Merge pull request #901 from freqtrade/fix/backtest_abort_no_data

Check if no backtest data is found and fail gracefully
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Michael Egger 2018-06-12 02:54:58 +02:00 committed by GitHub
commit 59a4dffc56
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2 changed files with 37 additions and 0 deletions

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@ -237,6 +237,9 @@ class Backtesting(object):
timerange=timerange timerange=timerange
) )
if not data:
logger.critical("No data found. Terminating.")
return
# Ignore max_open_trades in backtesting, except realistic flag was passed # Ignore max_open_trades in backtesting, except realistic flag was passed
if self.config.get('realistic_simulation', False): if self.config.get('realistic_simulation', False):
max_open_trades = self.config['max_open_trades'] max_open_trades = self.config['max_open_trades']

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@ -416,6 +416,40 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
assert log_has(line, caplog.record_tuples) assert log_has(line, caplog.record_tuples)
def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
"""
Test Backtesting.start() method if no data is found
"""
def get_timeframe(input1, input2):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.exchange.get_ticker_history')
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
_generate_text_table=MagicMock(return_value='1'),
get_timeframe=get_timeframe,
)
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
conf['ticker_interval'] = "1m"
conf['live'] = False
conf['datadir'] = None
conf['export'] = None
conf['timerange'] = '20180101-20180102'
backtesting = Backtesting(conf)
backtesting.start()
# check the logs, that will contain the backtest result
assert log_has('No data found. Terminating.', caplog.record_tuples)
def test_backtest(default_conf, fee, mocker) -> None: def test_backtest(default_conf, fee, mocker) -> None:
""" """
Test Backtesting.backtest() method Test Backtesting.backtest() method