Merge pull request #2275 from hroff-1902/backtest-cleanup3

minor: Cleanup in backtesting

freqtrade/configuration/configuration.py

@@ -217,7 +217,7 @@ class Configuration:
                              deprecated_msg='-r/--refresh-pairs-cached will be removed soon.')
 
         self._args_to_config(config, argname='strategy_list',
-                             logstring='Using strategy list of {} Strategies', logfun=len)
+                             logstring='Using strategy list of {} strategies', logfun=len)
 
         self._args_to_config(config, argname='ticker_interval',
                              logstring='Overriding ticker interval with Command line argument')
@@ -238,7 +238,7 @@ class Configuration:
 
         # Hyperopt section
         self._args_to_config(config, argname='hyperopt',
-                             logstring='Using Hyperopt file {}')
+                             logstring='Using Hyperopt class name: {}')
 
         self._args_to_config(config, argname='hyperopt_path',
                              logstring='Using additional Hyperopt lookup path: {}')
@@ -276,7 +276,7 @@ class Configuration:
                              logstring='Hyperopt continue: {}')
 
         self._args_to_config(config, argname='hyperopt_loss',
-                             logstring='Using loss function: {}')
+                             logstring='Using Hyperopt loss class name: {}')
 
     def _process_plot_options(self, config: Dict[str, Any]) -> None:
 

freqtrade/optimize/backtesting.py

@@ -95,8 +95,6 @@ class Backtesting:
         Load strategy into backtesting
         """
         self.strategy = strategy
-        self.advise_buy = strategy.advise_buy
-        self.advise_sell = strategy.advise_sell
         # Set stoploss_on_exchange to false for backtesting,
         # since a "perfect" stoploss-sell is assumed anyway
         # And the regular "stoploss" function would not apply to that case
@@ -219,8 +217,8 @@ class Backtesting:
         for pair, pair_data in processed.items():
             pair_data['buy'], pair_data['sell'] = 0, 0  # cleanup from previous run
 
-            ticker_data = self.advise_sell(
+            ticker_data = self.strategy.advise_sell(
-                self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
+                self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
 
             # to avoid using data from future, we buy/sell with signal from previous candle
             ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)

freqtrade/optimize/hyperopt.py

@@ -49,10 +49,11 @@ class Hyperopt:
     """
     def __init__(self, config: Dict[str, Any]) -> None:
         self.config = config
-        self.backtesting = Backtesting(self.config)
 
         self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
 
+        self.backtesting = Backtesting(self.config)
+
         self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
         self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
 
@@ -77,9 +78,11 @@ class Hyperopt:
             self.backtesting.strategy.advise_indicators = \
                     self.custom_hyperopt.populate_indicators  # type: ignore
         if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
-            self.backtesting.advise_buy = self.custom_hyperopt.populate_buy_trend  # type: ignore
+            self.backtesting.strategy.advise_buy = \
+                    self.custom_hyperopt.populate_buy_trend  # type: ignore
         if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
-            self.backtesting.advise_sell = self.custom_hyperopt.populate_sell_trend  # type: ignore
+            self.backtesting.strategy.advise_sell = \
+                    self.custom_hyperopt.populate_sell_trend  # type: ignore
 
         # Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
         if self.config.get('use_max_market_positions', True):
@@ -259,13 +262,16 @@ class Hyperopt:
         """
         params = self.get_args(_params)
         if self.has_space('roi'):
-            self.backtesting.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
+            self.backtesting.strategy.minimal_roi = \
+                    self.custom_hyperopt.generate_roi_table(params)
 
         if self.has_space('buy'):
-            self.backtesting.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
+            self.backtesting.strategy.advise_buy = \
+                    self.custom_hyperopt.buy_strategy_generator(params)
 
         if self.has_space('sell'):
-            self.backtesting.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
+            self.backtesting.strategy.advise_sell = \
+                    self.custom_hyperopt.sell_strategy_generator(params)
 
         if self.has_space('stoploss'):
             self.backtesting.strategy.stoploss = params['stoploss']

freqtrade/resolvers/hyperopt_resolver.py

@@ -38,11 +38,11 @@ class HyperOptResolver(IResolver):
         IHyperOpt.ticker_interval = str(config['ticker_interval'])
 
         if not hasattr(self.hyperopt, 'populate_buy_trend'):
-            logger.warning("Custom Hyperopt does not provide populate_buy_trend. "
+            logger.warning("Hyperopt class does not provide populate_buy_trend() method. "
-                           "Using populate_buy_trend from DefaultStrategy.")
+                           "Using populate_buy_trend from the strategy.")
         if not hasattr(self.hyperopt, 'populate_sell_trend'):
-            logger.warning("Custom Hyperopt does not provide populate_sell_trend. "
+            logger.warning("Hyperopt class does not provide populate_sell_trend() method. "
-                           "Using populate_sell_trend from DefaultStrategy.")
+                           "Using populate_sell_trend from the strategy.")
 
     def _load_hyperopt(
             self, hyperopt_name: str, config: Dict, extra_dir: Optional[str] = None) -> IHyperOpt:

tests/optimize/test_backtest_detail.py

@@ -291,8 +291,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = lambda a, m: frame
+    backtesting.strategy.advise_buy = lambda a, m: frame
-    backtesting.advise_sell = lambda a, m: frame
+    backtesting.strategy.advise_sell = lambda a, m: frame
     caplog.set_level(logging.DEBUG)
 
     pair = "UNITTEST/BTC"

tests/optimize/test_backtesting.py

@@ -313,8 +313,8 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
     assert backtesting.config == default_conf
     assert backtesting.ticker_interval == '5m'
     assert callable(backtesting.strategy.tickerdata_to_dataframe)
-    assert callable(backtesting.advise_buy)
+    assert callable(backtesting.strategy.advise_buy)
-    assert callable(backtesting.advise_sell)
+    assert callable(backtesting.strategy.advise_sell)
     assert isinstance(backtesting.strategy.dp, DataProvider)
     get_fee.assert_called()
     assert backtesting.fee == 0.5
@@ -627,8 +627,8 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
 
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = fun  # Override
+    backtesting.strategy.advise_buy = fun  # Override
-    backtesting.advise_sell = fun  # Override
+    backtesting.strategy.advise_sell = fun  # Override
     results = backtesting.backtest(backtest_conf)
     assert results.empty
 
@@ -642,8 +642,8 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
 
     backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = fun  # Override
+    backtesting.strategy.advise_buy = fun  # Override
-    backtesting.advise_sell = fun  # Override
+    backtesting.strategy.advise_sell = fun  # Override
     results = backtesting.backtest(backtest_conf)
     assert results.empty
 
@@ -657,8 +657,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     default_conf['experimental'] = {"use_sell_signal": True}
     default_conf['ticker_interval'] = '1m'
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = _trend_alternate  # Override
+    backtesting.strategy.advise_buy = _trend_alternate  # Override
-    backtesting.advise_sell = _trend_alternate  # Override
+    backtesting.strategy.advise_sell = _trend_alternate  # Override
     results = backtesting.backtest(backtest_conf)
     backtesting._store_backtest_result("test_.json", results)
     # 200 candles in backtest data
@@ -700,8 +700,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     default_conf['ticker_interval'] = '5m'
 
     backtesting = Backtesting(default_conf)
-    backtesting.advise_buy = _trend_alternate_hold  # Override
+    backtesting.strategy.advise_buy = _trend_alternate_hold  # Override
-    backtesting.advise_sell = _trend_alternate_hold  # Override
+    backtesting.strategy.advise_sell = _trend_alternate_hold  # Override
 
     data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
     min_date, max_date = get_timeframe(data_processed)

tests/optimize/test_hyperopt.py

@@ -166,10 +166,10 @@ def test_hyperoptresolver(mocker, default_conf, caplog) -> None:
     x = HyperOptResolver(default_conf, ).hyperopt
     assert not hasattr(x, 'populate_buy_trend')
     assert not hasattr(x, 'populate_sell_trend')
-    assert log_has("Custom Hyperopt does not provide populate_sell_trend. "
+    assert log_has("Hyperopt class does not provide populate_sell_trend() method. "
-                   "Using populate_sell_trend from DefaultStrategy.", caplog)
+                   "Using populate_sell_trend from the strategy.", caplog)
-    assert log_has("Custom Hyperopt does not provide populate_buy_trend. "
+    assert log_has("Hyperopt class does not provide populate_buy_trend() method. "
-                   "Using populate_buy_trend from DefaultStrategy.", caplog)
+                   "Using populate_buy_trend from the strategy.", caplog)
     assert hasattr(x, "ticker_interval")
 
 
@@ -415,8 +415,8 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -709,8 +709,8 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -783,8 +783,8 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")
@@ -828,8 +828,8 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
     assert dumper.called
     # Should be called twice, once for tickerdata, once to save evaluations
     assert dumper.call_count == 2
-    assert hasattr(hyperopt.backtesting, "advise_sell")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
-    assert hasattr(hyperopt.backtesting, "advise_buy")
+    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
     assert hasattr(hyperopt, "max_open_trades")
     assert hyperopt.max_open_trades == default_conf['max_open_trades']
     assert hasattr(hyperopt, "position_stacking")

tests/test_configuration.py

@@ -440,7 +440,7 @@ def test_setup_configuration_with_stratlist(mocker, default_conf, caplog) -> Non
                    caplog)
 
     assert 'strategy_list' in config
-    assert log_has('Using strategy list of 2 Strategies', caplog)
+    assert log_has('Using strategy list of 2 strategies', caplog)
 
     assert 'position_stacking' not in config