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uncomplex backtest

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This commit is contained in:
kryofly
2018-01-11 17:45:41 +01:00
parent feb5da0c35
commit 27769f0301
3 changed files with 83 additions and 60 deletions
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23
freqtrade/tests/optimize/test_backtesting.py
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@@ -43,8 +43,10 @@ def test_backtest(default_conf, mocker):
exchange._API = Bittrex({'key': '', 'secret': ''})
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True})
assert not results.empty
@@ -54,8 +56,10 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 1, True)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 1,
'realistic': True})
assert not results.empty
@@ -113,7 +117,10 @@ def simple_backtest(config, contour, num_results):
data = load_data_test(contour)
processed = optimize.preprocess(data)
assert isinstance(processed, dict)
results = backtest(config['stake_amount'], processed, 1, True)
results = backtest({'stake_amount': config['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'realistic': True})
# results :: <class 'pandas.core.frame.DataFrame'>
assert len(results) == num_results
@@ -125,8 +132,10 @@ def simple_backtest(config, contour, num_results):
def test_backtest2(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
'realistic': True})
assert not results.empty