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fixed most tests and moved AWS related stuff out

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This commit is contained in:
Gert Wohlgemuth
2018-06-13 15:09:06 -07:00
parent 1030a6171a 9de57f63f1
commit 12c8a3131d
86 changed files with 2154 additions and 2785 deletions
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106
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -13,7 +13,7 @@ from arrow import Arrow
from freqtrade import optimize
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
from freqtrade.tests.conftest import log_has
@@ -30,7 +30,7 @@ def trim_dictlist(dict_list, num):
def load_data_test(what):
timerange = ((None, 'line'), None, -100)
timerange = TimeRange(None, 'line', 0, -101)
data = optimize.load_data(None, ticker_interval='1m',
pairs=['UNITTEST/BTC'], timerange=timerange)
pair = data['UNITTEST/BTC']
@@ -84,6 +84,7 @@ def load_data_test(what):
def simple_backtest(config, contour, num_results, mocker) -> None:
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(config)
data = load_data_test(contour)
@@ -97,6 +98,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
'realistic': True
}
)
# results :: <class 'pandas.core.frame.DataFrame'>
assert len(results) == num_results
@@ -110,14 +112,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
# use for mock freqtrade.exchange.get_ticker_history'
def _load_pair_as_ticks(pair, tickfreq):
ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
ticks = trim_dictlist(ticks, -200)
ticks = trim_dictlist(ticks, -201)
return ticks[pair]
# FIX: fixturize this?
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
data = trim_dictlist(data, -200)
data = trim_dictlist(data, -201)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(conf)
return {
@@ -181,7 +183,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']),
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config
@@ -218,7 +220,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'--realistic-simulation',
'--refresh-pairs-cached',
'--timerange', ':100',
'--export', '/bar/foo'
'--export', '/bar/foo',
'--export-filename', 'foo_bar.json'
]
config = setup_configuration(get_args(args))
@@ -229,7 +232,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
assert 'pair_whitelist' in config['exchange']
assert 'datadir' in config
assert log_has(
'Parameter --datadir detected: {} ...'.format(config['datadir']),
'Using data folder: {} ...'.format(config['datadir']),
caplog.record_tuples
)
assert 'ticker_interval' in config
@@ -259,6 +262,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
'Parameter --export detected: {} ...'.format(config['export']),
caplog.record_tuples
)
assert 'exportfilename' in config
assert log_has(
'Storing backtest results to {} ...'.format(config['exportfilename']),
caplog.record_tuples
)
def test_start(mocker, fee, default_conf, caplog) -> None:
@@ -286,23 +294,6 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
assert start_mock.call_count == 1
def test_backtesting__init__(mocker, default_conf) -> None:
"""
Test Backtesting.__init__() method
"""
init_mock = MagicMock()
mocker.patch('freqtrade.optimize.backtesting.Backtesting._init', init_mock)
backtesting = Backtesting(default_conf)
assert backtesting.config == default_conf
assert backtesting.analyze is None
assert backtesting.ticker_interval is None
assert backtesting.tickerdata_to_dataframe is None
assert backtesting.populate_buy_trend is None
assert backtesting.populate_sell_trend is None
assert init_mock.call_count == 1
def test_backtesting_init(mocker, default_conf) -> None:
"""
Test Backtesting._init() method
@@ -322,13 +313,13 @@ def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
Test Backtesting.tickerdata_to_dataframe() method
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
timerange = ((None, 'line'), None, -100)
timerange = TimeRange(None, 'line', 0, -100)
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100
assert len(data['UNITTEST/BTC']) == 99
# Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf)
@@ -352,7 +343,7 @@ def test_get_timeframe(default_conf, mocker) -> None:
)
min_date, max_date = backtesting.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'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_generate_text_table(default_conf, mocker):
@@ -374,16 +365,11 @@ def test_generate_text_table(default_conf, mocker):
)
result_str = (
'pair buy count avg profit % '
'total profit BTC avg duration profit loss\n'
'------- ----------- -------------- '
'------------------ -------------- -------- ------\n'
'ETH/BTC 2 15.00 '
'0.60000000 20.0 2 0\n'
'TOTAL 2 15.00 '
'0.60000000 20.0 2 0'
"""| pair | buy count | avg profit % | cum profit % | total profit BTC | avg duration | profit | loss |
|:--------|------------:|---------------:|---------------:|-------------------:|---------------:|---------:|-------:|
| ETH/BTC | 2 | 15.00 | 30.00 | 0.60000000 | 20.0 | 2 | 0 |
| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 | 20.0 | 2 | 0 |"""
)
assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
@@ -428,6 +414,40 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
assert log_has(line, caplog.record_tuples)
def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
"""
Test Backtesting.start() method if no data is found
"""
def get_timeframe(input1, input2):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.get_ticker_history')
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
_generate_text_table=MagicMock(return_value='1'),
get_timeframe=get_timeframe,
)
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
conf['ticker_interval'] = "1m"
conf['live'] = False
conf['datadir'] = None
conf['export'] = None
conf['timerange'] = '20180101-20180102'
backtesting = Backtesting(conf)
backtesting.start()
# check the logs, that will contain the backtest result
assert log_has('No data found. Terminating.', caplog.record_tuples)
def test_backtest(default_conf, fee, mocker) -> None:
"""
Test Backtesting.backtest() method
@@ -574,6 +594,7 @@ def test_backtest_record(default_conf, fee, mocker):
results = backtesting.backtest(backtest_conf)
assert len(results) == 3
# Assert file_dump_json was only called once
print(names)
assert names == ['backtest-result.json']
records = records[0]
# Ensure records are of correct type
@@ -618,10 +639,12 @@ def test_backtest_start_live(default_conf, mocker, caplog):
args = [
'--config', 'config.json',
'--strategy', 'DefaultStrategy',
'--datadir', 'freqtrade/tests/testdata',
'backtesting',
'--ticker-interval', '1m',
'--live',
'--timerange', '-100'
'--timerange', '-100',
'--realistic-simulation'
]
args = get_args(args)
start(args)
@@ -631,13 +654,14 @@ def test_backtest_start_live(default_conf, mocker, caplog):
'Using ticker_interval: 1m ...',
'Parameter -l/--live detected ...',
'Using max_open_trades: 1 ...',
'Parameter --timerange detected: -100 ..',
'Parameter --datadir detected: freqtrade/tests/testdata ...',
'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 2017-11-14T19:32:00+00:00 up to 2017-11-14T22:59:00+00:00 (0 days)..'
'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 ...'
]
for line in exists:
log_has(line, caplog.record_tuples)
assert log_has(line, caplog.record_tuples)

21
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -389,10 +389,12 @@ def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
# test buy_strategy_generator def populate_buy_trend
# test optimizer if 'ro_t1' in params
def test_format_results():
def test_format_results(init_hyperopt):
"""
Test Hyperopt.format_results()
"""
# Test with BTC as stake_currency
trades = [
('ETH/BTC', 2, 2, 123),
('LTC/BTC', 1, 1, 123),
@@ -400,8 +402,21 @@ def test_format_results():
]
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
df = pd.DataFrame.from_records(trades, columns=labels)
x = Hyperopt.format_results(df)
assert x.find(' 66.67%')
result = _HYPEROPT.format_results(df)
assert result.find(' 66.67%')
assert result.find('Total profit 1.00000000 BTC')
assert result.find('2.0000Σ %')
# Test with EUR as stake_currency
trades = [
('ETH/EUR', 2, 2, 123),
('LTC/EUR', 1, 1, 123),
('XPR/EUR', -1, -2, -246)
]
df = pd.DataFrame.from_records(trades, columns=labels)
result = _HYPEROPT.format_results(df)
assert result.find('Total profit 1.00000000 EUR')
def test_signal_handler(mocker, init_hyperopt):

49
freqtrade/tests/optimize/test_optimize.py
View File

@@ -11,6 +11,7 @@ from freqtrade.misc import file_dump_json
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, \
load_cached_data_for_updating
from freqtrade.arguments import TimeRange
from freqtrade.tests.conftest import log_has
# Change this if modifying UNITTEST/BTC testdatafile
@@ -99,7 +100,21 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
_backup_file(file)
optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC'])
# do not download a new pair if refresh_pairs isn't set
optimize.load_data(None,
ticker_interval='1m',
refresh_pairs=False,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is False
assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
'Use --refresh-pairs-cached to download the data',
caplog.record_tuples)
# download a new pair if refresh_pairs is set
optimize.load_data(None,
ticker_interval='1m',
refresh_pairs=True,
pairs=['MEME/BTC'])
assert os.path.isfile(file) is True
assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
_clean_test_file(file)
@@ -162,7 +177,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
# timeframe starts earlier than the cached data
# should fully update data
timerange = (('date', None), test_data[0][0] / 1000 - 1, None)
timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
@@ -173,13 +188,13 @@ def test_load_cached_data_for_updating(mocker) -> None:
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
((None, 'line'), None, -num_lines))
TimeRange(None, 'line', 0, -num_lines))
assert data == []
assert start_ts < test_data[0][0] - 1
# timeframe starts in the center of the cached data
# should return the chached data w/o the last item
timerange = (('date', None), test_data[0][0] / 1000 + 1, None)
timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
@@ -188,7 +203,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
# same with 'line' timeframe
num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
timerange = ((None, 'line'), None, -num_lines)
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
@@ -197,7 +212,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
# timeframe starts after the chached data
# should return the chached data w/o the last item
timerange = (('date', None), test_data[-1][0] / 1000 + 1, None)
timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
@@ -206,7 +221,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
# same with 'line' timeframe
num_lines = 30
timerange = ((None, 'line'), None, -num_lines)
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
@@ -216,7 +231,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
# no timeframe is set
# should return the chached data w/o the last item
num_lines = 30
timerange = ((None, 'line'), None, -num_lines)
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename,
'1m',
timerange)
@@ -225,7 +240,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
# no datafile exist
# should return timestamp start time
timerange = (('date', None), now_ts - 10000, None)
timerange = TimeRange('date', None, now_ts - 10000, 0)
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
timerange)
@@ -234,7 +249,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
# same with 'line' timeframe
num_lines = 30
timerange = ((None, 'line'), None, -num_lines)
timerange = TimeRange(None, 'line', 0, -num_lines)
data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
'1m',
timerange)
@@ -329,7 +344,7 @@ def test_trim_tickerlist() -> None:
# Test the pattern ^(-\d+)$
# This pattern uses the latest N elements
timerange = ((None, 'line'), None, -5)
timerange = TimeRange(None, 'line', 0, -5)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
@@ -339,7 +354,7 @@ def test_trim_tickerlist() -> None:
# Test the pattern ^(\d+)-$
# This pattern keep X element from the end
timerange = (('line', None), 5, None)
timerange = TimeRange('line', None, 5, 0)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
@@ -349,7 +364,7 @@ def test_trim_tickerlist() -> None:
# Test the pattern ^(\d+)-(\d+)$
# This pattern extract a window
timerange = (('index', 'index'), 5, 10)
timerange = TimeRange('index', 'index', 5, 10)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
@@ -360,7 +375,7 @@ def test_trim_tickerlist() -> None:
# Test the pattern ^(\d{8})-(\d{8})$
# This pattern extract a window between the dates
timerange = (('date', 'date'), ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
@@ -371,7 +386,7 @@ def test_trim_tickerlist() -> None:
# Test the pattern ^-(\d{8})$
# This pattern extracts elements from the start to the date
timerange = ((None, 'date'), None, ticker_list[10][0] / 1000 - 1)
timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
@@ -381,7 +396,7 @@ def test_trim_tickerlist() -> None:
# Test the pattern ^(\d{8})-$
# This pattern extracts elements from the date to now
timerange = (('date', None), ticker_list[10][0] / 1000 - 1, None)
timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)
@@ -391,7 +406,7 @@ def test_trim_tickerlist() -> None:
# Test a wrong pattern
# This pattern must return the list unchanged
timerange = ((None, None), None, 5)
timerange = TimeRange(None, None, None, 5)
ticker = trim_tickerlist(ticker_list, timerange)
ticker_len = len(ticker)