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Add tests for new storing of backtest signal candles

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This commit is contained in:
froggleston
2022-04-19 12:48:21 +01:00
parent 34fb8dacd7
commit 84f486295d
3 changed files with 43 additions and 7 deletions
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24
tests/optimize/test_optimize_reports.py
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@@ -1,5 +1,5 @@
import re
from datetime import timedelta
from datetime import timedelta, timezone
from pathlib import Path
import pandas as pd
@@ -19,6 +19,7 @@ from freqtrade.optimize.optimize_reports import (_get_resample_from_period, gene
generate_periodic_breakdown_stats,
generate_strategy_comparison,
generate_trading_stats, show_sorted_pairlist,
store_backtest_signal_candles,
store_backtest_stats, text_table_bt_results,
text_table_exit_reason, text_table_strategy)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
@@ -201,6 +202,27 @@ def test_store_backtest_stats(testdatadir, mocker):
assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / 'testresult'))
def test_store_backtest_candles(testdatadir, mocker):
dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_pickle')
# test directory exporting
store_backtest_signal_candles(testdatadir, {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}})
assert dump_mock.call_count == 1
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
assert str(dump_mock.call_args_list[0][0][0]).endswith(str('_signals.pkl'))
dump_mock.reset_mock()
# test file exporting
filename = testdatadir / 'testresult'
store_backtest_signal_candles(filename, {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}})
assert dump_mock.call_count == 1
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
# result will be testdatadir / testresult-<timestamp>_signals.pkl
assert str(dump_mock.call_args_list[0][0][0]).endswith(str('_signals.pkl'))
def test_generate_pair_metrics():
results = pd.DataFrame(