Adjust some tests - implement new "live" method to plot_script
This commit is contained in:
parent
c2f6897d8b
commit
15984b5c43
@ -129,11 +129,16 @@ def load_data(datadir: Optional[Path],
|
|||||||
Loads ticker history data for a list of pairs the given parameters
|
Loads ticker history data for a list of pairs the given parameters
|
||||||
:return: dict(<pair>:<tickerlist>)
|
:return: dict(<pair>:<tickerlist>)
|
||||||
"""
|
"""
|
||||||
result = {}
|
result: Dict[str, DataFrame] = {}
|
||||||
if live:
|
if live:
|
||||||
logger.info('Live: Downloading data for all defined pairs ...')
|
if exchange:
|
||||||
exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs])
|
logger.info('Live: Downloading data for all defined pairs ...')
|
||||||
result = {key[0]: value for key, value in exchange._klines.items() if value is not None}
|
exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs])
|
||||||
|
result = {key[0]: value for key, value in exchange._klines.items() if value is not None}
|
||||||
|
else:
|
||||||
|
raise OperationalException(
|
||||||
|
"Exchange needs to be initialized when using live data."
|
||||||
|
)
|
||||||
else:
|
else:
|
||||||
logger.info('Using local backtesting data ...')
|
logger.info('Using local backtesting data ...')
|
||||||
|
|
||||||
|
@ -5,6 +5,7 @@ import os
|
|||||||
import uuid
|
import uuid
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from shutil import copyfile
|
from shutil import copyfile
|
||||||
|
from unittest.mock import MagicMock
|
||||||
|
|
||||||
import arrow
|
import arrow
|
||||||
import pytest
|
import pytest
|
||||||
@ -20,7 +21,8 @@ from freqtrade.data.history import (download_pair_history,
|
|||||||
from freqtrade.exchange import timeframe_to_minutes
|
from freqtrade.exchange import timeframe_to_minutes
|
||||||
from freqtrade.misc import file_dump_json
|
from freqtrade.misc import file_dump_json
|
||||||
from freqtrade.strategy.default_strategy import DefaultStrategy
|
from freqtrade.strategy.default_strategy import DefaultStrategy
|
||||||
from freqtrade.tests.conftest import get_patched_exchange, log_has, patch_exchange
|
from freqtrade.tests.conftest import (get_patched_exchange, log_has,
|
||||||
|
patch_exchange)
|
||||||
|
|
||||||
# Change this if modifying UNITTEST/BTC testdatafile
|
# Change this if modifying UNITTEST/BTC testdatafile
|
||||||
_BTC_UNITTEST_LENGTH = 13681
|
_BTC_UNITTEST_LENGTH = 13681
|
||||||
@ -136,6 +138,31 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
|
|||||||
_clean_test_file(file)
|
_clean_test_file(file)
|
||||||
|
|
||||||
|
|
||||||
|
def test_load_data_live(default_conf, mocker, caplog) -> None:
|
||||||
|
refresh_mock = MagicMock()
|
||||||
|
mocker.patch("freqtrade.exchange.Exchange.refresh_latest_ohlcv", refresh_mock)
|
||||||
|
exchange = get_patched_exchange(mocker, default_conf)
|
||||||
|
|
||||||
|
history.load_data(datadir=None, ticker_interval='5m',
|
||||||
|
pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'],
|
||||||
|
live=True,
|
||||||
|
exchange=exchange)
|
||||||
|
assert refresh_mock.call_count == 1
|
||||||
|
assert len(refresh_mock.call_args_list[0][0][0]) == 2
|
||||||
|
assert log_has('Live: Downloading data for all defined pairs ...', caplog.record_tuples)
|
||||||
|
|
||||||
|
|
||||||
|
def test_load_data_live_noexchange(default_conf, mocker, caplog) -> None:
|
||||||
|
|
||||||
|
with pytest.raises(OperationalException,
|
||||||
|
match=r'Exchange needs to be initialized when using live data.'):
|
||||||
|
history.load_data(datadir=None, ticker_interval='5m',
|
||||||
|
pairs=['UNITTEST/BTC', 'UNITTEST2/BTC'],
|
||||||
|
exchange=None,
|
||||||
|
live=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
def test_testdata_path() -> None:
|
def test_testdata_path() -> None:
|
||||||
assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None))
|
assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None))
|
||||||
|
|
||||||
|
@ -105,7 +105,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
|
|||||||
|
|
||||||
|
|
||||||
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
|
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
|
||||||
timerange=None, exchange=None):
|
timerange=None, exchange=None, live=False):
|
||||||
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
|
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||||
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)}
|
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)}
|
||||||
return pairdata
|
return pairdata
|
||||||
@ -492,7 +492,6 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
|
|||||||
backtesting.start()
|
backtesting.start()
|
||||||
# check the logs, that will contain the backtest result
|
# check the logs, that will contain the backtest result
|
||||||
exists = [
|
exists = [
|
||||||
'Using local backtesting data (using whitelist in given config) ...',
|
|
||||||
'Using stake_currency: BTC ...',
|
'Using stake_currency: BTC ...',
|
||||||
'Using stake_amount: 0.001 ...',
|
'Using stake_amount: 0.001 ...',
|
||||||
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
|
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
|
||||||
@ -857,7 +856,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
|
|||||||
'Using data folder: freqtrade/tests/testdata ...',
|
'Using data folder: freqtrade/tests/testdata ...',
|
||||||
'Using stake_currency: BTC ...',
|
'Using stake_currency: BTC ...',
|
||||||
'Using stake_amount: 0.001 ...',
|
'Using stake_amount: 0.001 ...',
|
||||||
'Downloading data for all pairs in whitelist ...',
|
'Live: Downloading data for all defined pairs ...',
|
||||||
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
|
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
|
||||||
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
|
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
|
||||||
'Parameter --enable-position-stacking detected ...'
|
'Parameter --enable-position-stacking detected ...'
|
||||||
@ -916,7 +915,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
|
|||||||
'Using data folder: freqtrade/tests/testdata ...',
|
'Using data folder: freqtrade/tests/testdata ...',
|
||||||
'Using stake_currency: BTC ...',
|
'Using stake_currency: BTC ...',
|
||||||
'Using stake_amount: 0.001 ...',
|
'Using stake_amount: 0.001 ...',
|
||||||
'Downloading data for all pairs in whitelist ...',
|
'Live: Downloading data for all defined pairs ...',
|
||||||
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
|
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
|
||||||
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
|
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
|
||||||
'Parameter --enable-position-stacking detected ...',
|
'Parameter --enable-position-stacking detected ...',
|
||||||
|
@ -139,21 +139,15 @@ def get_tickers_data(strategy, exchange, pairs: List[str], args):
|
|||||||
ticker_interval = strategy.ticker_interval
|
ticker_interval = strategy.ticker_interval
|
||||||
timerange = Arguments.parse_timerange(args.timerange)
|
timerange = Arguments.parse_timerange(args.timerange)
|
||||||
|
|
||||||
tickers = {}
|
tickers = history.load_data(
|
||||||
if args.live:
|
datadir=Path(str(_CONF.get("datadir"))),
|
||||||
logger.info('Downloading pairs.')
|
pairs=pairs,
|
||||||
exchange.refresh_latest_ohlcv([(pair, ticker_interval) for pair in pairs])
|
ticker_interval=ticker_interval,
|
||||||
for pair in pairs:
|
refresh_pairs=_CONF.get('refresh_pairs', False),
|
||||||
tickers[pair] = exchange.klines((pair, ticker_interval))
|
timerange=timerange,
|
||||||
else:
|
exchange=Exchange(_CONF),
|
||||||
tickers = history.load_data(
|
live=args.live,
|
||||||
datadir=Path(str(_CONF.get("datadir"))),
|
)
|
||||||
pairs=pairs,
|
|
||||||
ticker_interval=ticker_interval,
|
|
||||||
refresh_pairs=_CONF.get('refresh_pairs', False),
|
|
||||||
timerange=timerange,
|
|
||||||
exchange=Exchange(_CONF)
|
|
||||||
)
|
|
||||||
|
|
||||||
# No ticker found, impossible to download, len mismatch
|
# No ticker found, impossible to download, len mismatch
|
||||||
for pair, data in tickers.copy().items():
|
for pair, data in tickers.copy().items():
|
||||||
|
Loading…
Reference in New Issue
Block a user