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Remove duplicate-check from test - it's in btanalysis

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This commit is contained in:
Matthias 2019-03-07 21:24:26 +01:00
parent 9f7f089d8a
commit ddb9933c91
1 changed files with 1 additions and 15 deletions
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16
freqtrade/tests/optimize/test_backtesting.py
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@ -15,6 +15,7 @@ from freqtrade import DependencyException, constants
from freqtrade.arguments import Arguments, TimeRange from freqtrade.arguments import Arguments, TimeRange
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.converter import parse_ticker_dataframe 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 import get_timeframe
from freqtrade.optimize.backtesting import (Backtesting, setup_configuration, from freqtrade.optimize.backtesting import (Backtesting, setup_configuration,
start) 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 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): def _trend_alternate_hold(dataframe=None, metadata=None):
""" """
Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit) Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit)