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Adjust tests to data.history

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This commit is contained in:
Matthias
2018-12-13 06:35:28 +01:00
parent 4ca6aad99a
commit 92c800d925
5 changed files with 19 additions and 18 deletions
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29
freqtrade/tests/optimize/test_backtesting.py
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@@ -11,14 +11,15 @@ import pandas as pd
import pytest
from arrow import Arrow
from freqtrade import DependencyException, constants, optimize
from freqtrade import DependencyException, constants
from freqtrade.arguments import Arguments, TimeRange
from freqtrade.data import history
from freqtrade.optimize import get_timeframe
from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
start)
from freqtrade.tests.conftest import log_has, patch_exchange
from freqtrade.strategy.interface import SellType
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.strategy.interface import SellType
from freqtrade.tests.conftest import log_has, patch_exchange
def get_args(args) -> List[str]:
@@ -34,8 +35,8 @@ def trim_dictlist(dict_list, num):
def load_data_test(what):
timerange = TimeRange(None, 'line', 0, -101)
data = optimize.load_data(None, ticker_interval='1m',
pairs=['UNITTEST/BTC'], timerange=timerange)
data = history.load_data(None, ticker_interval='1m',
pairs=['UNITTEST/BTC'], timerange=timerange)
pair = data['UNITTEST/BTC']
datalen = len(pair)
# Depending on the what parameter we now adjust the
@@ -110,21 +111,21 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': tickerdata}
return pairdata
# use for mock ccxt.fetch_ohlvc'
def _load_pair_as_ticks(pair, tickfreq):
ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
ticks = history.load_data(None, ticker_interval=tickfreq, pairs=[pair])
ticks = trim_dictlist(ticks, -201)
return ticks[pair]
# FIX: fixturize this?
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
data = optimize.load_data(None, ticker_interval='1m', pairs=[pair])
data = history.load_data(None, ticker_interval='1m', pairs=[pair])
data = trim_dictlist(data, -201)
patch_exchange(mocker)
backtesting = Backtesting(conf)
@@ -332,7 +333,7 @@ def test_backtesting_init(mocker, default_conf) -> None:
def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
patch_exchange(mocker)
timerange = TimeRange(None, 'line', 0, -100)
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
backtesting = Backtesting(default_conf)
@@ -447,7 +448,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
def get_timeframe(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
patch_exchange(mocker)
@@ -482,7 +483,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
def get_timeframe(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
patch_exchange(mocker)
@@ -511,7 +512,7 @@ def test_backtest(default_conf, fee, mocker) -> None:
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
pair = 'UNITTEST/BTC'
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
data = history.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed)
@@ -564,7 +565,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
backtesting = Backtesting(default_conf)
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
data = history.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
@@ -688,7 +689,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
data = optimize.load_data(None, ticker_interval='5m', pairs=pairs)
data = history.load_data(None, ticker_interval='5m', pairs=pairs)
data = trim_dictlist(data, -500)
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}

2
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -6,7 +6,7 @@ from unittest.mock import MagicMock
import pandas as pd
import pytest
from freqtrade.optimize import load_tickerdata_file
from freqtrade.data.history import load_tickerdata_file
from freqtrade.optimize.hyperopt import Hyperopt, start
from freqtrade.resolvers import StrategyResolver
from freqtrade.tests.conftest import log_has, patch_exchange