Adjust tests to data.history
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@ -288,7 +288,7 @@ def test_edge_process_downloaded_data(mocker, edge_conf):
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edge_conf['datadir'] = None
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edge_conf['datadir'] = None
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freqtrade = get_patched_freqtradebot(mocker, edge_conf)
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freqtrade = get_patched_freqtradebot(mocker, edge_conf)
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mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
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mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.001))
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mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
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mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
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edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
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edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
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assert edge.calculate()
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assert edge.calculate()
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@ -11,14 +11,15 @@ import pandas as pd
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import pytest
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import pytest
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from arrow import Arrow
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from arrow import Arrow
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from freqtrade import DependencyException, constants, optimize
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from freqtrade import DependencyException, constants
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from freqtrade.arguments import Arguments, TimeRange
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from freqtrade.arguments import Arguments, TimeRange
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from freqtrade.data import history
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from freqtrade.optimize import get_timeframe
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from freqtrade.optimize import get_timeframe
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from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
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from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
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start)
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start)
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from freqtrade.tests.conftest import log_has, patch_exchange
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from freqtrade.strategy.interface import SellType
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.interface import SellType
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from freqtrade.tests.conftest import log_has, patch_exchange
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def get_args(args) -> List[str]:
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def get_args(args) -> List[str]:
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@ -34,7 +35,7 @@ def trim_dictlist(dict_list, num):
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def load_data_test(what):
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def load_data_test(what):
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timerange = TimeRange(None, 'line', 0, -101)
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timerange = TimeRange(None, 'line', 0, -101)
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data = optimize.load_data(None, ticker_interval='1m',
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data = history.load_data(None, ticker_interval='1m',
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pairs=['UNITTEST/BTC'], timerange=timerange)
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pairs=['UNITTEST/BTC'], timerange=timerange)
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pair = data['UNITTEST/BTC']
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pair = data['UNITTEST/BTC']
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datalen = len(pair)
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datalen = len(pair)
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@ -110,21 +111,21 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
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def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
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def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
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timerange=None, exchange=None):
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timerange=None, exchange=None):
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tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
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tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
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pairdata = {'UNITTEST/BTC': tickerdata}
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pairdata = {'UNITTEST/BTC': tickerdata}
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return pairdata
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return pairdata
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# use for mock ccxt.fetch_ohlvc'
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# use for mock ccxt.fetch_ohlvc'
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def _load_pair_as_ticks(pair, tickfreq):
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def _load_pair_as_ticks(pair, tickfreq):
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ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
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ticks = history.load_data(None, ticker_interval=tickfreq, pairs=[pair])
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ticks = trim_dictlist(ticks, -201)
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ticks = trim_dictlist(ticks, -201)
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return ticks[pair]
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return ticks[pair]
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# FIX: fixturize this?
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# FIX: fixturize this?
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def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
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def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
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data = optimize.load_data(None, ticker_interval='1m', pairs=[pair])
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data = history.load_data(None, ticker_interval='1m', pairs=[pair])
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data = trim_dictlist(data, -201)
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data = trim_dictlist(data, -201)
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patch_exchange(mocker)
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patch_exchange(mocker)
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backtesting = Backtesting(conf)
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backtesting = Backtesting(conf)
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@ -332,7 +333,7 @@ def test_backtesting_init(mocker, default_conf) -> None:
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def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
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def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
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patch_exchange(mocker)
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patch_exchange(mocker)
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timerange = TimeRange(None, 'line', 0, -100)
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timerange = TimeRange(None, 'line', 0, -100)
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tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
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tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
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tickerlist = {'UNITTEST/BTC': tick}
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tickerlist = {'UNITTEST/BTC': tick}
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backtesting = Backtesting(default_conf)
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backtesting = Backtesting(default_conf)
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@ -447,7 +448,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
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def get_timeframe(input1):
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def get_timeframe(input1):
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return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
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return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
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mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
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mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
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mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
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mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
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mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
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mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
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patch_exchange(mocker)
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patch_exchange(mocker)
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@ -482,7 +483,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
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def get_timeframe(input1):
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def get_timeframe(input1):
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return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
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return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
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mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
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mocker.patch('freqtrade.data.history.load_data', MagicMock(return_value={}))
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mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
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mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
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mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
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mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
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patch_exchange(mocker)
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patch_exchange(mocker)
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@ -511,7 +512,7 @@ def test_backtest(default_conf, fee, mocker) -> None:
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patch_exchange(mocker)
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patch_exchange(mocker)
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backtesting = Backtesting(default_conf)
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backtesting = Backtesting(default_conf)
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pair = 'UNITTEST/BTC'
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pair = 'UNITTEST/BTC'
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data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
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data = history.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
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data = trim_dictlist(data, -200)
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data = trim_dictlist(data, -200)
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data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
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data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
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min_date, max_date = get_timeframe(data_processed)
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min_date, max_date = get_timeframe(data_processed)
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@ -564,7 +565,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
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backtesting = Backtesting(default_conf)
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backtesting = Backtesting(default_conf)
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# Run a backtesting for an exiting 5min ticker_interval
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# Run a backtesting for an exiting 5min ticker_interval
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data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
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data = history.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
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data = trim_dictlist(data, -200)
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data = trim_dictlist(data, -200)
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processed = backtesting.strategy.tickerdata_to_dataframe(data)
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processed = backtesting.strategy.tickerdata_to_dataframe(data)
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min_date, max_date = get_timeframe(processed)
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min_date, max_date = get_timeframe(processed)
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@ -688,7 +689,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker):
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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patch_exchange(mocker)
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patch_exchange(mocker)
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pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
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pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
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data = optimize.load_data(None, ticker_interval='5m', pairs=pairs)
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data = history.load_data(None, ticker_interval='5m', pairs=pairs)
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data = trim_dictlist(data, -500)
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data = trim_dictlist(data, -500)
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# We need to enable sell-signal - otherwise it sells on ROI!!
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# We need to enable sell-signal - otherwise it sells on ROI!!
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default_conf['experimental'] = {"use_sell_signal": True}
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default_conf['experimental'] = {"use_sell_signal": True}
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@ -6,7 +6,7 @@ from unittest.mock import MagicMock
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import pandas as pd
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import pandas as pd
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import pytest
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import pytest
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from freqtrade.optimize import load_tickerdata_file
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from freqtrade.data.history import load_tickerdata_file
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from freqtrade.optimize.hyperopt import Hyperopt, start
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from freqtrade.optimize.hyperopt import Hyperopt, start
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.tests.conftest import log_has, patch_exchange
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from freqtrade.tests.conftest import log_has, patch_exchange
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@ -7,7 +7,7 @@ import arrow
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from pandas import DataFrame
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from pandas import DataFrame
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from freqtrade.arguments import TimeRange
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from freqtrade.arguments import TimeRange
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.data.history import load_tickerdata_file
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from freqtrade.persistence import Trade
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from freqtrade.persistence import Trade
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from freqtrade.tests.conftest import get_patched_exchange, log_has
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from freqtrade.tests.conftest import get_patched_exchange, log_has
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.default_strategy import DefaultStrategy
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@ -6,7 +6,7 @@ from unittest.mock import MagicMock
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from freqtrade.data.converter import parse_ticker_dataframe
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from freqtrade.data.converter import parse_ticker_dataframe
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from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
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from freqtrade.misc import (common_datearray, datesarray_to_datetimearray,
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file_dump_json, format_ms_time, shorten_date)
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file_dump_json, format_ms_time, shorten_date)
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from freqtrade.optimize.__init__ import load_tickerdata_file
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from freqtrade.data.history import load_tickerdata_file
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.strategy.default_strategy import DefaultStrategy
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