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Tests adjusted

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hroff-1902 2019-09-18 22:57:37 +03:00
parent 69f29e8907
commit 50b4563912
4 changed files with 25 additions and 25 deletions
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4
tests/optimize/test_backtest_detail.py
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@ -291,8 +291,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
patch_exchange(mocker) patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data) frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.advise_buy = lambda a, m: frame backtesting.strategy.advise_buy = lambda a, m: frame
backtesting.advise_sell = lambda a, m: frame backtesting.strategy.advise_sell = lambda a, m: frame
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
pair = "UNITTEST/BTC" pair = "UNITTEST/BTC"

20
tests/optimize/test_backtesting.py
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@ -313,8 +313,8 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
assert backtesting.config == default_conf assert backtesting.config == default_conf
assert backtesting.ticker_interval == '5m' assert backtesting.ticker_interval == '5m'
assert callable(backtesting.strategy.tickerdata_to_dataframe) assert callable(backtesting.strategy.tickerdata_to_dataframe)
assert callable(backtesting.advise_buy) assert callable(backtesting.strategy.advise_buy)
assert callable(backtesting.advise_sell) assert callable(backtesting.strategy.advise_sell)
assert isinstance(backtesting.strategy.dp, DataProvider) assert isinstance(backtesting.strategy.dp, DataProvider)
get_fee.assert_called() get_fee.assert_called()
assert backtesting.fee == 0.5 assert backtesting.fee == 0.5
@ -627,8 +627,8 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir) backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.advise_buy = fun # Override backtesting.strategy.advise_buy = fun # Override
backtesting.advise_sell = fun # Override backtesting.strategy.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf) results = backtesting.backtest(backtest_conf)
assert results.empty assert results.empty
@ -642,8 +642,8 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir) backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.advise_buy = fun # Override backtesting.strategy.advise_buy = fun # Override
backtesting.advise_sell = fun # Override backtesting.strategy.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf) results = backtesting.backtest(backtest_conf)
assert results.empty assert results.empty
@ -657,8 +657,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
default_conf['experimental'] = {"use_sell_signal": True} default_conf['experimental'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '1m' default_conf['ticker_interval'] = '1m'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.advise_buy = _trend_alternate # Override backtesting.strategy.advise_buy = _trend_alternate # Override
backtesting.advise_sell = _trend_alternate # Override backtesting.strategy.advise_sell = _trend_alternate # Override
results = backtesting.backtest(backtest_conf) results = backtesting.backtest(backtest_conf)
backtesting._store_backtest_result("test_.json", results) backtesting._store_backtest_result("test_.json", results)
# 200 candles in backtest data # 200 candles in backtest data
@ -700,8 +700,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
default_conf['ticker_interval'] = '5m' default_conf['ticker_interval'] = '5m'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.advise_buy = _trend_alternate_hold # Override backtesting.strategy.advise_buy = _trend_alternate_hold # Override
backtesting.advise_sell = _trend_alternate_hold # Override backtesting.strategy.advise_sell = _trend_alternate_hold # Override
data_processed = backtesting.strategy.tickerdata_to_dataframe(data) data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed) min_date, max_date = get_timeframe(data_processed)

24
tests/optimize/test_hyperopt.py
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@ -166,10 +166,10 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
x = HyperOptResolver(default_conf, ).hyperopt x = HyperOptResolver(default_conf, ).hyperopt
assert not hasattr(x, 'populate_buy_trend') assert not hasattr(x, 'populate_buy_trend')
assert not hasattr(x, 'populate_sell_trend') assert not hasattr(x, 'populate_sell_trend')
assert log_has("Custom Hyperopt does not provide populate_sell_trend. " assert log_has("Hyperopt class does not provide populate_sell_trend() method. "
"Using populate_sell_trend from DefaultStrategy.", caplog) "Using populate_sell_trend from the strategy.", caplog)
assert log_has("Custom Hyperopt does not provide populate_buy_trend. " assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
"Using populate_buy_trend from DefaultStrategy.", caplog) "Using populate_buy_trend from the strategy.", caplog)
assert hasattr(x, "ticker_interval") assert hasattr(x, "ticker_interval")
@ -415,8 +415,8 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
assert dumper.called assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations # Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2 assert dumper.call_count == 2
assert hasattr(hyperopt.backtesting, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting, "advise_buy") assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt, "max_open_trades") assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == default_conf['max_open_trades'] assert hyperopt.max_open_trades == default_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking") assert hasattr(hyperopt, "position_stacking")
@ -709,8 +709,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
assert dumper.called assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations # Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2 assert dumper.call_count == 2
assert hasattr(hyperopt.backtesting, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting, "advise_buy") assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt, "max_open_trades") assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == default_conf['max_open_trades'] assert hyperopt.max_open_trades == default_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking") assert hasattr(hyperopt, "position_stacking")
@ -783,8 +783,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
assert dumper.called assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations # Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2 assert dumper.call_count == 2
assert hasattr(hyperopt.backtesting, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting, "advise_buy") assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt, "max_open_trades") assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == default_conf['max_open_trades'] assert hyperopt.max_open_trades == default_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking") assert hasattr(hyperopt, "position_stacking")
@ -828,8 +828,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
assert dumper.called assert dumper.called
# Should be called twice, once for tickerdata, once to save evaluations # Should be called twice, once for tickerdata, once to save evaluations
assert dumper.call_count == 2 assert dumper.call_count == 2
assert hasattr(hyperopt.backtesting, "advise_sell") assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting, "advise_buy") assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt, "max_open_trades") assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == default_conf['max_open_trades'] assert hyperopt.max_open_trades == default_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking") assert hasattr(hyperopt, "position_stacking")

2
tests/test_configuration.py
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@ -440,7 +440,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
caplog) caplog)
assert 'strategy_list' in config assert 'strategy_list' in config
assert log_has('Using strategy list of 2 Strategies', caplog) assert log_has('Using strategy list of 2 strategies', caplog)
assert 'position_stacking' not in config assert 'position_stacking' not in config