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Add test for Timeout - move tests to test_history

This commit is contained in:
Matthias 2019-05-25 20:25:59 +02:00
parent 71447e55aa
commit 201e02e73f
3 changed files with 89 additions and 71 deletions
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70
freqtrade/tests/data/test_history.py
View File

@ -2,24 +2,25 @@
import json
import os
from pathlib import Path
import uuid
from pathlib import Path
from shutil import copyfile
import arrow
from pandas import DataFrame
import pytest
from pandas import DataFrame
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,
load_tickerdata_file, make_testdata_path,
trim_tickerlist)
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.misc import file_dump_json
from freqtrade.tests.conftest import get_patched_exchange, log_has
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
@ -495,3 +496,62 @@ def test_file_dump_json_tofile() -> None:
# Remove the file
_clean_test_file(file)
def test_get_timeframe(default_conf, mocker) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = history.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
)
min_date, max_date = history.get_timeframe(data)
caplog.clear()
assert history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('1m'))
assert len(caplog.record_tuples) == 1
assert log_has(
"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
caplog.record_tuples)
def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange
)
)
min_date, max_date = history.get_timeframe(data)
caplog.clear()
assert not history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('5m'))
assert len(caplog.record_tuples) == 0

25
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -3,6 +3,7 @@ import json
import os
from datetime import datetime
from unittest.mock import MagicMock
from filelock import Timeout
import pandas as pd
import pytest
@ -11,7 +12,7 @@ from freqtrade import DependencyException
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.history import load_tickerdata_file
from freqtrade.optimize.default_hyperopt import DefaultHyperOpts
from freqtrade.optimize.hyperopt import Hyperopt
from freqtrade.optimize.hyperopt import Hyperopt, HYPEROPT_LOCKFILE
from freqtrade.optimize import setup_configuration, start_hyperopt
from freqtrade.resolvers.hyperopt_resolver import HyperOptResolver
from freqtrade.state import RunMode
@ -247,6 +248,28 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
)
def test_start_filelock(mocker, default_conf, caplog) -> None:
start_mock = MagicMock(side_effect=Timeout(HYPEROPT_LOCKFILE))
mocker.patch(
'freqtrade.configuration.Configuration._load_config_file',
lambda *args, **kwargs: default_conf
)
mocker.patch('freqtrade.optimize.hyperopt.Hyperopt.start', start_mock)
patch_exchange(mocker)
args = [
'--config', 'config.json',
'hyperopt',
'--epochs', '5'
]
args = get_args(args)
start_hyperopt(args)
assert log_has(
"Another running instance of freqtrade Hyperopt detected.",
caplog.record_tuples
)
def test_loss_calculation_prefer_correct_trade_count(hyperopt) -> None:
correct = hyperopt.calculate_loss(1, hyperopt.target_trades, 20)

65
freqtrade/tests/optimize/test_optimize.py
View File

@ -1,65 +0,0 @@
# pragma pylint: disable=missing-docstring, protected-access, C0103
from freqtrade.arguments import TimeRange
from freqtrade.data import history
from freqtrade.exchange import timeframe_to_minutes
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import log_has, patch_exchange
def test_get_timeframe(default_conf, mocker) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = history.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
)
min_date, max_date = history.get_timeframe(data)
caplog.clear()
assert history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('1m'))
assert len(caplog.record_tuples) == 1
assert log_has(
"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
caplog.record_tuples)
def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.tickerdata_to_dataframe(
history.load_data(
datadir=None,
ticker_interval='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange
)
)
min_date, max_date = history.get_timeframe(data)
caplog.clear()
assert not history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes('5m'))
assert len(caplog.record_tuples) == 0