Merge pull request #5484 from freqtrade/small_refactorings
Small refactorings
This commit is contained in:
commit
07ce6bf3a6
@ -42,7 +42,7 @@ docker build --cache-from freqtrade:${TAG_ARM} --build-arg sourceimage=${CACHE_I
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docker tag freqtrade:$TAG_PLOT_ARM ${CACHE_IMAGE}:$TAG_PLOT_ARM
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# Run backtest
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG_ARM} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
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if [ $? -ne 0 ]; then
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echo "failed running backtest"
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@ -53,7 +53,7 @@ docker build --cache-from freqtrade:${TAG} --build-arg sourceimage=${CACHE_IMAGE
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docker tag freqtrade:$TAG_PLOT ${CACHE_IMAGE}:$TAG_PLOT
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# Run backtest
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy DefaultStrategy
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docker run --rm -v $(pwd)/config_examples/config_bittrex.example.json:/freqtrade/config.json:ro -v $(pwd)/tests:/tests freqtrade:${TAG} backtesting --datadir /tests/testdata --strategy-path /tests/strategy/strats/ --strategy StrategyTestV2
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if [ $? -ne 0 ]; then
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echo "failed running backtest"
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@ -174,7 +174,7 @@
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"heartbeat_interval": 60
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},
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"disable_dataframe_checks": false,
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"strategy": "DefaultStrategy",
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"strategy": "SampleStrategy",
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"strategy_path": "user_data/strategies/",
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"dataformat_ohlcv": "json",
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"dataformat_trades": "jsongz"
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@ -62,7 +62,7 @@ optional arguments:
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this together with `--export trades`, the strategy-
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name is injected into the filename (so `backtest-
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data.json` becomes `backtest-data-
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DefaultStrategy.json`
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SampleStrategy.json`
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--export {none,trades}
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Export backtest results (default: trades).
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--export-filename PATH
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@ -162,7 +162,7 @@ AVAILABLE_CLI_OPTIONS = {
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'Please note that ticker-interval needs to be set either in config '
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'or via command line. When using this together with `--export trades`, '
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'the strategy-name is injected into the filename '
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'(so `backtest-data.json` becomes `backtest-data-DefaultStrategy.json`',
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'(so `backtest-data.json` becomes `backtest-data-SampleStrategy.json`',
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nargs='+',
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),
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"export": Arg(
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@ -74,8 +74,6 @@ def start_new_strategy(args: Dict[str, Any]) -> None:
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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if "strategy" in args and args["strategy"]:
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if args["strategy"] == "DefaultStrategy":
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raise OperationalException("DefaultStrategy is not allowed as name.")
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new_path = config['user_data_dir'] / USERPATH_STRATEGIES / (args['strategy'] + '.py')
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@ -128,8 +126,6 @@ def start_new_hyperopt(args: Dict[str, Any]) -> None:
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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if 'hyperopt' in args and args['hyperopt']:
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if args['hyperopt'] == 'DefaultHyperopt':
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raise OperationalException("DefaultHyperopt is not allowed as name.")
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new_path = config['user_data_dir'] / USERPATH_HYPEROPTS / (args['hyperopt'] + '.py')
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@ -510,17 +510,6 @@ def test_start_new_strategy(mocker, caplog):
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start_new_strategy(get_args(args))
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def test_start_new_strategy_DefaultStrat(mocker, caplog):
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args = [
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"new-strategy",
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"--strategy",
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"DefaultStrategy"
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]
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with pytest.raises(OperationalException,
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match=r"DefaultStrategy is not allowed as name\."):
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start_new_strategy(get_args(args))
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def test_start_new_strategy_no_arg(mocker, caplog):
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args = [
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"new-strategy",
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@ -552,17 +541,6 @@ def test_start_new_hyperopt(mocker, caplog):
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start_new_hyperopt(get_args(args))
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def test_start_new_hyperopt_DefaultHyperopt(mocker, caplog):
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args = [
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"new-hyperopt",
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"--hyperopt",
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"DefaultHyperopt"
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]
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with pytest.raises(OperationalException,
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match=r"DefaultHyperopt is not allowed as name\."):
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start_new_hyperopt(get_args(args))
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def test_start_new_hyperopt_no_arg(mocker):
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args = [
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"new-hyperopt",
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@ -827,9 +805,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
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# pargs['config'] = None
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start_list_strategies(pargs)
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captured = capsys.readouterr()
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assert "TestStrategyLegacy" in captured.out
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assert "legacy_strategy.py" not in captured.out
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assert "DefaultStrategy" in captured.out
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assert "TestStrategyLegacyV1" in captured.out
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assert "legacy_strategy_v1.py" not in captured.out
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assert "StrategyTestV2" in captured.out
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# Test regular output
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args = [
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@ -842,9 +820,9 @@ def test_start_list_strategies(mocker, caplog, capsys):
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# pargs['config'] = None
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start_list_strategies(pargs)
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captured = capsys.readouterr()
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assert "TestStrategyLegacy" in captured.out
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assert "legacy_strategy.py" in captured.out
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assert "DefaultStrategy" in captured.out
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assert "TestStrategyLegacyV1" in captured.out
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assert "legacy_strategy_v1.py" in captured.out
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assert "StrategyTestV2" in captured.out
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def test_start_list_hyperopts(mocker, caplog, capsys):
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@ -861,7 +839,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
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captured = capsys.readouterr()
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assert "TestHyperoptLegacy" not in captured.out
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assert "legacy_hyperopt.py" not in captured.out
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assert "DefaultHyperOpt" in captured.out
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assert "HyperoptTestSepFile" in captured.out
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assert "test_hyperopt.py" not in captured.out
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# Test regular output
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@ -876,7 +854,7 @@ def test_start_list_hyperopts(mocker, caplog, capsys):
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captured = capsys.readouterr()
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assert "TestHyperoptLegacy" not in captured.out
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assert "legacy_hyperopt.py" not in captured.out
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assert "DefaultHyperOpt" in captured.out
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assert "HyperoptTestSepFile" in captured.out
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def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
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@ -323,7 +323,7 @@ def get_default_conf(testdatadir):
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"user_data_dir": Path("user_data"),
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"verbosity": 3,
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"strategy_path": str(Path(__file__).parent / "strategy" / "strats"),
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"strategy": "DefaultStrategy",
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"strategy": "StrategyTestV2",
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"disableparamexport": True,
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"internals": {},
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"export": "none",
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@ -33,7 +33,7 @@ def mock_trade_1(fee):
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open_rate=0.123,
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exchange='binance',
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open_order_id='dry_run_buy_12345',
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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)
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o = Order.parse_from_ccxt_object(mock_order_1(), 'ETH/BTC', 'buy')
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@ -87,7 +87,7 @@ def mock_trade_2(fee):
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exchange='binance',
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is_open=False,
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open_order_id='dry_run_sell_12345',
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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sell_reason='sell_signal',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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@ -146,7 +146,7 @@ def mock_trade_3(fee):
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close_profit_abs=0.000155,
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exchange='binance',
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is_open=False,
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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sell_reason='roi',
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open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
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@ -189,7 +189,7 @@ def mock_trade_4(fee):
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open_rate=0.123,
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exchange='binance',
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open_order_id='prod_buy_12345',
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strategy='DefaultStrategy',
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strategy='StrategyTestV2',
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timeframe=5,
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)
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o = Order.parse_from_ccxt_object(mock_order_4(), 'ETC/BTC', 'buy')
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@ -93,7 +93,7 @@ def test_load_backtest_data_new_format(testdatadir):
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def test_load_backtest_data_multi(testdatadir):
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filename = testdatadir / "backtest-result_multistrat.json"
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for strategy in ('DefaultStrategy', 'TestStrategy'):
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for strategy in ('StrategyTestV2', 'TestStrategy'):
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bt_data = load_backtest_data(filename, strategy=strategy)
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assert isinstance(bt_data, DataFrame)
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assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
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@ -128,7 +128,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
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for col in BT_DATA_COLUMNS:
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if col not in ['index', 'open_at_end']:
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assert col in trades.columns
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trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='DefaultStrategy')
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trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='StrategyTestV2')
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assert len(trades) == 4
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trades = load_trades_from_db(db_url=default_conf['db_url'], strategy='NoneStrategy')
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assert len(trades) == 0
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@ -186,7 +186,7 @@ def test_load_trades(default_conf, mocker):
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db_url=default_conf.get('db_url'),
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exportfilename=default_conf.get('exportfilename'),
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no_trades=False,
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strategy="DefaultStrategy",
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strategy="StrategyTestV2",
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)
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assert db_mock.call_count == 1
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@ -380,7 +380,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
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def test_get_timerange(default_conf, mocker, testdatadir) -> None:
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patch_exchange(mocker)
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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data = strategy.advise_all_indicators(
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@ -398,7 +398,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
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def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
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patch_exchange(mocker)
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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data = strategy.advise_all_indicators(
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@ -422,7 +422,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
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def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
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patch_exchange(mocker)
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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timerange = TimeRange('index', 'index', 200, 250)
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@ -16,7 +16,7 @@ def hyperopt_conf(default_conf):
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hyperconf.update({
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'datadir': Path(default_conf['datadir']),
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'runmode': RunMode.HYPEROPT,
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'hyperopt': 'DefaultHyperOpt',
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'hyperopt': 'HyperoptTestSepFile',
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'hyperopt_loss': 'ShortTradeDurHyperOptLoss',
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'hyperopt_path': str(Path(__file__).parent / 'hyperopts'),
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'epochs': 1,
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@ -11,7 +11,7 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
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from freqtrade.optimize.hyperopt_interface import IHyperOpt
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class DefaultHyperOpt(IHyperOpt):
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class HyperoptTestSepFile(IHyperOpt):
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"""
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Default hyperopt provided by the Freqtrade bot.
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You can override it with your own Hyperopt
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@ -155,7 +155,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
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args = [
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'backtesting',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--export', 'none'
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]
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@ -190,7 +190,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
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args = [
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'backtesting',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--datadir', '/foo/bar',
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'--timeframe', '1m',
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'--enable-position-stacking',
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@ -240,7 +240,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
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args = [
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'backtesting',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--stake-amount', '1',
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'--starting-balance', '2'
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]
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@ -251,7 +251,7 @@ def test_setup_optimize_configuration_stake_amount(mocker, default_conf, caplog)
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args = [
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'backtesting',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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'--stake-amount', '1',
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'--starting-balance', '0.5'
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]
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@ -269,7 +269,7 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
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args = [
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'backtesting',
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'--config', 'config.json',
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'--strategy', 'DefaultStrategy',
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'--strategy', 'StrategyTestV2',
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]
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pargs = get_args(args)
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start_backtesting(pargs)
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@ -302,7 +302,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
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def test_backtesting_init_no_timeframe(mocker, default_conf, caplog) -> None:
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patch_exchange(mocker)
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del default_conf['timeframe']
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default_conf['strategy_list'] = ['DefaultStrategy',
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default_conf['strategy_list'] = ['StrategyTestV2',
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'SampleStrategy']
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mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
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@ -340,7 +340,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
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assert len(processed['UNITTEST/BTC']) == 102
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# Load strategy to compare the result between Backtesting function and strategy are the same
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default_conf.update({'strategy': 'DefaultStrategy'})
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default_conf.update({'strategy': 'StrategyTestV2'})
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strategy = StrategyResolver.load_strategy(default_conf)
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processed2 = strategy.advise_all_indicators(data)
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@ -473,7 +473,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
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Backtesting(default_conf)
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# Multiple strategies
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default_conf['strategy_list'] = ['DefaultStrategy', 'TestStrategyLegacy']
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default_conf['strategy_list'] = ['StrategyTestV2', 'TestStrategyLegacyV1']
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with pytest.raises(OperationalException,
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match='PrecisionFilter not allowed for backtesting multiple strategies.'):
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Backtesting(default_conf)
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@ -694,7 +694,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
|
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def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
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# Override the default buy trend function in our default_strategy
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||||
# Override the default buy trend function in our StrategyTestV2
|
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def fun(dataframe=None, pair=None):
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||||
buy_value = 1
|
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sell_value = 1
|
||||
@ -710,7 +710,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
|
||||
|
||||
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||||
def test_backtest_only_sell(mocker, default_conf, testdatadir):
|
||||
# Override the default buy trend function in our default_strategy
|
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# Override the default buy trend function in our StrategyTestV2
|
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def fun(dataframe=None, pair=None):
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buy_value = 0
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sell_value = 1
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@ -837,7 +837,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
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args = [
|
||||
'backtesting',
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
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||||
'--strategy', 'StrategyTestV2',
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'--datadir', str(testdatadir),
|
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'--timeframe', '1m',
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'--timerange', '1510694220-1510700340',
|
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@ -908,8 +908,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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'--enable-position-stacking',
|
||||
'--disable-max-market-positions',
|
||||
'--strategy-list',
|
||||
'DefaultStrategy',
|
||||
'TestStrategyLegacy',
|
||||
'StrategyTestV2',
|
||||
'TestStrategyLegacyV1',
|
||||
]
|
||||
args = get_args(args)
|
||||
start_backtesting(args)
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||||
@ -931,8 +931,8 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
|
||||
'Backtesting with data from 2017-11-14 21:17:00 '
|
||||
'up to 2017-11-14 22:58:00 (0 days).',
|
||||
'Parameter --enable-position-stacking detected ...',
|
||||
'Running backtesting for Strategy DefaultStrategy',
|
||||
'Running backtesting for Strategy TestStrategyLegacy',
|
||||
'Running backtesting for Strategy StrategyTestV2',
|
||||
'Running backtesting for Strategy TestStrategyLegacyV1',
|
||||
]
|
||||
|
||||
for line in exists:
|
||||
@ -1012,8 +1012,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
|
||||
'--enable-position-stacking',
|
||||
'--disable-max-market-positions',
|
||||
'--strategy-list',
|
||||
'DefaultStrategy',
|
||||
'TestStrategyLegacy',
|
||||
'StrategyTestV2',
|
||||
'TestStrategyLegacyV1',
|
||||
]
|
||||
args = get_args(args)
|
||||
start_backtesting(args)
|
||||
@ -1029,8 +1029,8 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
|
||||
'Backtesting with data from 2017-11-14 21:17:00 '
|
||||
'up to 2017-11-14 22:58:00 (0 days).',
|
||||
'Parameter --enable-position-stacking detected ...',
|
||||
'Running backtesting for Strategy DefaultStrategy',
|
||||
'Running backtesting for Strategy TestStrategyLegacy',
|
||||
'Running backtesting for Strategy StrategyTestV2',
|
||||
'Running backtesting for Strategy TestStrategyLegacyV1',
|
||||
]
|
||||
|
||||
for line in exists:
|
||||
|
@ -16,7 +16,7 @@ def test_setup_optimize_configuration_without_arguments(mocker, default_conf, ca
|
||||
args = [
|
||||
'edge',
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--strategy', 'StrategyTestV2',
|
||||
]
|
||||
|
||||
config = setup_optimize_configuration(get_args(args), RunMode.EDGE)
|
||||
@ -46,7 +46,7 @@ def test_setup_edge_configuration_with_arguments(mocker, edge_conf, caplog) -> N
|
||||
args = [
|
||||
'edge',
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--strategy', 'StrategyTestV2',
|
||||
'--datadir', '/foo/bar',
|
||||
'--timeframe', '1m',
|
||||
'--timerange', ':100',
|
||||
@ -80,7 +80,7 @@ def test_start(mocker, fee, edge_conf, caplog) -> None:
|
||||
args = [
|
||||
'edge',
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--strategy', 'StrategyTestV2',
|
||||
]
|
||||
pargs = get_args(args)
|
||||
start_edge(pargs)
|
||||
|
@ -22,7 +22,7 @@ from freqtrade.strategy.hyper import IntParameter
|
||||
from tests.conftest import (get_args, log_has, log_has_re, patch_exchange,
|
||||
patched_configuration_load_config_file)
|
||||
|
||||
from .hyperopts.default_hyperopt import DefaultHyperOpt
|
||||
from .hyperopts.hyperopt_test_sep_file import HyperoptTestSepFile
|
||||
|
||||
|
||||
def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None:
|
||||
@ -31,7 +31,7 @@ def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, ca
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--hyperopt', 'DefaultHyperOpt',
|
||||
'--hyperopt', 'HyperoptTestSepFile',
|
||||
]
|
||||
|
||||
config = setup_optimize_configuration(get_args(args), RunMode.HYPEROPT)
|
||||
@ -63,7 +63,7 @@ def test_setup_hyperopt_configuration_with_arguments(mocker, default_conf, caplo
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--hyperopt', 'DefaultHyperOpt',
|
||||
'--hyperopt', 'HyperoptTestSepFile',
|
||||
'--datadir', '/foo/bar',
|
||||
'--timeframe', '1m',
|
||||
'--timerange', ':100',
|
||||
@ -115,7 +115,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--hyperopt', 'DefaultHyperOpt',
|
||||
'--hyperopt', 'HyperoptTestSepFile',
|
||||
'--stake-amount', '1',
|
||||
'--starting-balance', '2'
|
||||
]
|
||||
@ -125,7 +125,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--strategy', 'StrategyTestV2',
|
||||
'--stake-amount', '1',
|
||||
'--starting-balance', '0.5'
|
||||
]
|
||||
@ -136,7 +136,7 @@ def test_setup_hyperopt_configuration_stake_amount(mocker, default_conf) -> None
|
||||
def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
|
||||
patched_configuration_load_config_file(mocker, default_conf)
|
||||
|
||||
hyperopt = DefaultHyperOpt
|
||||
hyperopt = HyperoptTestSepFile
|
||||
delattr(hyperopt, 'populate_indicators')
|
||||
delattr(hyperopt, 'populate_buy_trend')
|
||||
delattr(hyperopt, 'populate_sell_trend')
|
||||
@ -144,7 +144,7 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
|
||||
'freqtrade.resolvers.hyperopt_resolver.HyperOptResolver.load_object',
|
||||
MagicMock(return_value=hyperopt(default_conf))
|
||||
)
|
||||
default_conf.update({'hyperopt': 'DefaultHyperOpt'})
|
||||
default_conf.update({'hyperopt': 'HyperoptTestSepFile'})
|
||||
x = HyperOptResolver.load_hyperopt(default_conf)
|
||||
assert not hasattr(x, 'populate_indicators')
|
||||
assert not hasattr(x, 'populate_buy_trend')
|
||||
@ -184,7 +184,7 @@ def test_start_not_installed(mocker, default_conf, import_fails) -> None:
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--hyperopt', 'DefaultHyperOpt',
|
||||
'--hyperopt', 'HyperoptTestSepFile',
|
||||
'--hyperopt-path',
|
||||
str(Path(__file__).parent / "hyperopts"),
|
||||
'--epochs', '5',
|
||||
@ -205,7 +205,7 @@ def test_start(mocker, hyperopt_conf, caplog) -> None:
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--hyperopt', 'DefaultHyperOpt',
|
||||
'--hyperopt', 'HyperoptTestSepFile',
|
||||
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
|
||||
'--epochs', '5'
|
||||
]
|
||||
@ -229,7 +229,7 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--hyperopt', 'DefaultHyperOpt',
|
||||
'--hyperopt', 'HyperoptTestSepFile',
|
||||
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
|
||||
'--epochs', '5'
|
||||
]
|
||||
@ -247,7 +247,7 @@ def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
|
||||
args = [
|
||||
'hyperopt',
|
||||
'--config', 'config.json',
|
||||
'--hyperopt', 'DefaultHyperOpt',
|
||||
'--hyperopt', 'HyperoptTestSepFile',
|
||||
'--hyperopt-loss', 'SharpeHyperOptLossDaily',
|
||||
'--epochs', '5'
|
||||
]
|
||||
|
@ -167,9 +167,9 @@ def test__pprint_dict():
|
||||
|
||||
def test_get_strategy_filename(default_conf):
|
||||
|
||||
x = HyperoptTools.get_strategy_filename(default_conf, 'DefaultStrategy')
|
||||
x = HyperoptTools.get_strategy_filename(default_conf, 'StrategyTestV2')
|
||||
assert isinstance(x, Path)
|
||||
assert x == Path(__file__).parents[1] / 'strategy/strats/default_strategy.py'
|
||||
assert x == Path(__file__).parents[1] / 'strategy/strats/strategy_test_v2.py'
|
||||
|
||||
x = HyperoptTools.get_strategy_filename(default_conf, 'NonExistingStrategy')
|
||||
assert x is None
|
||||
@ -177,7 +177,7 @@ def test_get_strategy_filename(default_conf):
|
||||
|
||||
def test_export_params(tmpdir):
|
||||
|
||||
filename = Path(tmpdir) / "DefaultStrategy.json"
|
||||
filename = Path(tmpdir) / "StrategyTestV2.json"
|
||||
assert not filename.is_file()
|
||||
params = {
|
||||
"params_details": {
|
||||
@ -205,12 +205,12 @@ def test_export_params(tmpdir):
|
||||
}
|
||||
|
||||
}
|
||||
HyperoptTools.export_params(params, "DefaultStrategy", filename)
|
||||
HyperoptTools.export_params(params, "StrategyTestV2", filename)
|
||||
|
||||
assert filename.is_file()
|
||||
|
||||
content = rapidjson.load(filename.open('r'))
|
||||
assert content['strategy_name'] == 'DefaultStrategy'
|
||||
assert content['strategy_name'] == 'StrategyTestV2'
|
||||
assert 'params' in content
|
||||
assert "buy" in content["params"]
|
||||
assert "sell" in content["params"]
|
||||
@ -223,7 +223,7 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
|
||||
default_conf['disableparamexport'] = False
|
||||
export_mock = mocker.patch("freqtrade.optimize.hyperopt_tools.HyperoptTools.export_params")
|
||||
|
||||
filename = Path(tmpdir) / "DefaultStrategy.json"
|
||||
filename = Path(tmpdir) / "StrategyTestV2.json"
|
||||
assert not filename.is_file()
|
||||
params = {
|
||||
"params_details": {
|
||||
@ -252,17 +252,17 @@ def test_try_export_params(default_conf, tmpdir, caplog, mocker):
|
||||
FTHYPT_FILEVERSION: 2,
|
||||
|
||||
}
|
||||
HyperoptTools.try_export_params(default_conf, "DefaultStrategy22", params)
|
||||
HyperoptTools.try_export_params(default_conf, "StrategyTestV222", params)
|
||||
|
||||
assert log_has("Strategy not found, not exporting parameter file.", caplog)
|
||||
assert export_mock.call_count == 0
|
||||
caplog.clear()
|
||||
|
||||
HyperoptTools.try_export_params(default_conf, "DefaultStrategy", params)
|
||||
HyperoptTools.try_export_params(default_conf, "StrategyTestV2", params)
|
||||
|
||||
assert export_mock.call_count == 1
|
||||
assert export_mock.call_args_list[0][0][1] == 'DefaultStrategy'
|
||||
assert export_mock.call_args_list[0][0][2].name == 'default_strategy.json'
|
||||
assert export_mock.call_args_list[0][0][1] == 'StrategyTestV2'
|
||||
assert export_mock.call_args_list[0][0][2].name == 'strategy_test_v2.json'
|
||||
|
||||
|
||||
def test_params_print(capsys):
|
||||
|
@ -4,7 +4,7 @@ from unittest.mock import MagicMock
|
||||
import pytest
|
||||
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from freqtrade.optimize.default_hyperopt_loss import ShortTradeDurHyperOptLoss
|
||||
from freqtrade.optimize.hyperopt_loss_short_trade_dur import ShortTradeDurHyperOptLoss
|
||||
from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
|
||||
|
||||
|
||||
|
@ -52,7 +52,7 @@ def test_text_table_bt_results():
|
||||
|
||||
|
||||
def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
results = {'DefStrat': {
|
||||
|
@ -879,7 +879,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets):
|
||||
'open_trade_value': 15.1668225,
|
||||
'sell_reason': None,
|
||||
'sell_order_status': None,
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'buy_tag': None,
|
||||
'timeframe': 5,
|
||||
'exchange': 'binance',
|
||||
@ -984,7 +984,7 @@ def test_api_forcebuy(botclient, mocker, fee):
|
||||
close_rate=0.265441,
|
||||
id=22,
|
||||
timeframe=5,
|
||||
strategy="DefaultStrategy"
|
||||
strategy="StrategyTestV2"
|
||||
))
|
||||
mocker.patch("freqtrade.rpc.RPC._rpc_forcebuy", fbuy_mock)
|
||||
|
||||
@ -1034,7 +1034,7 @@ def test_api_forcebuy(botclient, mocker, fee):
|
||||
'open_trade_value': 0.24605460,
|
||||
'sell_reason': None,
|
||||
'sell_order_status': None,
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'buy_tag': None,
|
||||
'timeframe': 5,
|
||||
'exchange': 'binance',
|
||||
@ -1101,7 +1101,7 @@ def test_api_pair_candles(botclient, ohlcv_history):
|
||||
f"{BASE_URI}/pair_candles?limit={amount}&pair=XRP%2FBTC&timeframe={timeframe}")
|
||||
assert_response(rc)
|
||||
assert 'strategy' in rc.json()
|
||||
assert rc.json()['strategy'] == 'DefaultStrategy'
|
||||
assert rc.json()['strategy'] == 'StrategyTestV2'
|
||||
assert 'columns' in rc.json()
|
||||
assert 'data_start_ts' in rc.json()
|
||||
assert 'data_start' in rc.json()
|
||||
@ -1139,19 +1139,19 @@ def test_api_pair_history(botclient, ohlcv_history):
|
||||
# No pair
|
||||
rc = client_get(client,
|
||||
f"{BASE_URI}/pair_history?timeframe={timeframe}"
|
||||
"&timerange=20180111-20180112&strategy=DefaultStrategy")
|
||||
"&timerange=20180111-20180112&strategy=StrategyTestV2")
|
||||
assert_response(rc, 422)
|
||||
|
||||
# No Timeframe
|
||||
rc = client_get(client,
|
||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC"
|
||||
"&timerange=20180111-20180112&strategy=DefaultStrategy")
|
||||
"&timerange=20180111-20180112&strategy=StrategyTestV2")
|
||||
assert_response(rc, 422)
|
||||
|
||||
# No timerange
|
||||
rc = client_get(client,
|
||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
||||
"&strategy=DefaultStrategy")
|
||||
"&strategy=StrategyTestV2")
|
||||
assert_response(rc, 422)
|
||||
|
||||
# No strategy
|
||||
@ -1163,14 +1163,14 @@ def test_api_pair_history(botclient, ohlcv_history):
|
||||
# Working
|
||||
rc = client_get(client,
|
||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
||||
"&timerange=20180111-20180112&strategy=DefaultStrategy")
|
||||
"&timerange=20180111-20180112&strategy=StrategyTestV2")
|
||||
assert_response(rc, 200)
|
||||
assert rc.json()['length'] == 289
|
||||
assert len(rc.json()['data']) == rc.json()['length']
|
||||
assert 'columns' in rc.json()
|
||||
assert 'data' in rc.json()
|
||||
assert rc.json()['pair'] == 'UNITTEST/BTC'
|
||||
assert rc.json()['strategy'] == 'DefaultStrategy'
|
||||
assert rc.json()['strategy'] == 'StrategyTestV2'
|
||||
assert rc.json()['data_start'] == '2018-01-11 00:00:00+00:00'
|
||||
assert rc.json()['data_start_ts'] == 1515628800000
|
||||
assert rc.json()['data_stop'] == '2018-01-12 00:00:00+00:00'
|
||||
@ -1179,7 +1179,7 @@ def test_api_pair_history(botclient, ohlcv_history):
|
||||
# No data found
|
||||
rc = client_get(client,
|
||||
f"{BASE_URI}/pair_history?pair=UNITTEST%2FBTC&timeframe={timeframe}"
|
||||
"&timerange=20200111-20200112&strategy=DefaultStrategy")
|
||||
"&timerange=20200111-20200112&strategy=StrategyTestV2")
|
||||
assert_response(rc, 502)
|
||||
assert rc.json()['error'] == ("Error querying /api/v1/pair_history: "
|
||||
"No data for UNITTEST/BTC, 5m in 20200111-20200112 found.")
|
||||
@ -1217,21 +1217,21 @@ def test_api_strategies(botclient):
|
||||
|
||||
assert_response(rc)
|
||||
assert rc.json() == {'strategies': [
|
||||
'DefaultStrategy',
|
||||
'HyperoptableStrategy',
|
||||
'TestStrategyLegacy'
|
||||
'StrategyTestV2',
|
||||
'TestStrategyLegacyV1'
|
||||
]}
|
||||
|
||||
|
||||
def test_api_strategy(botclient):
|
||||
ftbot, client = botclient
|
||||
|
||||
rc = client_get(client, f"{BASE_URI}/strategy/DefaultStrategy")
|
||||
rc = client_get(client, f"{BASE_URI}/strategy/StrategyTestV2")
|
||||
|
||||
assert_response(rc)
|
||||
assert rc.json()['strategy'] == 'DefaultStrategy'
|
||||
assert rc.json()['strategy'] == 'StrategyTestV2'
|
||||
|
||||
data = (Path(__file__).parents[1] / "strategy/strats/default_strategy.py").read_text()
|
||||
data = (Path(__file__).parents[1] / "strategy/strats/strategy_test_v2.py").read_text()
|
||||
assert rc.json()['code'] == data
|
||||
|
||||
rc = client_get(client, f"{BASE_URI}/strategy/NoStrat")
|
||||
@ -1288,7 +1288,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog):
|
||||
|
||||
# start backtesting
|
||||
data = {
|
||||
"strategy": "DefaultStrategy",
|
||||
"strategy": "StrategyTestV2",
|
||||
"timeframe": "5m",
|
||||
"timerange": "20180110-20180111",
|
||||
"max_open_trades": 3,
|
||||
|
@ -1236,7 +1236,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
|
||||
assert msg_mock.call_count == 1
|
||||
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
msg_mock.reset_mock()
|
||||
@ -1245,7 +1245,7 @@ def test_show_config_handle(default_conf, update, mocker) -> None:
|
||||
assert msg_mock.call_count == 1
|
||||
assert '*Mode:* `{}`'.format('Dry-run') in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Exchange:* `binance`' in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Strategy:* `DefaultStrategy`' in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Strategy:* `StrategyTestV2`' in msg_mock.call_args_list[0][0][0]
|
||||
assert '*Initial Stoploss:* `-0.1`' in msg_mock.call_args_list[0][0][0]
|
||||
|
||||
|
||||
|
@ -5,5 +5,5 @@ import nonexiting_module # noqa
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
|
||||
class TestStrategyLegacy(IStrategy):
|
||||
class TestStrategyLegacyV1(IStrategy):
|
||||
pass
|
||||
|
@ -10,7 +10,7 @@ from freqtrade.strategy.interface import IStrategy
|
||||
# --------------------------------
|
||||
|
||||
# This class is a sample. Feel free to customize it.
|
||||
class TestStrategyLegacy(IStrategy):
|
||||
class TestStrategyLegacyV1(IStrategy):
|
||||
"""
|
||||
This is a test strategy using the legacy function headers, which will be
|
||||
removed in a future update.
|
@ -7,9 +7,9 @@ import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
from freqtrade.strategy.interface import IStrategy
|
||||
|
||||
|
||||
class DefaultStrategy(IStrategy):
|
||||
class StrategyTestV2(IStrategy):
|
||||
"""
|
||||
Default Strategy provided by freqtrade bot.
|
||||
Strategy used by tests freqtrade bot.
|
||||
Please do not modify this strategy, it's intended for internal use only.
|
||||
Please look at the SampleStrategy in the user_data/strategy directory
|
||||
or strategy repository https://github.com/freqtrade/freqtrade-strategies
|
@ -4,20 +4,20 @@ from pandas import DataFrame
|
||||
|
||||
from freqtrade.persistence.models import Trade
|
||||
|
||||
from .strats.default_strategy import DefaultStrategy
|
||||
from .strats.strategy_test_v2 import StrategyTestV2
|
||||
|
||||
|
||||
def test_default_strategy_structure():
|
||||
assert hasattr(DefaultStrategy, 'minimal_roi')
|
||||
assert hasattr(DefaultStrategy, 'stoploss')
|
||||
assert hasattr(DefaultStrategy, 'timeframe')
|
||||
assert hasattr(DefaultStrategy, 'populate_indicators')
|
||||
assert hasattr(DefaultStrategy, 'populate_buy_trend')
|
||||
assert hasattr(DefaultStrategy, 'populate_sell_trend')
|
||||
def test_strategy_test_v2_structure():
|
||||
assert hasattr(StrategyTestV2, 'minimal_roi')
|
||||
assert hasattr(StrategyTestV2, 'stoploss')
|
||||
assert hasattr(StrategyTestV2, 'timeframe')
|
||||
assert hasattr(StrategyTestV2, 'populate_indicators')
|
||||
assert hasattr(StrategyTestV2, 'populate_buy_trend')
|
||||
assert hasattr(StrategyTestV2, 'populate_sell_trend')
|
||||
|
||||
|
||||
def test_default_strategy(result, fee):
|
||||
strategy = DefaultStrategy({})
|
||||
def test_strategy_test_v2(result, fee):
|
||||
strategy = StrategyTestV2({})
|
||||
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
assert type(strategy.minimal_roi) is dict
|
||||
|
@ -22,11 +22,11 @@ from freqtrade.strategy.interface import SellCheckTuple
|
||||
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
|
||||
from tests.conftest import log_has, log_has_re
|
||||
|
||||
from .strats.default_strategy import DefaultStrategy
|
||||
from .strats.strategy_test_v2 import StrategyTestV2
|
||||
|
||||
|
||||
# Avoid to reinit the same object again and again
|
||||
_STRATEGY = DefaultStrategy(config={})
|
||||
_STRATEGY = StrategyTestV2(config={})
|
||||
_STRATEGY.dp = DataProvider({}, None, None)
|
||||
|
||||
|
||||
@ -148,7 +148,7 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
|
||||
|
||||
|
||||
def test_ignore_expired_candle(default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
strategy.ignore_buying_expired_candle_after = 60
|
||||
|
||||
@ -229,7 +229,7 @@ def test_assert_df(ohlcv_history, caplog):
|
||||
|
||||
|
||||
def test_advise_all_indicators(default_conf, testdatadir) -> None:
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
||||
@ -240,7 +240,7 @@ def test_advise_all_indicators(default_conf, testdatadir) -> None:
|
||||
|
||||
|
||||
def test_advise_all_indicators_copy(mocker, default_conf, testdatadir) -> None:
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
aimock = mocker.patch('freqtrade.strategy.interface.IStrategy.advise_indicators')
|
||||
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
||||
@ -258,7 +258,7 @@ def test_min_roi_reached(default_conf, fee) -> None:
|
||||
min_roi_list = [{20: 0.05, 55: 0.01, 0: 0.1},
|
||||
{0: 0.1, 20: 0.05, 55: 0.01}]
|
||||
for roi in min_roi_list:
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
strategy.minimal_roi = roi
|
||||
trade = Trade(
|
||||
@ -297,7 +297,7 @@ def test_min_roi_reached2(default_conf, fee) -> None:
|
||||
},
|
||||
]
|
||||
for roi in min_roi_list:
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
strategy.minimal_roi = roi
|
||||
trade = Trade(
|
||||
@ -332,7 +332,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
|
||||
30: 0.05,
|
||||
55: 0.30,
|
||||
}
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
strategy.minimal_roi = min_roi
|
||||
trade = Trade(
|
||||
@ -385,7 +385,7 @@ def test_min_roi_reached3(default_conf, fee) -> None:
|
||||
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
|
||||
profit2, adjusted2, expected2, custom_stop) -> None:
|
||||
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
trade = Trade(
|
||||
@ -433,7 +433,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
|
||||
|
||||
def test_custom_sell(default_conf, fee, caplog) -> None:
|
||||
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
trade = Trade(
|
||||
@ -487,7 +487,7 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
|
||||
advise_sell=sell_mock,
|
||||
|
||||
)
|
||||
strategy = DefaultStrategy({})
|
||||
strategy = StrategyTestV2({})
|
||||
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
|
||||
assert ind_mock.call_count == 1
|
||||
assert buy_mock.call_count == 1
|
||||
@ -518,7 +518,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
|
||||
advise_sell=sell_mock,
|
||||
|
||||
)
|
||||
strategy = DefaultStrategy({})
|
||||
strategy = StrategyTestV2({})
|
||||
strategy.dp = DataProvider({}, None, None)
|
||||
strategy.process_only_new_candles = True
|
||||
|
||||
@ -550,7 +550,7 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
|
||||
|
||||
@pytest.mark.usefixtures("init_persistence")
|
||||
def test_is_pair_locked(default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
PairLocks.timeframe = default_conf['timeframe']
|
||||
PairLocks.use_db = True
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -603,7 +603,7 @@ def test_is_pair_locked(default_conf):
|
||||
|
||||
|
||||
def test_is_informative_pairs_callback(default_conf):
|
||||
default_conf.update({'strategy': 'TestStrategyLegacy'})
|
||||
default_conf.update({'strategy': 'TestStrategyLegacyV1'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
# Should return empty
|
||||
# Uses fallback to base implementation
|
||||
|
@ -18,7 +18,7 @@ def test_search_strategy():
|
||||
|
||||
s, _ = StrategyResolver._search_object(
|
||||
directory=default_location,
|
||||
object_name='DefaultStrategy',
|
||||
object_name='StrategyTestV2',
|
||||
add_source=True,
|
||||
)
|
||||
assert issubclass(s, IStrategy)
|
||||
@ -74,10 +74,10 @@ def test_load_strategy_base64(result, caplog, default_conf):
|
||||
|
||||
|
||||
def test_load_strategy_invalid_directory(result, caplog, default_conf):
|
||||
default_conf['strategy'] = 'DefaultStrategy'
|
||||
default_conf['strategy'] = 'StrategyTestV2'
|
||||
extra_dir = Path.cwd() / 'some/path'
|
||||
with pytest.raises(OperationalException):
|
||||
StrategyResolver._load_strategy('DefaultStrategy', config=default_conf,
|
||||
StrategyResolver._load_strategy('StrategyTestV2', config=default_conf,
|
||||
extra_dir=extra_dir)
|
||||
|
||||
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)
|
||||
@ -100,7 +100,7 @@ def test_load_strategy_noname(default_conf):
|
||||
|
||||
|
||||
def test_strategy(result, default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
@ -127,7 +127,7 @@ def test_strategy(result, default_conf):
|
||||
def test_strategy_override_minimal_roi(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'minimal_roi': {
|
||||
"20": 0.1,
|
||||
"0": 0.5
|
||||
@ -144,7 +144,7 @@ def test_strategy_override_minimal_roi(caplog, default_conf):
|
||||
def test_strategy_override_stoploss(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'stoploss': -0.5
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -156,7 +156,7 @@ def test_strategy_override_stoploss(caplog, default_conf):
|
||||
def test_strategy_override_trailing_stop(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'trailing_stop': True
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -169,7 +169,7 @@ def test_strategy_override_trailing_stop(caplog, default_conf):
|
||||
def test_strategy_override_trailing_stop_positive(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'trailing_stop_positive': -0.1,
|
||||
'trailing_stop_positive_offset': -0.2
|
||||
|
||||
@ -189,7 +189,7 @@ def test_strategy_override_timeframe(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'timeframe': 60,
|
||||
'stake_currency': 'ETH'
|
||||
})
|
||||
@ -205,7 +205,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'process_only_new_candles': True
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -225,7 +225,7 @@ def test_strategy_override_order_types(caplog, default_conf):
|
||||
'stoploss_on_exchange': True,
|
||||
}
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'order_types': order_types
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -239,12 +239,12 @@ def test_strategy_override_order_types(caplog, default_conf):
|
||||
" 'stoploss_on_exchange': True}.", caplog)
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'order_types': {'buy': 'market'}
|
||||
})
|
||||
# Raise error for invalid configuration
|
||||
with pytest.raises(ImportError,
|
||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
||||
match=r"Impossible to load Strategy 'StrategyTestV2'. "
|
||||
r"Order-types mapping is incomplete."):
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
@ -258,7 +258,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
||||
}
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'order_time_in_force': order_time_in_force
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -271,12 +271,12 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
||||
" {'buy': 'fok', 'sell': 'gtc'}.", caplog)
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'order_time_in_force': {'buy': 'fok'}
|
||||
})
|
||||
# Raise error for invalid configuration
|
||||
with pytest.raises(ImportError,
|
||||
match=r"Impossible to load Strategy 'DefaultStrategy'. "
|
||||
match=r"Impossible to load Strategy 'StrategyTestV2'. "
|
||||
r"Order-time-in-force mapping is incomplete."):
|
||||
StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
@ -284,7 +284,7 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
||||
def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert strategy.use_sell_signal
|
||||
@ -294,7 +294,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||
assert default_conf['use_sell_signal']
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'use_sell_signal': False,
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -307,7 +307,7 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
||||
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
||||
caplog.set_level(logging.INFO)
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
assert not strategy.sell_profit_only
|
||||
@ -317,7 +317,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
||||
assert not default_conf['sell_profit_only']
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'strategy': 'StrategyTestV2',
|
||||
'sell_profit_only': True,
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
@ -330,7 +330,7 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
||||
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||
def test_deprecate_populate_indicators(result, default_conf):
|
||||
default_location = Path(__file__).parent / "strats"
|
||||
default_conf.update({'strategy': 'TestStrategyLegacy',
|
||||
default_conf.update({'strategy': 'TestStrategyLegacyV1',
|
||||
'strategy_path': default_location})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
with warnings.catch_warnings(record=True) as w:
|
||||
@ -365,7 +365,7 @@ def test_deprecate_populate_indicators(result, default_conf):
|
||||
def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
|
||||
default_location = Path(__file__).parent / "strats"
|
||||
del default_conf['timeframe']
|
||||
default_conf.update({'strategy': 'TestStrategyLegacy',
|
||||
default_conf.update({'strategy': 'TestStrategyLegacyV1',
|
||||
'strategy_path': default_location})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
@ -395,7 +395,7 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
|
||||
|
||||
|
||||
def test_strategy_interface_versioning(result, monkeypatch, default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
default_conf.update({'strategy': 'StrategyTestV2'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
|
@ -123,7 +123,7 @@ def test_parse_args_backtesting_custom() -> None:
|
||||
'-c', 'test_conf.json',
|
||||
'--ticker-interval', '1m',
|
||||
'--strategy-list',
|
||||
'DefaultStrategy',
|
||||
'StrategyTestV2',
|
||||
'SampleStrategy'
|
||||
]
|
||||
call_args = Arguments(args).get_parsed_arg()
|
||||
|
@ -404,7 +404,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
|
||||
arglist = [
|
||||
'backtesting',
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--strategy', 'StrategyTestV2',
|
||||
]
|
||||
|
||||
args = Arguments(arglist).get_parsed_arg()
|
||||
@ -441,7 +441,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
|
||||
arglist = [
|
||||
'backtesting',
|
||||
'--config', 'config.json',
|
||||
'--strategy', 'DefaultStrategy',
|
||||
'--strategy', 'StrategyTestV2',
|
||||
'--datadir', '/foo/bar',
|
||||
'--userdir', "/tmp/freqtrade",
|
||||
'--ticker-interval', '1m',
|
||||
@ -498,7 +498,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
|
||||
'--ticker-interval', '1m',
|
||||
'--export', 'trades',
|
||||
'--strategy-list',
|
||||
'DefaultStrategy',
|
||||
'StrategyTestV2',
|
||||
'TestStrategy'
|
||||
]
|
||||
|
||||
|
@ -70,7 +70,6 @@ def test_add_indicators(default_conf, testdatadir, caplog):
|
||||
indicators1 = {"ema10": {}}
|
||||
indicators2 = {"macd": {"color": "red"}}
|
||||
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
# Generate buy/sell signals and indicators
|
||||
@ -112,7 +111,6 @@ def test_add_areas(default_conf, testdatadir, caplog):
|
||||
"fill_to": "macdhist"}}
|
||||
|
||||
ind_plain = {"macd": {"fill_to": "macdhist"}}
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
# Generate buy/sell signals and indicators
|
||||
@ -239,7 +237,6 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
|
||||
data = history.load_pair_history(pair=pair, timeframe='1m',
|
||||
datadir=testdatadir, timerange=timerange)
|
||||
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
# Generate buy/sell signals and indicators
|
||||
|
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2
tests/testdata/backtest-result_new.json
vendored
2
tests/testdata/backtest-result_new.json
vendored
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Reference in New Issue
Block a user