Merge branch 'develop' into feat/short

tests/optimize/test_backtest_detail.py

@@ -426,8 +426,6 @@ tc26 = BTContainer(data=[
 
 # Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
 # Stoploss at 10% (irrelevant), ROI at 5% (will trigger) - Wins over Sell-signal
-# TODO: figure out if sell-signal should win over ROI
-# Sell-signal wins over stoploss
 tc27 = BTContainer(data=[
     # D  O     H     L     C     V    B  S
     [0, 5000, 5025, 4975, 4987, 6172, 1, 0],
@@ -436,8 +434,8 @@ tc27 = BTContainer(data=[
     [3, 5010, 5012, 4986, 5010, 6172, 0, 1],  # sell-signal
     [4, 5010, 5251, 4855, 4995, 6172, 0, 0],  # Triggers ROI, sell-signal acted on
     [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
-    stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
-    trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=4)]
+    stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
+    trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
 )
 
 # Test 28: trailing_stop should raise so candle 3 causes a stoploss

tests/optimize/test_backtesting.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
 
 import random
+from copy import deepcopy
 from datetime import datetime, timedelta, timezone
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
@@ -666,7 +667,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     result = backtesting.backtest(
-        processed=processed,
+        processed=deepcopy(processed),
         start_date=min_date,
         end_date=max_date,
         max_open_trades=10,
@@ -908,7 +909,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     processed = backtesting.strategy.advise_all_indicators(data)
     min_date, max_date = get_timerange(processed)
     backtest_conf = {
-        'processed': processed,
+        'processed': deepcopy(processed),
         'start_date': min_date,
         'end_date': max_date,
         'max_open_trades': 3,
@@ -931,7 +932,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     ) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
 
     backtest_conf = {
-        'processed': processed,
+        'processed': deepcopy(processed),
         'start_date': min_date,
         'end_date': max_date,
         'max_open_trades': 1,

tests/optimize/test_hyperopt.py

@@ -172,6 +172,7 @@ def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
 
 
 def test_start_no_data(mocker, hyperopt_conf) -> None:
+    hyperopt_conf['user_data_dir'] = Path("tests")
     patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
     mocker.patch(
@@ -192,6 +193,12 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
     with pytest.raises(OperationalException, match='No data found. Terminating.'):
         start_hyperopt(pargs)
 
+    # Cleanup since that failed hyperopt start leaves a lockfile.
+    try:
+        Path(Hyperopt.get_lock_filename(hyperopt_conf)).unlink()
+    except Exception:
+        pass
+
 
 def test_start_filelock(mocker, hyperopt_conf, caplog) -> None:
     hyperopt_mock = MagicMock(side_effect=Timeout(Hyperopt.get_lock_filename(hyperopt_conf)))