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Merge branch 'develop' into plot-trades

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hroff-1902 2020-03-15 13:31:00 +03:00 committed by GitHub
commit 57ff3ff450
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6 changed files with 16 additions and 8 deletions
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1
freqtrade/configuration/configuration.py
View File

@ -196,6 +196,7 @@ class Configuration:
if self.args.get('exportfilename'):
self._args_to_config(config, argname='exportfilename',
logstring='Storing backtest results to {} ...')
config['exportfilename'] = Path(config['exportfilename'])
else:
config['exportfilename'] = (config['user_data_dir']
/ 'backtest_results/backtest-result.json')

9
freqtrade/data/btanalysis.py
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@ -129,11 +129,16 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
return trades
def load_trades(source: str, db_url: str, exportfilename: str, skip_trades: bool) -> pd.DataFrame:
def load_trades(source: str, db_url: str, exportfilename: Path, skip_trades: bool) -> pd.DataFrame:
"""
Based on configuration option "trade_source":
* loads data from DB (using `db_url`)
* loads data from backtestfile (using `exportfilename`)
:param source: "DB" or "file" - specify source to load from
:param db_url: sqlalchemy formatted url to a database
:param exportfilename: Json file generated by backtesting
:param skip_trades: Skip using trades, only return backtesting data columns
:return: DataFrame containing trades
"""
if skip_trades:
df = pd.DataFrame(columns=BT_DATA_COLUMNS)
@ -142,7 +147,7 @@ def load_trades(source: str, db_url: str, exportfilename: str, skip_trades: bool
if source == "DB":
return load_trades_from_db(db_url)
elif source == "file":
return load_backtest_data(Path(exportfilename))
return load_backtest_data(exportfilename)
def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:

2
freqtrade/optimize/backtesting.py
View File

@ -421,7 +421,7 @@ class Backtesting:
for strategy, results in all_results.items():
if self.config.get('export', False):
self._store_backtest_result(Path(self.config['exportfilename']), results,
self._store_backtest_result(self.config['exportfilename'], results,
strategy if len(self.strategylist) > 1 else None)
print(f"Result for strategy {strategy}")

5
tests/data/test_btanalysis.py
View File

@ -1,8 +1,9 @@
from pathlib import Path
from unittest.mock import MagicMock
import pytest
from arrow import Arrow
from pandas import DataFrame, DateOffset, to_datetime, Timestamp
from pandas import DataFrame, DateOffset, Timestamp, to_datetime
from freqtrade.configuration import TimeRange
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
@ -112,7 +113,7 @@ def test_load_trades(default_conf, mocker):
db_mock.reset_mock()
bt_mock.reset_mock()
default_conf['exportfilename'] = "testfile.json"
default_conf['exportfilename'] = Path("testfile.json")
load_trades("file",
db_url=default_conf.get('db_url'),
exportfilename=default_conf.get('exportfilename'),

1
tests/optimize/test_backtesting.py
View File

@ -224,6 +224,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
assert 'export' in config
assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
assert 'exportfilename' in config
assert isinstance(config['exportfilename'], Path)
assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
assert 'fee' in config

6
tests/test_plotting.py
View File

@ -49,7 +49,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
default_conf['trade_source'] = "file"
default_conf['ticker_interval'] = "5m"
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
ret = init_plotscript(default_conf)
assert "ohlcv" in ret
assert "trades" in ret
@ -318,7 +318,7 @@ def test_start_plot_dataframe(mocker):
def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
default_conf['trade_source'] = 'file'
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
default_conf['indicators1'] = ["sma5", "ema10"]
default_conf['indicators2'] = ["macd"]
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
@ -374,7 +374,7 @@ def test_start_plot_profit_error(mocker):
def test_plot_profit(default_conf, mocker, testdatadir, caplog):
default_conf['trade_source'] = 'file'
default_conf["datadir"] = testdatadir
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
profit_mock = MagicMock()