From 0f2d3adbbc9c4e81cf0b1ee9c95b3447519a564d Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Wed, 3 Jan 2018 17:36:40 +0100 Subject: [PATCH] applying pep8 --- freqtrade/tests/optimize/test_backtesting.py | 41 +++++++++++--------- 1 file changed, 23 insertions(+), 18 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 9b7b32198..a24042c62 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -23,14 +23,15 @@ def test_generate_text_table(): ) print(generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5)) assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == ( - 'pair buy count avg profit % total profit BTC avg duration profit loss\n' - '------- ----------- -------------- ------------------ -------------- -------- ------\n' - 'BTC_ETH 2 15.00 0.60000000 100.0 2 0\n' - 'TOTAL 2 15.00 0.60000000 100.0 2 0') + 'pair buy count avg profit % total profit BTC avg duration profit loss\n' # noqa + '------- ----------- -------------- ------------------ -------------- -------- ------\n' # noqa + 'BTC_ETH 2 15.00 0.60000000 100.0 2 0\n' # noqa + 'TOTAL 2 15.00 0.60000000 100.0 2 0') # noqa def test_get_timeframe(): - data = preprocess(optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])) + data = preprocess(optimize.load_data( + ticker_interval=1, pairs=['BTC_UNITEST'])) min_date, max_date = get_timeframe(data) assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' @@ -41,7 +42,8 @@ def test_backtest(default_conf, mocker): exchange._API = Bittrex({'key': '', 'secret': ''}) data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH']) - results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True) + results = backtest(default_conf['stake_amount'], + optimize.preprocess(data), 10, True) assert not results.empty @@ -51,7 +53,8 @@ def test_backtest_1min_ticker_interval(default_conf, mocker): # Run a backtesting for an exiting 5min ticker_interval data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST']) - results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True) + results = backtest(default_conf['stake_amount'], + optimize.preprocess(data), 1, True) assert not results.empty @@ -76,13 +79,13 @@ def load_data_test(what): base = 0.001 if what == 'raise': return {'BTC_UNITEST': - [{'T': pair[x]['T'], # Keep old dates - 'V': pair[x]['V'], # Keep old volume + [{'T': pair[x]['T'], # Keep old dates + 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too - 'O': x * base, # But replace O,H,L,C - 'H': x * base + 0.0001, - 'L': x * base - 0.0001, - 'C': x * base} for x in range(0, datalen)]} + 'O': x * base, # But replace O,H,L,C + 'H': x * base + 0.0001, + 'L': x * base - 0.0001, + 'C': x * base} for x in range(0, datalen)]} if what == 'lower': return {'BTC_UNITEST': [{'T': pair[x]['T'], # Keep old dates @@ -98,10 +101,11 @@ def load_data_test(what): [{'T': pair[x]['T'], # Keep old dates 'V': pair[x]['V'], # Keep old volume 'BV': pair[x]['BV'], # keep too - 'O': math.sin(x*hz) / 1000 + base, # But replace O,H,L,C - 'H': math.sin(x*hz) / 1000 + base + 0.0001, - 'L': math.sin(x*hz) / 1000 + base - 0.0001, - 'C': math.sin(x*hz) / 1000 + base} for x in range(0, datalen)]} + # But replace O,H,L,C + 'O': math.sin(x * hz) / 1000 + base, + 'H': math.sin(x * hz) / 1000 + base + 0.0001, + 'L': math.sin(x * hz) / 1000 + base - 0.0001, + 'C': math.sin(x * hz) / 1000 + base} for x in range(0, datalen)]} return data @@ -121,7 +125,8 @@ def simple_backtest(config, contour, num_results): def test_backtest2(default_conf, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH']) - results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True) + results = backtest(default_conf['stake_amount'], + optimize.preprocess(data), 10, True) assert not results.empty