First test
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Matthias
parent
8405ccc15e
commit
3406b889b6
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@ -243,7 +243,7 @@ class Configuration:
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pass
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self._args_to_config(config, argname='timeframe_detail',
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logstring='Parameter --detail-timeframe detected, '
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logstring='Parameter --timeframe-detail detected, '
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'using {} for intra-candle backtesting ...')
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self._args_to_config(config, argname='stake_amount',
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logstring='Parameter --stake-amount detected, '
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@ -441,6 +441,15 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
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with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
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Backtesting(default_conf)
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default_conf.update({
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'pairlists': [{"method": "StaticPairList"}],
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'timeframe_detail': '1d',
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})
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with pytest.raises(OperationalException,
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match='Detail timeframe must be smaller than strategy timeframe.'):
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Backtesting(default_conf)
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def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, tickers) -> None:
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mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
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@ -1042,3 +1051,102 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
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assert 'LEFT OPEN TRADES REPORT' in captured.out
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assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
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assert 'STRATEGY SUMMARY' in captured.out
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@pytest.mark.filterwarnings("ignore:deprecated")
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def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
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caplog, testdatadir, capsys):
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# Tests detail-data loading
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default_conf.update({
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"use_sell_signal": True,
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"sell_profit_only": False,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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})
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patch_exchange(mocker)
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result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
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'profit_ratio': [0.0, 0.0],
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'profit_abs': [0.0, 0.0],
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'open_date': pd.to_datetime(['2018-01-29 18:40:00',
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'2018-01-30 03:30:00', ], utc=True
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),
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'close_date': pd.to_datetime(['2018-01-29 20:45:00',
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'2018-01-30 05:35:00', ], utc=True),
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'trade_duration': [235, 40],
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'is_open': [False, False],
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'stake_amount': [0.01, 0.01],
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'open_rate': [0.104445, 0.10302485],
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'close_rate': [0.104969, 0.103541],
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'sell_reason': [SellType.ROI, SellType.ROI]
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})
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result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
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'profit_ratio': [0.03, 0.01, 0.1],
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'profit_abs': [0.01, 0.02, 0.2],
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'open_date': pd.to_datetime(['2018-01-29 18:40:00',
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'2018-01-30 03:30:00',
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'2018-01-30 05:30:00'], utc=True
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),
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'close_date': pd.to_datetime(['2018-01-29 20:45:00',
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'2018-01-30 05:35:00',
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'2018-01-30 08:30:00'], utc=True),
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'trade_duration': [47, 40, 20],
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'is_open': [False, False, False],
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'stake_amount': [0.01, 0.01, 0.01],
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'open_rate': [0.104445, 0.10302485, 0.122541],
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'close_rate': [0.104969, 0.103541, 0.123541],
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'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
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})
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backtestmock = MagicMock(side_effect=[
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{
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'results': result1,
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'config': default_conf,
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'locks': [],
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'rejected_signals': 20,
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'final_balance': 1000,
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},
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{
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'results': result2,
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'config': default_conf,
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'locks': [],
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'rejected_signals': 20,
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'final_balance': 1000,
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}
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])
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['XRP/ETH']))
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mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
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patched_configuration_load_config_file(mocker, default_conf)
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args = [
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'backtesting',
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'--config', 'config.json',
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'--datadir', str(testdatadir),
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'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
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'--timeframe', '5m',
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'--timeframe-detail', '1m',
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'--strategy-list',
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'DefaultStrategy'
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]
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args = get_args(args)
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start_backtesting(args)
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# check the logs, that will contain the backtest result
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exists = [
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'Parameter -i/--timeframe detected ... Using timeframe: 5m ...',
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'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...',
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f'Using data directory: {testdatadir} ...',
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'Loading data from 2019-10-11 00:00:00 '
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'up to 2019-10-13 11:10:00 (2 days).',
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'Backtesting with data from 2019-10-11 01:40:00 '
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'up to 2019-10-13 11:10:00 (2 days).',
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'Running backtesting for Strategy DefaultStrategy',
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]
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for line in exists:
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assert log_has(line, caplog)
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captured = capsys.readouterr()
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assert 'BACKTESTING REPORT' in captured.out
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assert 'SELL REASON STATS' in captured.out
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assert 'LEFT OPEN TRADES REPORT' in captured.out
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