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

Minor improvements in data.history

Browse Source
This commit is contained in:
hroff-1902
2019-12-18 01:06:03 +03:00
parent 021fa1ca1a
commit cf4c3642ce
9 changed files with 44 additions and 53 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
tests/data/test_converter.py
View File

@@ -2,7 +2,7 @@
import logging
from freqtrade.data.converter import parse_ticker_dataframe, ohlcv_fill_up_missing_data
from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timeframe
from freqtrade.data.history import load_pair_history, validate_backtest_data, get_timerange
from tests.conftest import log_has
@@ -36,7 +36,7 @@ def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
f"{len(data)} - after: {len(data2)}", caplog)
# Test fillup actually fixes invalid backtest data
min_date, max_date = get_timeframe({'UNITTEST/BTC': data})
min_date, max_date = get_timerange({'UNITTEST/BTC': data})
assert validate_backtest_data(data, 'UNITTEST/BTC', min_date, max_date, 1)
assert not validate_backtest_data(data2, 'UNITTEST/BTC', min_date, max_date, 1)

15
tests/data/test_history.py
View File

@@ -7,15 +7,13 @@ from shutil import copyfile
from unittest.mock import MagicMock, PropertyMock
import arrow
import pytest
from pandas import DataFrame
from freqtrade import OperationalException
from freqtrade.configuration import TimeRange
from freqtrade.data.history import (_download_pair_history,
_download_trades_history,
_load_cached_data_for_updating,
convert_trades_to_ohlcv, get_timeframe,
convert_trades_to_ohlcv, get_timerange,
load_data, load_pair_history,
load_tickerdata_file, pair_data_filename,
pair_trades_filename,
@@ -138,9 +136,6 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
'Download history data for pair: "MEME/BTC", timeframe: 1m '
'and store in .*', caplog
)
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
refresh_data(datadir=testdatadir, timeframe='1m', pairs=['MEME/BTC'],
exchange=None)
_clean_test_file(file)
@@ -512,7 +507,7 @@ def test_file_dump_json_tofile(testdatadir) -> None:
_clean_test_file(file)
def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
@@ -523,7 +518,7 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = get_timeframe(data)
min_date, max_date = get_timerange(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
@@ -540,7 +535,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
fill_up_missing=False
)
)
min_date, max_date = get_timeframe(data)
min_date, max_date = get_timerange(data)
caplog.clear()
assert validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
min_date, max_date, timeframe_to_minutes('1m'))
@@ -564,7 +559,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
)
)
min_date, max_date = get_timeframe(data)
min_date, max_date = get_timerange(data)
caplog.clear()
assert not validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
min_date, max_date, timeframe_to_minutes('5m'))

4
tests/optimize/test_backtest_detail.py
View File

@@ -4,7 +4,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.data.history import get_timeframe
from freqtrade.data.history import get_timerange
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange
@@ -380,7 +380,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
pair = "UNITTEST/BTC"
# Dummy data as we mock the analyze functions
data_processed = {pair: frame.copy()}
min_date, max_date = get_timeframe({pair: frame})
min_date, max_date = get_timerange({pair: frame})
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],

20
tests/optimize/test_backtesting.py
View File

@@ -16,7 +16,7 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import evaluate_result_multi
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timeframe
from freqtrade.data.history import get_timerange
from freqtrade.optimize import setup_configuration, start_backtesting
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
@@ -100,7 +100,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
data = load_data_test(contour, testdatadir)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
{
@@ -138,7 +138,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=
patch_exchange(mocker)
backtesting = Backtesting(conf)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
min_date, max_date = get_timerange(processed)
return {
'stake_amount': conf['stake_amount'],
'processed': processed,
@@ -458,11 +458,11 @@ def test_generate_text_table_strategyn(default_conf, mocker):
def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
def get_timeframe(input1):
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
@@ -491,11 +491,11 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:
def get_timeframe(input1):
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame()))
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
@@ -525,7 +525,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed)
min_date, max_date = get_timerange(data_processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
@@ -581,7 +581,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
min_date, max_date = get_timerange(processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
@@ -701,7 +701,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
backtesting.strategy.advise_sell = _trend_alternate_hold # Override
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed)
min_date, max_date = get_timerange(data_processed)
backtest_conf = {
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,

22
tests/optimize/test_hyperopt.py
View File

@@ -251,7 +251,7 @@ def test_start_no_data(mocker, default_conf, caplog) -> None:
patched_configuration_load_config_file(mocker, default_conf)
mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -427,7 +427,7 @@ def test_start_calls_optimizer(mocker, default_conf, caplog, capsys) -> None:
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -602,7 +602,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
MagicMock(return_value=backtest_result)
)
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(Arrow(2017, 12, 10), Arrow(2017, 12, 13)))
)
patch_exchange(mocker)
@@ -726,7 +726,7 @@ def test_print_json_spaces_all(mocker, default_conf, caplog, capsys) -> None:
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -769,7 +769,7 @@ def test_print_json_spaces_default(mocker, default_conf, caplog, capsys) -> None
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -811,7 +811,7 @@ def test_print_json_spaces_roi_stoploss(mocker, default_conf, caplog, capsys) ->
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -851,7 +851,7 @@ def test_simplified_interface_roi_stoploss(mocker, default_conf, caplog, capsys)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -899,7 +899,7 @@ def test_simplified_interface_all_failed(mocker, default_conf, caplog, capsys) -
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -930,7 +930,7 @@ def test_simplified_interface_buy(mocker, default_conf, caplog, capsys) -> None:
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -977,7 +977,7 @@ def test_simplified_interface_sell(mocker, default_conf, caplog, capsys) -> None
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)
@@ -1030,7 +1030,7 @@ def test_simplified_interface_failed(mocker, default_conf, caplog, capsys, metho
mocker.patch('freqtrade.optimize.backtesting.Backtesting.load_bt_data',
MagicMock(return_value=(MagicMock(), None)))
mocker.patch(
'freqtrade.optimize.hyperopt.get_timeframe',
'freqtrade.optimize.hyperopt.get_timerange',
MagicMock(return_value=(datetime(2017, 12, 10), datetime(2017, 12, 13)))
)