2022-05-24 19:27:15 +00:00
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from pathlib import Path
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from unittest.mock import MagicMock, PropertyMock
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import pandas as pd
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from freqtrade.commands.analyze_commands import start_analysis_entries_exits
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from freqtrade.commands.optimize_commands import start_backtesting
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from freqtrade.enums import ExitType
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from tests.conftest import get_args, patch_exchange, patched_configuration_load_config_file
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def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, capsys):
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default_conf.update({
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"use_exit_signal": True,
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"exit_profit_only": False,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_entry_signal": False,
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'analysis_groups': "0",
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'enter_reason_list': "all",
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'exit_reason_list': "all",
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'indicator_list': "bb_upperband,ema_10"
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})
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patch_exchange(mocker)
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result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC'],
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'profit_ratio': [0.0, 0.0],
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'profit_abs': [0.0, 0.0],
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'open_date': pd.to_datetime(['2018-01-29 18:40:00',
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'2018-01-30 03:30:00', ], utc=True
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),
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'close_date': pd.to_datetime(['2018-01-29 20:45:00',
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'2018-01-30 05:35:00', ], utc=True),
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'trade_duration': [235, 40],
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'is_open': [False, False],
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'stake_amount': [0.01, 0.01],
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'open_rate': [0.104445, 0.10302485],
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'close_rate': [0.104969, 0.103541],
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"is_short": [False, False],
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'enter_tag': ["enter_tag_long", "enter_tag_long"],
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'exit_reason': [ExitType.ROI, ExitType.ROI]
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})
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backtestmock = MagicMock(side_effect=[
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{
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'results': result1,
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'config': default_conf,
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'locks': [],
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'rejected_signals': 20,
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'timedout_entry_orders': 0,
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'timedout_exit_orders': 0,
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'canceled_trade_entries': 0,
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'canceled_entry_orders': 0,
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'replaced_entry_orders': 0,
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'final_balance': 1000,
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}
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])
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['ETH/BTC', 'LTC/BTC', 'DASH/BTC']))
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
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patched_configuration_load_config_file(mocker, default_conf)
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args = [
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'backtesting',
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'--config', 'config.json',
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'--datadir', str(testdatadir),
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'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
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'--timeframe', '5m',
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'--timerange', '1515560100-1517287800',
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'--export', 'signals',
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'--cache', 'none',
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'--strategy-list',
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2022-05-24 20:04:23 +00:00
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'StrategyTestV3Analysis',
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2022-05-24 19:27:15 +00:00
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]
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args = get_args(args)
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start_backtesting(args)
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captured = capsys.readouterr()
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assert 'BACKTESTING REPORT' in captured.out
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assert 'EXIT REASON STATS' in captured.out
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assert 'LEFT OPEN TRADES REPORT' in captured.out
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args = [
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'analysis',
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'--config', 'config.json',
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'--datadir', str(testdatadir),
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'--analysis_groups', '0',
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'--strategy',
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2022-05-24 20:04:23 +00:00
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'StrategyTestV3Analysis',
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2022-05-24 19:27:15 +00:00
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]
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args = get_args(args)
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start_analysis_entries_exits(args)
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captured = capsys.readouterr()
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assert 'enter_tag_long' in captured.out
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