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backtesting: init Trade with Bittrex fee

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This commit is contained in:
gcarq 2017-11-04 18:43:23 +01:00
parent 7cc8533b8e
commit a873688a44
1 changed files with 10 additions and 3 deletions
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13
freqtrade/tests/test_backtesting.py
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@ -7,7 +7,9 @@ import pytest
import arrow import arrow
from pandas import DataFrame from pandas import DataFrame
from freqtrade import exchange
from freqtrade.analyze import analyze_ticker from freqtrade.analyze import analyze_ticker
from freqtrade.exchange import Bittrex
from freqtrade.main import should_sell from freqtrade.main import should_sell
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
@ -49,17 +51,22 @@ def conf():
def backtest(conf, pairs, mocker): def backtest(conf, pairs, mocker):
trades = [] trades = []
exchange._API = Bittrex({'key': '', 'secret': ''})
mocked_history = mocker.patch('freqtrade.analyze.get_ticker_history') mocked_history = mocker.patch('freqtrade.analyze.get_ticker_history')
mocker.patch.dict('freqtrade.main._CONF', conf) mocker.patch.dict('freqtrade.main._CONF', conf)
mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')) mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00'))
for pair in pairs: for pair in pairs:
with open('freqtrade/tests/testdata/'+pair+'.json') as data_file: with open('freqtrade/tests/testdata/'+pair+'.json') as data_file:
data = json.load(data_file) mocked_history.return_value = json.load(data_file)
mocked_history.return_value = data
ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy() ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy()
# for each buy point # for each buy point
for row in ticker[ticker.buy == 1].itertuples(index=True): for row in ticker[ticker.buy == 1].itertuples(index=True):
trade = Trade(open_rate=row.close, open_date=row.date, amount=1) trade = Trade(
open_rate=row.close,
open_date=row.date,
amount=1,
fee=exchange.get_fee()*2
)
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point
for row2 in ticker[row.Index:].itertuples(index=True): for row2 in ticker[row.Index:].itertuples(index=True):
if should_sell(trade, row2.close, row2.date): if should_sell(trade, row2.close, row2.date):