Merge pull request #1413 from freqtrade/feat/data_helpers

Feat/data helpers

freqtrade/tests/conftest.py

@@ -11,7 +11,7 @@ import pytest
 from telegram import Chat, Message, Update
 
 from freqtrade import constants
-from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
+from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.exchange import Exchange
 from freqtrade.edge import Edge, PairInfo
 from freqtrade.freqtradebot import FreqtradeBot

freqtrade/tests/data/test_converter.py

@@ -1,7 +1,7 @@
 # pragma pylint: disable=missing-docstring, C0103
 import logging
 
-from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
+from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.tests.conftest import log_has
 
 

freqtrade/tests/data/test_history.py

@@ -0,0 +1,475 @@
+# pragma pylint: disable=missing-docstring, protected-access, C0103
+
+import json
+import os
+from pathlib import Path
+import uuid
+from shutil import copyfile
+
+import arrow
+from pandas import DataFrame
+import pytest
+
+from freqtrade import OperationalException
+from freqtrade.arguments import TimeRange
+from freqtrade.data import history
+from freqtrade.data.history import (download_pair_history,
+                                    load_cached_data_for_updating,
+                                    load_tickerdata_file,
+                                    make_testdata_path,
+                                    trim_tickerlist)
+from freqtrade.misc import file_dump_json
+from freqtrade.tests.conftest import get_patched_exchange, log_has
+
+# Change this if modifying UNITTEST/BTC testdatafile
+_BTC_UNITTEST_LENGTH = 13681
+
+
+def _backup_file(file: str, copy_file: bool = False) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :param touch_file: create an empty file in replacement
+    :return: None
+    """
+    file_swp = file + '.swp'
+    if os.path.isfile(file):
+        os.rename(file, file_swp)
+
+        if copy_file:
+            copyfile(file_swp, file)
+
+
+def _clean_test_file(file: str) -> None:
+    """
+    Backup existing file to avoid deleting the user file
+    :param file: complete path to the file
+    :return: None
+    """
+    file_swp = file + '.swp'
+    # 1. Delete file from the test
+    if os.path.isfile(file):
+        os.remove(file)
+
+    # 2. Rollback to the initial file
+    if os.path.isfile(file_swp):
+        os.rename(file_swp, file)
+
+
+def test_load_data_30min_ticker(mocker, caplog, default_conf) -> None:
+    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=None)
+    assert isinstance(ld, DataFrame)
+    assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples)
+
+
+def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
+    ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=None)
+    assert not isinstance(ld, DataFrame)
+    assert ld is None
+    assert log_has(
+        'No data for pair: "UNITTEST/BTC", Interval: 7m. '
+        'Use --refresh-pairs-cached to download the data', caplog.record_tuples)
+
+
+def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
+    _backup_file(file, copy_file=True)
+    history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
+    assert os.path.isfile(file) is True
+    assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples)
+    _clean_test_file(file)
+
+
+def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf) -> None:
+    """
+    Test load_pair_history() with 1 min ticker
+    """
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
+    exchange = get_patched_exchange(mocker, default_conf)
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
+
+    _backup_file(file)
+    # do not download a new pair if refresh_pairs isn't set
+    history.load_pair_history(datadir=None,
+                              ticker_interval='1m',
+                              refresh_pairs=False,
+                              pair='MEME/BTC')
+    assert os.path.isfile(file) is False
+    assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
+                   'Use --refresh-pairs-cached to download the data',
+                   caplog.record_tuples)
+
+    # download a new pair if refresh_pairs is set
+    history.load_pair_history(datadir=None,
+                              ticker_interval='1m',
+                              refresh_pairs=True,
+                              exchange=exchange,
+                              pair='MEME/BTC')
+    assert os.path.isfile(file) is True
+    assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
+    with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
+        history.load_pair_history(datadir=None,
+                                  ticker_interval='1m',
+                                  refresh_pairs=True,
+                                  exchange=None,
+                                  pair='MEME/BTC')
+    _clean_test_file(file)
+
+
+def test_testdata_path() -> None:
+    assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None))
+
+
+def test_load_cached_data_for_updating(mocker) -> None:
+    datadir = Path(__file__).parent.parent.joinpath('testdata')
+
+    test_data = None
+    test_filename = datadir.joinpath('UNITTEST_BTC-1m.json')
+    with open(test_filename, "rt") as file:
+        test_data = json.load(file)
+
+    # change now time to test 'line' cases
+    # now = last cached item + 1 hour
+    now_ts = test_data[-1][0] / 1000 + 60 * 60
+    mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
+
+    # timeframe starts earlier than the cached data
+    # should fully update data
+    timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
+    data, start_ts = load_cached_data_for_updating(test_filename,
+                                                   '1m',
+                                                   timerange)
+    assert data == []
+    assert start_ts == test_data[0][0] - 1000
+
+    # same with 'line' timeframe
+    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
+    data, start_ts = load_cached_data_for_updating(test_filename,
+                                                   '1m',
+                                                   TimeRange(None, 'line', 0, -num_lines))
+    assert data == []
+    assert start_ts < test_data[0][0] - 1
+
+    # timeframe starts in the center of the cached data
+    # should return the chached data w/o the last item
+    timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
+    data, start_ts = load_cached_data_for_updating(test_filename,
+                                                   '1m',
+                                                   timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # same with 'line' timeframe
+    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(test_filename,
+                                                   '1m',
+                                                   timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # timeframe starts after the chached data
+    # should return the chached data w/o the last item
+    timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
+    data, start_ts = load_cached_data_for_updating(test_filename,
+                                                   '1m',
+                                                   timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # same with 'line' timeframe
+    num_lines = 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(test_filename,
+                                                   '1m',
+                                                   timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # no timeframe is set
+    # should return the chached data w/o the last item
+    num_lines = 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(test_filename,
+                                                   '1m',
+                                                   timerange)
+    assert data == test_data[:-1]
+    assert test_data[-2][0] < start_ts < test_data[-1][0]
+
+    # no datafile exist
+    # should return timestamp start time
+    timerange = TimeRange('date', None, now_ts - 10000, 0)
+    data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
+                                                   '1m',
+                                                   timerange)
+    assert data == []
+    assert start_ts == (now_ts - 10000) * 1000
+
+    # same with 'line' timeframe
+    num_lines = 30
+    timerange = TimeRange(None, 'line', 0, -num_lines)
+    data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
+                                                   '1m',
+                                                   timerange)
+    assert data == []
+    assert start_ts == (now_ts - num_lines * 60) * 1000
+
+    # no datafile exist, no timeframe is set
+    # should return an empty array and None
+    data, start_ts = load_cached_data_for_updating(test_filename.with_name('unexist'),
+                                                   '1m',
+                                                   None)
+    assert data == []
+    assert start_ts is None
+
+
+def test_download_pair_history(ticker_history_list, mocker, default_conf) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
+    exchange = get_patched_exchange(mocker, default_conf)
+    file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
+    file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
+    file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
+    file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
+
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+    _backup_file(file2_1)
+    _backup_file(file2_5)
+
+    assert os.path.isfile(file1_1) is False
+    assert os.path.isfile(file2_1) is False
+
+    assert download_pair_history(datadir=None, exchange=exchange,
+                                 pair='MEME/BTC',
+                                 tick_interval='1m')
+    assert download_pair_history(datadir=None, exchange=exchange,
+                                 pair='CFI/BTC',
+                                 tick_interval='1m')
+    assert not exchange._pairs_last_refresh_time
+    assert os.path.isfile(file1_1) is True
+    assert os.path.isfile(file2_1) is True
+
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file2_1)
+
+    assert os.path.isfile(file1_5) is False
+    assert os.path.isfile(file2_5) is False
+
+    assert download_pair_history(datadir=None, exchange=exchange,
+                                 pair='MEME/BTC',
+                                 tick_interval='5m')
+    assert download_pair_history(datadir=None, exchange=exchange,
+                                 pair='CFI/BTC',
+                                 tick_interval='5m')
+    assert not exchange._pairs_last_refresh_time
+    assert os.path.isfile(file1_5) is True
+    assert os.path.isfile(file2_5) is True
+
+    # clean files freshly downloaded
+    _clean_test_file(file1_5)
+    _clean_test_file(file2_5)
+
+
+def test_download_pair_history2(mocker, default_conf) -> None:
+    tick = [
+        [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
+        [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
+    ]
+    json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=tick)
+    exchange = get_patched_exchange(mocker, default_conf)
+    download_pair_history(None, exchange, pair="UNITTEST/BTC", tick_interval='1m')
+    download_pair_history(None, exchange, pair="UNITTEST/BTC", tick_interval='3m')
+    assert json_dump_mock.call_count == 2
+
+
+def test_download_backtesting_data_exception(ticker_history, mocker, caplog, default_conf) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_history',
+                 side_effect=BaseException('File Error'))
+
+    exchange = get_patched_exchange(mocker, default_conf)
+
+    file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
+    file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
+    _backup_file(file1_1)
+    _backup_file(file1_5)
+
+    assert not download_pair_history(datadir=None, exchange=exchange,
+                                     pair='MEME/BTC',
+                                     tick_interval='1m')
+    # clean files freshly downloaded
+    _clean_test_file(file1_1)
+    _clean_test_file(file1_5)
+    assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
+
+
+def test_load_tickerdata_file() -> None:
+    # 7 does not exist in either format.
+    assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
+    # 1 exists only as a .json
+    tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
+    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
+    # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
+    tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
+    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
+
+
+def test_load_partial_missing(caplog) -> None:
+    # Make sure we start fresh - test missing data at start
+    start = arrow.get('2018-01-01T00:00:00')
+    end = arrow.get('2018-01-11T00:00:00')
+    tickerdata = history.load_data(None, '5m', ['UNITTEST/BTC'],
+                                   refresh_pairs=False,
+                                   timerange=TimeRange('date', 'date',
+                                                       start.timestamp, end.timestamp))
+    # timedifference in 5 minutes
+    td = ((end - start).total_seconds() // 60 // 5) + 1
+    assert td != len(tickerdata['UNITTEST/BTC'])
+    start_real = tickerdata['UNITTEST/BTC'].iloc[0, 0]
+    assert log_has(f'Missing data at start for pair '
+                   f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
+                   caplog.record_tuples)
+    # Make sure we start fresh - test missing data at end
+    caplog.clear()
+    start = arrow.get('2018-01-10T00:00:00')
+    end = arrow.get('2018-02-20T00:00:00')
+    tickerdata = history.load_data(datadir=None, ticker_interval='5m',
+                                   pairs=['UNITTEST/BTC'], refresh_pairs=False,
+                                   timerange=TimeRange('date', 'date',
+                                                       start.timestamp, end.timestamp))
+    # timedifference in 5 minutes
+    td = ((end - start).total_seconds() // 60 // 5) + 1
+    assert td != len(tickerdata['UNITTEST/BTC'])
+    # Shift endtime with +5 - as last candle is dropped (partial candle)
+    end_real = arrow.get(tickerdata['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
+    assert log_has(f'Missing data at end for pair '
+                   f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
+                   caplog.record_tuples)
+
+
+def test_init(default_conf, mocker) -> None:
+    exchange = get_patched_exchange(mocker, default_conf)
+    assert {} == history.load_data(
+        datadir='',
+        exchange=exchange,
+        pairs=[],
+        refresh_pairs=True,
+        ticker_interval=default_conf['ticker_interval']
+    )
+
+
+def test_trim_tickerlist() -> None:
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
+    with open(file) as data_file:
+        ticker_list = json.load(data_file)
+    ticker_list_len = len(ticker_list)
+
+    # Test the pattern ^(-\d+)$
+    # This pattern uses the latest N elements
+    timerange = TimeRange(None, 'line', 0, -5)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is not ticker[0]  # The first element should be different
+    assert ticker_list[-1] is ticker[-1]  # The last element must be the same
+
+    # Test the pattern ^(\d+)-$
+    # This pattern keep X element from the end
+    timerange = TimeRange('line', None, 5, 0)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is ticker[0]  # The first element must be the same
+    assert ticker_list[-1] is not ticker[-1]  # The last element should be different
+
+    # Test the pattern ^(\d+)-(\d+)$
+    # This pattern extract a window
+    timerange = TimeRange('index', 'index', 5, 10)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is not ticker[0]  # The first element should be different
+    assert ticker_list[5] is ticker[0]  # The list starts at the index 5
+    assert ticker_list[9] is ticker[-1]  # The list ends at the index 9 (5 elements)
+
+    # Test the pattern ^(\d{8})-(\d{8})$
+    # This pattern extract a window between the dates
+    timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 5
+    assert ticker_list[0] is not ticker[0]  # The first element should be different
+    assert ticker_list[5] is ticker[0]  # The list starts at the index 5
+    assert ticker_list[9] is ticker[-1]  # The list ends at the index 9 (5 elements)
+
+    # Test the pattern ^-(\d{8})$
+    # This pattern extracts elements from the start to the date
+    timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == 10
+    assert ticker_list[0] is ticker[0]  # The start of the list is included
+    assert ticker_list[9] is ticker[-1]  # The element 10 is not included
+
+    # Test the pattern ^(\d{8})-$
+    # This pattern extracts elements from the date to now
+    timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_len == ticker_list_len - 10
+    assert ticker_list[10] is ticker[0]  # The first element is element #10
+    assert ticker_list[-1] is ticker[-1]  # The last element is the same
+
+    # Test a wrong pattern
+    # This pattern must return the list unchanged
+    timerange = TimeRange(None, None, None, 5)
+    ticker = trim_tickerlist(ticker_list, timerange)
+    ticker_len = len(ticker)
+
+    assert ticker_list_len == ticker_len
+
+    # Test invalid timerange (start after stop)
+    timerange = TimeRange('index', 'index', 10, 5)
+    with pytest.raises(ValueError, match=r'The timerange .* is incorrect'):
+        trim_tickerlist(ticker_list, timerange)
+
+    assert ticker_list_len == ticker_len
+
+    # passing empty list
+    timerange = TimeRange(None, None, None, 5)
+    ticker = trim_tickerlist([], timerange)
+    assert 0 == len(ticker)
+    assert not ticker
+
+
+def test_file_dump_json() -> None:
+    file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
+                        'test_{id}.json'.format(id=str(uuid.uuid4())))
+    data = {'bar': 'foo'}
+
+    # check the file we will create does not exist
+    assert os.path.isfile(file) is False
+
+    # Create the Json file
+    file_dump_json(file, data)
+
+    # Check the file was create
+    assert os.path.isfile(file) is True
+
+    # Open the Json file created and test the data is in it
+    with open(file) as data_file:
+        json_from_file = json.load(data_file)
+
+    assert 'bar' in json_from_file
+    assert json_from_file['bar'] == 'foo'
+
+    # Remove the file
+    _clean_test_file(file)

freqtrade/tests/edge/test_edge.py

@@ -1,19 +1,22 @@
 # pragma pylint: disable=missing-docstring, C0103, C0330
 # pragma pylint: disable=protected-access, too-many-lines, invalid-name, too-many-arguments
 
-import pytest
 import logging
-from freqtrade.tests.conftest import get_patched_freqtradebot
-from freqtrade.edge import Edge, PairInfo
-from pandas import DataFrame, to_datetime
-from freqtrade.strategy.interface import SellType
-from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
-                                      _get_frame_time_from_offset)
+import math
+from unittest.mock import MagicMock
+
 import arrow
 import numpy as np
-import math
+import pytest
+from pandas import DataFrame, to_datetime
 
-from unittest.mock import MagicMock
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.edge import Edge, PairInfo
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import get_patched_freqtradebot
+from freqtrade.tests.optimize import (BTContainer, BTrade,
+                                      _build_backtest_dataframe,
+                                      _get_frame_time_from_offset)
 
 # Cases to be tested:
 # 1) Open trade should be removed from the end
@@ -278,7 +281,8 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
             123.45
         ] for x in range(0, 500)]
 
-    pairdata = {'NEO/BTC': ETHBTC, 'LTC/BTC': LTCBTC}
+    pairdata = {'NEO/BTC': parse_ticker_dataframe(ETHBTC),
+                'LTC/BTC': parse_ticker_dataframe(LTCBTC)}
     return pairdata
 
 
@@ -286,7 +290,7 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
     edge_conf['datadir'] = None
     freqtrade = get_patched_freqtradebot(mocker, edge_conf)
     mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
-    mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
+    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
     edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
 
     assert edge.calculate()

freqtrade/tests/optimize/test_backtesting.py

@@ -11,14 +11,16 @@ import pandas as pd
 import pytest
 from arrow import Arrow
 
-from freqtrade import DependencyException, constants, optimize
+from freqtrade import DependencyException, constants
 from freqtrade.arguments import Arguments, TimeRange
+from freqtrade.data import history
+from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.optimize import get_timeframe
 from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
                                             start)
-from freqtrade.tests.conftest import log_has, patch_exchange
-from freqtrade.strategy.interface import SellType
 from freqtrade.strategy.default_strategy import DefaultStrategy
+from freqtrade.strategy.interface import SellType
+from freqtrade.tests.conftest import log_has, patch_exchange
 
 
 def get_args(args) -> List[str]:
@@ -34,22 +36,13 @@ def trim_dictlist(dict_list, num):
 
 def load_data_test(what):
     timerange = TimeRange(None, 'line', 0, -101)
-    data = optimize.load_data(None, ticker_interval='1m',
-                              pairs=['UNITTEST/BTC'], timerange=timerange)
-    pair = data['UNITTEST/BTC']
+    pair = history.load_tickerdata_file(None, ticker_interval='1m',
+                                        pair='UNITTEST/BTC', timerange=timerange)
     datalen = len(pair)
-    # Depending on the what parameter we now adjust the
-    # loaded data looks:
-    # pair :: [[    1509836520000,   unix timestamp in ms
-    #               0.00162008,      open
-    #               0.00162008,      high
-    #               0.00162008,      low
-    #               0.00162008,      close
-    #               108.14853839     base volume
-    #           ]]
+
     base = 0.001
     if what == 'raise':
-        return {'UNITTEST/BTC': [
+        data = [
             [
                 pair[x][0],  # Keep old dates
                 x * base,  # But replace O,H,L,C
@@ -58,9 +51,9 @@ def load_data_test(what):
                 x * base,
                 pair[x][5],  # Keep old volume
             ] for x in range(0, datalen)
-        ]}
+        ]
     if what == 'lower':
-        return {'UNITTEST/BTC': [
+        data = [
             [
                 pair[x][0],  # Keep old dates
                 1 - x * base,  # But replace O,H,L,C
@@ -69,10 +62,10 @@ def load_data_test(what):
                 1 - x * base,
                 pair[x][5]  # Keep old volume
             ] for x in range(0, datalen)
-        ]}
+        ]
     if what == 'sine':
         hz = 0.1  # frequency
-        return {'UNITTEST/BTC': [
+        data = [
             [
                 pair[x][0],  # Keep old dates
                 math.sin(x * hz) / 1000 + base,  # But replace O,H,L,C
@@ -81,8 +74,8 @@ def load_data_test(what):
                 math.sin(x * hz) / 1000 + base,
                 pair[x][5]  # Keep old volume
             ] for x in range(0, datalen)
-        ]}
-    return data
+        ]
+    return {'UNITTEST/BTC': parse_ticker_dataframe(data)}
 
 
 def simple_backtest(config, contour, num_results, mocker) -> None:
@@ -110,21 +103,21 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
 
 def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
                      timerange=None, exchange=None):
-    tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
-    pairdata = {'UNITTEST/BTC': tickerdata}
+    tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
+    pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata)}
     return pairdata
 
 
 # use for mock ccxt.fetch_ohlvc'
 def _load_pair_as_ticks(pair, tickfreq):
-    ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
-    ticks = trim_dictlist(ticks, -201)
-    return ticks[pair]
+    ticks = history.load_tickerdata_file(None, ticker_interval=tickfreq, pair=pair)
+    ticks = ticks[-201:]
+    return ticks
 
 
 # FIX: fixturize this?
 def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
-    data = optimize.load_data(None, ticker_interval='1m', pairs=[pair])
+    data = history.load_data(datadir=None, ticker_interval='1m', pairs=[pair])
     data = trim_dictlist(data, -201)
     patch_exchange(mocker)
     backtesting = Backtesting(conf)
@@ -332,8 +325,8 @@ def test_backtesting_init(mocker, default_conf) -> None:
 def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
     patch_exchange(mocker)
     timerange = TimeRange(None, 'line', 0, -100)
-    tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
-    tickerlist = {'UNITTEST/BTC': tick}
+    tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
 
     backtesting = Backtesting(default_conf)
     data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)
@@ -447,7 +440,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
     def get_timeframe(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
-    mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
+    mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
     mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
     mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
     patch_exchange(mocker)
@@ -482,7 +475,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
     def get_timeframe(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
-    mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
+    mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
     mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
     mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
     patch_exchange(mocker)
@@ -511,8 +504,9 @@ def test_backtest(default_conf, fee, mocker) -> None:
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
     pair = 'UNITTEST/BTC'
-    data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
-    data = trim_dictlist(data, -200)
+    timerange = TimeRange(None, 'line', 0, -201)
+    data = history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'],
+                             timerange=timerange)
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(data_processed)
     results = backtesting.backtest(
@@ -536,8 +530,8 @@ def test_backtest(default_conf, fee, mocker) -> None:
                        Arrow(2018, 1, 30, 3, 30, 0).datetime],
          'close_time': [Arrow(2018, 1, 29, 22, 35, 0).datetime,
                         Arrow(2018, 1, 30, 4, 15, 0).datetime],
-         'open_index': [77, 183],
-         'close_index': [124, 192],
+         'open_index': [78, 184],
+         'close_index': [125, 193],
          'trade_duration': [235, 45],
          'open_at_end': [False, False],
          'open_rate': [0.104445, 0.10302485],
@@ -563,9 +557,10 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
     patch_exchange(mocker)
     backtesting = Backtesting(default_conf)
 
-    # Run a backtesting for an exiting 5min ticker_interval
-    data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
-    data = trim_dictlist(data, -200)
+    # Run a backtesting for an exiting 1min ticker_interval
+    timerange = TimeRange(None, 'line', 0, -200)
+    data = history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'],
+                             timerange=timerange)
     processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(processed)
     results = backtesting.backtest(
@@ -651,7 +646,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
     # 200 candles in backtest data
     # won't buy on first (shifted by 1)
     # 100 buys signals
-    assert len(results) == 99
+    assert len(results) == 100
     # One trade was force-closed at the end
     assert len(results.loc[results.open_at_end]) == 0
 
@@ -688,7 +683,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker):
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
     pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
-    data = optimize.load_data(None, ticker_interval='5m', pairs=pairs)
+    data = history.load_data(datadir=None, ticker_interval='5m', pairs=pairs)
     data = trim_dictlist(data, -500)
     # We need to enable sell-signal - otherwise it sells on ROI!!
     default_conf['experimental'] = {"use_sell_signal": True}
@@ -840,7 +835,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
         'Downloading data for all pairs in whitelist ...',
-        'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:57:00+00:00 (0 days)..',
+        'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...'
     ]
 
@@ -899,7 +894,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
         'Downloading data for all pairs in whitelist ...',
-        'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:57:00+00:00 (0 days)..',
+        'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
         'Parameter --enable-position-stacking detected ...',
         'Running backtesting for Strategy DefaultStrategy',
         'Running backtesting for Strategy TestStrategy',

freqtrade/tests/optimize/test_hyperopt.py

@@ -6,7 +6,8 @@ from unittest.mock import MagicMock
 import pandas as pd
 import pytest
 
-from freqtrade.optimize import load_tickerdata_file
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.history import load_tickerdata_file
 from freqtrade.optimize.hyperopt import Hyperopt, start
 from freqtrade.resolvers import StrategyResolver
 from freqtrade.tests.conftest import log_has, patch_exchange
@@ -242,7 +243,7 @@ def test_has_space(hyperopt):
 
 def test_populate_indicators(hyperopt) -> None:
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': tick}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
     dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})
@@ -255,7 +256,7 @@ def test_populate_indicators(hyperopt) -> None:
 
 def test_buy_strategy_generator(hyperopt) -> None:
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': tick}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
     dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
     dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
                                                              {'pair': 'UNITTEST/BTC'})

freqtrade/tests/optimize/test_optimize.py

@@ -1,475 +1,9 @@
 # pragma pylint: disable=missing-docstring, protected-access, C0103
-
-import json
-import os
-import uuid
-from shutil import copyfile
-
-import arrow
-
 from freqtrade import optimize, constants
 from freqtrade.arguments import TimeRange
-from freqtrade.misc import file_dump_json
-from freqtrade.optimize.__init__ import (download_backtesting_testdata,
-                                         download_pairs,
-                                         load_cached_data_for_updating,
-                                         load_tickerdata_file,
-                                         make_testdata_path, trim_tickerlist)
+from freqtrade.data import history
 from freqtrade.strategy.default_strategy import DefaultStrategy
-from freqtrade.tests.conftest import get_patched_exchange, log_has, patch_exchange
-
-# Change this if modifying UNITTEST/BTC testdatafile
-_BTC_UNITTEST_LENGTH = 13681
-
-
-def _backup_file(file: str, copy_file: bool = False) -> None:
-    """
-    Backup existing file to avoid deleting the user file
-    :param file: complete path to the file
-    :param touch_file: create an empty file in replacement
-    :return: None
-    """
-    file_swp = file + '.swp'
-    if os.path.isfile(file):
-        os.rename(file, file_swp)
-
-        if copy_file:
-            copyfile(file_swp, file)
-
-
-def _clean_test_file(file: str) -> None:
-    """
-    Backup existing file to avoid deleting the user file
-    :param file: complete path to the file
-    :return: None
-    """
-    file_swp = file + '.swp'
-    # 1. Delete file from the test
-    if os.path.isfile(file):
-        os.remove(file)
-
-    # 2. Rollback to the initial file
-    if os.path.isfile(file_swp):
-        os.rename(file_swp, file)
-
-
-def test_load_data_30min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
-    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-30m.json')
-    _backup_file(file, copy_file=True)
-    ld = optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
-    assert isinstance(ld, dict)
-    assert os.path.isfile(file) is True
-    assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 30m', caplog.record_tuples)
-    _clean_test_file(file)
-
-
-def test_load_data_5min_ticker(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
-
-    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-5m.json')
-    _backup_file(file, copy_file=True)
-    optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='5m')
-    assert os.path.isfile(file) is True
-    assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 5m', caplog.record_tuples)
-    _clean_test_file(file)
-
-
-def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
-    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
-    _backup_file(file, copy_file=True)
-    optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
-    assert os.path.isfile(file) is True
-    assert not log_has('Download the pair: "UNITTEST/BTC", Interval: 1m', caplog.record_tuples)
-    _clean_test_file(file)
-
-
-def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf) -> None:
-    """
-    Test load_data() with 1 min ticker
-    """
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
-    exchange = get_patched_exchange(mocker, default_conf)
-    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
-
-    _backup_file(file)
-    # do not download a new pair if refresh_pairs isn't set
-    optimize.load_data(None,
-                       ticker_interval='1m',
-                       refresh_pairs=False,
-                       pairs=['MEME/BTC'])
-    assert os.path.isfile(file) is False
-    assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
-                   'Use --refresh-pairs-cached to download the data',
-                   caplog.record_tuples)
-
-    # download a new pair if refresh_pairs is set
-    optimize.load_data(None,
-                       ticker_interval='1m',
-                       refresh_pairs=True,
-                       exchange=exchange,
-                       pairs=['MEME/BTC'])
-    assert os.path.isfile(file) is True
-    assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
-    _clean_test_file(file)
-
-
-def test_testdata_path() -> None:
-    assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
-
-
-def test_download_pairs(ticker_history_list, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
-    exchange = get_patched_exchange(mocker, default_conf)
-    file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
-    file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
-    file2_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-1m.json')
-    file2_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'CFI_BTC-5m.json')
-
-    _backup_file(file1_1)
-    _backup_file(file1_5)
-    _backup_file(file2_1)
-    _backup_file(file2_5)
-
-    assert os.path.isfile(file1_1) is False
-    assert os.path.isfile(file2_1) is False
-
-    assert download_pairs(None, exchange,
-                          pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
-
-    assert os.path.isfile(file1_1) is True
-    assert os.path.isfile(file2_1) is True
-
-    # clean files freshly downloaded
-    _clean_test_file(file1_1)
-    _clean_test_file(file2_1)
-
-    assert os.path.isfile(file1_5) is False
-    assert os.path.isfile(file2_5) is False
-
-    assert download_pairs(None, exchange,
-                          pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
-
-    assert os.path.isfile(file1_5) is True
-    assert os.path.isfile(file2_5) is True
-
-    # clean files freshly downloaded
-    _clean_test_file(file1_5)
-    _clean_test_file(file2_5)
-
-
-def test_load_cached_data_for_updating(mocker) -> None:
-    datadir = os.path.join(os.path.dirname(__file__), '..', 'testdata')
-
-    test_data = None
-    test_filename = os.path.join(datadir, 'UNITTEST_BTC-1m.json')
-    with open(test_filename, "rt") as file:
-        test_data = json.load(file)
-
-    # change now time to test 'line' cases
-    # now = last cached item + 1 hour
-    now_ts = test_data[-1][0] / 1000 + 60 * 60
-    mocker.patch('arrow.utcnow', return_value=arrow.get(now_ts))
-
-    # timeframe starts earlier than the cached data
-    # should fully update data
-    timerange = TimeRange('date', None, test_data[0][0] / 1000 - 1, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
-    assert data == []
-    assert start_ts == test_data[0][0] - 1000
-
-    # same with 'line' timeframe
-    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 120
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   TimeRange(None, 'line', 0, -num_lines))
-    assert data == []
-    assert start_ts < test_data[0][0] - 1
-
-    # timeframe starts in the center of the cached data
-    # should return the chached data w/o the last item
-    timerange = TimeRange('date', None, test_data[0][0] / 1000 + 1, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
-    # same with 'line' timeframe
-    num_lines = (test_data[-1][0] - test_data[1][0]) / 1000 / 60 + 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
-    # timeframe starts after the chached data
-    # should return the chached data w/o the last item
-    timerange = TimeRange('date', None, test_data[-1][0] / 1000 + 1, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
-    # same with 'line' timeframe
-    num_lines = 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
-    # no timeframe is set
-    # should return the chached data w/o the last item
-    num_lines = 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename,
-                                                   '1m',
-                                                   timerange)
-    assert data == test_data[:-1]
-    assert test_data[-2][0] < start_ts < test_data[-1][0]
-
-    # no datafile exist
-    # should return timestamp start time
-    timerange = TimeRange('date', None, now_ts - 10000, 0)
-    data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
-                                                   '1m',
-                                                   timerange)
-    assert data == []
-    assert start_ts == (now_ts - 10000) * 1000
-
-    # same with 'line' timeframe
-    num_lines = 30
-    timerange = TimeRange(None, 'line', 0, -num_lines)
-    data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
-                                                   '1m',
-                                                   timerange)
-    assert data == []
-    assert start_ts == (now_ts - num_lines * 60) * 1000
-
-    # no datafile exist, no timeframe is set
-    # should return an empty array and None
-    data, start_ts = load_cached_data_for_updating(test_filename + 'unexist',
-                                                   '1m',
-                                                   None)
-    assert data == []
-    assert start_ts is None
-
-
-def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
-    mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
-                 side_effect=BaseException('File Error'))
-    exchange = get_patched_exchange(mocker, default_conf)
-
-    file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
-    file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
-    _backup_file(file1_1)
-    _backup_file(file1_5)
-
-    download_pairs(None, exchange, pairs=['MEME/BTC'], ticker_interval='1m')
-    # clean files freshly downloaded
-    _clean_test_file(file1_1)
-    _clean_test_file(file1_5)
-    assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
-
-
-def test_download_backtesting_testdata(ticker_history_list, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
-    exchange = get_patched_exchange(mocker, default_conf)
-    # Tst that pairs-cached is not touched.
-    assert not exchange._pairs_last_refresh_time
-    # Download a 1 min ticker file
-    file1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'XEL_BTC-1m.json')
-    _backup_file(file1)
-    download_backtesting_testdata(None, exchange, pair="XEL/BTC", tick_interval='1m')
-    assert os.path.isfile(file1) is True
-    _clean_test_file(file1)
-    assert not exchange._pairs_last_refresh_time
-
-    # Download a 5 min ticker file
-    file2 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'STORJ_BTC-5m.json')
-    _backup_file(file2)
-
-    download_backtesting_testdata(None, exchange, pair="STORJ/BTC", tick_interval='5m')
-    assert os.path.isfile(file2) is True
-    _clean_test_file(file2)
-    assert not exchange._pairs_last_refresh_time
-
-
-def test_download_backtesting_testdata2(mocker, default_conf) -> None:
-    tick = [
-        [1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
-        [1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
-    ]
-    json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=tick)
-    exchange = get_patched_exchange(mocker, default_conf)
-    download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='1m')
-    download_backtesting_testdata(None, exchange, pair="UNITTEST/BTC", tick_interval='3m')
-    assert json_dump_mock.call_count == 2
-
-
-def test_load_tickerdata_file() -> None:
-    # 7 does not exist in either format.
-    assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
-    # 1 exists only as a .json
-    tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
-    # 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
-    tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
-    assert _BTC_UNITTEST_LENGTH == len(tickerdata)
-
-
-def test_load_partial_missing(caplog) -> None:
-    # Make sure we start fresh - test missing data at start
-    start = arrow.get('2018-01-01T00:00:00')
-    end = arrow.get('2018-01-11T00:00:00')
-    tickerdata = optimize.load_data(None, '5m', ['UNITTEST/BTC'],
-                                    refresh_pairs=False,
-                                    timerange=TimeRange('date', 'date',
-                                                        start.timestamp, end.timestamp))
-    # timedifference in 5 minutes
-    td = ((end - start).total_seconds() // 60 // 5) + 1
-    assert td != len(tickerdata['UNITTEST/BTC'])
-    start_real = arrow.get(tickerdata['UNITTEST/BTC'][0][0] / 1000)
-    assert log_has(f'Missing data at start for pair '
-                   f'UNITTEST/BTC, data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}',
-                   caplog.record_tuples)
-    # Make sure we start fresh - test missing data at end
-    caplog.clear()
-    start = arrow.get('2018-01-10T00:00:00')
-    end = arrow.get('2018-02-20T00:00:00')
-    tickerdata = optimize.load_data(None, '5m', ['UNITTEST/BTC'],
-                                    refresh_pairs=False,
-                                    timerange=TimeRange('date', 'date',
-                                                        start.timestamp, end.timestamp))
-    # timedifference in 5 minutes
-    td = ((end - start).total_seconds() // 60 // 5) + 1
-    assert td != len(tickerdata['UNITTEST/BTC'])
-    end_real = arrow.get(tickerdata['UNITTEST/BTC'][-1][0] / 1000)
-    assert log_has(f'Missing data at end for pair '
-                   f'UNITTEST/BTC, data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}',
-                   caplog.record_tuples)
-
-
-def test_init(default_conf, mocker) -> None:
-    exchange = get_patched_exchange(mocker, default_conf)
-    assert {} == optimize.load_data(
-        '',
-        exchange=exchange,
-        pairs=[],
-        refresh_pairs=True,
-        ticker_interval=default_conf['ticker_interval']
-    )
-
-
-def test_trim_tickerlist() -> None:
-    file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
-    with open(file) as data_file:
-        ticker_list = json.load(data_file)
-    ticker_list_len = len(ticker_list)
-
-    # Test the pattern ^(-\d+)$
-    # This pattern uses the latest N elements
-    timerange = TimeRange(None, 'line', 0, -5)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == 5
-    assert ticker_list[0] is not ticker[0]  # The first element should be different
-    assert ticker_list[-1] is ticker[-1]  # The last element must be the same
-
-    # Test the pattern ^(\d+)-$
-    # This pattern keep X element from the end
-    timerange = TimeRange('line', None, 5, 0)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == 5
-    assert ticker_list[0] is ticker[0]  # The first element must be the same
-    assert ticker_list[-1] is not ticker[-1]  # The last element should be different
-
-    # Test the pattern ^(\d+)-(\d+)$
-    # This pattern extract a window
-    timerange = TimeRange('index', 'index', 5, 10)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == 5
-    assert ticker_list[0] is not ticker[0]  # The first element should be different
-    assert ticker_list[5] is ticker[0]  # The list starts at the index 5
-    assert ticker_list[9] is ticker[-1]  # The list ends at the index 9 (5 elements)
-
-    # Test the pattern ^(\d{8})-(\d{8})$
-    # This pattern extract a window between the dates
-    timerange = TimeRange('date', 'date', ticker_list[5][0] / 1000, ticker_list[10][0] / 1000 - 1)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == 5
-    assert ticker_list[0] is not ticker[0]  # The first element should be different
-    assert ticker_list[5] is ticker[0]  # The list starts at the index 5
-    assert ticker_list[9] is ticker[-1]  # The list ends at the index 9 (5 elements)
-
-    # Test the pattern ^-(\d{8})$
-    # This pattern extracts elements from the start to the date
-    timerange = TimeRange(None, 'date', 0, ticker_list[10][0] / 1000 - 1)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == 10
-    assert ticker_list[0] is ticker[0]  # The start of the list is included
-    assert ticker_list[9] is ticker[-1]  # The element 10 is not included
-
-    # Test the pattern ^(\d{8})-$
-    # This pattern extracts elements from the date to now
-    timerange = TimeRange('date', None, ticker_list[10][0] / 1000 - 1, None)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_len == ticker_list_len - 10
-    assert ticker_list[10] is ticker[0]  # The first element is element #10
-    assert ticker_list[-1] is ticker[-1]  # The last element is the same
-
-    # Test a wrong pattern
-    # This pattern must return the list unchanged
-    timerange = TimeRange(None, None, None, 5)
-    ticker = trim_tickerlist(ticker_list, timerange)
-    ticker_len = len(ticker)
-
-    assert ticker_list_len == ticker_len
-
-
-def test_file_dump_json() -> None:
-    file = os.path.join(os.path.dirname(__file__), '..', 'testdata',
-                        'test_{id}.json'.format(id=str(uuid.uuid4())))
-    data = {'bar': 'foo'}
-
-    # check the file we will create does not exist
-    assert os.path.isfile(file) is False
-
-    # Create the Json file
-    file_dump_json(file, data)
-
-    # Check the file was create
-    assert os.path.isfile(file) is True
-
-    # Open the Json file created and test the data is in it
-    with open(file) as data_file:
-        json_from_file = json.load(data_file)
-
-    assert 'bar' in json_from_file
-    assert json_from_file['bar'] == 'foo'
-
-    # Remove the file
-    _clean_test_file(file)
+from freqtrade.tests.conftest import log_has, patch_exchange
 
 
 def test_get_timeframe(default_conf, mocker) -> None:
@@ -477,8 +11,8 @@ def test_get_timeframe(default_conf, mocker) -> None:
     strategy = DefaultStrategy(default_conf)
 
     data = strategy.tickerdata_to_dataframe(
-        optimize.load_data(
-            None,
+        history.load_data(
+            datadir=None,
             ticker_interval='1m',
             pairs=['UNITTEST/BTC']
         )
@@ -493,8 +27,8 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
     strategy = DefaultStrategy(default_conf)
 
     data = strategy.tickerdata_to_dataframe(
-        optimize.load_data(
-            None,
+        history.load_data(
+            datadir=None,
             ticker_interval='1m',
             pairs=['UNITTEST/BTC']
         )
@@ -515,8 +49,8 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
 
     timerange = TimeRange('index', 'index', 200, 250)
     data = strategy.tickerdata_to_dataframe(
-        optimize.load_data(
-            None,
+        history.load_data(
+            datadir=None,
             ticker_interval='5m',
             pairs=['UNITTEST/BTC'],
             timerange=timerange

freqtrade/tests/strategy/test_default_strategy.py

@@ -3,7 +3,7 @@ import json
 import pytest
 from pandas import DataFrame
 
-from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
+from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.strategy.default_strategy import DefaultStrategy
 
 

freqtrade/tests/strategy/test_interface.py

@@ -7,7 +7,8 @@ import arrow
 from pandas import DataFrame
 
 from freqtrade.arguments import TimeRange
-from freqtrade.optimize.__init__ import load_tickerdata_file
+from freqtrade.data.converter import parse_ticker_dataframe
+from freqtrade.data.history import load_tickerdata_file
 from freqtrade.persistence import Trade
 from freqtrade.tests.conftest import get_patched_exchange, log_has
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -110,7 +111,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
 
     timerange = TimeRange(None, 'line', 0, -100)
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
-    tickerlist = {'UNITTEST/BTC': tick}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
     data = strategy.tickerdata_to_dataframe(tickerlist)
     assert len(data['UNITTEST/BTC']) == 99       # partial candle was removed
 

freqtrade/tests/test_misc.py

@@ -3,10 +3,10 @@
 import datetime
 from unittest.mock import MagicMock
 
-from freqtrade.exchange.exchange_helpers import parse_ticker_dataframe
+from freqtrade.data.converter import parse_ticker_dataframe
 from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
                             file_dump_json, format_ms_time, shorten_date)
-from freqtrade.optimize.__init__ import load_tickerdata_file
+from freqtrade.data.history import load_tickerdata_file
 from freqtrade.strategy.default_strategy import DefaultStrategy
 
 
@@ -34,7 +34,7 @@ def test_datesarray_to_datetimearray(ticker_history_list):
 def test_common_datearray(default_conf) -> None:
     strategy = DefaultStrategy(default_conf)
     tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
-    tickerlist = {'UNITTEST/BTC': tick}
+    tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
     dataframes = strategy.tickerdata_to_dataframe(tickerlist)
 
     dates = common_datearray(dataframes)