Merge with develop

freqtrade/tests/optimize/test_backtesting.py

@@ -182,7 +182,7 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Parameter --datadir detected: {} ...'.format(config['datadir']),
+        'Using data folder: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -230,7 +230,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     assert 'pair_whitelist' in config['exchange']
     assert 'datadir' in config
     assert log_has(
-        'Parameter --datadir detected: {} ...'.format(config['datadir']),
+        'Using data folder: {} ...'.format(config['datadir']),
         caplog.record_tuples
     )
     assert 'ticker_interval' in config
@@ -309,23 +309,6 @@ def test_start(mocker, fee, default_conf, caplog) -> None:
     assert start_mock.call_count == 1
 
 
-def test_backtesting__init__(mocker, default_conf) -> None:
-    """
-    Test Backtesting.__init__() method
-    """
-    init_mock = MagicMock()
-    mocker.patch('freqtrade.optimize.backtesting.Backtesting._init', init_mock)
-
-    backtesting = Backtesting(default_conf)
-    assert backtesting.config == default_conf
-    assert backtesting.analyze is None
-    assert backtesting.ticker_interval is None
-    assert backtesting.tickerdata_to_dataframe is None
-    assert backtesting.populate_buy_trend is None
-    assert backtesting.populate_sell_trend is None
-    assert init_mock.call_count == 1
-
-
 def test_backtesting_init(mocker, default_conf) -> None:
     """
     Test Backtesting._init() method
@@ -397,16 +380,15 @@ def test_generate_text_table(default_conf, mocker):
     )
 
     result_str = (
-        'pair       buy count    avg profit %    '
-        'total profit BTC    avg duration    profit    loss\n'
-        '-------  -----------  --------------  '
-        '------------------  --------------  --------  ------\n'
-        'ETH/BTC            2           15.00          '
-        '0.60000000            20.0         2       0\n'
-        'TOTAL              2           15.00          '
-        '0.60000000            20.0         2       0'
+        '| pair    |   buy count |   avg profit % |   '
+        'total profit BTC |   avg duration |   profit |   loss |\n'
+        '|:--------|------------:|---------------:|'
+        '-------------------:|---------------:|---------:|-------:|\n'
+        '| ETH/BTC |           2 |          15.00 |         '
+        '0.60000000 |           20.0 |        2 |      0 |\n'
+        '| TOTAL   |           2 |          15.00 |         '
+        '0.60000000 |           20.0 |        2 |      0 |'
     )
-
     assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
 
 
@@ -655,7 +637,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         'Parameter -l/--live detected ...',
         'Using max_open_trades: 1 ...',
         'Parameter --timerange detected: -100 ..',
-        'Parameter --datadir detected: freqtrade/tests/testdata ...',
+        'Using data folder: freqtrade/tests/testdata ...',
         'Using stake_currency: BTC ...',
         'Using stake_amount: 0.001 ...',
         'Downloading data for all pairs in whitelist ...',

freqtrade/tests/optimize/test_hyperopt.py

@@ -389,10 +389,12 @@ def test_start_uses_mongotrials(mocker, init_hyperopt, default_conf) -> None:
 # test buy_strategy_generator def populate_buy_trend
 # test optimizer if 'ro_t1' in params
 
-def test_format_results():
+def test_format_results(init_hyperopt):
     """
     Test Hyperopt.format_results()
     """
+
+    # Test with BTC as stake_currency
     trades = [
         ('ETH/BTC', 2, 2, 123),
         ('LTC/BTC', 1, 1, 123),
@@ -400,8 +402,21 @@ def test_format_results():
     ]
     labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
     df = pd.DataFrame.from_records(trades, columns=labels)
-    x = Hyperopt.format_results(df)
-    assert x.find(' 66.67%')
+
+    result = _HYPEROPT.format_results(df)
+    assert result.find(' 66.67%')
+    assert result.find('Total profit 1.00000000 BTC')
+    assert result.find('2.0000Σ %')
+
+    # Test with EUR as stake_currency
+    trades = [
+        ('ETH/EUR', 2, 2, 123),
+        ('LTC/EUR', 1, 1, 123),
+        ('XPR/EUR', -1, -2, -246)
+    ]
+    df = pd.DataFrame.from_records(trades, columns=labels)
+    result = _HYPEROPT.format_results(df)
+    assert result.find('Total profit 1.00000000 EUR')
 
 
 def test_signal_handler(mocker, init_hyperopt):

freqtrade/tests/optimize/test_optimize.py

@@ -99,7 +99,21 @@ def test_load_data_with_new_pair_1min(ticker_history, mocker, caplog) -> None:
     file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
 
     _backup_file(file)
-    optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC'])
+    # do not download a new pair if refresh_pairs isn't set
+    optimize.load_data(None,
+                       ticker_interval='1m',
+                       refresh_pairs=False,
+                       pairs=['MEME/BTC'])
+    assert os.path.isfile(file) is False
+    assert log_has('No data for pair: "MEME/BTC", Interval: 1m. '
+                   'Use --refresh-pairs-cached to download the data',
+                   caplog.record_tuples)
+
+    # download a new pair if refresh_pairs is set
+    optimize.load_data(None,
+                       ticker_interval='1m',
+                       refresh_pairs=True,
+                       pairs=['MEME/BTC'])
     assert os.path.isfile(file) is True
     assert log_has('Download the pair: "MEME/BTC", Interval: 1m', caplog.record_tuples)
     _clean_test_file(file)