Merge pull request #432 from kryofly/stratback

tests: run backtest single
This commit is contained in:
Janne Sinivirta 2018-01-24 12:34:54 +02:00 committed by GitHub
commit 4e9e97ddbb
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1 changed files with 15 additions and 6 deletions

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@ -3,12 +3,21 @@
import logging
import math
import pandas as pd
import pytest
from unittest.mock import MagicMock
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize import preprocess
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
import freqtrade.optimize.backtesting as backtesting
from freqtrade.strategy.strategy import Strategy
@pytest.fixture
def default_strategy():
strategy = Strategy()
strategy.init({'strategy': 'default_strategy'})
return strategy
def trim_dictlist(dl, num):
@ -37,7 +46,7 @@ def test_generate_text_table():
'TOTAL 2 15.00 0.60000000 100.0 2 0') # noqa
def test_get_timeframe():
def test_get_timeframe(default_strategy):
data = preprocess(optimize.load_data(
None, ticker_interval=1, pairs=['BTC_UNITEST']))
min_date, max_date = get_timeframe(data)
@ -45,7 +54,7 @@ def test_get_timeframe():
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
def test_backtest(default_conf, mocker):
def test_backtest(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
@ -58,7 +67,7 @@ def test_backtest(default_conf, mocker):
assert not results.empty
def test_backtest_1min_ticker_interval(default_conf, mocker):
def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
@ -131,7 +140,7 @@ def simple_backtest(config, contour, num_results):
# loaded by freqdata/optimize/__init__.py::load_data()
def test_backtest2(default_conf, mocker):
def test_backtest2(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200)
@ -142,7 +151,7 @@ def test_backtest2(default_conf, mocker):
assert not results.empty
def test_processed(default_conf, mocker):
def test_processed(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
dict_of_tickerrows = load_data_test('raise')
dataframes = optimize.preprocess(dict_of_tickerrows)
@ -154,7 +163,7 @@ def test_processed(default_conf, mocker):
assert col in cols
def test_backtest_pricecontours(default_conf, mocker):
def test_backtest_pricecontours(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests: