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more unit tests for backtesting

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Janne Sinivirta 2017-12-26 08:05:49 +02:00
parent de33d69eed
commit 9b4c0f01f2
1 changed files with 25 additions and 1 deletions
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freqtrade/tests/test_optimize_backtesting.py
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# pragma pylint: disable=missing-docstring,W0212
import os
import pandas as pd
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize.backtesting import backtest
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
def test_generate_text_table():
results = pd.DataFrame(
{
'currency': ['BTC_ETH', 'BTC_ETH'],
'profit_percent': [0.1, 0.2],
'profit_BTC': [0.2, 0.4],
'duration': [10, 30]
}
)
assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
'pair buy count avg profit total profit avg duration\n'
'------- ----------- ------------ -------------- --------------\n'
'BTC_ETH 2 15.00% 0.60000000 BTC 100\n'
'TOTAL 2 15.00% 0.60000000 BTC 100')
def test_get_timeframe():
data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
min_date, max_date = get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
def test_backtest(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})