From 4254d8665861df31fe757f5b957d1194dd7562fb Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 11 Apr 2022 20:32:02 +0200 Subject: [PATCH] Move test-backtestfiles to separate directory --- tests/commands/test_commands.py | 2 +- tests/data/test_btanalysis.py | 27 ++++++++++--------- tests/optimize/test_optimize_reports.py | 10 +++---- tests/test_plotting.py | 8 +++--- .../{ => backtest_results}/.last_result.json | 0 .../backtest-result_multistrat.json | 0 .../backtest-result_new.json | 0 .../backtest-result_new.meta.json | 6 +++++ 8 files changed, 30 insertions(+), 23 deletions(-) rename tests/testdata/{ => backtest_results}/.last_result.json (100%) rename tests/testdata/{ => backtest_results}/backtest-result_multistrat.json (100%) rename tests/testdata/{ => backtest_results}/backtest-result_new.json (100%) create mode 100644 tests/testdata/backtest_results/backtest-result_new.meta.json diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 22869638b..1431bd22a 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -1429,7 +1429,7 @@ def test_backtesting_show(mocker, testdatadir, capsys): args = [ "backtesting-show", "--export-filename", - f"{testdatadir / 'backtest-result_new.json'}", + f"{testdatadir / 'backtest_results/backtest-result_new.json'}", "--show-pair-list" ] pargs = get_args(args) diff --git a/tests/data/test_btanalysis.py b/tests/data/test_btanalysis.py index f4275edd9..2b53e4900 100644 --- a/tests/data/test_btanalysis.py +++ b/tests/data/test_btanalysis.py @@ -27,18 +27,19 @@ def test_get_latest_backtest_filename(testdatadir, mocker): with pytest.raises(ValueError, match=r"Directory .* does not seem to contain .*"): - get_latest_backtest_filename(testdatadir.parent) + get_latest_backtest_filename(testdatadir) - res = get_latest_backtest_filename(testdatadir) + testdir_bt = testdatadir / "backtest_results" + res = get_latest_backtest_filename(testdir_bt) assert res == 'backtest-result_new.json' - res = get_latest_backtest_filename(str(testdatadir)) + res = get_latest_backtest_filename(str(testdir_bt)) assert res == 'backtest-result_new.json' mocker.patch("freqtrade.data.btanalysis.json_load", return_value={}) with pytest.raises(ValueError, match=r"Invalid '.last_result.json' format."): - get_latest_backtest_filename(testdatadir) + get_latest_backtest_filename(testdir_bt) def test_get_latest_hyperopt_file(testdatadir): @@ -81,7 +82,7 @@ def test_load_backtest_data_old_format(testdatadir, mocker): def test_load_backtest_data_new_format(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) assert isinstance(bt_data, DataFrame) assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp']) @@ -92,19 +93,19 @@ def test_load_backtest_data_new_format(testdatadir): assert bt_data.equals(bt_data2) # Test loading from folder (must yield same result) - bt_data3 = load_backtest_data(testdatadir) + bt_data3 = load_backtest_data(testdatadir / "backtest_results") assert bt_data.equals(bt_data3) with pytest.raises(ValueError, match=r"File .* does not exist\."): load_backtest_data(str("filename") + "nofile") with pytest.raises(ValueError, match=r"Unknown dataformat."): - load_backtest_data(testdatadir / LAST_BT_RESULT_FN) + load_backtest_data(testdatadir / "backtest_results" / LAST_BT_RESULT_FN) def test_load_backtest_data_multi(testdatadir): - filename = testdatadir / "backtest-result_multistrat.json" + filename = testdatadir / "backtest_results/backtest-result_multistrat.json" for strategy in ('StrategyTestV2', 'TestStrategy'): bt_data = load_backtest_data(filename, strategy=strategy) assert isinstance(bt_data, DataFrame) @@ -182,7 +183,7 @@ def test_extract_trades_of_period(testdatadir): def test_analyze_trade_parallelism(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) res = analyze_trade_parallelism(bt_data, "5m") @@ -256,7 +257,7 @@ def test_combine_dataframes_with_mean_no_data(testdatadir): def test_create_cum_profit(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") @@ -272,7 +273,7 @@ def test_create_cum_profit(testdatadir): def test_create_cum_profit1(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) # Move close-time to "off" the candle, to make sure the logic still works bt_data.loc[:, 'close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20) @@ -294,7 +295,7 @@ def test_create_cum_profit1(testdatadir): def test_calculate_max_drawdown(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) _, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown( bt_data, value_col="profit_abs") @@ -318,7 +319,7 @@ def test_calculate_max_drawdown(testdatadir): def test_calculate_csum(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) csum_min, csum_max = calculate_csum(bt_data) diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index d40fc1e2f..05c0bf575 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -228,7 +228,7 @@ def test_generate_pair_metrics(): def test_generate_daily_stats(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) res = generate_daily_stats(bt_data) assert isinstance(res, dict) @@ -248,7 +248,7 @@ def test_generate_daily_stats(testdatadir): def test_generate_trading_stats(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) res = generate_trading_stats(bt_data) assert isinstance(res, dict) @@ -332,7 +332,7 @@ def test_generate_sell_reason_stats(): def test_text_table_strategy(testdatadir): - filename = testdatadir / "backtest-result_multistrat.json" + filename = testdatadir / "backtest_results/backtest-result_multistrat.json" bt_res_data = load_backtest_stats(filename) bt_res_data_comparison = bt_res_data.pop('strategy_comparison') @@ -364,7 +364,7 @@ def test_generate_edge_table(): def test_generate_periodic_breakdown_stats(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename).to_dict(orient='records') res = generate_periodic_breakdown_stats(bt_data, 'day') @@ -392,7 +392,7 @@ def test__get_resample_from_period(): def test_show_sorted_pairlist(testdatadir, default_conf, capsys): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_stats(filename) default_conf['backtest_show_pair_list'] = True diff --git a/tests/test_plotting.py b/tests/test_plotting.py index 940639465..97f367608 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -157,7 +157,7 @@ def test_plot_trades(testdatadir, caplog): assert fig == fig1 assert log_has("No trades found.", caplog) pair = "ADA/BTC" - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" trades = load_backtest_data(filename) trades = trades.loc[trades['pair'] == pair] @@ -298,7 +298,7 @@ def test_generate_plot_file(mocker, caplog): def test_add_profit(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" bt_data = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") @@ -318,7 +318,7 @@ def test_add_profit(testdatadir): def test_generate_profit_graph(testdatadir): - filename = testdatadir / "backtest-result_new.json" + filename = testdatadir / "backtest_results/backtest-result_new.json" trades = load_backtest_data(filename) timerange = TimeRange.parse_timerange("20180110-20180112") pairs = ["TRX/BTC", "XLM/BTC"] @@ -456,7 +456,7 @@ def test_plot_profit(default_conf, mocker, testdatadir): match=r"No trades found, cannot generate Profit-plot.*"): plot_profit(default_conf) - default_conf['exportfilename'] = testdatadir / "backtest-result_new.json" + default_conf['exportfilename'] = testdatadir / "backtest_results/backtest-result_new.json" plot_profit(default_conf) diff --git a/tests/testdata/.last_result.json b/tests/testdata/backtest_results/.last_result.json similarity index 100% rename from tests/testdata/.last_result.json rename to tests/testdata/backtest_results/.last_result.json diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest_results/backtest-result_multistrat.json similarity index 100% rename from tests/testdata/backtest-result_multistrat.json rename to tests/testdata/backtest_results/backtest-result_multistrat.json diff --git a/tests/testdata/backtest-result_new.json b/tests/testdata/backtest_results/backtest-result_new.json similarity index 100% rename from tests/testdata/backtest-result_new.json rename to tests/testdata/backtest_results/backtest-result_new.json diff --git a/tests/testdata/backtest_results/backtest-result_new.meta.json b/tests/testdata/backtest_results/backtest-result_new.meta.json new file mode 100644 index 000000000..57ecdb19d --- /dev/null +++ b/tests/testdata/backtest_results/backtest-result_new.meta.json @@ -0,0 +1,6 @@ +{ + "StrategyTestV3": { + "run_id": "430d0271075ef327edbb23088f4db4ebe51a3dbf", + "backtest_start_time": 1648904006 + } +}