match test files to prod files for backtesting/hyperopt

freqtrade/tests/optimize/test_backtesting.py

@@ -0,0 +1,122 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+import os
+import pandas as pd
+from freqtrade import exchange, optimize
+from freqtrade.exchange import Bittrex
+from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
+from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
+
+
+def test_generate_text_table():
+    results = pd.DataFrame(
+        {
+            'currency': ['BTC_ETH', 'BTC_ETH'],
+            'profit_percent': [0.1, 0.2],
+            'profit_BTC': [0.2, 0.4],
+            'duration': [10, 30]
+        }
+    )
+    assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
+        'pair       buy count  avg profit    total profit      avg duration\n'
+        '-------  -----------  ------------  --------------  --------------\n'
+        'BTC_ETH            2  15.00%        0.60000000 BTC             100\n'
+        'TOTAL              2  15.00%        0.60000000 BTC             100')
+
+
+def test_get_timeframe():
+    data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
+    min_date, max_date = get_timeframe(data)
+    assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
+    assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
+
+
+def test_backtest(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
+    results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True)
+    assert not results.empty
+
+
+def test_1min_ticker_interval(default_conf, mocker):
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    # Run a backtesting for an exiting 5min ticker_interval
+    data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
+    results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
+    assert not results.empty
+
+
+def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
+    mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
+    file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    assert os.path.isfile(file) is True
+
+    # delete file freshly downloaded
+    if os.path.isfile(file):
+        os.remove(file)
+
+
+def test_testdata_path():
+    assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
+
+
+def test_download_pairs(default_conf, ticker_history, mocker):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
+    file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
+    file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
+    file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
+
+    assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
+
+    assert os.path.isfile(file1_1) is True
+    assert os.path.isfile(file1_5) is True
+    assert os.path.isfile(file2_1) is True
+    assert os.path.isfile(file2_5) is True
+
+    # delete files freshly downloaded
+    if os.path.isfile(file1_1):
+        os.remove(file1_1)
+
+    if os.path.isfile(file1_5):
+        os.remove(file1_5)
+
+    if os.path.isfile(file2_1):
+        os.remove(file2_1)
+
+    if os.path.isfile(file2_5):
+        os.remove(file2_5)
+
+
+def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
+    mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
+    mocker.patch.dict('freqtrade.main._CONF', default_conf)
+    exchange._API = Bittrex({'key': '', 'secret': ''})
+
+    # Download a 1 min ticker file
+    file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
+    download_backtesting_testdata(pair="BTC-XEL", interval=1)
+    assert os.path.isfile(file1) is True
+
+    if os.path.isfile(file1):
+        os.remove(file1)
+
+    # Download a 5 min ticker file
+    file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
+    download_backtesting_testdata(pair="BTC-STORJ", interval=5)
+    assert os.path.isfile(file2) is True
+
+    if os.path.isfile(file2):
+        os.remove(file2)

freqtrade/tests/optimize/test_hyperopt.py

@@ -0,0 +1,6 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+
+def test_optimizer(default_conf, mocker):
+    # TODO: implement test
+    pass

freqtrade/tests/optimize/test_hyperopt_config.py

@@ -0,0 +1,16 @@
+# pragma pylint: disable=missing-docstring,W0212
+
+from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
+
+
+def test_hyperopt_optimize_conf():
+    hyperopt_conf = hyperopt_optimize_conf()
+
+    assert "max_open_trades" in hyperopt_conf
+    assert "stake_currency" in hyperopt_conf
+    assert "stake_amount" in hyperopt_conf
+    assert "minimal_roi" in hyperopt_conf
+    assert "stoploss" in hyperopt_conf
+    assert "bid_strategy" in hyperopt_conf
+    assert "exchange" in hyperopt_conf
+    assert "pair_whitelist" in hyperopt_conf['exchange']