Merge pull request #315 from kryofly/tests_jan05

tests cover more backtesting

freqtrade/optimize/__init__.py

@@ -12,6 +12,27 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
 logger = logging.getLogger(__name__)
 
 
+def load_tickerdata_file(pair, ticker_interval):
+    """
+    Load a pair from file,
+    :return dict OR empty if unsuccesful
+    """
+    path = testdata_path()
+    file = '{abspath}/{pair}-{ticker_interval}.json'.format(
+        abspath=path,
+        pair=pair,
+        ticker_interval=ticker_interval,
+    )
+    # The file does not exist we download it
+    if not os.path.isfile(file):
+        return None
+
+    # Read the file, load the json
+    with open(file) as tickerdata:
+        pairdata = json.load(tickerdata)
+    return pairdata
+
+
 def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
               refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
     """
@@ -20,7 +41,6 @@ def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
     :param pairs: list of pairs
     :return: dict
     """
-    path = testdata_path()
     result = {}
 
     _pairs = pairs or hyperopt_optimize_conf()['exchange']['pair_whitelist']
@@ -31,18 +51,13 @@ def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
         download_pairs(_pairs)
 
     for pair in _pairs:
-        file = '{abspath}/{pair}-{ticker_interval}.json'.format(
-            abspath=path,
-            pair=pair,
-            ticker_interval=ticker_interval,
-        )
-        # The file does not exist we download it
-        if not os.path.isfile(file):
+        pairdata = load_tickerdata_file(pair, ticker_interval)
+        if not pairdata:
+            # download the tickerdata from exchange
             download_backtesting_testdata(pair=pair, interval=ticker_interval)
-
-        # Read the file, load the json
-        with open(file) as tickerdata:
-            result[pair] = json.load(tickerdata)
+            # and retry reading the pair
+            pairdata = load_tickerdata_file(pair, ticker_interval)
+        result[pair] = pairdata
     return result
 
 

freqtrade/optimize/backtesting.py

@@ -12,8 +12,9 @@ from freqtrade import exchange
 from freqtrade.analyze import populate_buy_trend, populate_sell_trend
 from freqtrade.exchange import Bittrex
 from freqtrade.main import min_roi_reached
-from freqtrade.misc import load_config
-from freqtrade.optimize import load_data, preprocess
+import freqtrade.misc as misc
+from freqtrade.optimize import preprocess
+import freqtrade.optimize as optimize
 from freqtrade.persistence import Trade
 
 logger = logging.getLogger(__name__)
@@ -149,7 +150,7 @@ def start(args):
     exchange._API = Bittrex({'key': '', 'secret': ''})
 
     logger.info('Using config: %s ...', args.config)
-    config = load_config(args.config)
+    config = misc.load_config(args.config)
 
     logger.info('Using ticker_interval: %s ...', args.ticker_interval)
 
@@ -161,8 +162,8 @@ def start(args):
             data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
     else:
         logger.info('Using local backtesting data (using whitelist in given config) ...')
-        data = load_data(pairs=pairs, ticker_interval=args.ticker_interval,
-                         refresh_pairs=args.refresh_pairs)
+        data = optimize.load_data(pairs=pairs, ticker_interval=args.ticker_interval,
+                                  refresh_pairs=args.refresh_pairs)
 
         logger.info('Using stake_currency: %s ...', config['stake_currency'])
         logger.info('Using stake_amount: %s ...', config['stake_amount'])

freqtrade/tests/optimize/test_backtesting.py

@@ -1,13 +1,14 @@
 # pragma pylint: disable=missing-docstring,W0212
 
+import logging
 import math
 import pandas as pd
-# from unittest.mock import MagicMock
+from unittest.mock import MagicMock
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.optimize import preprocess
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
-# import freqtrade.optimize.backtesting as backtesting
+import freqtrade.optimize.backtesting as backtesting
 
 
 def test_generate_text_table():
@@ -61,7 +62,6 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
 def trim_dictlist(dl, num):
     new = {}
     for pair, pair_data in dl.items():
-        # Can't figure out why -num wont work
         new[pair] = pair_data[num:]
     return new
 
@@ -148,21 +148,29 @@ def test_backtest_pricecontours(default_conf, mocker):
     for [contour, numres] in tests:
         simple_backtest(default_conf, contour, numres)
 
-# Please make this work, the load_config needs to be mocked
-# and cleanups.
-# def test_backtest_start(default_conf, mocker):
-#   default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
-#   mocker.patch.dict('freqtrade.main._CONF', default_conf)
-#   # see https://pypi.python.org/pypi/pytest-mock/
-#   # and http://www.voidspace.org.uk/python/mock/patch.html
-#   # No usage example of simple function mocking,
-#   # and no documentation of side_effect
-#   mocker.patch('freqtrade.misc.load_config', new=lambda s, t: {})
-#   args = MagicMock()
-#   args.level = 10
-#   #load_config('foo')
-#   backtesting.start(args)
-#
-#    Check what sideeffect backtstesting has done.
-#    Probably need to capture standard-output and
-#    check for the generated report table.
+
+def mocked_load_data(pairs=[], ticker_interval=0, refresh_pairs=False):
+    tickerdata = optimize.load_tickerdata_file('BTC_UNITEST', 1)
+    pairdata = {'BTC_UNITEST': tickerdata}
+    return trim_dictlist(pairdata, -100)
+
+
+def test_backtest_start(default_conf, mocker, caplog):
+    default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    mocker.patch('freqtrade.misc.load_config', new=lambda s: default_conf)
+    mocker.patch.multiple('freqtrade.optimize',
+                          load_data=mocked_load_data)
+    args = MagicMock()
+    args.ticker_interval = 1
+    args.level = 10
+    args.live = False
+    backtesting.start(args)
+    # check the logs, that will contain the backtest result
+    exists = ['Using max_open_trades: 1 ...',
+              'Using stake_amount: 0.001 ...',
+              'Measuring data from 2017-11-14T21:17:00+00:00 up to 2017-11-14T22:59:00+00:00 ...']
+    for line in exists:
+        assert ('freqtrade.optimize.backtesting',
+                logging.INFO,
+                line) in caplog.record_tuples

freqtrade/tests/optimize/test_optimize.py

@@ -5,7 +5,11 @@ import logging
 from shutil import copyfile
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
-from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
+from freqtrade.optimize.__init__ import testdata_path, download_pairs,\
+     download_backtesting_testdata, load_tickerdata_file
+
+# Change this if modifying BTC_UNITEST testdatafile
+_btc_unittest_length = 13681
 
 
 def _backup_file(file: str, copy_file: bool = False) -> None:
@@ -164,3 +168,9 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
     download_backtesting_testdata(pair="BTC-STORJ", interval=5)
     assert os.path.isfile(file2) is True
     _clean_test_file(file2)
+
+
+def test_load_tickerdata_file():
+    assert not load_tickerdata_file('BTC_UNITEST', 7)
+    tickerdata = load_tickerdata_file('BTC_UNITEST', 1)
+    assert _btc_unittest_length == len(tickerdata)