more advanced use of --timerange
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@@ -6,7 +6,7 @@ import pandas as pd
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from unittest.mock import MagicMock
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from freqtrade import exchange, optimize
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from freqtrade.exchange import Bittrex
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from freqtrade.optimize import preprocess, trim_tickerlist
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from freqtrade.optimize import preprocess
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from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
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import freqtrade.optimize.backtesting as backtesting
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@@ -60,8 +60,8 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
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def load_data_test(what):
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data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
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data = trim_tickerlist(data, -100)
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timerange = ((None, 'line'), None, -100)
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data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
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pair = data['BTC_UNITEST']
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datalen = len(pair)
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# Depending on the what parameter we now adjust the
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@@ -142,10 +142,10 @@ def test_backtest_pricecontours(default_conf, mocker):
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simple_backtest(default_conf, contour, numres)
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def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False):
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tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1)
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def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
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tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
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pairdata = {'BTC_UNITEST': tickerdata}
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return trim_tickerlist(pairdata, -100)
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return pairdata
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def test_backtest_start(default_conf, mocker, caplog):
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@@ -159,7 +159,7 @@ def test_backtest_start(default_conf, mocker, caplog):
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args.level = 10
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args.live = False
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args.datadir = None
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args.timerange = None # needed due to MagicMock malleability
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args.timerange = '-100' # needed due to MagicMock malleability
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backtesting.start(args)
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# check the logs, that will contain the backtest result
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exists = ['Using max_open_trades: 1 ...',
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@@ -62,7 +62,8 @@ def test_start_calls_fmin(mocker):
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mocker.patch('freqtrade.optimize.load_data')
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mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False)
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False,
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timerange=None)
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start(args)
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mock_fmin.assert_called_once()
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@@ -75,7 +76,8 @@ def test_start_uses_mongotrials(mocker):
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True)
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args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True,
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timerange=None)
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start(args)
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mock_mongotrials.assert_called_once()
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@@ -129,7 +131,8 @@ def test_fmin_best_results(mocker, caplog):
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
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args = mocker.Mock(epochs=1, config='config.json.example')
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args = mocker.Mock(epochs=1, config='config.json.example',
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timerange=None)
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start(args)
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exists = [
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@@ -151,7 +154,8 @@ def test_fmin_throw_value_error(mocker, caplog):
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mocker.patch('freqtrade.optimize.load_data')
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mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
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args = mocker.Mock(epochs=1, config='config.json.example')
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args = mocker.Mock(epochs=1, config='config.json.example',
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timerange=None)
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start(args)
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exists = [
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@@ -185,7 +189,8 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker):
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return_value={})
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args = mocker.Mock(epochs=1,
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config='config.json.example',
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mongodb=False)
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mongodb=False,
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timerange=None)
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start(args)
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@@ -177,7 +177,8 @@ def test_load_tickerdata_file():
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def test_tickerdata_to_dataframe():
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tick = load_tickerdata_file(None, 'BTC_UNITEST', 1)
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timerange = ((None, 'line'), None, -100)
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tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
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tickerlist = {'BTC_UNITEST': tick}
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data = optimize.tickerdata_to_dataframe(tickerlist, timerange=-100)
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data = optimize.tickerdata_to_dataframe(tickerlist)
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assert 100 == len(data['BTC_UNITEST'])
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