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adjust tests

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hroff-1902 2019-06-08 07:11:16 +03:00
parent 39230364fd
commit d0a1fc551d
6 changed files with 18 additions and 18 deletions
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6
freqtrade/tests/data/test_history.py
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@ -534,7 +534,7 @@ def test_get_timeframe(default_conf, mocker) -> None:
datadir=None, datadir=None,
ticker_interval='1m', ticker_interval='1m',
pairs=['UNITTEST/BTC'] pairs=['UNITTEST/BTC']
) ), '1m'
) )
min_date, max_date = history.get_timeframe(data) min_date, max_date = history.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' 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', ticker_interval='1m',
pairs=['UNITTEST/BTC'], pairs=['UNITTEST/BTC'],
fill_up_missing=False fill_up_missing=False
) ), '1m'
) )
min_date, max_date = history.get_timeframe(data) min_date, max_date = history.get_timeframe(data)
caplog.clear() caplog.clear()
@ -574,7 +574,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
ticker_interval='5m', ticker_interval='5m',
pairs=['UNITTEST/BTC'], pairs=['UNITTEST/BTC'],
timerange=timerange timerange=timerange
) ), '5m'
) )
min_date, max_date = history.get_timeframe(data) min_date, max_date = history.get_timeframe(data)

16
freqtrade/tests/optimize/test_backtesting.py
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@ -87,7 +87,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
backtesting = Backtesting(config) backtesting = Backtesting(config)
data = load_data_test(contour) 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) min_date, max_date = get_timeframe(processed)
assert isinstance(processed, dict) assert isinstance(processed, dict)
results = backtesting.backtest( results = backtesting.backtest(
@ -124,7 +124,7 @@ def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
data = trim_dictlist(data, -201) data = trim_dictlist(data, -201)
patch_exchange(mocker) patch_exchange(mocker)
backtesting = Backtesting(conf) 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) min_date, max_date = get_timeframe(processed)
return { return {
'stake_amount': conf['stake_amount'], '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)} tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
backtesting = Backtesting(default_conf) 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 assert len(data['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same # Load strategy to compare the result between Backtesting function and strategy are the same
strategy = DefaultStrategy(default_conf) 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']) 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) timerange = TimeRange(None, 'line', 0, -201)
data = history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'], data = history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'],
timerange=timerange) 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) min_date, max_date = get_timeframe(data_processed)
results = backtesting.backtest( results = backtesting.backtest(
{ {
@ -592,7 +592,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
timerange = TimeRange(None, 'line', 0, -200) timerange = TimeRange(None, 'line', 0, -200)
data = history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'], data = history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'],
timerange=timerange) timerange=timerange)
processed = backtesting.strategy.tickerdata_to_dataframe(data) processed = backtesting.strategy.tickerdata_to_dataframe(data, '1m')
min_date, max_date = get_timeframe(processed) min_date, max_date = get_timeframe(processed)
results = backtesting.backtest( results = backtesting.backtest(
{ {
@ -613,7 +613,7 @@ def test_processed(default_conf, mocker) -> None:
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
dict_of_tickerrows = load_data_test('raise') 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'] dataframe = dataframes['UNITTEST/BTC']
cols = dataframe.columns cols = dataframe.columns
# assert the dataframe got some of the indicator 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_buy = _trend_alternate_hold # Override
backtesting.advise_sell = _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) min_date, max_date = get_timeframe(data_processed)
backtest_conf = { backtest_conf = {
'stake_amount': default_conf['stake_amount'], 'stake_amount': default_conf['stake_amount'],

4
freqtrade/tests/optimize/test_hyperopt.py
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@ -427,7 +427,7 @@ def test_has_space(hyperopt):
def test_populate_indicators(hyperopt) -> None: def test_populate_indicators(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} 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'], dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'}) {'pair': 'UNITTEST/BTC'})
@ -440,7 +440,7 @@ def test_populate_indicators(hyperopt) -> None:
def test_buy_strategy_generator(hyperopt) -> None: def test_buy_strategy_generator(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)} 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'], dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'}) {'pair': 'UNITTEST/BTC'})

2
freqtrade/tests/strategy/test_interface.py
View File

@ -112,7 +112,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
timerange = TimeRange(None, 'line', 0, -100) timerange = TimeRange(None, 'line', 0, -100)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', True)} 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 assert len(data['UNITTEST/BTC']) == 102 # partial candle was removed

6
freqtrade/tests/strategy/test_strategy.py
View File

@ -63,7 +63,7 @@ def test_search_strategy():
def test_load_strategy(result): def test_load_strategy(result):
resolver = StrategyResolver({'strategy': 'TestStrategy'}) resolver = StrategyResolver({'strategy': 'TestStrategy'})
metadata = {'pair': 'ETH/BTC'} metadata = {'pair': 'ETH/BTC', 'timeframe': '1m'}
assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata) assert 'adx' in resolver.strategy.advise_indicators(result, metadata=metadata)
@ -110,7 +110,7 @@ def test_strategy(result):
config = {'strategy': 'DefaultStrategy'} config = {'strategy': 'DefaultStrategy'}
resolver = StrategyResolver(config) resolver = StrategyResolver(config)
metadata = {'pair': 'ETH/BTC'} metadata = {'pair': 'ETH/BTC', 'timeframe': '5m'}
assert resolver.strategy.minimal_roi[0] == 0.04 assert resolver.strategy.minimal_roi[0] == 0.04
assert config["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__))) default_location = path.join(path.dirname(path.realpath(__file__)))
resolver = StrategyResolver({'strategy': 'TestStrategyLegacy', resolver = StrategyResolver({'strategy': 'TestStrategyLegacy',
'strategy_path': default_location}) 'strategy_path': default_location})
metadata = {'pair': 'ETH/BTC'} metadata = {'pair': 'ETH/BTC', 'timeframe': '5m'}
# Make sure we are using a legacy function # Make sure we are using a legacy function
assert resolver.strategy._populate_fun_len == 2 assert resolver.strategy._populate_fun_len == 2

2
freqtrade/tests/test_misc.py
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@ -35,7 +35,7 @@ def test_common_datearray(default_conf) -> None:
strategy = DefaultStrategy(default_conf) strategy = DefaultStrategy(default_conf)
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m') tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, "1m", fill_missing=True)} 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) dates = common_datearray(dataframes)