From ddb9933c91d80beb62b2fb97a32bdad53e7cd12f Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 7 Mar 2019 21:24:26 +0100 Subject: [PATCH] Remove duplicate-check from test - it's in btanalysis --- freqtrade/tests/optimize/test_backtesting.py | 16 +--------------- 1 file changed, 1 insertion(+), 15 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 1d5fb1384..ea3aa95b3 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -15,6 +15,7 @@ from freqtrade import DependencyException, constants from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.btanalysis import evaluate_result_multi from freqtrade.optimize import get_timeframe from freqtrade.optimize.backtesting import (Backtesting, setup_configuration, start) @@ -684,21 +685,6 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker): def test_backtest_multi_pair(default_conf, fee, mocker): - def evaluate_result_multi(results, freq, max_open_trades): - # Find overlapping trades by expanding each trade once per period - # and then counting overlaps - dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=freq)) - for row in results[['open_time', 'close_time']].iterrows()] - deltas = [len(x) for x in dates] - dates = pd.Series(pd.concat(dates).values, name='date') - df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns) - - df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"}) - df2 = pd.concat([dates, df2], axis=1) - df2 = df2.set_index('date') - df_final = df2.resample(freq)[['pair']].count() - return df_final[df_final['pair'] > max_open_trades] - def _trend_alternate_hold(dataframe=None, metadata=None): """ Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit)