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Update tests to reflect new backtest returns

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This commit is contained in:
Matthias 2021-04-30 07:40:07 +02:00
parent f2e182002d
commit 4c00d4496d
3 changed files with 39 additions and 22 deletions
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3
tests/optimize/test_backtest_detail.py
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@ -501,13 +501,14 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
# Dummy data as we mock the analyze functions
data_processed = {pair: frame.copy()}
min_date, max_date = get_timerange({pair: frame})
results = backtesting.backtest(
result = backtesting.backtest(
processed=data_processed,
start_date=min_date,
end_date=max_date,
max_open_trades=10,
)
results = result['results']
assert len(results) == len(data.trades)
assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)

13
tests/optimize/test_backtesting.py
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@ -804,6 +804,12 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
default_conf['ask_strategy'].update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
patch_exchange(mocker)
backtestmock = MagicMock(return_value={
'results': pd.DataFrame(columns=BT_DATA_COLUMNS),
@ -872,7 +878,12 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
default_conf['ask_strategy'].update({
"use_sell_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
'profit_ratio': [0.0, 0.0],

45
tests/optimize/test_hyperopt.py
View File

@ -590,26 +590,31 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
'hyperopt_min_trades': 1,
})
backtest_result = pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
"UNITTEST/BTC", "UNITTEST/BTC"],
"profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
"profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
"open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
Arrow(2017, 11, 14, 21, 36, 00).datetime,
Arrow(2017, 11, 14, 22, 12, 00).datetime,
Arrow(2017, 11, 14, 22, 44, 00).datetime],
"close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
"trade_duration": [123, 34, 31, 14],
"is_open": [False, False, False, True],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [SellType.ROI, SellType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL]
})
backtest_result = {
'results': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
"UNITTEST/BTC", "UNITTEST/BTC"],
"profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
"profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
"open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
Arrow(2017, 11, 14, 21, 36, 00).datetime,
Arrow(2017, 11, 14, 22, 12, 00).datetime,
Arrow(2017, 11, 14, 22, 44, 00).datetime],
"close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
"trade_duration": [123, 34, 31, 14],
"is_open": [False, False, False, True],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [SellType.ROI, SellType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL]
}),
'config': hyperopt_conf,
'locks': [],
'final_balance': 1000,
}
mocker.patch('freqtrade.optimize.hyperopt.Backtesting.backtest', return_value=backtest_result)
mocker.patch('freqtrade.optimize.hyperopt.get_timerange',