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Add test for outstanding balance

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This commit is contained in:
Matthias 2021-10-02 16:21:04 +02:00
parent 20ad18ad23
commit d3eb5fa5f4
1 changed files with 20 additions and 4 deletions
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24
tests/data/test_btanalysis.py
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@ -12,13 +12,15 @@ from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
analyze_trade_parallelism, calculate_csum,
calculate_market_change, calculate_max_drawdown,
combine_dataframes_with_mean, create_cum_profit,
expand_trades_over_period, extract_trades_of_period,
get_latest_backtest_filename, get_latest_hyperopt_file,
load_backtest_data, load_trades, load_trades_from_db)
calculate_outstanding_balance, combine_dataframes_with_mean,
create_cum_profit, expand_trades_over_period,
extract_trades_of_period, get_latest_backtest_filename,
get_latest_hyperopt_file, load_backtest_data, load_trades,
load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history
from tests.conftest import create_mock_trades
from tests.conftest_trades import MOCK_TRADE_COUNT
from tests.strategy.test_strategy_helpers import generate_test_data
def test_get_latest_backtest_filename(testdatadir, mocker):
@ -228,6 +230,20 @@ def test_expand_trades_over_period(testdatadir):
assert all(res.iloc[[1]].index == '2019-01-01 09:20:00')
def test_calculate_outstanding_balance(testdatadir):
filename = testdatadir / "backtest-result_new.json"
bt_results = load_backtest_data(filename)
data = {pair: generate_test_data('5m', 1200, start='2018-01-10')
for pair in bt_results['pair'].unique()}
res = calculate_outstanding_balance(bt_results, "5m", data)
assert isinstance(res, DataFrame)
assert len(res) == 1113
assert 'value' in res.columns
def test_load_trades(default_conf, mocker):
db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())