diff --git a/tests/data/test_datahandler.py b/tests/data/test_datahandler.py index 8e1b0050a..5d6d60f84 100644 --- a/tests/data/test_datahandler.py +++ b/tests/data/test_datahandler.py @@ -139,10 +139,10 @@ def test_jsondatahandler_ohlcv_purge(mocker, testdatadir): def test_jsondatahandler_ohlcv_load(testdatadir, caplog): dh = JsonDataHandler(testdatadir) df = dh.ohlcv_load('XRP/ETH', '5m', 'spot') - assert len(df) == 711 + assert len(df) == 712 df_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', candle_type="mark") - assert len(df_mark) == 99 + assert len(df_mark) == 100 df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot') assert len(df_no_mark) == 0 diff --git a/tests/data/test_entryexitanalysis.py b/tests/data/test_entryexitanalysis.py index 09fbe9957..588220465 100755 --- a/tests/data/test_entryexitanalysis.py +++ b/tests/data/test_entryexitanalysis.py @@ -124,8 +124,8 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp assert '0' in captured.out assert '0.01616' in captured.out assert '34.049' in captured.out - assert '0.104104' in captured.out - assert '47.0996' in captured.out + assert '0.104411' in captured.out + assert '52.8292' in captured.out # test group 1 args = get_args(base_args + ['--analysis-groups', "1"]) diff --git a/tests/data/test_history.py b/tests/data/test_history.py index 5642442b2..e7e3d4063 100644 --- a/tests/data/test_history.py +++ b/tests/data/test_history.py @@ -377,8 +377,8 @@ def test_load_partial_missing(testdatadir, caplog) -> None: td = ((end - start).total_seconds() // 60 // 5) + 1 assert td != len(data['UNITTEST/BTC']) - # Shift endtime with +5 - as last candle is dropped (partial candle) - end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5) + # Shift endtime with +5 + end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]) assert log_has(f'UNITTEST/BTC, spot, 5m, ' f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}', caplog) @@ -447,7 +447,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None: ) min_date, max_date = get_timerange(data) assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' - assert max_date.isoformat() == '2017-11-14T22:58:00+00:00' + assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None: @@ -470,7 +470,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) min_date, max_date, timeframe_to_minutes('1m')) assert len(caplog.record_tuples) == 1 assert log_has( - "UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values", + "UNITTEST/BTC has missing frames: expected 14397, got 13681, that's 716 missing values", caplog) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index bd87b2b42..907e97fb7 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -80,7 +80,7 @@ def load_data_test(what, testdatadir): data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC', - fill_missing=True)} + fill_missing=True, drop_incomplete=True)} # FIX: fixturize this? @@ -323,7 +323,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) processed = backtesting.strategy.advise_all_indicators(data) - assert len(processed['UNITTEST/BTC']) == 102 + assert len(processed['UNITTEST/BTC']) == 103 # Load strategy to compare the result between Backtesting function and strategy are the same strategy = StrategyResolver.load_strategy(default_conf) @@ -1165,9 +1165,9 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', 'Loading data from 2017-11-14 20:57:00 ' - 'up to 2017-11-14 22:58:00 (0 days).', + 'up to 2017-11-14 22:59:00 (0 days).', 'Backtesting with data from 2017-11-14 21:17:00 ' - 'up to 2017-11-14 22:58:00 (0 days).', + 'up to 2017-11-14 22:59:00 (0 days).', 'Parameter --enable-position-stacking detected ...' ] @@ -1244,9 +1244,9 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', 'Loading data from 2017-11-14 20:57:00 ' - 'up to 2017-11-14 22:58:00 (0 days).', + 'up to 2017-11-14 22:59:00 (0 days).', 'Backtesting with data from 2017-11-14 21:17:00 ' - 'up to 2017-11-14 22:58:00 (0 days).', + 'up to 2017-11-14 22:59:00 (0 days).', 'Parameter --enable-position-stacking detected ...', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', 'Running backtesting for Strategy StrategyTestV2', @@ -1355,9 +1355,9 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', 'Loading data from 2017-11-14 20:57:00 ' - 'up to 2017-11-14 22:58:00 (0 days).', + 'up to 2017-11-14 22:59:00 (0 days).', 'Backtesting with data from 2017-11-14 21:17:00 ' - 'up to 2017-11-14 22:58:00 (0 days).', + 'up to 2017-11-14 22:59:00 (0 days).', 'Parameter --enable-position-stacking detected ...', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', 'Running backtesting for Strategy StrategyTestV2', @@ -1371,7 +1371,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat assert 'EXIT REASON STATS' in captured.out assert 'DAY BREAKDOWN' in captured.out assert 'LEFT OPEN TRADES REPORT' in captured.out - assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out + assert '2017-11-14 21:17:00 -> 2017-11-14 22:59:00 | Max open trades : 1' in captured.out assert 'STRATEGY SUMMARY' in captured.out @@ -1503,9 +1503,9 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, 'Parameter -i/--timeframe detected ... Using timeframe: 1h ...', f'Using data directory: {testdatadir} ...', 'Loading data from 2021-11-17 01:00:00 ' - 'up to 2021-11-21 03:00:00 (4 days).', + 'up to 2021-11-21 04:00:00 (4 days).', 'Backtesting with data from 2021-11-17 21:00:00 ' - 'up to 2021-11-21 03:00:00 (3 days).', + 'up to 2021-11-21 04:00:00 (3 days).', 'XRP/USDT, funding_rate, 8h, data starts at 2021-11-18 00:00:00', 'XRP/USDT, mark, 8h, data starts at 2021-11-18 00:00:00', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', @@ -1616,9 +1616,9 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, 'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...', f'Using data directory: {testdatadir} ...', 'Loading data from 2019-10-11 00:00:00 ' - 'up to 2019-10-13 11:10:00 (2 days).', + 'up to 2019-10-13 11:15:00 (2 days).', 'Backtesting with data from 2019-10-11 01:40:00 ' - 'up to 2019-10-13 11:10:00 (2 days).', + 'up to 2019-10-13 11:15:00 (2 days).', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', ] @@ -1719,7 +1719,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda 'Parameter --timerange detected: 1510694220-1510700340 ...', f'Using data directory: {testdatadir} ...', 'Loading data from 2017-11-14 20:57:00 ' - 'up to 2017-11-14 22:58:00 (0 days).', + 'up to 2017-11-14 22:59:00 (0 days).', 'Parameter --enable-position-stacking detected ...', ] @@ -1732,7 +1732,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda 'Running backtesting for Strategy StrategyTestV2', 'Running backtesting for Strategy StrategyTestV3', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', - 'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).', + 'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:59:00 (0 days).', ] elif run_id == '2' and min_backtest_date < start_time: assert backtestmock.call_count == 0 @@ -1745,7 +1745,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda 'Reusing result of previous backtest for StrategyTestV2', 'Running backtesting for Strategy StrategyTestV3', 'Ignoring max_open_trades (--disable-max-market-positions was used) ...', - 'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:58:00 (0 days).', + 'Backtesting with data from 2017-11-14 21:17:00 up to 2017-11-14 22:59:00 (0 days).', ] assert backtestmock.call_count == 1