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--datadir <path> argument

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This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
This commit is contained in:
kryofly
2018-01-06 23:24:35 +01:00
parent bcde377019
commit 60ed4b9d1e
7 changed files with 47 additions and 36 deletions
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15
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -32,7 +32,7 @@ def test_generate_text_table():
def test_get_timeframe():
data = preprocess(optimize.load_data(
ticker_interval=1, pairs=['BTC_UNITEST']))
None, ticker_interval=1, pairs=['BTC_UNITEST']))
min_date, max_date = get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
@@ -42,7 +42,7 @@ def test_backtest(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
assert not results.empty
@@ -53,7 +53,7 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
exchange._API = Bittrex({'key': '', 'secret': ''})
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 1, True)
assert not results.empty
@@ -67,7 +67,7 @@ def trim_dictlist(dl, num):
def load_data_test(what):
data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = trim_dictlist(data, -100)
pair = data['BTC_UNITEST']
datalen = len(pair)
@@ -124,7 +124,7 @@ def simple_backtest(config, contour, num_results):
def test_backtest2(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf['stake_amount'],
optimize.preprocess(data), 10, True)
assert not results.empty
@@ -149,8 +149,8 @@ def test_backtest_pricecontours(default_conf, mocker):
simple_backtest(default_conf, contour, numres)
def mocked_load_data(pairs=[], ticker_interval=0, refresh_pairs=False):
tickerdata = optimize.load_tickerdata_file('BTC_UNITEST', 1)
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1)
pairdata = {'BTC_UNITEST': tickerdata}
return trim_dictlist(pairdata, -100)
@@ -165,6 +165,7 @@ def test_backtest_start(default_conf, mocker, caplog):
args.ticker_interval = 1
args.level = 10
args.live = False
args.datadir = None
backtesting.start(args)
# check the logs, that will contain the backtest result
exists = ['Using max_open_trades: 1 ...',

22
freqtrade/tests/optimize/test_optimize.py
View File

@@ -5,7 +5,7 @@ import logging
from shutil import copyfile
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize.__init__ import testdata_path, download_pairs,\
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
download_backtesting_testdata, load_tickerdata_file
# Change this if modifying BTC_UNITEST testdatafile
@@ -51,7 +51,7 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(pairs=['BTC_ETH'])
optimize.load_data(None, pairs=['BTC_ETH'])
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
@@ -68,7 +68,7 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
_backup_file(file, copy_file=True)
optimize.load_data(ticker_interval=1, pairs=['BTC_ETH'])
optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH'])
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
@@ -85,7 +85,7 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
_backup_file(file)
optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME'])
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
@@ -95,7 +95,7 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
def test_testdata_path():
assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
def test_download_pairs(default_conf, ticker_history, mocker):
@@ -113,7 +113,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
_backup_file(file2_1)
_backup_file(file2_5)
assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
assert download_pairs(None, pairs=['BTC-MEME', 'BTC-CFI']) is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
@@ -139,7 +139,7 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(pairs=['BTC-MEME'])
download_pairs(None, pairs=['BTC-MEME'])
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
@@ -157,7 +157,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
# Download a 1 min ticker file
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
_backup_file(file1)
download_backtesting_testdata(pair="BTC-XEL", interval=1)
download_backtesting_testdata(None, pair="BTC-XEL", interval=1)
assert os.path.isfile(file1) is True
_clean_test_file(file1)
@@ -165,12 +165,12 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
_backup_file(file2)
download_backtesting_testdata(pair="BTC-STORJ", interval=5)
download_backtesting_testdata(None, pair="BTC-STORJ", interval=5)
assert os.path.isfile(file2) is True
_clean_test_file(file2)
def test_load_tickerdata_file():
assert not load_tickerdata_file('BTC_UNITEST', 7)
tickerdata = load_tickerdata_file('BTC_UNITEST', 1)
assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
assert _btc_unittest_length == len(tickerdata)

2
freqtrade/tests/test_dataframe.py
View File

@@ -7,7 +7,7 @@ _pairs = ['BTC_ETH']
def load_dataframe_pair(pairs):
ld = freqtrade.optimize.load_data(ticker_interval=5, pairs=pairs)
ld = freqtrade.optimize.load_data(None, ticker_interval=5, pairs=pairs)
assert isinstance(ld, dict)
assert isinstance(pairs[0], str)
dataframe = ld[pairs[0]]