adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix small bugs

Browse Source
This commit is contained in:
Matthias 2019-10-23 20:27:51 +02:00
parent 33164ac78e
commit 2ba388074e
3 changed files with 12 additions and 17 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/configuration/timerange.py
View File

@ -51,7 +51,7 @@ class TimeRange:
:return: None (Modifies the object in place) :return: None (Modifies the object in place)
""" """
if (not self.starttype or (startup_candles if (not self.starttype or (startup_candles
and min_date.timestamp == self.startts)): and min_date.timestamp >= self.startts)):
# If no startts was defined, or test-data starts at the defined test-date # If no startts was defined, or test-data starts at the defined test-date
logger.warning("Moving start-date by %s candles to account for startup time.", logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles) startup_candles)

20
tests/optimize/test_backtesting.py
View File

@ -117,7 +117,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False, def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None, live=False, startup_candles=0): timerange=None, exchange=None, live=False, *args, **kwargs):
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange) tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC", pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
fill_missing=True)} fill_missing=True)}
@ -494,7 +494,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
def get_timeframe(input1): def get_timeframe(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={})) mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None))
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe) mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock()) mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker) patch_exchange(mocker)
@ -511,10 +511,8 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
default_conf['timerange'] = '20180101-20180102' default_conf['timerange'] = '20180101-20180102'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.start() with pytest.raises(OperationalException, match='No data found. Terminating.'):
# check the logs, that will contain the backtest result backtesting.start()
assert log_has('No data found. Terminating.', caplog)
def test_backtest(default_conf, fee, mocker, testdatadir) -> None: def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
@ -838,10 +836,9 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...', 'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...', 'Using stake_amount: 0.001 ...',
'Backtesting with data from 2017-11-14T21:37:00+00:00 ' 'Loading data from 2017-11-14T20:57:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Moving start-date by 20 candles to account for startup time.', 'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'Loading backtest data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...' 'Parameter --enable-position-stacking detected ...'
] ]
@ -895,10 +892,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...', 'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...', 'Using stake_amount: 0.001 ...',
'Backtesting with data from 2017-11-14T21:37:00+00:00 ' 'Loading data from 2017-11-14T20:57:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Moving start-date by 20 candles to account for startup time.', 'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'Loading backtest data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...', 'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy', 'Running backtesting for Strategy DefaultStrategy',

7
tests/optimize/test_hyperopt.py
View File

@ -228,7 +228,7 @@ def test_start(mocker, default_conf, caplog) -> None:
def test_start_no_data(mocker, default_conf, caplog) -> None: def test_start_no_data(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf) patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.optimize.hyperopt.load_data', MagicMock(return_value={})) mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=None))
mocker.patch( mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe', 'freqtrade.optimize.hyperopt.get_timeframe',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13))) MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
@ -242,9 +242,8 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
'--epochs', '5' '--epochs', '5'
] ]
args = get_args(args) args = get_args(args)
start_hyperopt(args) with pytest.raises(OperationalException, match='No data found. Terminating.'):
start_hyperopt(args)
assert log_has('No data found. Terminating.', caplog)
def test_start_filelock(mocker, default_conf, caplog) -> None: def test_start_filelock(mocker, default_conf, caplog) -> None: