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Mock fee during testing to 0.0025

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This commit is contained in:
enenn
2018-02-04 10:48:10 +01:00
parent d93913b828
commit b6c173e3f4
4 changed files with 32 additions and 4 deletions
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12
freqtrade/tests/optimize/test_backtesting.py
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@@ -47,7 +47,9 @@ def test_get_timeframe(default_strategy):
def test_backtest(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = ccxt.binance({'key': '', 'secret': ''})
mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
get_fee=MagicMock(return_value=0.0025))
exchange._API = ccxt.binance()
data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
data = trim_dictlist(data, -200)
@@ -60,7 +62,9 @@ def test_backtest(default_strategy, default_conf, mocker):
def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = ccxt.binance({'key': '', 'secret': ''})
mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
get_fee=MagicMock(return_value=0.0025))
exchange._API = ccxt.binance()
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'])
@@ -133,6 +137,8 @@ def simple_backtest(config, contour, num_results):
def test_backtest2(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
get_fee=MagicMock(return_value=0.0025))
data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
@@ -156,6 +162,8 @@ def test_processed(default_conf, mocker, default_strategy):
def test_backtest_pricecontours(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
get_fee=MagicMock(return_value=0.0025))
tests = [['raise', 17], ['lower', 0], ['sine', 17]]
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres)