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Adapt backtesting-tests to new backtest-logic

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This commit is contained in:
Matthias 2018-10-16 20:34:20 +02:00
parent 03cda8e23e
commit db17ccef2b
1 changed files with 25 additions and 7 deletions
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32
freqtrade/tests/optimize/test_backtesting.py
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@ -86,17 +86,21 @@ def load_data_test(what):
def simple_backtest(config, contour, num_results, mocker) -> None: def simple_backtest(config, contour, num_results, mocker) -> None:
patch_exchange(mocker) patch_exchange(mocker)
config['ticker_interval'] = '1m'
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)
min_date, max_date = Backtesting.get_timeframe(processed)
assert isinstance(processed, dict) assert isinstance(processed, dict)
results = backtesting.backtest( results = backtesting.backtest(
{ {
'stake_amount': config['stake_amount'], 'stake_amount': config['stake_amount'],
'processed': processed, 'processed': processed,
'max_open_trades': 1, 'max_open_trades': 1,
'position_stacking': False 'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
} }
) )
# results :: <class 'pandas.core.frame.DataFrame'> # results :: <class 'pandas.core.frame.DataFrame'>
@ -123,12 +127,16 @@ 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)
min_date, max_date = Backtesting.get_timeframe(processed)
return { return {
'stake_amount': conf['stake_amount'], 'stake_amount': conf['stake_amount'],
'processed': backtesting.strategy.tickerdata_to_dataframe(data), 'processed': processed,
'max_open_trades': 10, 'max_open_trades': 10,
'position_stacking': False, 'position_stacking': False,
'record': record 'record': record,
'start_date': min_date,
'end_date': max_date,
} }
@ -505,12 +513,15 @@ def test_backtest(default_conf, fee, mocker) -> None:
data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC']) data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data) data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = Backtesting.get_timeframe(data_processed)
results = backtesting.backtest( results = backtesting.backtest(
{ {
'stake_amount': default_conf['stake_amount'], 'stake_amount': default_conf['stake_amount'],
'processed': data_processed, 'processed': data_processed,
'max_open_trades': 10, 'max_open_trades': 10,
'position_stacking': False 'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
} }
) )
assert not results.empty assert not results.empty
@ -554,12 +565,16 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
# Run a backtesting for an exiting 5min ticker_interval # Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC']) data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200) data = trim_dictlist(data, -200)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = Backtesting.get_timeframe(processed)
results = backtesting.backtest( results = backtesting.backtest(
{ {
'stake_amount': default_conf['stake_amount'], 'stake_amount': default_conf['stake_amount'],
'processed': backtesting.strategy.tickerdata_to_dataframe(data), 'processed': processed,
'max_open_trades': 1, 'max_open_trades': 1,
'position_stacking': False 'position_stacking': False,
'start_date': min_date,
'end_date': max_date,
} }
) )
assert not results.empty assert not results.empty
@ -582,7 +597,10 @@ def test_processed(default_conf, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None: def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [['raise', 18], ['lower', 0], ['sine', 19]] tests = [['raise', 18], ['lower', 0], ['sine', 16]]
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
for [contour, numres] in tests: for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker) simple_backtest(default_conf, contour, numres, mocker)