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Fix tests for new export format

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This commit is contained in:
Matthias
2021-01-24 09:56:27 +01:00
parent deb8432d33
commit 789a980a30
5 changed files with 23 additions and 14 deletions
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27
tests/optimize/test_backtesting.py
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@@ -445,7 +445,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
Backtesting(default_conf)
def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
@@ -469,21 +469,28 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
expected = pd.DataFrame(
{'pair': [pair, pair],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'stake_amount': [0.001, 0.001],
'amount': [0.00957442, 0.0097064],
'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
),
'open_rate': [0.104445, 0.10302485],
'open_fee': [0.0025, 0.0025],
'close_date': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime,
Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'close_fee': [0.0025, 0.0025],
'amount': [0.00957442, 0.0097064],
'fee_open': [0.0025, 0.0025],
'fee_close': [0.0025, 0.0025],
'trade_duration': [235, 40],
'open_at_end': [False, False],
'sell_reason': [SellType.ROI, SellType.ROI]
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'sell_reason': [SellType.ROI, SellType.ROI],
'initial_stop_loss_abs': [0.0940005, 0.09272236],
'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236],
'stop_loss_ratio': [-0.1, -0.1],
'min_rate': [0.1038, 0.10302485],
'max_rate': [0.10501, 0.1038888],
'is_open': [False, False],
})
pd.testing.assert_frame_equal(results, expected)
data_pair = processed[pair]
@@ -737,7 +744,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
patch_exchange(mocker)
backtestmock = MagicMock(return_value=pd.DataFrame(columns=BT_DATA_COLUMNS + ['profit_abs']))
backtestmock = MagicMock(return_value=pd.DataFrame(columns=BT_DATA_COLUMNS))
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
PropertyMock(return_value=['UNITTEST/BTC']))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)