@@ -937,18 +937,9 @@ def test_FractionalBacktest(self):
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self .assertEqual (stats ['# Trades' ], 41 )
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trades = stats ['_trades' ]
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self .assertEqual (len (trades ), 41 )
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- first_trade = trades [['Size' , 'EntryPrice' , 'ExitPrice' , 'EntryBar' ]].head (1 )
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- self .assertEqual (first_trade ['Size' ][0 ], - 0.422493 ) # Fractional value -422493
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- self .assertAlmostEqual (first_trade ['EntryPrice' ][0 ], 236.69 ) # Fractional value 0.000236689
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- self .assertAlmostEqual (first_trade ['ExitPrice' ][0 ], 261.7 ) # Fractional value 0.000261699
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- indicators = stats ['_strategy' ]._indicators
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- self .assertEqual (len (indicators ), 2 )
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- self .assertAlmostEqual (
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- indicators [0 ][first_trade ['EntryBar' ][0 ]], 234.14 , places = 2
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- ) # Fractional value 0.000234139
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- self .assertAlmostEqual (
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- indicators [1 ][first_trade ['EntryBar' ][0 ]], 237.07 , places = 2
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- ) # Fractional value 0.000237067
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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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def test_MultiBacktest (self ):
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btm = MultiBacktest ([GOOG , EURUSD , BTCUSD ], SmaCross , cash = 100_000 )
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