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Merge f455e3327c into 2131205db6

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This commit is contained in:
Robert Davey
2023-04-12 00:39:29 -05:00
committed by GitHub
parent 2131205db6 f455e3327c
commit 2a4c1ea5b1
11 changed files with 267 additions and 74 deletions
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12
tests/data/test_entryexitanalysis.py
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@@ -200,8 +200,18 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
assert 'trailing_stop_loss' in captured.out
# test date filtering
args = get_args(base_args + ['--timerange', "20180129-20180130"])
args = get_args(base_args +
['--analysis-groups', "0", "1", "2",
'--timerange', "20180129-20180130"]
)
start_analysis_entries_exits(args)
captured = capsys.readouterr()
assert 'enter_tag_long_a' in captured.out
assert 'enter_tag_long_b' not in captured.out
# test rejected - how to mock this?
# args = get_args(base_args + ['--rejected-signals'])
# start_analysis_entries_exits(args)
# captured = capsys.readouterr()
# assert 'Rejected Signals:' in captured.out
# assert False

2
tests/optimize/test_backtesting.py
View File

@@ -354,7 +354,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats')
mocker.patch('freqtrade.optimize.backtesting.show_backtest_results')
sbs = mocker.patch('freqtrade.optimize.backtesting.store_backtest_stats')
sbc = mocker.patch('freqtrade.optimize.backtesting.store_backtest_signal_candles')
sbc = mocker.patch('freqtrade.optimize.backtesting.store_backtest_analysis_results')
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))

27
tests/optimize/test_optimize_reports.py
View File

@@ -21,7 +21,7 @@ from freqtrade.optimize.optimize_reports import (_get_resample_from_period, gene
generate_periodic_breakdown_stats,
generate_strategy_comparison,
generate_trading_stats, show_sorted_pairlist,
store_backtest_signal_candles,
store_backtest_analysis_results,
store_backtest_stats, text_table_bt_results,
text_table_exit_reason, text_table_strategy)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
@@ -232,17 +232,17 @@ def test_store_backtest_candles(testdatadir, mocker):
candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
# mock directory exporting
store_backtest_signal_candles(testdatadir, candle_dict, '2022_01_01_15_05_13')
store_backtest_analysis_results(testdatadir, candle_dict, {}, '2022_01_01_15_05_13')
assert dump_mock.call_count == 1
assert dump_mock.call_count == 2
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
assert str(dump_mock.call_args_list[0][0][0]).endswith('_signals.pkl')
dump_mock.reset_mock()
# mock file exporting
filename = Path(testdatadir / 'testresult')
store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
assert dump_mock.call_count == 1
store_backtest_analysis_results(filename, candle_dict, {}, '2022_01_01_15_05_13')
assert dump_mock.call_count == 2
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
# result will be testdatadir / testresult-<timestamp>_signals.pkl
assert str(dump_mock.call_args_list[0][0][0]).endswith('_signals.pkl')
@@ -254,10 +254,11 @@ def test_write_read_backtest_candles(tmpdir):
candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
# test directory exporting
stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict, '2022_01_01_15_05_13')
scp = stored_file.open("rb")
pickled_signal_candles = joblib.load(scp)
scp.close()
sample_date = '2022_01_01_15_05_13'
store_backtest_analysis_results(Path(tmpdir), candle_dict, {}, sample_date)
stored_file = Path(tmpdir / f'backtest-result-{sample_date}_signals.pkl')
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)
assert pickled_signal_candles.keys() == candle_dict.keys()
assert pickled_signal_candles['DefStrat'].keys() == pickled_signal_candles['DefStrat'].keys()
@@ -268,10 +269,10 @@ def test_write_read_backtest_candles(tmpdir):
# test file exporting
filename = Path(tmpdir / 'testresult')
stored_file = store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
scp = stored_file.open("rb")
pickled_signal_candles = joblib.load(scp)
scp.close()
store_backtest_analysis_results(filename, candle_dict, {}, sample_date)
stored_file = Path(tmpdir / f'testresult-{sample_date}_signals.pkl')
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)
assert pickled_signal_candles.keys() == candle_dict.keys()
assert pickled_signal_candles['DefStrat'].keys() == pickled_signal_candles['DefStrat'].keys()