Fix tests

Author: MDUYN

tests/app/analysis/test_combine_metrics.py

@@ -16,8 +16,8 @@ def test_combine_metrics(self):
                 (1.5, datetime(2020, 6, 30)),
                 (2.0, datetime(2020, 12, 31)),
             ],
-            growth=1000.0,
-            growth_percentage=100.0,
+            total_growth=1000.0,
+            total_growth_percentage=100.0,
             total_net_gain=1000.0,
             total_net_gain_percentage=100.0,
             final_value=2000.0,
@@ -43,10 +43,10 @@ def test_combine_metrics(self):
             trades_per_year=50,
             trade_per_day=0.2,
             exposure_ratio=0.75,
-            trades_average_gain=200,
-            trades_average_gain_percentage=0.1,
-            trades_average_loss=100,
-            trades_average_loss_percentage=0.1,
+            average_trade_gain=200,
+            average_trade_gain_percentage=0.1,
+            average_trade_loss=100,
+            average_trade_loss_percentage=0.1,
             best_trade=Trade(id=1, open_price=100,
                              opened_at=datetime(2020, 1, 1),
                              closed_at=datetime(2020, 2, 1), orders=[],
@@ -85,8 +85,8 @@ def test_combine_metrics(self):
                 (1.2, datetime(2020, 6, 30)),
                 (1.4, datetime(2020, 12, 31)),
             ],
-            growth=400.0,
-            growth_percentage=40.0,
+            total_growth=400.0,
+            total_growth_percentage=40.0,
             total_net_gain=400.0,
             total_net_gain_percentage=40.0,
             final_value=1400.0,
@@ -112,10 +112,10 @@ def test_combine_metrics(self):
             trades_per_year=30,
             trade_per_day=0.12,
             exposure_ratio=0.6,
-            trades_average_gain_percentage=0.07,
-            trades_average_gain=140.0,
-            trades_average_loss=-80.0,
-            trades_average_loss_percentage=-0.04,
+            average_trade_gain_percentage=0.07,
+            average_trade_gain=140.0,
+            average_trade_loss=-80.0,
+            average_trade_loss_percentage=-0.04,
             best_trade=Trade(id=3, open_price=120,
                              opened_at=datetime(2020, 5, 1),
                              closed_at=datetime(2020, 6, 1), orders=[],
@@ -151,6 +151,6 @@ def test_combine_metrics(self):
 
         self.assertEqual(700, combined.total_net_gain)
         self.assertAlmostEqual(70.0, combined.total_net_gain_percentage)
-        self.assertAlmostEqual(70.0, combined.growth_percentage)
-        self.assertEqual(700.0, combined.growth)
+        self.assertAlmostEqual(70.0, combined.total_growth_percentage)
+        self.assertEqual(700.0, combined.total_growth)
         self.assertEqual(0.5, combined.win_rate)

tests/app/test_backtesting.py

@@ -60,8 +60,8 @@ def test_backtest_with_initial_amount(self):
         run = backtest.get_backtest_run(date_range)
         metrics = backtest.get_backtest_metrics(date_range)
         self.assertEqual(run.initial_unallocated, 1000)
-        self.assertEqual(metrics.growth, 0)
-        self.assertEqual(metrics.growth_percentage, 0)
+        self.assertEqual(metrics.total_growth, 0)
+        self.assertEqual(metrics.total_growth_percentage, 0)
         self.assertEqual(metrics.total_net_gain, 0)
         self.assertEqual(metrics.total_net_gain_percentage, 0)
         self.assertAlmostEqual(run.number_of_runs, 373, places=1)
@@ -93,8 +93,8 @@ def test_backtest_with_initial_balance(self):
         run = backtest.get_backtest_run(date_range)
         metrics = backtest.get_backtest_metrics(date_range)
         self.assertEqual(run.initial_unallocated, 500)
-        self.assertEqual(metrics.growth, 0)
-        self.assertEqual(metrics.growth_percentage, 0)
+        self.assertEqual(metrics.total_growth, 0)
+        self.assertEqual(metrics.total_growth_percentage, 0)
         self.assertEqual(metrics.total_net_gain, 0)
         self.assertEqual(metrics.total_net_gain_percentage, 0)
         self.assertAlmostEqual(run.number_of_runs, 373, places=1)

tests/domain/models/backtesting/test_backtest.py

@@ -61,8 +61,8 @@ def test_save_and_open(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth=1.0,
-            growth_percentage=1.0,
+            total_growth=1.0,
+            total_growth_percentage=1.0,
             total_net_gain=1.0,
             total_net_gain_percentage=1.0,
             final_value=1.0,
@@ -110,10 +110,10 @@ def test_save_and_open(self):
             trades_per_year=0.0,
             trade_per_day=0.0,
             exposure_ratio=0.0,
-            trades_average_gain=0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss=0.0,
-            trades_average_loss_percentage=0.0,
+            average_trade_gain=0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss=0.0,
+            average_trade_loss_percentage=0.0,
             best_trade=Trade(
                 id=10,
                 open_price=0.0,
@@ -365,8 +365,8 @@ def test_backtest_hash(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth=1.0,
-            growth_percentage=1.0,
+            total_growth=1.0,
+            total_growth_percentage=1.0,
             total_net_gain=1.0,
             total_net_gain_percentage=1.0,
             final_value=1.0,
@@ -414,10 +414,10 @@ def test_backtest_hash(self):
             trades_per_year=0.0,
             trade_per_day=0.0,
             exposure_ratio=0.0,
-            trades_average_gain=0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss=0.0,
-            trades_average_loss_percentage=0.0,
+            average_trade_gain=0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss=0.0,
+            average_trade_loss_percentage=0.0,
             best_trade=Trade(
                 id=10,
                 open_price=0.0,
@@ -598,8 +598,8 @@ def test_backtest_hash(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth=1.0,
-            growth_percentage=1.0,
+            total_growth=1.0,
+            total_growth_percentage=1.0,
             total_net_gain=1.0,
             total_net_gain_percentage=1.0,
             final_value=1.0,
@@ -647,10 +647,10 @@ def test_backtest_hash(self):
             trades_per_year=0.0,
             trade_per_day=0.0,
             exposure_ratio=0.0,
-            trades_average_gain=0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss=0.0,
-            trades_average_loss_percentage=0.0,
+            average_trade_gain=0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss=0.0,
+            average_trade_loss_percentage=0.0,
             best_trade=Trade(
                 id=10,
                 open_price=0.0,

tests/domain/models/backtesting/test_backtest_metrics.py

@@ -23,8 +23,8 @@ def test_save(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth = 0.0,
-            growth_percentage = 0.0,
+            total_growth = 0.0,
+            total_growth_percentage = 0.0,
             total_net_gain = 0.0,
             total_net_gain_percentage = 0.0,
             final_value = 0.0,
@@ -63,11 +63,11 @@ def test_save(self):
             max_drawdown_duration = 0,
             trades_per_year = 0.0,
             trade_per_day = 0.0,
-            exposure_ratio = 0.0,
-            trades_average_gain = 0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss = 0.0,
-            trades_average_loss_percentage=0.0,
+            exposure_ratio=0.0,
+            average_trade_gain=0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss=0.0,
+            average_trade_loss_percentage=0.0,
             best_trade = Trade(
                 id=10,
                 open_price=0.0,
@@ -126,8 +126,8 @@ def test_open(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth=0.0,
-            growth_percentage=0.0,
+            total_growth=0.0,
+            total_growth_percentage=0.0,
             total_net_gain=0.0,
             total_net_gain_percentage=0.0,
             final_value=0.0,
@@ -175,10 +175,10 @@ def test_open(self):
             trades_per_year=0.0,
             trade_per_day=0.0,
             exposure_ratio=0.0,
-            trades_average_gain=0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss=0.0,
-            trades_average_loss_percentage=0.0,
+            average_trade_gain=0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss=0.0,
+            average_trade_loss_percentage=0.0,
             best_trade=Trade(
                 id=10,
                 open_price=0.0,

tests/domain/models/backtesting/test_backtest_run.py

@@ -24,8 +24,8 @@ def test_save(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth = 0.0,
-            growth_percentage = 0.0,
+            total_growth = 0.0,
+            total_growth_percentage = 0.0,
             total_net_gain = 0.0,
             total_net_gain_percentage = 0.0,
             final_value = 0.0,
@@ -65,10 +65,10 @@ def test_save(self):
             trades_per_year = 0.0,
             trade_per_day = 0.0,
             exposure_ratio = 0.0,
-            trades_average_gain = 0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss = 0.0,
-            trades_average_loss_percentage=0.0,
+            average_trade_gain = 0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss = 0.0,
+            average_trade_loss_percentage=0.0,
             best_trade = Trade(
                 id=10,
                 open_price=0.0,
@@ -201,8 +201,8 @@ def test_open(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth=0.0,
-            growth_percentage=0.0,
+            total_growth=0.0,
+            total_growth_percentage=0.0,
             total_net_gain=0.0,
             total_net_gain_percentage=0.0,
             final_value=0.0,
@@ -250,10 +250,10 @@ def test_open(self):
             trades_per_year=0.0,
             trade_per_day=0.0,
             exposure_ratio=0.0,
-            trades_average_gain=0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss=0.0,
-            trades_average_loss_percentage=0.0,
+            average_trade_gain=0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss=0.0,
+            average_trade_loss_percentage=0.0,
             best_trade=Trade(
                 id=10,
                 open_price=0.0,

tests/domain/models/backtesting/test_backtest_summary_metrics.py

@@ -65,8 +65,8 @@ def test_add(self):
                 (0.5, datetime(2020, 6, 30)),
                 (0.2, datetime(2020, 3, 31))
             ],
-            growth=0.0,
-            growth_percentage=0.0,
+            total_growth=0.0,
+            total_growth_percentage=0.0,
             total_net_gain=100,
             total_net_gain_percentage=0.0,
             final_value=0.0,
@@ -114,10 +114,10 @@ def test_add(self):
             trades_per_year=0.0,
             trade_per_day=0.0,
             exposure_ratio=0.0,
-            trades_average_gain=0.0,
-            trades_average_gain_percentage=0.0,
-            trades_average_loss=0.0,
-            trades_average_loss_percentage=0.0,
+            average_trade_gain=0.0,
+            average_trade_gain_percentage=0.0,
+            average_trade_loss=0.0,
+            average_trade_loss_percentage=0.0,
             best_trade=Trade(
                 id=10,
                 open_price=0.0,
@@ -178,4 +178,4 @@ def test_add(self):
             win_loss_ratio=0.0,
         )
         summary.add(metrics)
-        self.assertEqual(summary.total_net_gain, 50)
+        self.assertEqual(summary.total_net_gain, 100)

tests/scenarios/event_backtests/test_run_backtest_algorithm_param.py

@@ -43,10 +43,10 @@ def test_run(self):
         backtest_metrics = backtest.get_backtest_metrics(date_range)
         backtest_run = backtest.get_backtest_run(date_range)
         self.assertAlmostEqual(
-            backtest_metrics.growth, 15.2, delta=0.5
+            backtest_metrics.total_growth, 15.2, delta=0.5
         )
         self.assertAlmostEqual(
-            backtest_metrics.growth_percentage, 0.039, delta=0.001
+            backtest_metrics.total_growth_percentage, 0.039, delta=0.001
         )
         self.assertEqual(
             backtest_run.initial_unallocated, 400

tests/scenarios/event_backtests/test_run_backtest_with_pandas_datasources.py

@@ -55,10 +55,10 @@ def test_run(self):
         metrics = backtest.get_backtest_metrics(date_range)
         run = backtest.get_backtest_run(date_range)
         self.assertAlmostEqual(
-            metrics.growth, 13.5, delta=0.5
+            metrics.total_growth, 13.5, delta=0.5
         )
         self.assertAlmostEqual(
-            metrics.growth_percentage, 0.0149, delta=0.1
+            metrics.total_growth_percentage, 0.0149, delta=0.1
         )
         self.assertEqual(
             run.initial_unallocated, 400