more advanced use of --timerange

This commit is contained in:
kryofly
2018-01-15 22:25:02 +01:00
parent 71bb348698
commit 0e58ab7e01
9 changed files with 109 additions and 40 deletions

View File

@@ -6,7 +6,7 @@ import pandas as pd
from unittest.mock import MagicMock
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize import preprocess, trim_tickerlist
from freqtrade.optimize import preprocess
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
import freqtrade.optimize.backtesting as backtesting
@@ -60,8 +60,8 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
def load_data_test(what):
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = trim_tickerlist(data, -100)
timerange = ((None, 'line'), None, -100)
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
pair = data['BTC_UNITEST']
datalen = len(pair)
# Depending on the what parameter we now adjust the
@@ -142,10 +142,10 @@ def test_backtest_pricecontours(default_conf, mocker):
simple_backtest(default_conf, contour, numres)
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1)
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
pairdata = {'BTC_UNITEST': tickerdata}
return trim_tickerlist(pairdata, -100)
return pairdata
def test_backtest_start(default_conf, mocker, caplog):
@@ -159,7 +159,7 @@ def test_backtest_start(default_conf, mocker, caplog):
args.level = 10
args.live = False
args.datadir = None
args.timerange = None # needed due to MagicMock malleability
args.timerange = '-100' # needed due to MagicMock malleability
backtesting.start(args)
# check the logs, that will contain the backtest result
exists = ['Using max_open_trades: 1 ...',

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@@ -62,7 +62,8 @@ def test_start_calls_fmin(mocker):
mocker.patch('freqtrade.optimize.load_data')
mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False)
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False,
timerange=None)
start(args)
mock_fmin.assert_called_once()
@@ -75,7 +76,8 @@ def test_start_uses_mongotrials(mocker):
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True)
args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True,
timerange=None)
start(args)
mock_mongotrials.assert_called_once()
@@ -129,7 +131,8 @@ def test_fmin_best_results(mocker, caplog):
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
args = mocker.Mock(epochs=1, config='config.json.example')
args = mocker.Mock(epochs=1, config='config.json.example',
timerange=None)
start(args)
exists = [
@@ -151,7 +154,8 @@ def test_fmin_throw_value_error(mocker, caplog):
mocker.patch('freqtrade.optimize.load_data')
mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
args = mocker.Mock(epochs=1, config='config.json.example')
args = mocker.Mock(epochs=1, config='config.json.example',
timerange=None)
start(args)
exists = [
@@ -185,7 +189,8 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker):
return_value={})
args = mocker.Mock(epochs=1,
config='config.json.example',
mongodb=False)
mongodb=False,
timerange=None)
start(args)

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@@ -177,7 +177,8 @@ def test_load_tickerdata_file():
def test_tickerdata_to_dataframe():
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1)
timerange = ((None, 'line'), None, -100)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick}
data = optimize.tickerdata_to_dataframe(tickerlist, timerange=-100)
data = optimize.tickerdata_to_dataframe(tickerlist)
assert 100 == len(data['BTC_UNITEST'])