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

refactor get_timeframe out of backtesting class

Browse Source
This commit is contained in:
Matthias
2018-10-17 19:59:33 +02:00
parent 8a3272e7c5
commit d7459bbbf3
4 changed files with 41 additions and 39 deletions
Download Patch File Download Diff File Expand all files Collapse all files

24
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -336,22 +336,6 @@ def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
def test_get_timeframe(default_conf, mocker) -> None:
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
data = backtesting.strategy.tickerdata_to_dataframe(
optimize.load_data(
None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = backtesting.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_generate_text_table(default_conf, mocker):
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
@@ -451,17 +435,17 @@ def test_generate_text_table_strategyn(default_conf, mocker):
def test_backtesting_start(default_conf, mocker, caplog) -> None:
def get_timeframe(input1, input2):
def get_timeframe(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
_generate_text_table=MagicMock(return_value='1'),
get_timeframe=get_timeframe,
)
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
@@ -486,17 +470,17 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
def get_timeframe(input1, input2):
def get_timeframe(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.optimize.load_data', MagicMock(return_value={}))
mocker.patch('freqtrade.optimize.get_timeframe', get_timeframe)
mocker.patch('freqtrade.exchange.Exchange.refresh_tickers', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
_generate_text_table=MagicMock(return_value='1'),
get_timeframe=get_timeframe,
)
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']

19
freqtrade/tests/optimize/test_optimize.py
View File

@@ -15,7 +15,8 @@ from freqtrade.optimize.__init__ import (download_backtesting_testdata,
load_cached_data_for_updating,
load_tickerdata_file,
make_testdata_path, trim_tickerlist)
from freqtrade.tests.conftest import get_patched_exchange, log_has
from freqtrade.strategy.default_strategy import DefaultStrategy
from freqtrade.tests.conftest import get_patched_exchange, log_has, patch_exchange
# Change this if modifying UNITTEST/BTC testdatafile
_BTC_UNITTEST_LENGTH = 13681
@@ -433,3 +434,19 @@ def test_file_dump_json() -> None:
# Remove the file
_clean_test_file(file)
def test_get_timeframe(default_conf, mocker) -> None:
patch_exchange(mocker)
strategy = DefaultStrategy(default_conf)
data = strategy.tickerdata_to_dataframe(
optimize.load_data(
None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
)
)
min_date, max_date = optimize.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'