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Tests need to pass pair to parse_ticker_dataframe

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This commit is contained in:
Matthias 2019-06-15 13:47:20 +02:00
parent 89ff614e1d
commit 4a916125a0
10 changed files with 38 additions and 23 deletions
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2
docs/developer.md
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@ -112,7 +112,7 @@ pair = "XLM/BTC" # Make sure to use a pair that exists on that exchange!
raw = ct.fetch_ohlcv(pair, timeframe=timeframe)
# convert to dataframe
df1 = parse_ticker_dataframe(raw, timeframe, drop_incomplete=False)
df1 = parse_ticker_dataframe(raw, timeframe, pair=pair, drop_incomplete=False)
print(df1["date"].tail(1))
print(datetime.utcnow())

1
freqtrade/data/converter.py
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@ -17,6 +17,7 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
:param ticker: ticker list, as returned by exchange.async_get_candle_history
:param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
:param pair: Pair this data is for (used to warn if fillup was necessary)
:param fill_missing: fill up missing candles with 0 candles
(see ohlcv_fill_up_missing_data for details)
:param drop_incomplete: Drop the last candle of the dataframe, assuming it's incomplete

5
freqtrade/tests/conftest.py
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@ -650,7 +650,7 @@ def ticker_history_list():
@pytest.fixture
def ticker_history(ticker_history_list):
return parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True)
return parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC", fill_missing=True)
@pytest.fixture
@ -855,7 +855,8 @@ def tickers():
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/UNITTEST_BTC-1m.json') as data_file:
return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True)
return parse_ticker_dataframe(json.load(data_file), '1m',
pair="UNITTEST/BTC", fill_missing=True)
# FIX:
# Create an fixture/function

20
freqtrade/tests/data/test_converter.py
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@ -15,7 +15,8 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
caplog.set_level(logging.DEBUG)
# Test file with BV data
dataframe = parse_ticker_dataframe(ticker_history_list, '5m', fill_missing=True)
dataframe = parse_ticker_dataframe(ticker_history_list, '5m',
pair="UNITTEST/BTC", fill_missing=True)
assert dataframe.columns.tolist() == columns
assert log_has('Parsing tickerlist to dataframe', caplog.record_tuples)
@ -27,12 +28,13 @@ def test_ohlcv_fill_up_missing_data(caplog):
pair='UNITTEST/BTC',
fill_up_missing=False)
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, '1m')
data2 = ohlcv_fill_up_missing_data(data, '1m', 'UNITTEST/BTC')
assert len(data2) > len(data)
# Column names should not change
assert (data.columns == data2.columns).all()
assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}",
assert log_has(f"Missing data fillup for UNITTEST/BTC: before: "
f"{len(data)} - after: {len(data2)}",
caplog.record_tuples)
# Test fillup actually fixes invalid backtest data
@ -78,10 +80,10 @@ def test_ohlcv_fill_up_missing_data2(caplog):
]
# Generate test-data without filling missing
data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False)
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC", fill_missing=False)
assert len(data) == 3
caplog.set_level(logging.DEBUG)
data2 = ohlcv_fill_up_missing_data(data, ticker_interval)
data2 = ohlcv_fill_up_missing_data(data, ticker_interval, "UNITTEST/BTC")
assert len(data2) == 4
# 3rd candle has been filled
row = data2.loc[2, :]
@ -94,7 +96,7 @@ def test_ohlcv_fill_up_missing_data2(caplog):
# Column names should not change
assert (data.columns == data2.columns).all()
assert log_has(f"Missing data fillup: before: {len(data)} - after: {len(data2)}",
assert log_has(f"Missing data fillup for UNITTEST/BTC: before: {len(data)} - after: {len(data2)}",
caplog.record_tuples)
@ -134,12 +136,14 @@ def test_ohlcv_drop_incomplete(caplog):
]
]
caplog.set_level(logging.DEBUG)
data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=False)
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=False)
assert len(data) == 4
assert not log_has("Dropping last candle", caplog.record_tuples)
# Drop last candle
data = parse_ticker_dataframe(ticks, ticker_interval, fill_missing=False, drop_incomplete=True)
data = parse_ticker_dataframe(ticks, ticker_interval, pair="UNITTEST/BTC",
fill_missing=False, drop_incomplete=True)
assert len(data) == 3
assert log_has("Dropping last candle", caplog.record_tuples)

6
freqtrade/tests/edge/test_edge.py
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@ -263,7 +263,7 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
hz = 0.1
base = 0.001
ETHBTC = [
NEOBTC = [
[
ticker_start_time.shift(minutes=(x * ticker_interval_in_minute)).timestamp * 1000,
math.sin(x * hz) / 1000 + base,
@ -285,8 +285,8 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
123.45
] for x in range(0, 500)]
pairdata = {'NEO/BTC': parse_ticker_dataframe(ETHBTC, '1h', fill_missing=True),
'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', fill_missing=True)}
pairdata = {'NEO/BTC': parse_ticker_dataframe(NEOBTC, '1h', pair="NEO/BTC", fill_missing=True),
'LTC/BTC': parse_ticker_dataframe(LTCBTC, '1h', pair="LTC/BTC", fill_missing=True)}
return pairdata

9
freqtrade/tests/optimize/test_backtesting.py
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@ -78,7 +78,8 @@ def load_data_test(what):
pair[x][5] # Keep old volume
] for x in range(0, datalen)
]
return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', fill_missing=True)}
return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
def simple_backtest(config, contour, num_results, mocker) -> None:
@ -107,7 +108,8 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None, live=False):
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)}
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
return pairdata
@ -355,7 +357,8 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None:
patch_exchange(mocker)
timerange = TimeRange(None, 'line', 0, -100)
tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
backtesting = Backtesting(default_conf)
data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)

6
freqtrade/tests/optimize/test_hyperopt.py
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@ -427,7 +427,8 @@ def test_has_space(hyperopt):
def test_populate_indicators(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'})
@ -440,7 +441,8 @@ def test_populate_indicators(hyperopt) -> None:
def test_buy_strategy_generator(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'})

3
freqtrade/tests/strategy/test_default_strategy.py
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@ -10,7 +10,8 @@ from freqtrade.strategy.default_strategy import DefaultStrategy
@pytest.fixture
def result():
with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
return parse_ticker_dataframe(json.load(data_file), '1m', fill_missing=True)
return parse_ticker_dataframe(json.load(data_file), '1m', pair="UNITTEST/BTC",
fill_missing=True)
def test_default_strategy_structure():

3
freqtrade/tests/strategy/test_interface.py
View File

@ -111,7 +111,8 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
timerange = TimeRange(None, 'line', 0, -100)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
data = strategy.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed

6
freqtrade/tests/test_misc.py
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@ -17,7 +17,8 @@ def test_shorten_date() -> None:
def test_datesarray_to_datetimearray(ticker_history_list):
dataframes = parse_ticker_dataframe(ticker_history_list, "5m", fill_missing=True)
dataframes = parse_ticker_dataframe(ticker_history_list, "5m", pair="UNITTEST/BTC",
fill_missing=True)
dates = datesarray_to_datetimearray(dataframes['date'])
assert isinstance(dates[0], datetime.datetime)
@ -34,7 +35,8 @@ def test_datesarray_to_datetimearray(ticker_history_list):
def test_common_datearray(default_conf) -> None:
strategy = DefaultStrategy(default_conf)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", fill_missing=True)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", pair="UNITTEST/BTC",
fill_missing=True)}
dataframes = strategy.tickerdata_to_dataframe(tickerlist)
dates = common_datearray(dataframes)