Add tests for new storing of backtest signal candles

freqtrade/misc.py

@@ -4,6 +4,7 @@ Various tool function for Freqtrade and scripts
 import gzip
 import hashlib
 import logging
+import pickle
 import re
 from copy import deepcopy
 from datetime import datetime
@@ -86,6 +87,21 @@ def file_dump_json(filename: Path, data: Any, is_zip: bool = False, log: bool =
     logger.debug(f'done json to "{filename}"')
 
 
+def file_dump_pickle(filename: Path, data: Any, log: bool = True) -> None:
+    """
+    Dump object data into a file
+    :param filename: file to create
+    :param data: Object data to save
+    :return:
+    """
+
+    if log:
+        logger.info(f'dumping pickle to "{filename}"')
+    with open(filename, 'wb') as fp:
+        pickle.dump(data, fp)
+    logger.debug(f'done pickling to "{filename}"')
+
+
 def json_load(datafile: IO) -> Any:
     """
     load data with rapidjson

freqtrade/optimize/optimize_reports.py

@@ -1,5 +1,4 @@
 import logging
-import pickle
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
@@ -12,8 +11,8 @@ from tabulate import tabulate
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
 from freqtrade.data.btanalysis import (calculate_csum, calculate_market_change,
                                        calculate_max_drawdown)
-from freqtrade.misc import (decimals_per_coin, file_dump_json, get_backtest_metadata_filename,
+from freqtrade.misc import (decimals_per_coin, file_dump_json, file_dump_pickle,
-                            round_coin_value)
+                            get_backtest_metadata_filename, round_coin_value)
 
 
 logger = logging.getLogger(__name__)
@@ -61,11 +60,10 @@ def store_backtest_signal_candles(recordfilename: Path, candles: Dict[str, Dict]
     else:
         filename = Path.joinpath(
             recordfilename.parent,
-            f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
+            f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}_signals'
         ).with_suffix(recordfilename.suffix)
 
-    with open(filename, 'wb') as f:
+    file_dump_pickle(filename, candles)
-        pickle.dump(candles, f)
 
 
 def _get_line_floatfmt(stake_currency: str) -> List[str]:

tests/optimize/test_optimize_reports.py

@@ -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(