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Merge branch 'develop' into backtest-export

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This commit is contained in:
kryofly
2018-01-19 07:02:38 +01:00
parent d4008374f6 a4b8db38ca
commit 4a9e1cb345
28 changed files with 723 additions and 289 deletions
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28
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({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
@@ -56,6 +64,7 @@ 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({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 1,
@@ -63,16 +72,9 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
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)
timerange = ((None, 'line'), None, -100)
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
pair = data['BTC_UNITEST']
datalen = len(pair)
# Depending on the what parameter we now adjust the
@@ -132,6 +134,7 @@ 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({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
'max_open_trades': 10,
@@ -158,10 +161,10 @@ def test_backtest_pricecontours(default_conf, mocker):
simple_backtest(default_conf, contour, numres)
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1)
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
pairdata = {'BTC_UNITEST': tickerdata}
return trim_dictlist(pairdata, -100)
return pairdata
def test_backtest_start(default_conf, mocker, caplog):
@@ -176,6 +179,7 @@ def test_backtest_start(default_conf, mocker, caplog):
args.live = False
args.datadir = None
args.export = None
args.timerange = '-100' # needed due to MagicMock malleability
backtesting.start(args)
# check the logs, that will contain the backtest result
exists = ['Using max_open_trades: 1 ...',