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Update docs, fix stake currency exchange config and more generic backtest tests

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This commit is contained in:
Ramon Bastiaans
2018-02-02 00:20:35 +01:00
parent f371fba04b
commit 15b31794ce
5 changed files with 41 additions and 27 deletions
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42
freqtrade/tests/optimize/test_backtesting.py
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@@ -5,7 +5,6 @@ import math
from unittest.mock import MagicMock
import pandas as pd
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize import preprocess
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
import freqtrade.optimize.backtesting as backtesting
@@ -47,29 +46,31 @@ def test_get_timeframe(default_strategy):
def test_backtest(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True})
assert not results.empty
for exch in exchange.Exchanges.__members__.keys():
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True,
'exchange_name': exch.lower()})
assert not results.empty
def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 1,
'realistic': True})
assert not results.empty
for exch in exchange.Exchanges.__members__.keys():
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 1,
'realistic': True,
'exchange_name': exch.lower()})
assert not results.empty
def load_data_test(what):
@@ -122,7 +123,8 @@ def simple_backtest(config, contour, num_results):
results = backtest({'stake_amount': config['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'realistic': True})
'realistic': True,
'exchange_name': config['exchange']['name']})
# results :: <class 'pandas.core.frame.DataFrame'>
assert len(results) == num_results
@@ -135,11 +137,13 @@ def test_backtest2(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True})
assert not results.empty
for exch in exchange.Exchanges.__members__.keys():
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True,
'exchange_name': exch.lower()})
assert not results.empty
def test_processed(default_conf, mocker, default_strategy):