adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Move Backtesting to a class and add unit tests

Browse Source
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
Download Patch File Download Diff File Expand all files Collapse all files

87
freqtrade/tests/optimize/test_optimize.py
View File

@@ -5,10 +5,11 @@ import json
import logging
import uuid
from shutil import copyfile
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade import optimize
from freqtrade.analyze import Analyze
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, file_dump_json
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist
from freqtrade.misc import file_dump_json
# Change this if modifying BTC_UNITEST testdatafile
_BTC_UNITTEST_LENGTH = 13681
@@ -45,12 +46,11 @@ def _clean_test_file(file: str) -> None:
os.rename(file_swp, file)
def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
caplog.set_level(logging.INFO)
def test_load_data_30min_ticker(ticker_history, mocker, caplog) -> None:
"""
Test load_data() with 30 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
_backup_file(file, copy_file=True)
@@ -62,12 +62,11 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
_clean_test_file(file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
caplog.set_level(logging.INFO)
def test_load_data_5min_ticker(ticker_history, mocker, caplog) -> None:
"""
Test load_data() with 5 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
@@ -79,12 +78,11 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
_clean_test_file(file)
def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
caplog.set_level(logging.INFO)
def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
"""
Test load_data() with 1 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
_backup_file(file, copy_file=True)
@@ -96,12 +94,11 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
_clean_test_file(file)
def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog):
caplog.set_level(logging.INFO)
def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
"""
Test load_data() with 1 min ticker
"""
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
_backup_file(file)
@@ -113,14 +110,12 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
_clean_test_file(file)
def test_testdata_path():
def test_testdata_path() -> None:
assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
def test_download_pairs(default_conf, ticker_history, mocker):
def test_download_pairs(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
@@ -157,13 +152,10 @@ def test_download_pairs(default_conf, ticker_history, mocker):
_clean_test_file(file2_5)
def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
caplog.set_level(logging.INFO)
def test_download_pairs_exception(ticker_history, mocker, caplog) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
side_effect=BaseException('File Error'))
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
@@ -179,10 +171,8 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
'Failed to download the pair: "BTC-MEME", Interval: 1 min') in caplog.record_tuples
def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
def test_download_backtesting_testdata(ticker_history, mocker) -> None:
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
# Download a 1 min ticker file
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
@@ -200,7 +190,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
_clean_test_file(file2)
def test_download_backtesting_testdata2(mocker):
def test_download_backtesting_testdata2(mocker) -> None:
tick = [{'T': 'bar'}, {'T': 'foo'}]
mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
@@ -208,7 +198,7 @@ def test_download_backtesting_testdata2(mocker):
assert download_backtesting_testdata(None, pair="BTC-UNITEST", interval=3)
def test_load_tickerdata_file():
def test_load_tickerdata_file() -> None:
# 7 does not exist in either format.
assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
# 1 exists only as a .json
@@ -219,22 +209,28 @@ def test_load_tickerdata_file():
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
def test_init(default_conf, mocker):
def test_init(default_conf, mocker) -> None:
conf = {'exchange': {'pair_whitelist': []}}
mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
ticker_interval=int(default_conf['ticker_interval']))
assert {} == optimize.load_data(
'',
pairs=[],
refresh_pairs=True,
ticker_interval=int(default_conf['ticker_interval'])
)
def test_tickerdata_to_dataframe():
def test_tickerdata_to_dataframe(default_conf) -> None:
analyze = Analyze(default_conf)
timerange = ((None, 'line'), None, -100)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick}
data = optimize.tickerdata_to_dataframe(tickerlist)
data = analyze.tickerdata_to_dataframe(tickerlist)
assert len(data['BTC_UNITEST']) == 100
def test_trim_tickerlist():
def test_trim_tickerlist() -> None:
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
ticker_list = json.load(data_file)
ticker_list_len = len(ticker_list)
@@ -279,8 +275,11 @@ def test_trim_tickerlist():
assert ticker_list_len == ticker_len
def test_file_dump_json():
def test_file_dump_json() -> None:
"""
Test file_dump_json()
:return: None
"""
file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4()))
data = {'bar': 'foo'}