tests: anal stretching to accomodate flake8

This commit is contained in:
kryofly 2017-12-28 20:05:33 +01:00
parent f48f5d0f31
commit ab112581a7
3 changed files with 61 additions and 61 deletions

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@ -1,5 +1,3 @@
# pragma pylint: disable=missing-docstring,W0212
import math
import os
import pandas as pd
@ -126,9 +124,10 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
def trim_dataframe(df, num):
new = dict()
for pair, pair_data in df.items():
new[pair] = pair_data[-num:] # last 50 rows
new[pair] = pair_data[-num:] # last 50 rows
return new
def load_data_test(what):
data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
data = trim_dataframe(data, -40)
@ -136,63 +135,66 @@ def load_data_test(what):
# Depending on the what parameter we now adjust the
# loaded data:
# pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123, 'C': 0.123, 'V': 123.123, 'T': '2017-11-04T23:02:00', 'BV': 0.123}]
# pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123,
# 'C': 0.123, 'V': 123.123,
# 'T': '2017-11-04T23:02:00', 'BV': 0.123}]
if what == 'raise':
o = h = l = c = 0.001
l -= 0.0001
o = 0.001
h = 0.001
ll = 0.001
c = 0.001
ll -= 0.0001
h += 0.0001
for frame in pair:
o += 0.0001
h += 0.0001
l += 0.0001
ll += 0.0001
c += 0.0001
o = round(o,9) # round to satoshis
h = round(h,9)
l = round(l,9)
c = round(c,9)
frame['O'] = o
frame['H'] = h
frame['L'] = l
frame['C'] = c
# save prices rounded to satoshis
frame['O'] = round(o, 9)
frame['H'] = round(h, 9)
frame['L'] = round(ll, 9)
frame['C'] = round(c, 9)
if what == 'lower':
o = h = l = c = 0.001
l -= 0.0001
o = 0.001
h = 0.001
ll = 0.001
c = 0.001
ll -= 0.0001
h += 0.0001
for frame in pair:
o -= 0.0001
h -= 0.0001
l -= 0.0001
ll -= 0.0001
c -= 0.0001
o = round(o,9) # round to satoshis
h = round(h,9)
l = round(l,9)
c = round(c,9)
frame['O'] = o
frame['H'] = h
frame['L'] = l
frame['C'] = c
# save prices rounded to satoshis
frame['O'] = round(o, 9)
frame['H'] = round(h, 9)
frame['L'] = round(ll, 9)
frame['C'] = round(c, 9)
if what == 'sine':
i = 0
o = h = l = c = (2 + math.sin(i/10)) / 1000
o = (2 + math.sin(i/10)) / 1000
h = o
ll = o
c = o
h += 0.0001
l -= 0.0001
ll -= 0.0001
for frame in pair:
o = (2 + math.sin(i/10)) / 1000
o = (2 + math.sin(i/10)) / 1000
h = (2 + math.sin(i/10)) / 1000 + 0.0001
l = (2 + math.sin(i/10)) / 1000 - 0.0001
ll = (2 + math.sin(i/10)) / 1000 - 0.0001
c = (2 + math.sin(i/10)) / 1000 - 0.000001
o = round(o,9) # round to satoshis
h = round(h,9)
l = round(l,9)
c = round(c,9)
frame['O'] = o
frame['H'] = h
frame['L'] = l
frame['C'] = c
# save prices rounded to satoshis
frame['O'] = round(o, 9)
frame['H'] = round(h, 9)
frame['L'] = round(ll, 9)
frame['C'] = round(c, 9)
i += 1
return data
def simple_backtest(config, contour, num_results):
data = load_data_test(contour)
processed = optimize.preprocess(data)
@ -204,23 +206,23 @@ def simple_backtest(config, contour, num_results):
# Test backtest on offline data
# loaded by freqdata/optimize/__init__.py::load_data()
def test_backtest(default_conf, mocker):
def test_backtest2(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True)
num_resutls = len(results)
assert num_resutls > 0
def test_processed(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = load_data_test('raise')
processed = optimize.preprocess(data)
assert optimize.preprocess(data)
def test_raise(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
tests = [['raise', 359], ['lower', 0], ['sine', 1734]]
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres)

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@ -1,27 +1,20 @@
from freqtrade.main import refresh_whitelist
# whitelist, blacklist, filtering, all of that will
# eventually become some rules to run on a generic ACL engine
# perhaps try to anticipate that by using some python package
import pytest
from unittest.mock import MagicMock
import copy
from freqtrade.main import refresh_whitelist
#from freqtrade.exchange import Exchanges
from freqtrade import exchange
# "deep equal"
def assert_list_equal (l1, l2):
def assert_list_equal(l1, l2):
for pair in l1:
assert pair in l2
for pair in l2:
assert pair in l1
def whitelist_conf():
return {
"stake_currency":"BTC",
"stake_currency": "BTC",
"exchange": {
"pair_whitelist": [
"BTC_ETH",
@ -33,13 +26,15 @@ def whitelist_conf():
},
}
def get_health():
return [{'Currency': 'ETH',
'IsActive': True
},
},
{'Currency': 'TKN',
'IsActive': True
}]
}]
def get_health_empty():
return []
@ -47,6 +42,7 @@ def get_health_empty():
# below three test could be merged into a single
# test that ran randomlly generated health lists
def test_refresh_whitelist(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
@ -59,6 +55,7 @@ def test_refresh_whitelist(mocker):
# Ensure all except those in whitelist are removed
assert_list_equal(whitelist, pairslist)
def test_refresh_whitelist_dynamic(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)
@ -70,6 +67,7 @@ def test_refresh_whitelist_dynamic(mocker):
pairslist = conf['exchange']['pair_whitelist']
assert_list_equal(whitelist, pairslist)
def test_refresh_whitelist_dynamic_empty(mocker):
conf = whitelist_conf()
mocker.patch.dict('freqtrade.main._CONF', conf)

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@ -1,13 +1,11 @@
import pytest
import pandas
from freqtrade import analyze
import freqtrade.optimize
from pandas import DataFrame
_pairs = ['BTC_ETH']
def load_dataframe_pair(pairs):
ld = freqtrade.optimize.load_data(ticker_interval=5, pairs=pairs)
assert isinstance(ld, dict)
@ -16,12 +14,14 @@ def load_dataframe_pair(pairs):
dataframe = analyze.analyze_ticker(dataframe)
return dataframe
def test_dataframe_load():
dataframe = load_dataframe_pair(_pairs)
assert isinstance(dataframe, pandas.core.frame.DataFrame)
def test_dataframe_columns_exists():
dataframe = load_dataframe_pair(_pairs)
assert 'high' in dataframe.columns
assert 'low' in dataframe.columns
assert 'high' in dataframe.columns
assert 'low' in dataframe.columns
assert 'close' in dataframe.columns