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Add modified values to test.
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backtesting/lib.py

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@@ -592,6 +592,7 @@ def plot(self, *, results: pd.Series = None, filename=None, plot_width=None,
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show_legend=show_legend,
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open_browser=open_browser)
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# Prevent pdoc3 documenting __init__ signature of Strategy subclasses
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for cls in list(globals().values()):
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if isinstance(cls, type) and issubclass(cls, Strategy):

backtesting/test/_test.py

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@@ -932,6 +932,12 @@ def test_FractionalBacktest(self):
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ubtc_bt = FractionalBacktest(BTCUSD['2015':], SmaCross, fractional_unit=1/1e6, cash=100)
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stats = ubtc_bt.run(fast=2, slow=3)
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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']].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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def test_MultiBacktest(self):
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btm = MultiBacktest([GOOG, EURUSD, BTCUSD], SmaCross, cash=100_000)

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