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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
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@@ -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 ...',