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Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files

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This commit is contained in:
enenn
2018-02-03 17:15:40 +01:00
parent 1f75636e56
commit c1c6ed6ed7
22 changed files with 157 additions and 155 deletions
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50
freqtrade/tests/optimize/test_backtesting.py
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@@ -34,8 +34,8 @@ def trim_dictlist(dict_list, num):
def load_data_test(what):
timerange = ((None, 'line'), None, -100)
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
pair = data['BTC_UNITEST']
data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'], timerange=timerange)
pair = data['UNITTEST/BTC']
datalen = len(pair)
# Depending on the what parameter we now adjust the
# loaded data looks:
@@ -44,7 +44,7 @@ def load_data_test(what):
# 'T': '2017-11-04T23:02:00', 'BV': 0.123}]
base = 0.001
if what == 'raise':
return {'BTC_UNITEST':
return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too
@@ -53,7 +53,7 @@ def load_data_test(what):
'L': x * base - 0.0001,
'C': x * base} for x in range(0, datalen)]}
if what == 'lower':
return {'BTC_UNITEST':
return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too
@@ -63,7 +63,7 @@ def load_data_test(what):
'C': 1 - x * base} for x in range(0, datalen)]}
if what == 'sine':
hz = 0.1 # frequency
return {'BTC_UNITEST':
return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too
@@ -94,8 +94,8 @@ def simple_backtest(config, contour, num_results) -> None:
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
pairdata = {'BTC_UNITEST': tickerdata}
tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', 1, timerange=timerange)
pairdata = {'UNITTEST/BTC': tickerdata}
return pairdata
@@ -107,7 +107,7 @@ def _load_pair_as_ticks(pair, tickfreq):
# FIX: fixturize this?
def _make_backtest_conf(conf=None, pair='BTC_UNITEST', record=None):
def _make_backtest_conf(conf=None, pair='UNITTEST/BTC', record=None):
data = optimize.load_data(None, ticker_interval=8, pairs=[pair])
data = trim_dictlist(data, -200)
return {
@@ -325,17 +325,17 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
"""
timerange = ((None, 'line'), None, -100)
tick = optimize.load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick}
tick = optimize.load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
backtesting = _BACKTESTING
data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['BTC_UNITEST']) == 100
assert len(data['UNITTEST/BTC']) == 100
# Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf)
data2 = analyze.tickerdata_to_dataframe(tickerlist)
assert data['BTC_UNITEST'].equals(data2['BTC_UNITEST'])
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
def test_get_timeframe() -> None:
@@ -348,7 +348,7 @@ def test_get_timeframe() -> None:
optimize.load_data(
None,
ticker_interval=1,
pairs=['BTC_UNITEST']
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = backtesting.get_timeframe(data)
@@ -364,7 +364,7 @@ def test_generate_text_table():
results = pd.DataFrame(
{
'currency': ['BTC_ETH', 'BTC_ETH'],
'currency': ['ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2],
'profit_BTC': [0.2, 0.4],
'duration': [10, 30],
@@ -378,13 +378,13 @@ def test_generate_text_table():
'total profit BTC avg duration profit loss\n'
'------- ----------- -------------- '
'------------------ -------------- -------- ------\n'
'BTC_ETH 2 15.00 '
'ETH/BTC 2 15.00 '
'0.60000000 20.0 2 0\n'
'TOTAL 2 15.00 '
'0.60000000 20.0 2 0'
)
assert backtesting._generate_text_table(data={'BTC_ETH': {}}, results=results) == result_str
assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
def test_backtesting_start(default_conf, mocker, caplog) -> None:
@@ -405,7 +405,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
)
conf = deepcopy(default_conf)
conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
conf['ticker_interval'] = 1
conf['live'] = False
conf['datadir'] = None
@@ -432,7 +432,7 @@ def test_backtest(default_conf) -> None:
"""
backtesting = _BACKTESTING
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
data = trim_dictlist(data, -200)
results = backtesting.backtest(
{
@@ -452,7 +452,7 @@ def test_backtest_1min_ticker_interval(default_conf) -> None:
backtesting = _BACKTESTING
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200)
results = backtesting.backtest(
{
@@ -473,7 +473,7 @@ def test_processed() -> None:
dict_of_tickerrows = load_data_test('raise')
dataframes = backtesting.tickerdata_to_dataframe(dict_of_tickerrows)
dataframe = dataframes['BTC_UNITEST']
dataframe = dataframes['UNITTEST/BTC']
cols = dataframe.columns
# assert the dataframe got some of the indicator columns
for col in ['close', 'high', 'low', 'open', 'date',
@@ -522,7 +522,7 @@ def test_backtest_only_sell(default_conf):
def test_backtest_alternate_buy_sell(default_conf):
backtest_conf = _make_backtest_conf(conf=default_conf, pair='BTC_UNITEST')
backtest_conf = _make_backtest_conf(conf=default_conf, pair='UNITTEST/BTC')
results = _run_backtest_1(_trend_alternate, backtest_conf)
assert len(results) == 3
@@ -536,7 +536,7 @@ def test_backtest_record(default_conf, mocker):
)
backtest_conf = _make_backtest_conf(
conf=default_conf,
pair='BTC_UNITEST',
pair='UNITTEST/BTC',
record="trades"
)
results = _run_backtest_1(_trend_alternate, backtest_conf)
@@ -546,11 +546,11 @@ def test_backtest_record(default_conf, mocker):
records = records[0]
# Ensure records are of correct type
assert len(records) == 3
# ('BTC_UNITEST', 0.00331158, '1510684320', '1510691700', 0, 117)
# ('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:
assert pair == 'BTC_UNITEST'
assert pair == 'UNITTEST/BTC'
isinstance(profit, float)
# FIX: buy/sell should be converted to ints
isinstance(date_buy, str)
@@ -563,7 +563,7 @@ def test_backtest_record(default_conf, mocker):
def test_backtest_start_live(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
mocker.patch('freqtrade.exchange.get_ticker_history',
new=lambda n, i: _load_pair_as_ticks(n, i))
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', MagicMock())