stable/tests/data/test_entryexitanalysis.py

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from pathlib import Path
from unittest.mock import MagicMock, PropertyMock
import pandas as pd
from freqtrade.commands.analyze_commands import start_analysis_entries_exits
from freqtrade.commands.optimize_commands import start_backtesting
from freqtrade.enums import ExitType
from tests.conftest import get_args, patch_exchange, patched_configuration_load_config_file
def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, capsys):
default_conf.update({
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": False,
'analysis_groups': "0",
'enter_reason_list': "all",
'exit_reason_list': "all",
'indicator_list': "bb_upperband,ema_10"
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC'],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'open_date': pd.to_datetime(['2018-01-29 18:40:00',
'2018-01-30 03:30:00', ], utc=True
),
'close_date': pd.to_datetime(['2018-01-29 20:45:00',
'2018-01-30 05:35:00', ], utc=True),
'trade_duration': [235, 40],
'is_open': [False, False],
'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
"is_short": [False, False],
'enter_tag': ["enter_tag_long", "enter_tag_long"],
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
backtestmock = MagicMock(side_effect=[
{
'results': result1,
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'timedout_entry_orders': 0,
'timedout_exit_orders': 0,
'canceled_trade_entries': 0,
'canceled_entry_orders': 0,
'replaced_entry_orders': 0,
'final_balance': 1000,
}
])
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['ETH/BTC', 'LTC/BTC', 'DASH/BTC']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '5m',
'--timerange', '1515560100-1517287800',
'--export', 'signals',
'--cache', 'none',
'--strategy-list',
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'StrategyTestV3Analysis',
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]
args = get_args(args)
start_backtesting(args)
captured = capsys.readouterr()
assert 'BACKTESTING REPORT' in captured.out
assert 'EXIT REASON STATS' in captured.out
assert 'LEFT OPEN TRADES REPORT' in captured.out
args = [
'analysis',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--analysis_groups', '0',
'--strategy',
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'StrategyTestV3Analysis',
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]
args = get_args(args)
start_analysis_entries_exits(args)
captured = capsys.readouterr()
assert 'enter_tag_long' in captured.out