Do not use ticker where it's not a ticker
This commit is contained in:
hroff-1902
@@ -84,7 +84,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
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backtesting = Backtesting(config)
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data = load_data_test(contour, testdatadir)
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processed = backtesting.strategy.tickerdata_to_dataframe(data)
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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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assert isinstance(processed, dict)
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results = backtesting.backtest(
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@@ -105,7 +105,7 @@ 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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processed = backtesting.strategy.tickerdata_to_dataframe(data)
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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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'processed': processed,
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@@ -275,7 +275,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
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backtesting = Backtesting(default_conf)
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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.tickerdata_to_dataframe)
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assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
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assert callable(backtesting.strategy.advise_buy)
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assert callable(backtesting.strategy.advise_sell)
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assert isinstance(backtesting.strategy.dp, DataProvider)
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@@ -297,7 +297,7 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No
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"or as cli argument `--ticker-interval 5m`", caplog)
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def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
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def test_data_with_fee(default_conf, mocker, testdatadir) -> None:
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patch_exchange(mocker)
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default_conf['fee'] = 0.1234
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@@ -307,21 +307,21 @@ def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
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assert fee_mock.call_count == 0
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def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
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def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
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patch_exchange(mocker)
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timerange = TimeRange.parse_timerange('1510694220-1510700340')
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tickerlist = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
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fill_up_missing=True)
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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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data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)
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assert len(data['UNITTEST/BTC']) == 102
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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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# Load strategy to compare the result between Backtesting function and strategy are the same
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default_conf.update({'strategy': 'DefaultStrategy'})
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strategy = StrategyResolver.load_strategy(default_conf)
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data2 = strategy.tickerdata_to_dataframe(tickerlist)
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assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
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processed2 = strategy.ohlcvdata_to_dataframe(data)
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assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
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def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
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@@ -329,7 +329,6 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
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return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
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mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
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mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
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patch_exchange(mocker)
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
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mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
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@@ -360,7 +359,6 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
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mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
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MagicMock(return_value=pd.DataFrame()))
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mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
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mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
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patch_exchange(mocker)
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())
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mocker.patch('freqtrade.optimize.backtesting.generate_text_table', MagicMock(return_value=1))
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@@ -385,10 +383,10 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
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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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timerange=timerange)
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data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
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min_date, max_date = get_timerange(data_processed)
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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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results = backtesting.backtest(
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processed=data_processed,
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processed=processed,
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stake_amount=default_conf['stake_amount'],
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start_date=min_date,
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end_date=max_date,
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@@ -416,7 +414,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
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'sell_reason': [SellType.ROI, SellType.ROI]
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})
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pd.testing.assert_frame_equal(results, expected)
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data_pair = data_processed[pair]
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data_pair = processed[pair]
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for _, t in results.iterrows():
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ln = data_pair.loc[data_pair["date"] == t["open_time"]]
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# Check open trade rate alignes to open rate
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@@ -439,7 +437,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
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timerange = TimeRange.parse_timerange('1510688220-1510700340')
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data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
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timerange=timerange)
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processed = backtesting.strategy.tickerdata_to_dataframe(data)
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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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results = backtesting.backtest(
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processed=processed,
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@@ -458,7 +456,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
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backtesting = Backtesting(default_conf)
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dict_of_tickerrows = load_data_test('raise', testdatadir)
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dataframes = backtesting.strategy.tickerdata_to_dataframe(dict_of_tickerrows)
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dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
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dataframe = dataframes['UNITTEST/BTC']
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cols = dataframe.columns
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# assert the dataframe got some of the indicator columns
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@@ -557,10 +555,10 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
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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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data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
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min_date, max_date = get_timerange(data_processed)
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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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backtest_conf = {
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'processed': data_processed,
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'processed': processed,
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'stake_amount': default_conf['stake_amount'],
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'start_date': min_date,
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'end_date': max_date,
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@@ -576,7 +574,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
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assert len(evaluate_result_multi(results, '5m', 3)) == 0
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backtest_conf = {
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'processed': data_processed,
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'processed': processed,
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'stake_amount': default_conf['stake_amount'],
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'start_date': min_date,
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'end_date': max_date,
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