Fix protections being loaded multiple times for first strategy when backtesting.
This commit is contained in:
Rokas Kupstys
parent
29fed37df3
commit
2d5f465f1b
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@ -115,8 +115,6 @@ class Backtesting:
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# Get maximum required startup period
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self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
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# Load one (first) strategy
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self._set_strategy(self.strategylist[0])
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def __del__(self):
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LoggingMixin.show_output = True
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@ -79,6 +79,7 @@ class Hyperopt:
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self.custom_hyperopt = HyperOptAuto(self.config)
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else:
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self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
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self.backtesting._set_strategy(self.backtesting.strategylist[0])
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self.custom_hyperopt.strategy = self.backtesting.strategy
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self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
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@ -493,6 +493,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
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patch_exchange(mocker)
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frame = _build_backtest_dataframe(data.data)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting.strategy.advise_buy = lambda a, m: frame
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backtesting.strategy.advise_sell = lambda a, m: frame
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caplog.set_level(logging.DEBUG)
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@ -83,6 +83,7 @@ def simple_backtest(config, contour, mocker, testdatadir) -> None:
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patch_exchange(mocker)
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config['timeframe'] = '1m'
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backtesting = Backtesting(config)
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backtesting._set_strategy(backtesting.strategylist[0])
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data = load_data_test(contour, testdatadir)
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processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
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@ -106,6 +107,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
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data = trim_dictlist(data, -201)
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patch_exchange(mocker)
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backtesting = Backtesting(conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
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min_date, max_date = get_timerange(processed)
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return {
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@ -285,6 +287,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
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patch_exchange(mocker)
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get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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assert backtesting.config == default_conf
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assert backtesting.timeframe == '5m'
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assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
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@ -315,11 +318,13 @@ def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
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fee_mock = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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assert backtesting.fee == 0.1234
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assert fee_mock.call_count == 0
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default_conf['fee'] = 0.0
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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assert backtesting.fee == 0.0
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assert fee_mock.call_count == 0
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@ -330,6 +335,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
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data = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
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fill_up_missing=True)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
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assert len(processed['UNITTEST/BTC']) == 102
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@ -361,6 +367,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
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default_conf['timerange'] = '-1510694220'
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting.strategy.bot_loop_start = MagicMock()
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backtesting.start()
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# check the logs, that will contain the backtest result
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@ -393,6 +400,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
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default_conf['timerange'] = '20180101-20180102'
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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with pytest.raises(OperationalException, match='No data found. Terminating.'):
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backtesting.start()
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@ -465,6 +473,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
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default_conf['stake_amount'] = 'unlimited'
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default_conf['max_open_trades'] = 2
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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pair = 'UNITTEST/BTC'
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row = [
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pd.Timestamp(year=2020, month=1, day=1, hour=5, minute=0),
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@ -508,6 +517,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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patch_exchange(mocker)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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pair = 'UNITTEST/BTC'
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timerange = TimeRange('date', None, 1517227800, 0)
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data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
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@ -570,6 +580,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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patch_exchange(mocker)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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# Run a backtesting for an exiting 1min timeframe
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timerange = TimeRange.parse_timerange('1510688220-1510700340')
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@ -591,6 +602,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
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def test_processed(default_conf, mocker, testdatadir) -> None:
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patch_exchange(mocker)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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dict_of_tickerrows = load_data_test('raise', testdatadir)
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dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
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@ -661,6 +673,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
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backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting.strategy.advise_buy = fun # Override
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backtesting.strategy.advise_sell = fun # Override
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result = backtesting.backtest(**backtest_conf)
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@ -676,6 +689,7 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
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backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting.strategy.advise_buy = fun # Override
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backtesting.strategy.advise_sell = fun # Override
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result = backtesting.backtest(**backtest_conf)
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@ -689,6 +703,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
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pair='UNITTEST/BTC', datadir=testdatadir)
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default_conf['timeframe'] = '1m'
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting.strategy.advise_buy = _trend_alternate # Override
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backtesting.strategy.advise_sell = _trend_alternate # Override
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result = backtesting.backtest(**backtest_conf)
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@ -731,6 +746,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
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default_conf['timeframe'] = '5m'
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backtesting = Backtesting(default_conf)
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backtesting._set_strategy(backtesting.strategylist[0])
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backtesting.strategy.advise_buy = _trend_alternate_hold # Override
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backtesting.strategy.advise_sell = _trend_alternate_hold # Override
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