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Add mock to improve backtesting tests (#194)

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This commit is contained in:
Gérald LONLAS 2017-12-16 15:24:21 -08:00 committed by Michael Egger
parent 512fcdbcb1
commit 14868615d5
3 changed files with 41 additions and 4 deletions
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1
freqtrade/optimize/__init__.py
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@ -4,7 +4,6 @@ import logging
import json import json
import os import os
from typing import Optional, List, Dict from typing import Optional, List, Dict
import time
from freqtrade.exchange import get_ticker_history from freqtrade.exchange import get_ticker_history
from pandas import DataFrame from pandas import DataFrame

33
freqtrade/tests/conftest.py
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@ -123,3 +123,36 @@ def limit_sell_order():
'remaining': 0.0, 'remaining': 0.0,
'closed': datetime.utcnow(), 'closed': datetime.utcnow(),
} }
@pytest.fixture
def ticker_history():
return [
{
"O": 8.794e-05,
"H": 8.948e-05,
"L": 8.794e-05,
"C": 8.88e-05,
"V": 991.09056638,
"T": "2017-11-26T08:50:00",
"BV": 0.0877869
},
{
"O": 8.88e-05,
"H": 8.942e-05,
"L": 8.88e-05,
"C": 8.893e-05,
"V": 658.77935965,
"T": "2017-11-26T08:55:00",
"BV": 0.05874751
},
{
"O": 8.891e-05,
"H": 8.893e-05,
"L": 8.875e-05,
"C": 8.877e-05,
"V": 7920.73570705,
"T": "2017-11-26T09:00:00",
"BV": 0.7039405
}
]

11
freqtrade/tests/test_optimize_backtesting.py
View File

@ -1,5 +1,6 @@
# pragma pylint: disable=missing-docstring,W0212 # pragma pylint: disable=missing-docstring,W0212
from unittest.mock import MagicMock
from freqtrade import exchange, optimize from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex from freqtrade.exchange import Bittrex
@ -28,8 +29,10 @@ def test_1min_ticker_interval(default_conf, mocker):
results = backtest(default_conf, optimize.preprocess(data), 1, True) results = backtest(default_conf, optimize.preprocess(data), 1, True)
assert len(results) > 0 assert len(results) > 0
def test_backtest_with_new_pair(default_conf, mocker): def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})
optimize.load_data(ticker_interval=1, pairs=['BTC_MEME']) optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
@ -45,7 +48,8 @@ def test_testdata_path():
assert str('freqtrade/optimize/../tests/testdata') in testdata_path() assert str('freqtrade/optimize/../tests/testdata') in testdata_path()
def test_download_pairs(default_conf, mocker): def test_download_pairs(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})
@ -75,7 +79,8 @@ def test_download_pairs(default_conf, mocker):
os.remove(file2_5) os.remove(file2_5)
def test_download_backtesting_testdata(default_conf, mocker): def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})