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Merge pull request #1037 from freqtrade/fix/backtest-comment

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replace --realistic with 2 separate flags
This commit is contained in:
Janne Sinivirta
2018-07-19 17:33:19 +03:00
committed by GitHub
parent 6070d819b8 71100a67c9
commit 0cc1b66ae7
8 changed files with 95 additions and 57 deletions
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31
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -96,7 +96,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
'stake_amount': config['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'realistic': True
'position_stacking': False
}
)
# results :: <class 'pandas.core.frame.DataFrame'>
@@ -127,7 +127,7 @@ def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
'stake_amount': conf['stake_amount'],
'processed': backtesting.tickerdata_to_dataframe(data),
'max_open_trades': 10,
'realistic': True,
'position_stacking': False,
'record': record
}
@@ -193,8 +193,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'realistic_simulation' not in config
assert not log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
@@ -218,7 +218,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'backtesting',
'--ticker-interval', '1m',
'--live',
'--realistic-simulation',
'--enable-position-stacking',
'--disable-max-market-positions',
'--refresh-pairs-cached',
'--timerange', ':100',
'--export', '/bar/foo',
@@ -246,9 +247,12 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'realistic_simulation' in config
assert log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples)
assert 'position_stacking' in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
assert 'refresh_pairs' in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
@@ -491,7 +495,7 @@ def test_backtest(default_conf, fee, mocker) -> None:
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 10,
'realistic': True
'position_stacking': False
}
)
assert not results.empty
@@ -539,7 +543,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
'stake_amount': default_conf['stake_amount'],
'processed': backtesting.tickerdata_to_dataframe(data),
'max_open_trades': 1,
'realistic': True
'position_stacking': False
}
)
assert not results.empty
@@ -714,7 +718,8 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'--ticker-interval', '1m',
'--live',
'--timerange', '-100',
'--realistic-simulation'
'--enable-position-stacking',
'--disable-max-market-positions'
]
args = get_args(args)
start(args)
@@ -723,14 +728,14 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'Parameter -i/--ticker-interval detected ...',
'Using ticker_interval: 1m ...',
'Parameter -l/--live detected ...',
'Using max_open_trades: 1 ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: -100 ...',
'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Downloading data for all pairs in whitelist ...',
'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --realistic-simulation detected ...'
'Parameter --enable-position-stacking detected ...'
]
for line in exists:

16
freqtrade/tests/test_configuration.py
View File

@@ -276,8 +276,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'live' not in config
assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'realistic_simulation' not in config
assert not log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
assert 'position_stacking' not in config
assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert 'refresh_pairs' not in config
assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
@@ -301,7 +301,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'backtesting',
'--ticker-interval', '1m',
'--live',
'--realistic-simulation',
'--enable-position-stacking',
'--disable-max-market-positions',
'--refresh-pairs-cached',
'--timerange', ':100',
'--export', '/bar/foo'
@@ -331,9 +332,12 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert 'live' in config
assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
assert 'realistic_simulation'in config
assert log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples)
assert 'position_stacking'in config
assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
assert 'use_max_market_positions' in config
assert log_has('Parameter --disable-max-market-positions detected ...', caplog.record_tuples)
assert log_has('max_open_trades set to unlimited ...', caplog.record_tuples)
assert 'refresh_pairs'in config
assert log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)