From 10ee23622a34797170e2ad37b3389b7b1ea7ebfd Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 2 Jan 2020 07:33:55 +0100 Subject: [PATCH] Extract tests for backtest_reports to their own test module --- tests/optimize/test_backtest_reports.py | 96 +++++++++++++++++++++++++ tests/optimize/test_backtesting.py | 93 ------------------------ 2 files changed, 96 insertions(+), 93 deletions(-) create mode 100644 tests/optimize/test_backtest_reports.py diff --git a/tests/optimize/test_backtest_reports.py b/tests/optimize/test_backtest_reports.py new file mode 100644 index 000000000..726202517 --- /dev/null +++ b/tests/optimize/test_backtest_reports.py @@ -0,0 +1,96 @@ +import pandas as pd + +from freqtrade.optimize.backtest_reports import ( + generate_text_table, generate_text_table_sell_reason, + generate_text_table_strategy) +from freqtrade.strategy.interface import SellType + + +def test_generate_text_table(default_conf, mocker): + + results = pd.DataFrame( + { + 'pair': ['ETH/BTC', 'ETH/BTC'], + 'profit_percent': [0.1, 0.2], + 'profit_abs': [0.2, 0.4], + 'trade_duration': [10, 30], + 'profit': [2, 0], + 'loss': [0, 0] + } + ) + + result_str = ( + '| pair | buy count | avg profit % | cum profit % | ' + 'tot profit BTC | tot profit % | avg duration | profit | loss |\n' + '|:--------|------------:|---------------:|---------------:|' + '-----------------:|---------------:|:---------------|---------:|-------:|\n' + '| ETH/BTC | 2 | 15.00 | 30.00 | ' + '0.60000000 | 15.00 | 0:20:00 | 2 | 0 |\n' + '| TOTAL | 2 | 15.00 | 30.00 | ' + '0.60000000 | 15.00 | 0:20:00 | 2 | 0 |' + ) + assert generate_text_table(data={'ETH/BTC': {}}, + stake_currency='BTC', max_open_trades=2, + results=results) == result_str + + +def test_generate_text_table_sell_reason(default_conf, mocker): + + results = pd.DataFrame( + { + 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], + 'profit_percent': [0.1, 0.2, -0.3], + 'profit_abs': [0.2, 0.4, -0.5], + 'trade_duration': [10, 30, 10], + 'profit': [2, 0, 0], + 'loss': [0, 0, 1], + 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + } + ) + + result_str = ( + '| Sell Reason | Count | Profit | Loss |\n' + '|:--------------|--------:|---------:|-------:|\n' + '| roi | 2 | 2 | 0 |\n' + '| stop_loss | 1 | 0 | 1 |' + ) + assert generate_text_table_sell_reason( + data={'ETH/BTC': {}}, results=results) == result_str + + +def test_generate_text_table_strategy(default_conf, mocker): + results = {} + results['ETH/BTC'] = pd.DataFrame( + { + 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], + 'profit_percent': [0.1, 0.2, 0.3], + 'profit_abs': [0.2, 0.4, 0.5], + 'trade_duration': [10, 30, 10], + 'profit': [2, 0, 0], + 'loss': [0, 0, 1], + 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + } + ) + results['LTC/BTC'] = pd.DataFrame( + { + 'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'], + 'profit_percent': [0.4, 0.2, 0.3], + 'profit_abs': [0.4, 0.4, 0.5], + 'trade_duration': [15, 30, 15], + 'profit': [4, 1, 0], + 'loss': [0, 0, 1], + 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + } + ) + + result_str = ( + '| Strategy | buy count | avg profit % | cum profit % ' + '| tot profit BTC | tot profit % | avg duration | profit | loss |\n' + '|:-----------|------------:|---------------:|---------------:' + '|-----------------:|---------------:|:---------------|---------:|-------:|\n' + '| ETH/BTC | 3 | 20.00 | 60.00 ' + '| 1.10000000 | 30.00 | 0:17:00 | 3 | 0 |\n' + '| LTC/BTC | 3 | 30.00 | 90.00 ' + '| 1.30000000 | 45.00 | 0:20:00 | 3 | 0 |' + ) + assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 57b80f837..9f31114b4 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -19,9 +19,6 @@ from freqtrade.data.dataprovider import DataProvider from freqtrade.data.history import get_timerange from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.optimize import setup_configuration, start_backtesting -from freqtrade.optimize.backtest_reports import ( - generate_text_table, generate_text_table_sell_reason, - generate_text_table_strategy) from freqtrade.optimize.backtesting import Backtesting from freqtrade.state import RunMode from freqtrade.strategy.default_strategy import DefaultStrategy @@ -361,96 +358,6 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) -def test_generate_text_table(default_conf, mocker): - - results = pd.DataFrame( - { - 'pair': ['ETH/BTC', 'ETH/BTC'], - 'profit_percent': [0.1, 0.2], - 'profit_abs': [0.2, 0.4], - 'trade_duration': [10, 30], - 'profit': [2, 0], - 'loss': [0, 0] - } - ) - - result_str = ( - '| pair | buy count | avg profit % | cum profit % | ' - 'tot profit BTC | tot profit % | avg duration | profit | loss |\n' - '|:--------|------------:|---------------:|---------------:|' - '-----------------:|---------------:|:---------------|---------:|-------:|\n' - '| ETH/BTC | 2 | 15.00 | 30.00 | ' - '0.60000000 | 15.00 | 0:20:00 | 2 | 0 |\n' - '| TOTAL | 2 | 15.00 | 30.00 | ' - '0.60000000 | 15.00 | 0:20:00 | 2 | 0 |' - ) - assert generate_text_table(data={'ETH/BTC': {}}, - stake_currency='BTC', max_open_trades=2, - results=results) == result_str - - -def test_generate_text_table_sell_reason(default_conf, mocker): - - results = pd.DataFrame( - { - 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], - 'profit_percent': [0.1, 0.2, -0.3], - 'profit_abs': [0.2, 0.4, -0.5], - 'trade_duration': [10, 30, 10], - 'profit': [2, 0, 0], - 'loss': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] - } - ) - - result_str = ( - '| Sell Reason | Count | Profit | Loss |\n' - '|:--------------|--------:|---------:|-------:|\n' - '| roi | 2 | 2 | 0 |\n' - '| stop_loss | 1 | 0 | 1 |' - ) - assert generate_text_table_sell_reason( - data={'ETH/BTC': {}}, results=results) == result_str - - -def test_generate_text_table_strategy(default_conf, mocker): - results = {} - results['ETH/BTC'] = pd.DataFrame( - { - 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], - 'profit_percent': [0.1, 0.2, 0.3], - 'profit_abs': [0.2, 0.4, 0.5], - 'trade_duration': [10, 30, 10], - 'profit': [2, 0, 0], - 'loss': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] - } - ) - results['LTC/BTC'] = pd.DataFrame( - { - 'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'], - 'profit_percent': [0.4, 0.2, 0.3], - 'profit_abs': [0.4, 0.4, 0.5], - 'trade_duration': [15, 30, 15], - 'profit': [4, 1, 0], - 'loss': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] - } - ) - - result_str = ( - '| Strategy | buy count | avg profit % | cum profit % ' - '| tot profit BTC | tot profit % | avg duration | profit | loss |\n' - '|:-----------|------------:|---------------:|---------------:' - '|-----------------:|---------------:|:---------------|---------:|-------:|\n' - '| ETH/BTC | 3 | 20.00 | 60.00 ' - '| 1.10000000 | 30.00 | 0:17:00 | 3 | 0 |\n' - '| LTC/BTC | 3 | 30.00 | 90.00 ' - '| 1.30000000 | 45.00 | 0:20:00 | 3 | 0 |' - ) - assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str - - def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: def get_timerange(input1): return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)