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test: use pytest fixture

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This commit is contained in:
kryofly 2018-01-24 11:05:27 +01:00
parent a14d9d35c7
commit 30ca078cec
1 changed files with 9 additions and 12 deletions
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21
freqtrade/tests/optimize/test_backtesting.py
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@ -3,6 +3,7 @@
import logging import logging
import math import math
import pandas as pd import pandas as pd
import pytest
from unittest.mock import MagicMock from unittest.mock import MagicMock
from freqtrade import exchange, optimize from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex from freqtrade.exchange import Bittrex
@ -12,7 +13,8 @@ import freqtrade.optimize.backtesting as backtesting
from freqtrade.strategy.strategy import Strategy from freqtrade.strategy.strategy import Strategy
def setup_strategy(): @pytest.fixture
def default_strategy():
strategy = Strategy() strategy = Strategy()
strategy.init({'strategy': 'default_strategy'}) strategy.init({'strategy': 'default_strategy'})
return strategy return strategy
@ -44,7 +46,7 @@ def test_generate_text_table():
'TOTAL 2 15.00 0.60000000 100.0 2 0') # noqa 'TOTAL 2 15.00 0.60000000 100.0 2 0') # noqa
def test_get_timeframe(): def test_get_timeframe(default_strategy):
data = preprocess(optimize.load_data( data = preprocess(optimize.load_data(
None, ticker_interval=1, pairs=['BTC_UNITEST'])) None, ticker_interval=1, pairs=['BTC_UNITEST']))
min_date, max_date = get_timeframe(data) min_date, max_date = get_timeframe(data)
@ -52,8 +54,7 @@ def test_get_timeframe():
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
def test_backtest(default_conf, mocker): def test_backtest(default_strategy, default_conf, mocker):
setup_strategy()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})
@ -66,10 +67,9 @@ def test_backtest(default_conf, mocker):
assert not results.empty assert not results.empty
def test_backtest_1min_ticker_interval(default_conf, mocker): def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})
setup_strategy()
# Run a backtesting for an exiting 5min ticker_interval # Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST']) data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
@ -125,7 +125,6 @@ def load_data_test(what):
def simple_backtest(config, contour, num_results): def simple_backtest(config, contour, num_results):
setup_strategy()
data = load_data_test(contour) data = load_data_test(contour)
processed = optimize.preprocess(data) processed = optimize.preprocess(data)
assert isinstance(processed, dict) assert isinstance(processed, dict)
@ -141,8 +140,7 @@ def simple_backtest(config, contour, num_results):
# loaded by freqdata/optimize/__init__.py::load_data() # loaded by freqdata/optimize/__init__.py::load_data()
def test_backtest2(default_conf, mocker): def test_backtest2(default_conf, mocker, default_strategy):
setup_strategy()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH']) data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
@ -153,8 +151,7 @@ def test_backtest2(default_conf, mocker):
assert not results.empty assert not results.empty
def test_processed(default_conf, mocker): def test_processed(default_conf, mocker, default_strategy):
setup_strategy()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
dict_of_tickerrows = load_data_test('raise') dict_of_tickerrows = load_data_test('raise')
dataframes = optimize.preprocess(dict_of_tickerrows) dataframes = optimize.preprocess(dict_of_tickerrows)
@ -166,7 +163,7 @@ def test_processed(default_conf, mocker):
assert col in cols assert col in cols
def test_backtest_pricecontours(default_conf, mocker): def test_backtest_pricecontours(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
tests = [['raise', 17], ['lower', 0], ['sine', 17]] tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests: for [contour, numres] in tests: