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Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades

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This commit is contained in:
Antonio Della Fortuna
2023-01-16 20:19:46 +01:00
parent ab12aace5f 81eb9ebc6e
commit 5e10bb2cca
36 changed files with 6576 additions and 5911 deletions
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13
tests/optimize/test_backtesting.py
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@@ -548,6 +548,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
default_conf_usdt['trading_mode'] = 'futures'
default_conf_usdt['margin_mode'] = 'isolated'
default_conf_usdt['stake_currency'] = 'USDT'
default_conf_usdt['datadir'] = Path(default_conf_usdt['datadir'])
default_conf_usdt['exchange']['pair_whitelist'] = ['.*']
backtesting = Backtesting(default_conf_usdt)
backtesting._set_strategy(backtesting.strategylist[0])
@@ -1467,7 +1468,7 @@ def test_backtest_start_futures_noliq(default_conf_usdt, mocker,
patch_exchange(mocker)
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT']))
PropertyMock(return_value=['HULUMULU/USDT', 'XRP/USDT:USDT']))
# mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
patched_configuration_load_config_file(mocker, default_conf_usdt)
@@ -1498,7 +1499,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
"strategy": CURRENT_TEST_STRATEGY,
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT'],
result1 = pd.DataFrame({'pair': ['XRP/USDT:USDT', 'XRP/USDT:USDT'],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'open_date': pd.to_datetime(['2021-11-18 18:00:00',
@@ -1514,7 +1515,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'close_rate': [0.104969, 0.103541],
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'],
result2 = pd.DataFrame({'pair': ['XRP/USDT:USDT', 'XRP/USDT:USDT', 'XRP/USDT:USDT'],
'profit_ratio': [0.03, 0.01, 0.1],
'profit_abs': [0.01, 0.02, 0.2],
'open_date': pd.to_datetime(['2021-11-19 18:00:00',
@@ -1559,7 +1560,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
}
])
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['XRP/USDT']))
PropertyMock(return_value=['XRP/USDT:USDT']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
patched_configuration_load_config_file(mocker, default_conf_usdt)
@@ -1582,8 +1583,8 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'up to 2021-11-21 04:00:00 (4 days).',
'Backtesting with data from 2021-11-17 21:00:00 '
'up to 2021-11-21 04:00:00 (3 days).',
'XRP/USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00',
'XRP/USDT, mark, 8h, data starts at 2021-11-18 00:00:00',
'XRP/USDT:USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00',
'XRP/USDT:USDT, mark, 8h, data starts at 2021-11-18 00:00:00',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
]