jesse-strategy-tests

Writing tests for Jesse's backend

When a feature is tied to strategy behavior, write it the way the rest of the suite does: a tiny test function that runs a backtest against a purpose-built test strategy, where the assertions live inside the strategy's lifecycle hooks — not in the test function.

The pattern (canonical example)

1. The test — a one-liner in tests/test_parent_strategy.py that just runs the strategy:

def test_on_close_position():
    single_route_backtest('TestOnClosePosition')

2. The strategy — jesse/strategies/TestOnClosePosition/__init__.py. The class name, the directory name, and the string passed to single_route_backtest must all match:

from jesse.strategies import Strategy
import jesse.helpers as jh
from jesse import utils


class TestOnClosePosition(Strategy):
    def should_long(self):
        return self.price == 10

    def go_long(self):
        if self.price == 10:
            self.buy = 1, self.price

    def on_open_position(self, order):
        self.take_profit = 1, 12  # close the position at 12

    def on_close_position(self, order, closed_trade) -> None:
        assert closed_trade.exit_price == 12
        assert closed_trade.entry_price == 10
        assert closed_trade.qty == 1
        assert closed_trade.type == "long"
        assert closed_trade.timeframe == self.timeframe
        assert closed_trade.exchange == self.exchange
        assert closed_trade.symbol == self.symbol

The assertions run during the backtest, inside on_close_position. If any fail, the backtest raises and the test fails. The test function itself stays assertion-free.

How the price moves (so triggers like self.price == 10 work)

single_route_backtest('Name') defaults to: futures, leverage 1, fee 0, 1m timeframe, up-trend, 100 candles. The up-trend candles have close prices 1, 2, 3, … , 99 (candles_from_close_prices(range(1, 100))). So self.price walks 1 → 99, one step per candle. That's why:

• should_long / go_long fire when self.price == 10 (the 10th candle),
• a take_profit at 12 fills two candles later as price rises through it.