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Merge pull request #2192 from freqtrade/rename_teststrat 

Rename testStrategy to sample_strategy
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Matthias 2019-08-28 06:28:19 +02:00 committed by GitHub
parent b4685151ce 8923c02222
commit c6bb68bd30
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10 changed files with 30 additions and 32 deletions
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10
docs/backtesting.md
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@ -79,18 +79,18 @@ freqtrade backtesting --datadir user_data/data/bittrex-20180101
#### With a (custom) strategy file #### With a (custom) strategy file
```bash ```bash
freqtrade -s TestStrategy backtesting freqtrade -s SampleStrategy backtesting
``` ```
Where `-s TestStrategy` refers to the class name within the strategy file `test_strategy.py` found in the `freqtrade/user_data/strategies` directory. Where `-s SampleStrategy` refers to the class name within the strategy file `sample_strategy.py` found in the `freqtrade/user_data/strategies` directory.
#### Comparing multiple Strategies #### Comparing multiple Strategies
```bash ```bash
freqtrade backtesting --strategy-list TestStrategy1 AwesomeStrategy --ticker-interval 5m freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy --ticker-interval 5m
``` ```
Where `TestStrategy1` and `AwesomeStrategy` refer to class names of strategies. Where `SampleStrategy1` and `AwesomeStrategy` refer to class names of strategies.
#### Exporting trades to file #### Exporting trades to file
@ -103,7 +103,7 @@ The exported trades can be used for [further analysis](#further-backtest-result-
#### Exporting trades to file specifying a custom filename #### Exporting trades to file specifying a custom filename
```bash ```bash
freqtrade backtesting --export trades --export-filename=backtest_teststrategy.json freqtrade backtesting --export trades --export-filename=backtest_samplestrategy.json
``` ```
#### Running backtest with smaller testset #### Running backtest with smaller testset

2
docs/data-analysis.md
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@ -139,7 +139,7 @@ You can override strategy settings as demonstrated below.
# Define some constants # Define some constants
ticker_interval = "5m" ticker_interval = "5m"
# Name of the strategy class # Name of the strategy class
strategy_name = 'TestStrategy' strategy_name = 'SampleStrategy'
# Path to user data # Path to user data
user_data_dir = 'user_data' user_data_dir = 'user_data'
# Location of the strategy # Location of the strategy

15
docs/strategy-customization.md
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@ -24,7 +24,7 @@ strategy file will be updated on Github. Put your custom strategy file
into the directory `user_data/strategies`. into the directory `user_data/strategies`.
Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes. Best copy the test-strategy and modify this copy to avoid having bot-updates override your changes.
`cp user_data/strategies/test_strategy.py user_data/strategies/awesome-strategy.py` `cp user_data/strategies/sample_strategy.py user_data/strategies/awesome-strategy.py`
### Anatomy of a strategy ### Anatomy of a strategy
@ -36,14 +36,14 @@ A strategy file contains all the information needed to build a good strategy:
- Minimal ROI recommended - Minimal ROI recommended
- Stoploss strongly recommended - Stoploss strongly recommended
The bot also include a sample strategy called `TestStrategy` you can update: `user_data/strategies/test_strategy.py`. The bot also include a sample strategy called `SampleStrategy` you can update: `user_data/strategies/sample_strategy.py`.
You can test it with the parameter: `--strategy TestStrategy` You can test it with the parameter: `--strategy SampleStrategy`
```bash ```bash
freqtrade --strategy AwesomeStrategy freqtrade --strategy AwesomeStrategy
``` ```
**For the following section we will use the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py) **For the following section we will use the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py)
file as reference.** file as reference.**
!!! Note Strategies and Backtesting !!! Note Strategies and Backtesting
@ -109,9 +109,8 @@ def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame
return dataframe return dataframe
``` ```
!!! Note "Want more indicator examples?" !!! Note "Want more indicator examples?"
Look into the [user_data/strategies/test_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/test_strategy.py).<br/> Look into the [user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/user_data/strategies/sample_strategy.py).
Then uncomment indicators you need. Then uncomment indicators you need.
### Buy signal rules ### Buy signal rules
@ -122,7 +121,7 @@ It's important to always return the dataframe without removing/modifying the col
This will method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action". This will method will also define a new column, `"buy"`, which needs to contain 1 for buys, and 0 for "no action".
Sample from `user_data/strategies/test_strategy.py`: Sample from `user_data/strategies/sample_strategy.py`:
```python ```python
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -152,7 +151,7 @@ It's important to always return the dataframe without removing/modifying the col
This will method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action". This will method will also define a new column, `"sell"`, which needs to contain 1 for sells, and 0 for "no action".
Sample from `user_data/strategies/test_strategy.py`: Sample from `user_data/strategies/sample_strategy.py`:
```python ```python
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:

6
freqtrade/tests/optimize/test_backtesting.py
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@ -330,7 +330,7 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No
patch_exchange(mocker) patch_exchange(mocker)
del default_conf['ticker_interval'] del default_conf['ticker_interval']
default_conf['strategy_list'] = ['DefaultStrategy', default_conf['strategy_list'] = ['DefaultStrategy',
'TestStrategy'] 'SampleStrategy']
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5)) mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
with pytest.raises(OperationalException): with pytest.raises(OperationalException):
@ -877,7 +877,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
'--disable-max-market-positions', '--disable-max-market-positions',
'--strategy-list', '--strategy-list',
'DefaultStrategy', 'DefaultStrategy',
'TestStrategy', 'SampleStrategy',
] ]
args = get_args(args) args = get_args(args)
start_backtesting(args) start_backtesting(args)
@ -898,7 +898,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog):
'up to 2017-11-14T22:58:00+00:00 (0 days)..', 'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...', 'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy', 'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategy', 'Running backtesting for Strategy SampleStrategy',
] ]
for line in exists: for line in exists:

2
freqtrade/tests/optimize/test_hyperopt.py
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@ -254,7 +254,7 @@ def test_start_failure(mocker, default_conf, caplog) -> None:
args = [ args = [
'--config', 'config.json', '--config', 'config.json',
'--strategy', 'TestStrategy', '--strategy', 'SampleStrategy',
'hyperopt', 'hyperopt',
'--epochs', '5' '--epochs', '5'
] ]

2
freqtrade/tests/strategy/legacy_strategy.py
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@ -15,7 +15,7 @@ class TestStrategyLegacy(IStrategy):
""" """
This is a test strategy using the legacy function headers, which will be This is a test strategy using the legacy function headers, which will be
removed in a future update. removed in a future update.
Please do not use this as a template, but refer to user_data/strategy/TestStrategy.py Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py
for a uptodate version of this template. for a uptodate version of this template.
""" """

12
freqtrade/tests/strategy/test_strategy.py
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@ -61,27 +61,27 @@ def test_search_strategy():
def test_load_strategy(default_conf, result): def test_load_strategy(default_conf, result):
default_conf.update({'strategy': 'TestStrategy'}) default_conf.update({'strategy': 'SampleStrategy'})
resolver = StrategyResolver(default_conf) resolver = StrategyResolver(default_conf)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
def test_load_strategy_base64(result, caplog, default_conf): def test_load_strategy_base64(result, caplog, default_conf):
with open("user_data/strategies/test_strategy.py", "rb") as file: with open("user_data/strategies/sample_strategy.py", "rb") as file:
encoded_string = urlsafe_b64encode(file.read()).decode("utf-8") encoded_string = urlsafe_b64encode(file.read()).decode("utf-8")
default_conf.update({'strategy': 'TestStrategy:{}'.format(encoded_string)}) default_conf.update({'strategy': 'SampleStrategy:{}'.format(encoded_string)})
resolver = StrategyResolver(default_conf) resolver = StrategyResolver(default_conf)
assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'}) assert 'adx' in resolver.strategy.advise_indicators(result, {'pair': 'ETH/BTC'})
# Make sure strategy was loaded from base64 (using temp directory)!! # Make sure strategy was loaded from base64 (using temp directory)!!
assert log_has_re(r"Using resolved strategy TestStrategy from '" assert log_has_re(r"Using resolved strategy SampleStrategy from '"
+ tempfile.gettempdir() + r"/.*/TestStrategy\.py'\.\.\.", caplog) + tempfile.gettempdir() + r"/.*/SampleStrategy\.py'\.\.\.", caplog)
def test_load_strategy_invalid_directory(result, caplog, default_conf): def test_load_strategy_invalid_directory(result, caplog, default_conf):
resolver = StrategyResolver(default_conf) resolver = StrategyResolver(default_conf)
extra_dir = Path.cwd() / 'some/path' extra_dir = Path.cwd() / 'some/path'
resolver._load_strategy('TestStrategy', config=default_conf, extra_dir=extra_dir) resolver._load_strategy('SampleStrategy', config=default_conf, extra_dir=extra_dir)
assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog) assert log_has_re(r'Path .*' + r'some.*path.*' + r'.* does not exist', caplog)

2
freqtrade/tests/test_arguments.py
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@ -102,7 +102,7 @@ def test_parse_args_backtesting_custom() -> None:
'--refresh-pairs-cached', '--refresh-pairs-cached',
'--strategy-list', '--strategy-list',
'DefaultStrategy', 'DefaultStrategy',
'TestStrategy' 'SampleStrategy'
] ]
call_args = Arguments(args, '').get_parsed_arg() call_args = Arguments(args, '').get_parsed_arg()
assert call_args.config == ['test_conf.json'] assert call_args.config == ['test_conf.json']

2
user_data/notebooks/strategy_analysis_example.ipynb
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@ -52,7 +52,7 @@
"# Define some constants\n", "# Define some constants\n",
"ticker_interval = \"5m\"\n", "ticker_interval = \"5m\"\n",
"# Name of the strategy class\n", "# Name of the strategy class\n",
"strategy_name = 'TestStrategy'\n", "strategy_name = 'SampleStrategy'\n",
"# Path to user data\n", "# Path to user data\n",
"user_data_dir = 'user_data'\n", "user_data_dir = 'user_data'\n",
"# Location of the strategy\n", "# Location of the strategy\n",

9
user_data/strategies/test_strategy.py → user_data/strategies/sample_strategy.py
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@ -11,10 +11,9 @@ import numpy # noqa
# This class is a sample. Feel free to customize it. # This class is a sample. Feel free to customize it.
class TestStrategy(IStrategy): class SampleStrategy(IStrategy):
__test__ = False # pytest expects to find tests here because of the name
""" """
This is a test strategy to inspire you. This is a sample strategy to inspire you.
More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md More information in https://github.com/freqtrade/freqtrade/blob/develop/docs/bot-optimization.md
You can: You can:
@ -256,14 +255,14 @@ class TestStrategy(IStrategy):
# Retrieve best bid and best ask # Retrieve best bid and best ask
# ------------------------------------ # ------------------------------------
""" """
# first check if dataprovider is available # first check if dataprovider is available
if self.dp: if self.dp:
if self.dp.runmode in ('live', 'dry_run'): if self.dp.runmode in ('live', 'dry_run'):
ob = self.dp.orderbook(metadata['pair'], 1) ob = self.dp.orderbook(metadata['pair'], 1)
dataframe['best_bid'] = ob['bids'][0][0] dataframe['best_bid'] = ob['bids'][0][0]
dataframe['best_ask'] = ob['asks'][0][0] dataframe['best_ask'] = ob['asks'][0][0]
""" """
return dataframe return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: