Fix tests
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@ -4,9 +4,10 @@ import arrow
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from pandas import DataFrame
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from freqtrade.strategy.interface import SellType
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from freqtrade.constants import TICKER_INTERVAL_MINUTES
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ticker_start_time = arrow.get(2018, 10, 3)
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ticker_interval_in_minute = 60
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tests_ticker_interval = "1h"
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class BTrade(NamedTuple):
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@ -31,7 +32,7 @@ class BTContainer(NamedTuple):
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def _get_frame_time_from_offset(offset):
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return ticker_start_time.shift(
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minutes=(offset * ticker_interval_in_minute)).datetime
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minutes=(offset * TICKER_INTERVAL_MINUTES[tests_ticker_interval])).datetime
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def _build_backtest_dataframe(ticker_with_signals):
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@ -6,10 +6,11 @@ from pandas import DataFrame
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import pytest
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from freqtrade.optimize import get_timeframe
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from freqtrade.optimize.backtesting import Backtesting
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from freqtrade.strategy.interface import SellType
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from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
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_get_frame_time_from_offset)
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_get_frame_time_from_offset, tests_ticker_interval)
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from freqtrade.tests.conftest import patch_exchange
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@ -147,6 +148,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
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"""
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default_conf["stoploss"] = data.stop_loss
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default_conf["minimal_roi"] = {"0": data.roi}
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default_conf['ticker_interval'] = tests_ticker_interval
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mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0))
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patch_exchange(mocker)
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frame = _build_backtest_dataframe(data.data)
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@ -158,11 +160,14 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
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pair = 'UNITTEST/BTC'
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# Dummy data as we mock the analyze functions
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data_processed = {pair: DataFrame()}
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min_date, max_date = get_timeframe({pair: frame})
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results = backtesting.backtest(
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{
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'stake_amount': default_conf['stake_amount'],
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'processed': data_processed,
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'max_open_trades': 10,
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'start_date': min_date,
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'end_date': max_date,
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}
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)
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print(results.T)
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