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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 math
import pandas as pd
import pytest
from unittest.mock import MagicMock
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
@ -12,7 +13,8 @@ import freqtrade.optimize.backtesting as backtesting
from freqtrade.strategy.strategy import Strategy
def setup_strategy():
@pytest.fixture
def default_strategy():
strategy = Strategy()
strategy.init({'strategy': 'default_strategy'})
return strategy
@ -44,7 +46,7 @@ def test_generate_text_table():
'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(
None, ticker_interval=1, pairs=['BTC_UNITEST']))
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'
def test_backtest(default_conf, mocker):
setup_strategy()
def test_backtest(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
@ -66,10 +67,9 @@ def test_backtest(default_conf, mocker):
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)
exchange._API = Bittrex({'key': '', 'secret': ''})
setup_strategy()
# Run a backtesting for an exiting 5min ticker_interval
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):
setup_strategy()
data = load_data_test(contour)
processed = optimize.preprocess(data)
assert isinstance(processed, dict)
@ -141,8 +140,7 @@ def simple_backtest(config, contour, num_results):
# loaded by freqdata/optimize/__init__.py::load_data()
def test_backtest2(default_conf, mocker):
setup_strategy()
def test_backtest2(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200)
@ -153,8 +151,7 @@ def test_backtest2(default_conf, mocker):
assert not results.empty
def test_processed(default_conf, mocker):
setup_strategy()
def test_processed(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
dict_of_tickerrows = load_data_test('raise')
dataframes = optimize.preprocess(dict_of_tickerrows)
@ -166,7 +163,7 @@ def test_processed(default_conf, mocker):
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)
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests: