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Move test-backtestfiles to separate directory

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This commit is contained in:
Matthias
2022-04-11 20:32:02 +02:00
parent 85e7deb2cd
commit 4254d86658
8 changed files with 30 additions and 23 deletions
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27
tests/data/test_btanalysis.py
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@@ -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)