AssertionError while using TrailingStrategy - Adding Unit Test kernc#316

Author: zlpatel

backtesting/test/_test.py

@@ -28,8 +28,9 @@
     plot_heatmaps,
     random_ohlc_data,
 )
-from backtesting.test import GOOG, EURUSD, SMA
+from backtesting.test import GOOG, EURUSD, SMA, AMZN
 from backtesting._util import _Indicator, _as_str, _Array, try_
+from talib import RSI,EMA,ATR,MINMAX
 
 SHORT_DATA = GOOG.iloc[:20]  # Short data for fast tests with no indicator lag
 
@@ -860,7 +861,31 @@ def next(self):
                     self.buy()
 
         stats = Backtest(GOOG, S).run()
-        self.assertEqual(stats['# Trades'], 51)
+		self.assertEqual(stats['# Trades'], 57)
+
+	def test_TrailingStrategy_should_not_raise_Assert_error(self):
+        class Breakout(TrailingStrategy):
+            timeperiod = 10
+            position_size_decimal = 0.2
+            min_close = []
+            max_close = []
+            def init(self):
+                super().init()
+                self.ema20 = self.I(EMA,self.data.Close,20,overlay=True)
+                self.atr14 = self.I(ATR,self.data.High,self.data.Low,self.data.Close,14)
+                self.set_atr_periods(20)
+                self.set_trailing_sl(1.5)
+                print(type(self.data.Close))
+                self.min_close, self.max_close = MINMAX(self.data.Close, timeperiod=self.timeperiod)
+
+            def next(self):
+                super().next()
+                index = len(self.data)-1
+                if not self.position.is_long and self.min_close[index] > (self.max_close[index] * 0.98) and self.max_close[index] < (self.min_close[index] * 1.02):
+                    self.buy(size=self.position_size_decimal)
+
+        stats = Backtest(AMZN,Breakout).run()
+        self.assertEqual(stats['# Trades'], 23)
 
 
 class TestUtil(TestCase):