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Update tests for new dataload strategy

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This commit is contained in:
Matthias
2022-09-28 20:23:56 +02:00
parent 00965d8c06
commit b4fb28e4ef
4 changed files with 24 additions and 24 deletions
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4
tests/data/test_datahandler.py
View File

@@ -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

4
tests/data/test_entryexitanalysis.py
View File

@@ -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"])

8
tests/data/test_history.py
View File

@@ -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)

32
tests/optimize/test_backtesting.py
View File

@@ -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