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Use load_data instead of a sequence of calls

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in tests which don't test this
This commit is contained in:
Matthias 2019-12-27 10:25:38 +01:00
parent a2567bea64
commit aa39f2160b
1 changed files with 3 additions and 8 deletions
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11
tests/optimize/test_hyperopt.py
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@ -10,8 +10,7 @@ from arrow import Arrow
from filelock import Timeout from filelock import Timeout
from freqtrade import OperationalException from freqtrade import OperationalException
from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.history import load_data
from freqtrade.data.history import load_tickerdata_file
from freqtrade.optimize import setup_configuration, start_hyperopt from freqtrade.optimize import setup_configuration, start_hyperopt
from freqtrade.optimize.default_hyperopt import DefaultHyperOpt from freqtrade.optimize.default_hyperopt import DefaultHyperOpt
from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss from freqtrade.optimize.default_hyperopt_loss import DefaultHyperOptLoss
@ -543,9 +542,7 @@ def test_has_space(hyperopt, spaces, expected_results):
def test_populate_indicators(hyperopt, testdatadir) -> None: def test_populate_indicators(hyperopt, testdatadir) -> None:
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m') tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist) dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'}) {'pair': 'UNITTEST/BTC'})
@ -557,9 +554,7 @@ def test_populate_indicators(hyperopt, testdatadir) -> None:
def test_buy_strategy_generator(hyperopt, testdatadir) -> None: def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m') tickerlist = load_data(testdatadir, '1m', ['UNITTEST/BTC'], fill_up_missing=True)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist) dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'}) {'pair': 'UNITTEST/BTC'})