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Adjust tests

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hroff-1902 2019-12-14 02:12:44 +03:00 committed by Matthias
parent f4c7edf551
commit 52f0ed5310
2 changed files with 38 additions and 47 deletions
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12
tests/optimize/test_backtest_detail.py
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@ -382,13 +382,11 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
data_processed = {pair: frame.copy()}
min_date, max_date = get_timerange({pair: frame})
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 10,
'start_date': min_date,
'end_date': max_date,
}
processed=data_processed,
stake_amount=default_conf['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=10,
)
assert len(results) == len(data.trades)

73
tests/optimize/test_backtesting.py
View File

@ -103,14 +103,12 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
{
'stake_amount': config['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
}
processed=processed,
stake_amount=config['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
)
# results :: <class 'pandas.core.frame.DataFrame'>
assert len(results) == num_results
@ -132,7 +130,7 @@ def _load_pair_as_ticks(pair, tickfreq):
# FIX: fixturize this?
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
data = trim_dictlist(data, -201)
patch_exchange(mocker)
@ -140,13 +138,12 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(processed)
return {
'stake_amount': conf['stake_amount'],
'processed': processed,
'max_open_trades': 10,
'position_stacking': False,
'record': record,
'stake_amount': conf['stake_amount'],
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 10,
'position_stacking': False,
}
@ -422,14 +419,12 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(data_processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 10,
'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
}
processed=data_processed,
stake_amount=default_conf['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=10,
position_stacking=False,
)
assert not results.empty
assert len(results) == 2
@ -478,14 +473,12 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
'processed': processed,
'max_open_trades': 1,
'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
}
processed=processed,
stake_amount=default_conf['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=1,
position_stacking=False,
)
assert not results.empty
assert len(results) == 1
@ -525,7 +518,7 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = fun # Override
backtesting.strategy.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
assert results.empty
@ -540,7 +533,7 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = fun # Override
backtesting.strategy.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
assert results.empty
@ -553,7 +546,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _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)
# 200 candles in backtest data
# won't buy on first (shifted by 1)
@ -598,15 +591,15 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timerange(data_processed)
backtest_conf = {
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 3,
'position_stacking': False,
'stake_amount': default_conf['stake_amount'],
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 3,
'position_stacking': False,
}
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
# Make sure we have parallel trades
assert len(evaluate_result_multi(results, '5m', 2)) > 0
@ -614,14 +607,14 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
assert len(evaluate_result_multi(results, '5m', 3)) == 0
backtest_conf = {
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 1,
'position_stacking': False,
'stake_amount': default_conf['stake_amount'],
'start_date': min_date,
'end_date': max_date,
'max_open_trades': 1,
'position_stacking': False,
}
results = backtesting.backtest(backtest_conf)
results = backtesting.backtest(**backtest_conf)
assert len(evaluate_result_multi(results, '5m', 1)) == 0