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Add test_backtest_start_multi_strat_caching test flexing backtest result caching.

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Rokas Kupstys 2022-01-07 13:10:14 +02:00
parent 16861db653
commit 526ed7fa9a
1 changed files with 85 additions and 0 deletions
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85
tests/optimize/test_backtesting.py
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@ -1239,3 +1239,88 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
assert 'BACKTESTING REPORT' in captured.out assert 'BACKTESTING REPORT' in captured.out
assert 'SELL REASON STATS' in captured.out assert 'SELL REASON STATS' in captured.out
assert 'LEFT OPEN TRADES REPORT' in captured.out assert 'LEFT OPEN TRADES REPORT' in captured.out
@pytest.mark.filterwarnings("ignore:deprecated")
def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testdatadir):
default_conf.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),
'config': default_conf,
'locks': [],
'rejected_signals': 20,
'final_balance': 1000,
})
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
mocker.patch('freqtrade.optimize.backtesting', show_backtest_result=MagicMock())
path_glob = MagicMock(return_value=['not important'])
load_backtest_metadata = MagicMock(return_value={
'StrategyTestV2': {'run_id': '1'},
'TestStrategyLegacyV1': {'run_id': 'changed'}
})
load_backtest_stats = MagicMock(side_effect=[
{
'metadata': {'StrategyTestV2': {'run_id': '1'}},
'strategy': {'StrategyTestV2': {}},
'strategy_comparison': [{'key': 'StrategyTestV2'}]
},
{
'metadata': {'TestStrategyLegacyV1': {'run_id': '2'}},
'strategy': {'TestStrategyLegacyV1': {}},
'strategy_comparison': [{'key': 'TestStrategyLegacyV1'}]
}
])
get_strategy_run_id = MagicMock(side_effect=['1', '2', '2'])
mocker.patch('pathlib.Path.glob', path_glob)
mocker.patch.multiple('freqtrade.data.btanalysis',
load_backtest_metadata=load_backtest_metadata,
load_backtest_stats=load_backtest_stats)
mocker.patch('freqtrade.misc.get_strategy_run_id', get_strategy_run_id)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting',
'--config', 'config.json',
'--datadir', str(testdatadir),
'--strategy-path', str(Path(__file__).parents[1] / 'strategy/strats'),
'--timeframe', '1m',
'--timerange', '1510694220-1510700340',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'StrategyTestV2',
'TestStrategyLegacyV1',
]
args = get_args(args)
start_backtesting(args)
# 1 backtest, 1 loaded from cache
assert backtestmock.call_count == 1
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--timeframe detected ... Using timeframe: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Backtesting with data from 2017-11-14 21:17:00 '
'up to 2017-11-14 22:58:00 (0 days).',
'Parameter --enable-position-stacking detected ...',
'Reusing result of previous backtest for StrategyTestV2',
'Running backtesting for Strategy TestStrategyLegacyV1',
]
for line in exists:
assert log_has(line, caplog)