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Move Backtesting to a class and add unit tests

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This commit is contained in:
Gerald Lonlas
2018-02-08 23:35:38 -08:00
parent db67b10605
commit 1d251d6151
9 changed files with 942 additions and 427 deletions
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48
freqtrade/configuration.py
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@@ -42,6 +42,9 @@ class Configuration(object):
if self.args.dry_run_db and config.get('dry_run', False):
config.update({'dry_run_db': True})
# Load Backtesting / Hyperopt
config = self._load_backtesting_config(config)
return config
def _load_config_file(self, path: str) -> Dict[str, Any]:
@@ -59,6 +62,51 @@ class Configuration(object):
return self._validate_config(conf)
def _load_backtesting_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
"""
Extract information for sys.argv and load Backtesting and Hyperopt configuration
:return: configuration as dictionary
"""
# If -i/--ticker-interval is used we override the configuration parameter
# (that will override the strategy configuration)
if 'ticker_interval' in self.args and self.args.ticker_interval:
config.update({'ticker_interval': self.args.ticker_interval})
self.logger.info('Parameter -i/--ticker-interval detected ...')
self.logger.info('Using ticker_interval: %d ...', config.get('ticker_interval'))
# If -l/--live is used we add it to the configuration
if 'live' in self.args and self.args.live:
config.update({'live': True})
self.logger.info('Parameter -l/--live detected ...')
# If --realistic-simulation is used we add it to the configuration
if 'realistic_simulation' in self.args and self.args.realistic_simulation:
config.update({'realistic_simulation': True})
self.logger.info('Parameter --realistic-simulation detected ...')
self.logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
# If --timerange is used we add it to the configuration
if 'timerange' in self.args and self.args.timerange:
config.update({'timerange': self.args.timerange})
self.logger.info('Parameter --timerange detected: %s ...', self.args.timerange)
# If --datadir is used we add it to the configuration
if 'datadir' in self.args and self.args.datadir:
config.update({'datadir': self.args.datadir})
self.logger.info('Parameter --datadir detected: %s ...', self.args.datadir)
# If -r/--refresh-pairs-cached is used we add it to the configuration
if 'refresh_pairs' in self.args and self.args.refresh_pairs:
config.update({'refresh_pairs': True})
self.logger.info('Parameter -r/--refresh-pairs-cached detected ...')
# If --export is used we add it to the configuration
if 'export' in self.args and self.args.export:
config.update({'export': self.args.export})
self.logger.info('Parameter --export detected: %s ...', self.args.export)
return config
def _validate_config(self, conf: Dict[str, Any]) -> Dict[str, Any]:
"""
Validate the configuration follow the Config Schema