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optimizing trade db handling to lower monthly cost

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This commit is contained in:
Gert Wohlgemuth
2018-06-02 14:44:09 -07:00
parent cd462db993
commit 13b533820f
6 changed files with 161 additions and 90 deletions
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47
freqtrade/tests/aws/test_backtest.py
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@@ -4,6 +4,8 @@ from base64 import urlsafe_b64encode
import boto3
import pytest
import simplejson as json
from mock import Mock
from freqtrade.aws.backtesting_lambda import backtest, cron
from freqtrade.aws.strategy import submit, get_trades
@@ -73,11 +75,11 @@ class MyFancyTestStrategy(IStrategy):
"from": "20180401",
"till": "20180501",
"stake_currency": "usdt",
"asset": "ltc"
"assets": ["ltc"]
}
data = json.loads(backtest({
assert backtest({
"Records": [
{
"Sns": {
@@ -85,29 +87,14 @@ class MyFancyTestStrategy(IStrategy):
"Message": json.dumps(request)
}
}]
}, {})['body'])
# evaluate that we now have trades in the database
# sadly not always a given at this tage
# due to the dynamic nature. Should pick a strategy for testing
# which generates a lot of trades
if len(data) > 0:
data = get_trades({
'pathParameters': {
'user': "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
"name": "MyFancyTestStrategy",
'stake': "USDT",
'asset': "{}".format(data[0]['pair'].split("/")[0])
}
}, {})['body']
print(data)
assert len(json.loads(data)) > 0
}, {})['statusCode'] == 200
def test_backtest(lambda_context):
content = """# --- Do not remove these libs ---
from freqtrade.strategy.interface import IStrategy
from typing import Dict, List
from hyperopt import hp
from functools import reduce
from pandas import DataFrame
@@ -167,10 +154,10 @@ class MyFancyTestStrategy(IStrategy):
"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
"name": "MyFancyTestStrategy",
"stake_currency": "usdt",
"asset": "ltc"
"assets": ["ltc"]
}
data = json.loads(backtest({
assert backtest({
"Records": [
{
"Sns": {
@@ -178,23 +165,7 @@ class MyFancyTestStrategy(IStrategy):
"Message": json.dumps(request)
}
}]
}, {})['body'])
# evaluate that we now have trades in the database
# sadly not always a given at this tage
# due to the dynamic nature. Should pick a strategy for testing
# which generates a lot of trades
if len(data) > 0:
data = get_trades({
'pathParameters': {
'user': "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
"name": "MyFancyTestStrategy",
"stake": "usdt",
"asset": "ltc"
}
}, {})['body']
print(data)
assert len(json.loads(data)) > 0
}, {})['statusCode'] == 200
def test_cron(lambda_context):

40
freqtrade/tests/aws/test_trade.py Normal file
View File

@@ -0,0 +1,40 @@
from freqtrade.aws.trade import store
from freqtrade.aws.tables import get_trade_table
import simplejson as json
from boto3.dynamodb.conditions import Key, Attr
def test_store(lambda_context):
store({
"Records": [
{
"Sns": {
"Subject": "trade",
"Message": json.dumps(
{
'id': 'GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG.MyFancyTestStrategy:BTC/USDT:test',
'trade': '2018-05-05 14:15:00 to 2018-05-18 00:40:00',
'pair': 'BTC/USDT',
'duration': 625,
'profit_percent': -0.20453928,
'profit_stake': -0.20514198,
'entry_date': '2018-05-05 14:15:00',
'exit_date': '2018-05-18 00:40:00'
}
)
}
}]
}
, {})
# trade table should not have 1 item in it, with our given key
table = get_trade_table()
response = table.query(
KeyConditionExpression=Key('id')
.eq('GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG.MyFancyTestStrategy:BTC/USDT:test')
)
print(response)
assert 'Items' in response
assert len(response['Items']) == 1