Merge branch 'develop' into skopt

freqtrade/tests/optimize/test_backtesting.py

@@ -3,6 +3,7 @@
 import json
 import math
 import random
+import pytest
 from copy import deepcopy
 from typing import List
 from unittest.mock import MagicMock
@@ -11,7 +12,7 @@ import numpy as np
 import pandas as pd
 from arrow import Arrow
 
-from freqtrade import optimize
+from freqtrade import optimize, constants, DependencyException
 from freqtrade.analyze import Analyze
 from freqtrade.arguments import Arguments, TimeRange
 from freqtrade.optimize.backtesting import Backtesting, start, setup_configuration
@@ -268,6 +269,28 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     )
 
 
+def test_setup_configuration_unlimited_stake_amount(mocker, default_conf, caplog) -> None:
+    """
+    Test setup_configuration() function
+    """
+
+    conf = deepcopy(default_conf)
+    conf['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
+
+    mocker.patch('freqtrade.configuration.open', mocker.mock_open(
+        read_data=json.dumps(conf)
+    ))
+
+    args = [
+        '--config', 'config.json',
+        '--strategy', 'DefaultStrategy',
+        'backtesting'
+    ]
+
+    with pytest.raises(DependencyException, match=r'.*stake amount.*'):
+        setup_configuration(get_args(args))
+
+
 def test_start(mocker, fee, default_conf, caplog) -> None:
     """
     Test start() function
@@ -604,9 +627,13 @@ def test_backtest_record(default_conf, fee, mocker):
                                            Arrow(2017, 11, 14, 22, 10, 00).datetime,
                                            Arrow(2017, 11, 14, 22, 43, 00).datetime,
                                            Arrow(2017, 11, 14, 22, 58, 00).datetime],
+                            "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
+                            "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
                             "open_index": [1, 119, 153, 185],
                             "close_index": [118, 151, 184, 199],
-                            "trade_duration": [123, 34, 31, 14]})
+                            "trade_duration": [123, 34, 31, 14],
+                            "open_at_end": [False, False, False, True]
+                            })
     backtesting._store_backtest_result("backtest-result.json", results)
     assert len(results) == 4
     # Assert file_dump_json was only called once
@@ -617,12 +644,16 @@ def test_backtest_record(default_conf, fee, mocker):
     # ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
     # Below follows just a typecheck of the schema/type of trade-records
     oix = None
-    for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
+    for (pair, profit, date_buy, date_sell, buy_index, dur,
+         openr, closer, open_at_end) in records:
         assert pair == 'UNITTEST/BTC'
-        isinstance(profit, float)
+        assert isinstance(profit, float)
         # FIX: buy/sell should be converted to ints
-        isinstance(date_buy, str)
-        isinstance(date_sell, str)
+        assert isinstance(date_buy, float)
+        assert isinstance(date_sell, float)
+        assert isinstance(openr, float)
+        assert isinstance(closer, float)
+        assert isinstance(open_at_end, bool)
         isinstance(buy_index, pd._libs.tslib.Timestamp)
         if oix:
             assert buy_index > oix