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tests: anal stretching to accomodate flake8

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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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88
freqtrade/tests/optimize/test_backtesting.py
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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)