Fix tests for new export format

freqtrade/data/btanalysis.py

@@ -26,6 +26,7 @@ BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'tra
 
 # Newest format
 BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
+                   'open_rate', 'close_rate',
                    'fee_open', 'fee_close', 'trade_duration',
                    'profit_ratio', 'profit_abs', 'sell_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
@@ -233,6 +234,7 @@ def trade_list_to_dataframe(trades: List[Trade]) -> pd.DataFrame:
     if len(df) > 0:
         df.loc[:, 'close_date'] = pd.to_datetime(df['close_date'], utc=True)
         df.loc[:, 'open_date'] = pd.to_datetime(df['open_date'], utc=True)
+        df.loc[:, 'close_rate'] = df['close_rate'].astype('float64')
     return df
 
 

freqtrade/optimize/backtesting.py

@@ -3,18 +3,18 @@
 """
 This module contains the backtesting logic
 """
-from freqtrade.data.btanalysis import BT_DATA_COLUMNS, trade_list_to_dataframe
 import logging
 from collections import defaultdict
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from typing import Any, Dict, List, Optional, Tuple
 
-from pandas import DataFrame, to_datetime
+from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
+from freqtrade.data.btanalysis import trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException

tests/optimize/test_backtesting.py

@@ -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)