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Merge pull request #855 from freqtrade/fix-look-ahead

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Avoid look-ahead in backtesting
This commit is contained in:
Samuel Husso
2018-06-07 20:00:46 +03:00
committed by GitHub
parent 3436af3931 b4ae5a36a8
commit ad510b8b5f
2 changed files with 12 additions and 4 deletions
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6
freqtrade/tests/optimize/test_backtesting.py
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@@ -30,7 +30,7 @@ def trim_dictlist(dict_list, num):
def load_data_test(what):
timerange = TimeRange(None, 'line', 0, -100)
timerange = TimeRange(None, 'line', 0, -101)
data = optimize.load_data(None, ticker_interval='1m',
pairs=['UNITTEST/BTC'], timerange=timerange)
pair = data['UNITTEST/BTC']
@@ -110,14 +110,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
# use for mock freqtrade.exchange.get_ticker_history'
def _load_pair_as_ticks(pair, tickfreq):
ticks = optimize.load_data(None, ticker_interval=tickfreq, pairs=[pair])
ticks = trim_dictlist(ticks, -200)
ticks = trim_dictlist(ticks, -201)
return ticks[pair]
# FIX: fixturize this?
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
data = optimize.load_data(None, ticker_interval='8m', pairs=[pair])
data = trim_dictlist(data, -200)
data = trim_dictlist(data, -201)
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(conf)
return {