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tests: run backtest single

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This commit is contained in:
kryofly 2018-01-24 10:32:52 +01:00
parent c968b904de
commit a14d9d35c7
1 changed files with 12 additions and 0 deletions
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12
freqtrade/tests/optimize/test_backtesting.py
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@ -9,6 +9,13 @@ from freqtrade.exchange import Bittrex
from freqtrade.optimize import preprocess from freqtrade.optimize import preprocess
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
import freqtrade.optimize.backtesting as backtesting import freqtrade.optimize.backtesting as backtesting
from freqtrade.strategy.strategy import Strategy
def setup_strategy():
strategy = Strategy()
strategy.init({'strategy': 'default_strategy'})
return strategy
def trim_dictlist(dl, num): def trim_dictlist(dl, num):
@ -46,6 +53,7 @@ def test_get_timeframe():
def test_backtest(default_conf, mocker): def test_backtest(default_conf, mocker):
setup_strategy()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})
@ -61,6 +69,7 @@ def test_backtest(default_conf, mocker):
def test_backtest_1min_ticker_interval(default_conf, mocker): def test_backtest_1min_ticker_interval(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''}) exchange._API = Bittrex({'key': '', 'secret': ''})
setup_strategy()
# Run a backtesting for an exiting 5min ticker_interval # Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST']) data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
@ -116,6 +125,7 @@ def load_data_test(what):
def simple_backtest(config, contour, num_results): def simple_backtest(config, contour, num_results):
setup_strategy()
data = load_data_test(contour) data = load_data_test(contour)
processed = optimize.preprocess(data) processed = optimize.preprocess(data)
assert isinstance(processed, dict) assert isinstance(processed, dict)
@ -132,6 +142,7 @@ def simple_backtest(config, contour, num_results):
def test_backtest2(default_conf, mocker): def test_backtest2(default_conf, mocker):
setup_strategy()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH']) data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
@ -143,6 +154,7 @@ def test_backtest2(default_conf, mocker):
def test_processed(default_conf, mocker): def test_processed(default_conf, mocker):
setup_strategy()
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
dict_of_tickerrows = load_data_test('raise') dict_of_tickerrows = load_data_test('raise')
dataframes = optimize.preprocess(dict_of_tickerrows) dataframes = optimize.preprocess(dict_of_tickerrows)