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tests: speed up backtests

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This commit is contained in:
kryofly 2018-01-17 18:19:39 +01:00
parent a799b7d56d
commit 423b251467
1 changed files with 10 additions and 7 deletions
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17
freqtrade/tests/optimize/test_backtesting.py
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@ -11,6 +11,13 @@ from freqtrade.optimize.backtesting import backtest, generate_text_table, get_ti
import freqtrade.optimize.backtesting as backtesting
def trim_dictlist(dl, num):
new = {}
for pair, pair_data in dl.items():
new[pair] = pair_data[num:]
return new
def test_generate_text_table():
results = pd.DataFrame(
{
@ -43,6 +50,7 @@ def test_backtest(default_conf, mocker):
exchange._API = Bittrex({'key': '', 'secret': ''})
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200)
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
assert not results.empty
@ -54,18 +62,12 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = trim_dictlist(data, -200)
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 1, True)
assert not results.empty
def trim_dictlist(dl, num):
new = {}
for pair, pair_data in dl.items():
new[pair] = pair_data[num:]
return new
def load_data_test(what):
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = trim_dictlist(data, -100)
@ -125,6 +127,7 @@ def simple_backtest(config, contour, num_results):
def test_backtest2(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200)
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
assert not results.empty