diff --git a/freqtrade/tests/data/test_history.py b/freqtrade/tests/data/test_history.py index a13bc34af..3bb5f7cdd 100644 --- a/freqtrade/tests/data/test_history.py +++ b/freqtrade/tests/data/test_history.py @@ -534,7 +534,7 @@ def test_get_timeframe(default_conf, mocker) -> None: datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'] - ) + ), '1m' ) min_date, max_date = history.get_timeframe(data) assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' @@ -551,7 +551,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None: ticker_interval='1m', pairs=['UNITTEST/BTC'], fill_up_missing=False - ) + ), '1m' ) min_date, max_date = history.get_timeframe(data) caplog.clear() @@ -574,7 +574,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None: ticker_interval='5m', pairs=['UNITTEST/BTC'], timerange=timerange - ) + ), '5m' ) min_date, max_date = history.get_timeframe(data) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 3f88a8d6c..13281dde3 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -87,7 +87,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None: backtesting = Backtesting(config) data = load_data_test(contour) - processed = backtesting.strategy.tickerdata_to_dataframe(data) + processed = backtesting.strategy.tickerdata_to_dataframe(data, '1m') min_date, max_date = get_timeframe(processed) assert isinstance(processed, dict) results = backtesting.backtest( @@ -124,7 +124,7 @@ def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None): data = trim_dictlist(data, -201) patch_exchange(mocker) backtesting = Backtesting(conf) - processed = backtesting.strategy.tickerdata_to_dataframe(data) + processed = backtesting.strategy.tickerdata_to_dataframe(data, '1m') min_date, max_date = get_timeframe(processed) return { 'stake_amount': conf['stake_amount'], @@ -358,12 +358,12 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None: tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} backtesting = Backtesting(default_conf) - data = backtesting.strategy.tickerdata_to_dataframe(tickerlist) + data = backtesting.strategy.tickerdata_to_dataframe(tickerlist, '1m') assert len(data['UNITTEST/BTC']) == 102 # Load strategy to compare the result between Backtesting function and strategy are the same strategy = DefaultStrategy(default_conf) - data2 = strategy.tickerdata_to_dataframe(tickerlist) + data2 = strategy.tickerdata_to_dataframe(tickerlist, '1m') assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC']) @@ -537,7 +537,7 @@ def test_backtest(default_conf, fee, mocker) -> None: timerange = TimeRange(None, 'line', 0, -201) data = history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'], timerange=timerange) - data_processed = backtesting.strategy.tickerdata_to_dataframe(data) + data_processed = backtesting.strategy.tickerdata_to_dataframe(data, '1m') min_date, max_date = get_timeframe(data_processed) results = backtesting.backtest( { @@ -592,7 +592,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None: timerange = TimeRange(None, 'line', 0, -200) data = history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'], timerange=timerange) - processed = backtesting.strategy.tickerdata_to_dataframe(data) + processed = backtesting.strategy.tickerdata_to_dataframe(data, '1m') min_date, max_date = get_timeframe(processed) results = backtesting.backtest( { @@ -613,7 +613,7 @@ def test_processed(default_conf, mocker) -> None: backtesting = Backtesting(default_conf) dict_of_tickerrows = load_data_test('raise') - dataframes = backtesting.strategy.tickerdata_to_dataframe(dict_of_tickerrows) + dataframes = backtesting.strategy.tickerdata_to_dataframe(dict_of_tickerrows, '1m') dataframe = dataframes['UNITTEST/BTC'] cols = dataframe.columns # assert the dataframe got some of the indicator columns @@ -716,7 +716,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair): backtesting.advise_buy = _trend_alternate_hold # Override backtesting.advise_sell = _trend_alternate_hold # Override - data_processed = backtesting.strategy.tickerdata_to_dataframe(data) + data_processed = backtesting.strategy.tickerdata_to_dataframe(data, '5m') min_date, max_date = get_timeframe(data_processed) backtest_conf = { 'stake_amount': default_conf['stake_amount'], diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py index b41f8ac36..3e2523131 100644 --- a/freqtrade/tests/optimize/test_hyperopt.py +++ b/freqtrade/tests/optimize/test_hyperopt.py @@ -427,7 +427,7 @@ def test_has_space(hyperopt): def test_populate_indicators(hyperopt) -> None: tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} - dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist) + dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist, '1m') dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'}) @@ -440,7 +440,7 @@ def test_populate_indicators(hyperopt) -> None: def test_buy_strategy_generator(hyperopt) -> None: tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} - dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist) + dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist, '1m') dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'}) diff --git a/freqtrade/tests/strategy/test_interface.py b/freqtrade/tests/strategy/test_interface.py index d6ef0c8e7..e09f43b52 100644 --- a/freqtrade/tests/strategy/test_interface.py +++ b/freqtrade/tests/strategy/test_interface.py @@ -112,7 +112,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None: timerange = TimeRange(None, 'line', 0, -100) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', True)} - data = strategy.tickerdata_to_dataframe(tickerlist) + data = strategy.tickerdata_to_dataframe(tickerlist, '1m') assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py index 2ed2567f9..27d0eb4b6 100644 --- a/freqtrade/tests/strategy/test_strategy.py +++ b/freqtrade/tests/strategy/test_strategy.py @@ -63,7 +63,7 @@ def test_search_strategy(): def test_load_strategy(result): resolver = StrategyResolver({'strategy': 'TestStrategy'}) - metadata = {'pair': 'ETH/BTC'} + metadata = {'pair': 'ETH/BTC', 'timeframe': '1m'} assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata) @@ -110,7 +110,7 @@ def test_strategy(result): config = {'strategy': 'DefaultStrategy'} resolver = StrategyResolver(config) - metadata = {'pair': 'ETH/BTC'} + metadata = {'pair': 'ETH/BTC', 'timeframe': '5m'} assert resolver.strategy.minimal_roi[0] == 0.04 assert config["minimal_roi"]['0'] == 0.04 @@ -400,7 +400,7 @@ def test_call_deprecated_function(result, monkeypatch): default_location = path.join(path.dirname(path.realpath(__file__))) resolver = StrategyResolver({'strategy': 'TestStrategyLegacy', 'strategy_path': default_location}) - metadata = {'pair': 'ETH/BTC'} + metadata = {'pair': 'ETH/BTC', 'timeframe': '5m'} # Make sure we are using a legacy function assert resolver.strategy._populate_fun_len == 2 diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index c7bcf7edf..5296c9a07 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -35,7 +35,7 @@ def test_common_datearray(default_conf) -> None: strategy = DefaultStrategy(default_conf) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", fill_missing=True)} - dataframes = strategy.tickerdata_to_dataframe(tickerlist) + dataframes = strategy.tickerdata_to_dataframe(tickerlist, '1m') dates = common_datearray(dataframes)