Merge pull request #1089 from freqtrade/feat/backtest_multi_strat

Allow multi strategy backtest without data reload

docs/backtesting.md

@@ -151,7 +151,7 @@ cp freqtrade/tests/testdata/pairs.json user_data/data/binance
 Then run:
 
 ```bash
-python scripts/download_backtest_data --exchange binance
+python scripts/download_backtest_data.py --exchange binance
 ```
 
 This will download ticker data for all the currency pairs you defined in `pairs.json`.
@@ -238,6 +238,31 @@ On the other hand, if you set a too high `minimal_roi` like `"0":  0.55`
 profit. Hence, keep in mind that your performance is a mix of your 
 strategies, your configuration, and the crypto-currency you have set up.
 
+## Backtesting multiple strategies
+
+To backtest multiple strategies, a list of Strategies can be provided.
+
+This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple 
+strategies you'd like to compare, this should give a nice runtime boost.
+
+All listed Strategies need to be in the same folder.
+
+``` bash
+freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades 
+```
+
+This will save the results to `user_data/backtest_data/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
+There will be an additional table comparing win/losses of the different strategies (identical to the "Total" row in the first table).
+Detailed output for all strategies one after the other will be available, so make sure to scroll up.
+
+```
+=================================================== Strategy Summary ====================================================
+| Strategy   |   buy count |   avg profit % |   cum profit % |   total profit ETH | avg duration    |   profit |   loss |
+|:-----------|------------:|---------------:|---------------:|-------------------:|:----------------|---------:|-------:|
+| Strategy1  |          19 |          -0.76 |         -14.39 |        -0.01440287 | 15:48:00        |       15 |      4 |
+| Strategy2  |           6 |          -2.73 |         -16.40 |        -0.01641299 | 1 day, 14:12:00 |        3 |      3 |
+```
+
 ## Next step
 
 Great, your strategy is profitable. What if the bot can give your the

docs/bot-usage.md

@@ -1,13 +1,15 @@
 # Bot usage
-This page explains the difference parameters of the bot and how to run 
+
-it.
+This page explains the difference parameters of the bot and how to run it.
 
 ## Table of Contents
+
 - [Bot commands](#bot-commands)
 - [Backtesting commands](#backtesting-commands)
 - [Hyperopt commands](#hyperopt-commands)
 
 ## Bot commands
+
 ```
 usage: freqtrade [-h] [-v] [--version] [-c PATH] [-d PATH] [-s NAME]
                  [--strategy-path PATH] [--dynamic-whitelist [INT]]
@@ -41,6 +43,7 @@ optional arguments:
 ```
 
 ### How to use a different config file?
+
 The bot allows you to select which config file you want to use. Per 
 default, the bot will load the file `./config.json`
 
@@ -49,6 +52,7 @@ python3 ./freqtrade/main.py -c path/far/far/away/config.json
 ```
 
 ### How to use --strategy?
+
 This parameter will allow you to load your custom strategy class.
 Per default without `--strategy` or `-s` the bot will load the
 `DefaultStrategy` included with the bot (`freqtrade/strategy/default_strategy.py`).
@@ -60,6 +64,7 @@ To load a strategy, simply pass the class name (e.g.: `CustomStrategy`) in this
 **Example:**  
 In `user_data/strategies` you have a file `my_awesome_strategy.py` which has
 a strategy class called `AwesomeStrategy` to load it:
+
 ```bash
 python3 ./freqtrade/main.py --strategy AwesomeStrategy
 ```
@@ -70,6 +75,7 @@ message the reason (File not found, or errors in your code).
 Learn more about strategy file in [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).
 
 ### How to use --strategy-path?
+
 This parameter allows you to add an additional strategy lookup path, which gets
 checked before the default locations (The passed path must be a folder!):
 ```bash
@@ -77,21 +83,25 @@ python3 ./freqtrade/main.py --strategy AwesomeStrategy --strategy-path /some/fol
 ```
 
 #### How to install a strategy?
+
 This is very simple. Copy paste your strategy file into the folder 
 `user_data/strategies` or use `--strategy-path`. And voila, the bot is ready to use it.
 
 ### How to use --dynamic-whitelist?
+
 Per default `--dynamic-whitelist` will retrieve the 20 currencies based 
 on BaseVolume. This value can be changed when you run the script.
 
 **By Default**  
 Get the 20 currencies based on BaseVolume.  
+
 ```bash
 python3 ./freqtrade/main.py --dynamic-whitelist
 ```
 
 **Customize the number of currencies to retrieve**  
 Get the 30 currencies based on BaseVolume.  
+
 ```bash
 python3 ./freqtrade/main.py --dynamic-whitelist 30
 ```
@@ -102,6 +112,7 @@ negative value (e.g -2), `--dynamic-whitelist` will use the default
 value (20).
 
 ### How to use --db-url?
+
 When you run the bot in Dry-run mode, per default no transactions are 
 stored in a database. If you want to store your bot actions in a DB 
 using `--db-url`. This can also be used to specify a custom database
@@ -111,14 +122,14 @@ in production mode. Example command:
 python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.sqlite
 ```
 
-
 ## Backtesting commands
 
 Backtesting also uses the config specified via `-c/--config`.
 
 ```
-usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
+usage: freqtrade backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
                              [--timerange TIMERANGE] [-l] [-r]
+                             [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export EXPORT] [--export-filename PATH]
 
 optional arguments:
@@ -139,6 +150,13 @@ optional arguments:
                         refresh the pairs files in tests/testdata with the
                         latest data from the exchange. Use it if you want to
                         run your backtesting with up-to-date data.
+  --strategy-list STRATEGY_LIST [STRATEGY_LIST ...]
+                        Provide a commaseparated list of strategies to
+                        backtest Please note that ticker-interval needs to be
+                        set either in config or via command line. When using
+                        this together with --export trades, the strategy-name
+                        is injected into the filename (so backtest-data.json
+                        becomes backtest-data-DefaultStrategy.json
   --export EXPORT       export backtest results, argument are: trades Example
                         --export=trades
   --export-filename PATH
@@ -151,6 +169,7 @@ optional arguments:
 ```
 
 ### How to use --refresh-pairs-cached parameter?
+
 The first time your run Backtesting, it will take the pairs you have 
 set in your config file and download data from Bittrex. 
 
@@ -162,7 +181,6 @@ to come back to the previous version.**
 To test your strategy with latest data, we recommend continuing using 
 the parameter `-l` or `--live`.
 
-
 ## Hyperopt commands
 
 To optimize your strategy, you can use hyperopt parameter hyperoptimization
@@ -194,10 +212,11 @@ optional arguments:
 ```
 
 ## A parameter missing in the configuration?
+
 All parameters for `main.py`, `backtesting`, `hyperopt` are referenced
 in [misc.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/misc.py#L84)
 
 ## Next step
-The optimal strategy of the bot will change with time depending of the
+
-market trends. The next step is to 
+The optimal strategy of the bot will change with time depending of the market trends. The next step is to 
 [optimize your bot](https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md).

freqtrade/arguments.py

@@ -142,6 +142,16 @@ class Arguments(object):
             action='store_true',
             dest='refresh_pairs',
         )
+        parser.add_argument(
+            '--strategy-list',
+            help='Provide a commaseparated list of strategies to backtest '
+                 'Please note that ticker-interval needs to be set either in config '
+                 'or via command line. When using this together with --export trades, '
+                 'the strategy-name is injected into the filename '
+                 '(so backtest-data.json becomes backtest-data-DefaultStrategy.json',
+            nargs='+',
+            dest='strategy_list',
+        )
         parser.add_argument(
             '--export',
             help='export backtest results, argument are: trades\

freqtrade/configuration.py

@@ -187,6 +187,14 @@ class Configuration(object):
             config.update({'refresh_pairs': True})
             logger.info('Parameter -r/--refresh-pairs-cached detected ...')
 
+        if 'strategy_list' in self.args and self.args.strategy_list:
+            config.update({'strategy_list': self.args.strategy_list})
+            logger.info('Using strategy list of %s Strategies', len(self.args.strategy_list))
+
+        if 'ticker_interval' in self.args and self.args.ticker_interval:
+            config.update({'ticker_interval': self.args.ticker_interval})
+            logger.info('Overriding ticker interval with Command line argument')
+
         # If --export is used we add it to the configuration
         if 'export' in self.args and self.args.export:
             config.update({'export': self.args.export})

freqtrade/optimize/backtesting.py

@@ -6,7 +6,9 @@ This module contains the backtesting logic
 import logging
 import operator
 from argparse import Namespace
+from copy import deepcopy
 from datetime import datetime, timedelta
+from pathlib import Path
 from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 
 import arrow
@@ -52,13 +54,9 @@ class Backtesting(object):
     backtesting = Backtesting(config)
     backtesting.start()
     """
+
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
-        self.strategy: IStrategy = StrategyResolver(self.config).strategy
-        self.ticker_interval = self.strategy.ticker_interval
-        self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
-        self.advise_buy = self.strategy.advise_buy
-        self.advise_sell = self.strategy.advise_sell
 
         # Reset keys for backtesting
         self.config['exchange']['key'] = ''
@@ -66,9 +64,36 @@ class Backtesting(object):
         self.config['exchange']['password'] = ''
         self.config['exchange']['uid'] = ''
         self.config['dry_run'] = True
+        self.strategylist: List[IStrategy] = []
+        if self.config.get('strategy_list', None):
+            # Force one interval
+            self.ticker_interval = str(self.config.get('ticker_interval'))
+            for strat in list(self.config['strategy_list']):
+                stratconf = deepcopy(self.config)
+                stratconf['strategy'] = strat
+                self.strategylist.append(StrategyResolver(stratconf).strategy)
+
+        else:
+            # only one strategy
+            strat = StrategyResolver(self.config).strategy
+
+            self.strategylist.append(StrategyResolver(self.config).strategy)
+        # Load one strategy
+        self._set_strategy(self.strategylist[0])
+
         self.exchange = Exchange(self.config)
         self.fee = self.exchange.get_fee()
 
+    def _set_strategy(self, strategy):
+        """
+        Load strategy into backtesting
+        """
+        self.strategy = strategy
+        self.ticker_interval = self.config.get('ticker_interval')
+        self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
+        self.advise_buy = strategy.advise_buy
+        self.advise_sell = strategy.advise_sell
+
     @staticmethod
     def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
         """
@@ -132,7 +157,32 @@ class Backtesting(object):
             tabular_data.append([reason.value,  count])
         return tabulate(tabular_data, headers=headers, tablefmt="pipe")
 
-    def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
+    def _generate_text_table_strategy(self, all_results: dict) -> str:
+        """
+        Generate summary table per strategy
+        """
+        stake_currency = str(self.config.get('stake_currency'))
+
+        floatfmt = ('s', 'd', '.2f', '.2f', '.8f', 'd', '.1f', '.1f')
+        tabular_data = []
+        headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
+                   'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
+        for strategy, results in all_results.items():
+            tabular_data.append([
+                strategy,
+                len(results.index),
+                results.profit_percent.mean() * 100.0,
+                results.profit_percent.sum() * 100.0,
+                results.profit_abs.sum(),
+                str(timedelta(
+                    minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
+                len(results[results.profit_abs > 0]),
+                len(results[results.profit_abs < 0])
+            ])
+        return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
+
+    def _store_backtest_result(self, recordfilename: str, results: DataFrame,
+                               strategyname: Optional[str] = None) -> None:
 
         records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
                     t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
@@ -140,6 +190,11 @@ class Backtesting(object):
                    for index, t in results.iterrows()]
 
         if records:
+            if strategyname:
+                # Inject strategyname to filename
+                recname = Path(recordfilename)
+                recordfilename = str(Path.joinpath(
+                    recname.parent, f'{recname.stem}-{strategyname}').with_suffix(recname.suffix))
             logger.info('Dumping backtest results to %s', recordfilename)
             file_dump_json(recordfilename, records)
 
@@ -307,62 +362,55 @@ class Backtesting(object):
         else:
             logger.info('Ignoring max_open_trades (--disable-max-market-positions was used) ...')
             max_open_trades = 0
+        all_results = {}
 
-        preprocessed = self.tickerdata_to_dataframe(data)
+        for strat in self.strategylist:
+            logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
+            self._set_strategy(strat)
 
-        # Print timeframe
+            # need to reprocess data every time to populate signals
-        min_date, max_date = self.get_timeframe(preprocessed)
+            preprocessed = self.tickerdata_to_dataframe(data)
-        logger.info(
-            'Measuring data from %s up to %s (%s days)..',
-            min_date.isoformat(),
-            max_date.isoformat(),
-            (max_date - min_date).days
-        )
 
-        # Execute backtest and print results
+            # Print timeframe
-        results = self.backtest(
+            min_date, max_date = self.get_timeframe(preprocessed)
-            {
+            logger.info(
-                'stake_amount': self.config.get('stake_amount'),
+                'Measuring data from %s up to %s (%s days)..',
-                'processed': preprocessed,
+                min_date.isoformat(),
-                'max_open_trades': max_open_trades,
+                max_date.isoformat(),
-                'position_stacking': self.config.get('position_stacking', False),
+                (max_date - min_date).days
-            }
-        )
-
-        if self.config.get('export', False):
-            self._store_backtest_result(self.config.get('exportfilename'), results)
-
-        logger.info(
-            '\n' + '=' * 49 +
-            ' BACKTESTING REPORT ' +
-            '=' * 50 + '\n'
-            '%s',
-            self._generate_text_table(
-                data,
-                results
             )
-        )
-        # logger.info(
-        #     results[['sell_reason']].groupby('sell_reason').count()
-        # )
 
-        logger.info(
+            # Execute backtest and print results
-            '\n' +
+            all_results[self.strategy.get_strategy_name()] = self.backtest(
-            ' SELL READON STATS '.center(119, '=') +
+                {
-            '\n%s \n',
+                    'stake_amount': self.config.get('stake_amount'),
-            self._generate_text_table_sell_reason(data, results)
+                    'processed': preprocessed,
-
+                    'max_open_trades': max_open_trades,
-        )
+                    'position_stacking': self.config.get('position_stacking', False),
-
+                }
-        logger.info(
-            '\n' +
-            ' LEFT OPEN TRADES REPORT '.center(119, '=') +
-            '\n%s',
-            self._generate_text_table(
-                data,
-                results.loc[results.open_at_end]
             )
-        )
+
+        for strategy, results in all_results.items():
+
+            if self.config.get('export', False):
+                self._store_backtest_result(self.config['exportfilename'], results,
+                                            strategy if len(self.strategylist) > 1 else None)
+
+            print(f"Result for strategy {strategy}")
+            print(' BACKTESTING REPORT '.center(119, '='))
+            print(self._generate_text_table(data, results))
+
+            print(' SELL REASON STATS '.center(119, '='))
+            print(self._generate_text_table_sell_reason(data, results))
+
+            print(' LEFT OPEN TRADES REPORT '.center(119, '='))
+            print(self._generate_text_table(data, results.loc[results.open_at_end]))
+            print()
+        if len(all_results) > 1:
+            # Print Strategy summary table
+            print(' Strategy Summary '.center(119, '='))
+            print(self._generate_text_table_strategy(all_results))
+            print('\nFor more details, please look at the detail tables above')
 
 
 def setup_configuration(args: Namespace) -> Dict[str, Any]:

freqtrade/tests/optimize/test_backtesting.py

@@ -406,6 +406,50 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         data={'ETH/BTC': {}}, results=results) == result_str
 
 
+def test_generate_text_table_strategyn(default_conf, mocker):
+    """
+    Test Backtesting.generate_text_table_sell_reason() method
+    """
+    patch_exchange(mocker)
+    backtesting = Backtesting(default_conf)
+    results = {}
+    results['ETH/BTC'] = pd.DataFrame(
+        {
+            'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
+            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_abs': [0.2, 0.4, 0.5],
+            'trade_duration': [10, 30, 10],
+            'profit': [2, 0, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+    results['LTC/BTC'] = pd.DataFrame(
+        {
+            'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
+            'profit_percent': [0.4, 0.2, 0.3],
+            'profit_abs': [0.4, 0.4, 0.5],
+            'trade_duration': [15, 30, 15],
+            'profit': [4, 1, 0],
+            'loss': [0, 0, 1],
+            'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
+        }
+    )
+
+    result_str = (
+        '| Strategy   |   buy count |   avg profit % |   cum profit % '
+        '|   total profit BTC | avg duration   |   profit |   loss |\n'
+        '|:-----------|------------:|---------------:|---------------:'
+        '|-------------------:|:---------------|---------:|-------:|\n'
+        '| ETH/BTC    |           3 |          20.00 |          60.00 '
+        '|         1.10000000 | 0:17:00        |        3 |      0 |\n'
+        '| LTC/BTC    |           3 |          30.00 |          90.00 '
+        '|         1.30000000 | 0:20:00        |        3 |      0 |'
+    )
+    print(backtesting._generate_text_table_strategy(all_results=results))
+    assert backtesting._generate_text_table_strategy(all_results=results) == result_str
+
+
 def test_backtesting_start(default_conf, mocker, caplog) -> None:
     def get_timeframe(input1, input2):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
@@ -654,6 +698,18 @@ def test_backtest_record(default_conf, fee, mocker):
     records = records[0]
     # Ensure records are of correct type
     assert len(records) == 4
+
+    # reset test to test with strategy name
+    names = []
+    records = []
+    backtesting._store_backtest_result("backtest-result.json", results, "DefStrat")
+    assert len(results) == 4
+    # Assert file_dump_json was only called once
+    assert names == ['backtest-result-DefStrat.json']
+    records = records[0]
+    # Ensure records are of correct type
+    assert len(records) == 4
+
     # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
     # Below follows just a typecheck of the schema/type of trade-records
     oix = None
@@ -686,15 +742,6 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         read_data=json.dumps(default_conf)
     ))
 
-    args = MagicMock()
-    args.ticker_interval = 1
-    args.level = 10
-    args.live = True
-    args.datadir = None
-    args.export = None
-    args.strategy = 'DefaultStrategy'
-    args.timerange = '-100'  # needed due to MagicMock malleability
-
     args = [
         '--config', 'config.json',
         '--strategy', 'DefaultStrategy',
@@ -725,3 +772,60 @@ def test_backtest_start_live(default_conf, mocker, caplog):
 
     for line in exists:
         assert log_has(line, caplog.record_tuples)
+
+
+def test_backtest_start_multi_strat(default_conf, mocker, caplog):
+    default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
+    mocker.patch('freqtrade.exchange.Exchange.get_ticker_history',
+                 new=lambda s, n, i: _load_pair_as_ticks(n, i))
+    patch_exchange(mocker)
+    backtestmock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
+    gen_table_mock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', gen_table_mock)
+    gen_strattable_mock = MagicMock()
+    mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
+                 gen_strattable_mock)
+    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+        read_data=json.dumps(default_conf)
+    ))
+
+    args = [
+        '--config', 'config.json',
+        '--datadir', 'freqtrade/tests/testdata',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--live',
+        '--timerange', '-100',
+        '--enable-position-stacking',
+        '--disable-max-market-positions',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategy',
+    ]
+    args = get_args(args)
+    start(args)
+    # 2 backtests, 4 tables
+    assert backtestmock.call_count == 2
+    assert gen_table_mock.call_count == 4
+    assert gen_strattable_mock.call_count == 1
+
+    # check the logs, that will contain the backtest result
+    exists = [
+        'Parameter -i/--ticker-interval detected ...',
+        'Using ticker_interval: 1m ...',
+        'Parameter -l/--live detected ...',
+        'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
+        'Parameter --timerange detected: -100 ...',
+        'Using data folder: freqtrade/tests/testdata ...',
+        'Using stake_currency: BTC ...',
+        'Using stake_amount: 0.001 ...',
+        'Downloading data for all pairs in whitelist ...',
+        'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
+        'Parameter --enable-position-stacking detected ...',
+        'Running backtesting for Strategy DefaultStrategy',
+        'Running backtesting for Strategy TestStrategy',
+    ]
+
+    for line in exists:
+        assert log_has(line, caplog.record_tuples)

freqtrade/tests/test_arguments.py

@@ -132,7 +132,11 @@ def test_parse_args_backtesting_custom() -> None:
         'backtesting',
         '--live',
         '--ticker-interval', '1m',
-        '--refresh-pairs-cached']
+        '--refresh-pairs-cached',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategy'
+        ]
     call_args = Arguments(args, '').get_parsed_arg()
     assert call_args.config == 'test_conf.json'
     assert call_args.live is True
@@ -141,6 +145,8 @@ def test_parse_args_backtesting_custom() -> None:
     assert call_args.func is not None
     assert call_args.ticker_interval == '1m'
     assert call_args.refresh_pairs is True
+    assert type(call_args.strategy_list) is list
+    assert len(call_args.strategy_list) == 2
 
 
 def test_parse_args_hyperopt_custom() -> None:

freqtrade/tests/test_configuration.py

@@ -292,6 +292,61 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     )
 
 
+def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> None:
+    """
+    Test setup_configuration() function
+    """
+    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+        read_data=json.dumps(default_conf)
+    ))
+
+    arglist = [
+        '--config', 'config.json',
+        'backtesting',
+        '--ticker-interval', '1m',
+        '--export', '/bar/foo',
+        '--strategy-list',
+        'DefaultStrategy',
+        'TestStrategy'
+    ]
+
+    args = Arguments(arglist, '').get_parsed_arg()
+
+    configuration = Configuration(args)
+    config = configuration.get_config()
+    assert 'max_open_trades' in config
+    assert 'stake_currency' in config
+    assert 'stake_amount' in config
+    assert 'exchange' in config
+    assert 'pair_whitelist' in config['exchange']
+    assert 'datadir' in config
+    assert log_has(
+        'Using data folder: {} ...'.format(config['datadir']),
+        caplog.record_tuples
+    )
+    assert 'ticker_interval' in config
+    assert log_has('Parameter -i/--ticker-interval detected ...', caplog.record_tuples)
+    assert log_has(
+        'Using ticker_interval: 1m ...',
+        caplog.record_tuples
+    )
+
+    assert 'strategy_list' in config
+    assert log_has('Using strategy list of 2 Strategies', caplog.record_tuples)
+
+    assert 'position_stacking' not in config
+
+    assert 'use_max_market_positions' not in config
+
+    assert 'timerange' not in config
+
+    assert 'export' in config
+    assert log_has(
+        'Parameter --export detected: {} ...'.format(config['export']),
+        caplog.record_tuples
+    )
+
+
 def test_hyperopt_with_arguments(mocker, default_conf, caplog) -> None:
     mocker.patch('freqtrade.configuration.open', mocker.mock_open(
         read_data=json.dumps(default_conf)