Add test for indicator scaling.

Author: arkershaw

backtesting/lib.py

@@ -549,8 +549,7 @@ def run(self, **kwargs) -> pd.Series:
 
         indicators = result['_strategy']._indicators
         for indicator in indicators:
-            is_overlay = indicator._opts['overlay']
-            if np.all(is_overlay):
+            if indicator._opts['overlay']:
                 indicator /= self._fractional_unit
 
         return result

backtesting/test/_test.py

@@ -934,10 +934,14 @@ def test_FractionalBacktest(self):
         self.assertEqual(stats['# Trades'], 41)
         trades = stats['_trades']
         self.assertEqual(len(trades), 41)
-        first_trade = trades[['Size', 'EntryPrice', 'ExitPrice']].head(1)
+        first_trade = trades[['Size', 'EntryPrice', 'ExitPrice', 'EntryBar']].head(1)
         self.assertEqual(first_trade['Size'][0], -0.422493)  # Fractional value -422493
         self.assertAlmostEqual(first_trade['EntryPrice'][0], 236.69)  # Fractional value 0.000236689
         self.assertAlmostEqual(first_trade['ExitPrice'][0], 261.7)  # Fractional value 0.000261699
+        indicators = stats['_strategy']._indicators
+        self.assertEqual(len(indicators), 2)
+        self.assertAlmostEqual(indicators[0][first_trade['EntryBar'][0]], 234.14, places=2)  # Fractional value 0.000234139
+        self.assertAlmostEqual(indicators[1][first_trade['EntryBar'][0]], 237.07, places=2)  # Fractional value 0.000237067
 
     def test_MultiBacktest(self):
         btm = MultiBacktest([GOOG, EURUSD, BTCUSD], SmaCross, cash=100_000)