fetching new testing data for oneMin and fiveMin intervals

freqtrade/tests/__init__.py

@@ -0,0 +1,21 @@
+import json
+import os
+
+
+def load_backtesting_data(ticker_interval: int = 5):
+    path = os.path.abspath(os.path.dirname(__file__))
+    result = {}
+    pairs = [
+        'BTC_BCC', 'BTC_ETH', 'BTC_MER', 'BTC_POWR', 'BTC_ETC',
+        'BTC_OK', 'BTC_NEO', 'BTC_EMC2', 'BTC_DASH', 'BTC_LSK',
+        'BTC_LTC', 'BTC_XZC', 'BTC_OMG', 'BTC_STRAT', 'BTC_XRP',
+        'BTC_QTUM', 'BTC_WAVES', 'BTC_VTC', 'BTC_XLM', 'BTC_MCO'
+    ]
+    for pair in pairs:
+        with open('{abspath}/testdata/{pair}-{ticker_interval}.json'.format(
+                abspath=path,
+                pair=pair,
+                ticker_interval=ticker_interval,
+        )) as fp:
+            result[pair] = json.load(fp)
+    return result

freqtrade/tests/conftest.py

@@ -1,9 +1,7 @@
 # pragma pylint: disable=missing-docstring
-import json
 from datetime import datetime
 from unittest.mock import MagicMock
 
-import os
 import pytest
 from jsonschema import validate
 from telegram import Message, Chat, Update
@@ -68,17 +66,6 @@ def backtest_conf():
     }
 
 
-@pytest.fixture(scope="module")
-def backdata():
-    path = os.path.abspath(os.path.dirname(__file__))
-    result = {}
-    for pair in ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay',
-                 'btc-pivx', 'btc-qtum', 'btc-mtl', 'btc-etc', 'btc-ltc']:
-        with open('{abspath}/testdata/{pair}.json'.format(abspath=path, pair=pair)) as fp:
-            result[pair] = json.load(fp)
-    return result
-
-
 @pytest.fixture
 def update():
     _update = Update(0)

freqtrade/tests/test_backtesting.py

@@ -17,6 +17,7 @@ from freqtrade.analyze import parse_ticker_dataframe, populate_indicators, \
 from freqtrade.exchange import Bittrex
 from freqtrade.main import min_roi_reached
 from freqtrade.persistence import Trade
+from freqtrade.tests import load_backtesting_data
 
 logger = logging.getLogger(__name__)
 
@@ -115,7 +116,7 @@ def backtest(backtest_conf, processed, mocker):
 
 
 @pytest.mark.skipif(not os.environ.get('BACKTEST'), reason="BACKTEST not set")
-def test_backtest(backtest_conf, backdata, mocker):
+def test_backtest(backtest_conf, mocker):
     print('')
 
     config = None
@@ -128,15 +129,17 @@ def test_backtest(backtest_conf, backdata, mocker):
     ticker_interval = int(os.environ.get('BACKTEST_TICKER_INTERVAL') or 5)
     print('Using ticker_interval: {} ...'.format(ticker_interval))
 
-    livedata = {}
+    data = {}
     if os.environ.get('BACKTEST_LIVE'):
         print('Downloading data for all pairs in whitelist ...')
         exchange._API = Bittrex({'key': '', 'secret': ''})
         for pair in config['exchange']['pair_whitelist']:
-            livedata[pair] = exchange.get_ticker_history(pair, ticker_interval)
+            data[pair] = exchange.get_ticker_history(pair, ticker_interval)
+    else:
+        print('Using local backtesting data (ignoring whitelist in given config)...')
+        data = load_backtesting_data(ticker_interval)
 
     config = config or backtest_conf
-    data = livedata or backdata
 
     print('Using stake_currency: {} ...\nUsing stake_amount: {} ...'.format(
         config['stake_currency'], config['stake_amount']

freqtrade/tests/test_hyperopt.py

@@ -9,7 +9,8 @@ import pytest
 from hyperopt import fmin, tpe, hp, Trials, STATUS_OK
 from pandas import DataFrame
 
-from freqtrade.tests.test_backtesting import backtest, format_results, preprocess
+from freqtrade.tests.test_backtesting import backtest, format_results
+from freqtrade.tests.test_backtesting import preprocess
 from freqtrade.vendor.qtpylib.indicators import crossed_above
 
 logging.disable(logging.DEBUG)  # disable debug logs that slow backtesting a lot
@@ -19,6 +20,7 @@ TARGET_TRADES = 1300
 TOTAL_TRIES = 4
 current_tries = 0
 
+
 def buy_strategy_generator(params):
     def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
         conditions = []

freqtrade/tests/testdata/download_backtest_data.py

@@ -7,8 +7,13 @@ from os import path
 from freqtrade import exchange
 from freqtrade.exchange import Bittrex
 
-PAIRS = ['BTC-OK', 'BTC-NEO', 'BTC-DASH', 'BTC-ETC', 'BTC-ETH', 'BTC-SNT']
+PAIRS = [
-TICKER_INTERVAL = 1  # ticker interval in minutes (currently implemented: 1 and 5)
+    'BTC_BCC', 'BTC_ETH', 'BTC_MER', 'BTC_POWR', 'BTC_ETC',
+    'BTC_OK', 'BTC_NEO', 'BTC_EMC2', 'BTC_DASH', 'BTC_LSK',
+    'BTC_LTC', 'BTC_XZC', 'BTC_OMG', 'BTC_STRAT', 'BTC_XRP',
+    'BTC_QTUM', 'BTC_WAVES', 'BTC_VTC', 'BTC_XLM', 'BTC_MCO'
+]
+TICKER_INTERVAL = 5  # ticker interval in minutes (currently implemented: 1 and 5)
 OUTPUT_DIR = path.dirname(path.realpath(__file__))
 
 # Init Bittrex exchange
@@ -16,8 +21,8 @@ exchange._API = Bittrex({'key': '', 'secret': ''})
 
 for pair in PAIRS:
     data = exchange.get_ticker_history(pair, TICKER_INTERVAL)
-    filename = path.join(OUTPUT_DIR, '{}-{}m.json'.format(
+    filename = path.join(OUTPUT_DIR, '{}-{}.json'.format(
-        pair.lower(),
+        pair,
         TICKER_INTERVAL,
     ))
     with open(filename, 'w') as fp: