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Merge pull request #4215 from freqtrade/refactor/backtest

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Small backtest refactor, introduce calling `bot_loop_start` in backtesting
This commit is contained in:
Matthias
2021-01-16 09:32:19 +01:00
committed by GitHub
parent d74376726a 0b65fe6afe
commit 3fefb6f1c8
6 changed files with 76 additions and 58 deletions
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10
tests/optimize/test_backtesting.py
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@@ -350,17 +350,17 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
default_conf['timerange'] = '-1510694220'
backtesting = Backtesting(default_conf)
backtesting.strategy.bot_loop_start = MagicMock()
backtesting.start()
# check the logs, that will contain the backtest result
exists = [
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:59:00 (0 days)..'
]
for line in exists:
assert log_has(line, caplog)
assert backtesting.strategy.dp._pairlists is not None
assert backtesting.strategy.bot_loop_start.call_count == 1
def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:
@@ -722,8 +722,6 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Backtesting with data from 2017-11-14 21:17:00 '
@@ -786,8 +784,6 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Backtesting with data from 2017-11-14 21:17:00 '
@@ -865,8 +861,6 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days)..',
'Backtesting with data from 2017-11-14 21:17:00 '

5
tests/optimize/test_optimize_reports.py
View File

@@ -77,7 +77,10 @@ def test_generate_backtest_stats(default_conf, testdatadir):
SellType.ROI, SellType.FORCE_SELL]
}),
'config': default_conf,
'locks': []}
'locks': [],
'backtest_start_time': Arrow.utcnow().int_timestamp,
'backtest_end_time': Arrow.utcnow().int_timestamp,
}
}
timerange = TimeRange.parse_timerange('1510688220-1510700340')
min_date = Arrow.fromtimestamp(1510688220)