stable/freqtrade/tests/optimize/test_optimize.py

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# pragma pylint: disable=missing-docstring, protected-access, C0103
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from freqtrade import optimize, constants
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from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import log_has, patch_exchange
def test_get_timeframe(default_conf, mocker) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = optimize.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
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def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
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None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = optimize.get_timeframe(data)
caplog.clear()
assert optimize.validate_backtest_data(data, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES["1m"])
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assert len(caplog.record_tuples) == 1
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assert log_has(
"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
caplog.record_tuples)
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def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe(
history.load_data(
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None,
ticker_interval='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange
)
)
min_date, max_date = optimize.get_timeframe(data)
caplog.clear()
assert not optimize.validate_backtest_data(data, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES["5m"])
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assert len(caplog.record_tuples) == 0