Use list ticker history for backtesting

freqtrade/exchange/__init__.py

@@ -159,7 +159,7 @@ class Exchange(object):
 
     def klines(self, pair: str) -> DataFrame:
         if pair in self._klines:
-            return self._klines.get(pair).copy()
+            return self._klines[pair].copy()
         else:
             return None
 

freqtrade/optimize/backtesting.py

@@ -362,7 +362,7 @@ class Backtesting(object):
         if self.config.get('live'):
             logger.info('Downloading data for all pairs in whitelist ...')
             self.exchange.refresh_tickers(pairs, self.ticker_interval)
-            data = self.exchange.klines
+            data = self.exchange._klines
         else:
             logger.info('Using local backtesting data (using whitelist in given config) ...')
 

freqtrade/tests/optimize/test_optimize.py

@@ -85,11 +85,11 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
     _clean_test_file(file)
 
 
-def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog, default_conf) -> None:
+def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf) -> None:
     """
     Test load_data() with 1 min ticker
     """
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
 
@@ -119,8 +119,8 @@ def test_testdata_path() -> None:
     assert os.path.join('freqtrade', 'tests', 'testdata') in make_testdata_path(None)
 
 
-def test_download_pairs(ticker_history, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
+def test_download_pairs(ticker_history_list, mocker, default_conf) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
     file1_5 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-5m.json')
@@ -280,8 +280,8 @@ def test_download_pairs_exception(ticker_history, mocker, caplog, default_conf)
     assert log_has('Failed to download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
 
 
-def test_download_backtesting_testdata(ticker_history, mocker, default_conf) -> None:
-    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history)
+def test_download_backtesting_testdata(ticker_history_list, mocker, default_conf) -> None:
+    mocker.patch('freqtrade.exchange.Exchange.get_history', return_value=ticker_history_list)
     exchange = get_patched_exchange(mocker, default_conf)
     # Tst that pairs-cached is not touched.
     assert not exchange._pairs_last_refresh_time

freqtrade/tests/test_misc.py

@@ -16,8 +16,8 @@ def test_shorten_date() -> None:
     assert shorten_date(str_data) == str_shorten_data
 
 
-def test_datesarray_to_datetimearray(ticker_history):
-    dataframes = parse_ticker_dataframe(ticker_history)
+def test_datesarray_to_datetimearray(ticker_history_list):
+    dataframes = parse_ticker_dataframe(ticker_history_list)
     dates = datesarray_to_datetimearray(dataframes['date'])
 
     assert isinstance(dates[0], datetime.datetime)