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'])