adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update tests for new dataload strategy

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

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): def test_jsondatahandler_ohlcv_load(testdatadir, caplog):
dh = JsonDataHandler(testdatadir) dh = JsonDataHandler(testdatadir)
df = dh.ohlcv_load('XRP/ETH', '5m', 'spot') 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") 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') df_no_mark = dh.ohlcv_load('UNITTEST/USDT', '1h', 'spot')
assert len(df_no_mark) == 0 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' in captured.out
assert '0.01616' in captured.out assert '0.01616' in captured.out
assert '34.049' in captured.out assert '34.049' in captured.out
assert '0.104104' in captured.out assert '0.104411' in captured.out
assert '47.0996' in captured.out assert '52.8292' in captured.out
# test group 1 # test group 1
args = get_args(base_args + ['--analysis-groups', "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 td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(data['UNITTEST/BTC']) assert td != len(data['UNITTEST/BTC'])
# Shift endtime with +5 - as last candle is dropped (partial candle) # Shift endtime with +5
end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5) end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0])
assert log_has(f'UNITTEST/BTC, spot, 5m, ' assert log_has(f'UNITTEST/BTC, spot, 5m, '
f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}', f'data ends at {end_real.strftime(DATETIME_PRINT_FORMAT)}',
caplog) caplog)
@ -447,7 +447,7 @@ def test_get_timerange(default_conf, mocker, testdatadir) -> None:
) )
min_date, max_date = get_timerange(data) min_date, max_date = get_timerange(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' 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: 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')) min_date, max_date, timeframe_to_minutes('1m'))
assert len(caplog.record_tuples) == 1 assert len(caplog.record_tuples) == 1
assert log_has( 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) 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 data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base
return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC', return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC',
fill_missing=True)} fill_missing=True, drop_incomplete=True)}
# FIX: fixturize this? # FIX: fixturize this?
@ -323,7 +323,7 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0]) backtesting._set_strategy(backtesting.strategylist[0])
processed = backtesting.strategy.advise_all_indicators(data) 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 # Load strategy to compare the result between Backtesting function and strategy are the same
strategy = StrategyResolver.load_strategy(default_conf) 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 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 ' '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 ' '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 ...' '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 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 ' '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 ' '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 ...', 'Parameter --enable-position-stacking detected ...',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
'Running backtesting for Strategy StrategyTestV2', '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 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 ' '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 ' '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 ...', 'Parameter --enable-position-stacking detected ...',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}',
'Running backtesting for Strategy StrategyTestV2', '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 'EXIT REASON STATS' in captured.out
assert 'DAY BREAKDOWN' in captured.out assert 'DAY BREAKDOWN' in captured.out
assert 'LEFT OPEN TRADES REPORT' 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 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 ...', 'Parameter -i/--timeframe detected ... Using timeframe: 1h ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2021-11-17 01:00:00 ' '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 ' '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, 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', 'XRP/USDT, mark, 8h, data starts at 2021-11-18 00:00:00',
f'Running backtesting for Strategy {CURRENT_TEST_STRATEGY}', 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 ...', 'Parameter --timeframe-detail detected, using 1m for intra-candle backtesting ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2019-10-11 00:00:00 ' '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 ' '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}', 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 ...', 'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...', f'Using data directory: {testdatadir} ...',
'Loading data from 2017-11-14 20:57:00 ' '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 ...', '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 StrategyTestV2',
'Running backtesting for Strategy StrategyTestV3', 'Running backtesting for Strategy StrategyTestV3',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...', '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: elif run_id == '2' and min_backtest_date < start_time:
assert backtestmock.call_count == 0 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', 'Reusing result of previous backtest for StrategyTestV2',
'Running backtesting for Strategy StrategyTestV3', 'Running backtesting for Strategy StrategyTestV3',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...', '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 assert backtestmock.call_count == 1