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Add more tests to validate buy/sell rows

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This commit is contained in:
Matthias 2018-07-06 19:45:58 +02:00
parent c35d1b9c9d
commit 54976fa103
1 changed files with 13 additions and 3 deletions
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16
freqtrade/tests/optimize/test_backtesting.py
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@ -485,13 +485,14 @@ def test_backtest(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker) patch_exchange(mocker)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
pair = 'UNITTEST/BTC'
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC']) data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
data_processed = backtesting.tickerdata_to_dataframe(data)
results = backtesting.backtest( results = backtesting.backtest(
{ {
'stake_amount': default_conf['stake_amount'], 'stake_amount': default_conf['stake_amount'],
'processed': backtesting.tickerdata_to_dataframe(data), 'processed': data_processed,
'max_open_trades': 10, 'max_open_trades': 10,
'realistic': True 'realistic': True
} }
@ -500,7 +501,7 @@ def test_backtest(default_conf, fee, mocker) -> None:
assert len(results) == 2 assert len(results) == 2
expected = pd.DataFrame( expected = pd.DataFrame(
{'pair': ['UNITTEST/BTC', 'UNITTEST/BTC'], {'pair': [pair, pair],
'profit_percent': [0.00148826, 0.00075313], 'profit_percent': [0.00148826, 0.00075313],
'profit_abs': [1.49e-06, 7.6e-07], 'profit_abs': [1.49e-06, 7.6e-07],
'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime, 'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime,
@ -514,6 +515,15 @@ def test_backtest(default_conf, fee, mocker) -> None:
'open_rate': [0.10432, 0.103364], 'open_rate': [0.10432, 0.103364],
'close_rate': [0.104999, 0.10396]}) 'close_rate': [0.104999, 0.10396]})
pd.testing.assert_frame_equal(results, expected) pd.testing.assert_frame_equal(results, expected)
data_pair = data_processed[pair]
# Check open trade
for _, t in results.iterrows():
ln = data_pair.loc[data_pair["date"] == t["open_time"]]
assert ln is not None
assert round(ln.iloc[0]["close"], 6) == round(t["open_rate"], 6)
# check close trade
ln = data_pair.loc[data_pair["date"] == t["close_time"]]
assert round(ln.iloc[0]["close"], 6) == round(t["close_rate"], 6)
def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None: def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None: