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Add test for stratgy summary table

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This commit is contained in:
Matthias 2018-07-29 13:07:30 +02:00
parent 028589abd2
commit 765d1c769c
1 changed files with 48 additions and 0 deletions
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48
freqtrade/tests/optimize/test_backtesting.py
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@ -406,6 +406,50 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
data={'ETH/BTC': {}}, results=results) == result_str data={'ETH/BTC': {}}, results=results) == result_str
def test_generate_text_table_strategyn(default_conf, mocker):
"""
Test Backtesting.generate_text_table_sell_reason() method
"""
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
results = {}
results['ETH/BTC'] = pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2, 0.3],
'profit_abs': [0.2, 0.4, 0.5],
'trade_duration': [10, 30, 10],
'profit': [2, 0, 0],
'loss': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
results['LTC/BTC'] = pd.DataFrame(
{
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
'profit_percent': [0.4, 0.2, 0.3],
'profit_abs': [0.4, 0.4, 0.5],
'trade_duration': [15, 30, 15],
'profit': [4, 1, 0],
'loss': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
result_str = (
'| Strategy | buy count | avg profit % | cum profit % '
'| total profit BTC | avg duration | profit | loss |\n'
'|:-----------|------------:|---------------:|---------------:'
'|-------------------:|:---------------|---------:|-------:|\n'
'| ETH/BTC | 3 | 20.00 | 60.00 '
'| 1.10000000 | 0:17:00 | 3 | 0 |\n'
'| LTC/BTC | 3 | 30.00 | 90.00 '
'| 1.30000000 | 0:20:00 | 3 | 0 |'
)
print(backtesting._generate_text_table_strategy(all_results=results))
assert backtesting._generate_text_table_strategy(all_results=results) == result_str
def test_backtesting_start(default_conf, mocker, caplog) -> None: def test_backtesting_start(default_conf, mocker, caplog) -> None:
def get_timeframe(input1, input2): def get_timeframe(input1, input2):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59) return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
@ -740,6 +784,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
gen_table_mock = MagicMock() gen_table_mock = MagicMock()
mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', gen_table_mock) mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table', gen_table_mock)
gen_strattable_mock = MagicMock()
mocker.patch('freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
gen_strattable_mock)
mocker.patch('freqtrade.configuration.open', mocker.mock_open( mocker.patch('freqtrade.configuration.open', mocker.mock_open(
read_data=json.dumps(conf) read_data=json.dumps(conf)
)) ))
@ -762,6 +809,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
# 2 backtests, 4 tables # 2 backtests, 4 tables
assert backtestmock.call_count == 2 assert backtestmock.call_count == 2
assert gen_table_mock.call_count == 4 assert gen_table_mock.call_count == 4
assert gen_strattable_mock.call_count == 1
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result
exists = [ exists = [