tests cover more backtesting

This commit is contained in:
kryofly 2018-01-05 10:23:12 +01:00
parent 421ccb23d3
commit 79fcd0b06c
2 changed files with 35 additions and 26 deletions

View File

@ -12,8 +12,9 @@ from freqtrade import exchange
from freqtrade.analyze import populate_buy_trend, populate_sell_trend
from freqtrade.exchange import Bittrex
from freqtrade.main import min_roi_reached
from freqtrade.misc import load_config
from freqtrade.optimize import load_data, preprocess
import freqtrade.misc as misc
from freqtrade.optimize import preprocess
import freqtrade.optimize as optimize
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
@ -149,7 +150,7 @@ def start(args):
exchange._API = Bittrex({'key': '', 'secret': ''})
logger.info('Using config: %s ...', args.config)
config = load_config(args.config)
config = misc.load_config(args.config)
logger.info('Using ticker_interval: %s ...', args.ticker_interval)
@ -161,8 +162,8 @@ def start(args):
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
data = load_data(pairs=pairs, ticker_interval=args.ticker_interval,
refresh_pairs=args.refresh_pairs)
data = optimize.load_data(pairs=pairs, ticker_interval=args.ticker_interval,
refresh_pairs=args.refresh_pairs)
logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount'])

View File

@ -1,13 +1,14 @@
# pragma pylint: disable=missing-docstring,W0212
import logging
import math
import pandas as pd
# from unittest.mock import MagicMock
from unittest.mock import MagicMock
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize import preprocess
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
# import freqtrade.optimize.backtesting as backtesting
import freqtrade.optimize.backtesting as backtesting
def test_generate_text_table():
@ -61,7 +62,6 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
def trim_dictlist(dl, num):
new = {}
for pair, pair_data in dl.items():
# Can't figure out why -num wont work
new[pair] = pair_data[num:]
return new
@ -148,21 +148,29 @@ def test_backtest_pricecontours(default_conf, mocker):
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres)
# Please make this work, the load_config needs to be mocked
# and cleanups.
# def test_backtest_start(default_conf, mocker):
# default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
# mocker.patch.dict('freqtrade.main._CONF', default_conf)
# # see https://pypi.python.org/pypi/pytest-mock/
# # and http://www.voidspace.org.uk/python/mock/patch.html
# # No usage example of simple function mocking,
# # and no documentation of side_effect
# mocker.patch('freqtrade.misc.load_config', new=lambda s, t: {})
# args = MagicMock()
# args.level = 10
# #load_config('foo')
# backtesting.start(args)
#
# Check what sideeffect backtstesting has done.
# Probably need to capture standard-output and
# check for the generated report table.
def mocked_load_data(pairs=[], ticker_interval=0, refresh_pairs=False):
tickerdata = optimize.load_tickerdata_file('BTC_UNITEST', 1)
pairdata = {'BTC_UNITEST': tickerdata}
return trim_dictlist(pairdata, -100)
def test_backtest_start(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.misc.load_config', new=lambda s: default_conf)
mocker.patch.multiple('freqtrade.optimize',
load_data=mocked_load_data)
args = MagicMock()
args.ticker_interval = 1
args.level = 10
args.live = False
backtesting.start(args)
# check the logs, that will contain the backtest result
exists = ['Using max_open_trades: 1 ...',
'Using stake_amount: 0.001 ...',
'Measuring data from 2017-11-14T21:17:00+00:00 up to 2017-11-14T22:59:00+00:00 ...']
for line in exists:
assert ('freqtrade.optimize.backtesting',
logging.INFO,
line) in caplog.record_tuples