 +1022,16 @@ def next(self):
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self.buy()
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stats = Backtest(GOOG, S).run()
1025-
self.assertEqual(stats['# Trades'], 56)
1025+
self.assertEqual(stats['# Trades'], 57)
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def test_FractionalBacktest(self):
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ubtc_bt = FractionalBacktest(
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BTCUSD['2015':], SmaCross, fractional_unit=1 / 1e6, cash=100,
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finalize_trades=True)
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stats = ubtc_bt.run(fast=2, slow=3)
1032-
self.assertEqual(stats['# Trades'], 41)
1032+
self.assertEqual(stats['# Trades'], 42)
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trades = stats['_trades']
1034-
self.assertEqual(len(trades), 41)
1034+
self.assertEqual(len(trades), 42)
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trade = trades.iloc[0]
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self.assertAlmostEqual(trade['EntryPrice'], 236.69)
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self.assertAlmostEqual(stats['_strategy']._indicators[0][trade['EntryBar']], 234.14)

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