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Use list ticker history for backtesting

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This commit is contained in:
Matthias 2018-12-11 20:07:14 +01:00
parent fe3990af3d
commit 7a533de1a8
4 changed files with 10 additions and 10 deletions
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2
freqtrade/exchange/__init__.py
View File

@ -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

2
freqtrade/optimize/backtesting.py
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@ -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) ...')

12
freqtrade/tests/optimize/test_optimize.py
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@ -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

4
freqtrade/tests/test_misc.py
View File

@ -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)