Complete Backtesting and Hyperopt unit tests

This commit is contained in:
Gerald Lonlas
2018-03-02 21:46:32 +08:00
parent f4ec073099
commit 6ef7b7d93d
10 changed files with 851 additions and 648 deletions

View File

@@ -5,6 +5,7 @@ import math
from typing import List
from copy import deepcopy
from unittest.mock import MagicMock
from arrow import Arrow
import pandas as pd
from freqtrade import optimize
from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
@@ -255,6 +256,25 @@ def test_backtesting_init(default_conf) -> None:
assert callable(backtesting.populate_sell_trend)
def test_tickerdata_to_dataframe(default_conf) -> None:
"""
Test Backtesting.tickerdata_to_dataframe() method
"""
timerange = ((None, 'line'), None, -100)
tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick}
backtesting = _BACKTESTING
data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['BTC_UNITEST']) == 100
# Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf)
data2 = analyze.tickerdata_to_dataframe(tickerlist)
assert data['BTC_UNITEST'].equals(data2['BTC_UNITEST'])
def test_get_timeframe() -> None:
"""
Test Backtesting.get_timeframe() method
@@ -308,8 +328,18 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
"""
Test Backtesting.start() method
"""
mocker.patch.multiple('freqtrade.optimize', load_data=mocked_load_data)
mocker.patch('freqtrade.exchange.get_ticker_history', MagicMock)
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', mocked_load_data)
mocker.patch('freqtrade.exchange.get_ticker_history')
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'] = ['BTC_UNITEST']