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Streamline trade to dataframe conversion

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This commit is contained in:
Matthias
2021-01-23 20:49:49 +01:00
parent 8ee264bc59
commit deb8432d33
3 changed files with 43 additions and 46 deletions
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14
tests/data/test_btanalysis.py
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@@ -7,14 +7,14 @@ from pandas import DataFrame, DateOffset, Timestamp, to_datetime
from freqtrade.configuration import TimeRange
from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelism,
calculate_market_change, calculate_max_drawdown,
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
analyze_trade_parallelism, calculate_market_change,
calculate_max_drawdown,
combine_dataframes_with_mean, create_cum_profit,
extract_trades_of_period, get_latest_backtest_filename,
get_latest_hyperopt_file, load_backtest_data, load_trades,
load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history
from freqtrade.optimize.backtesting import BacktestResult
from tests.conftest import create_mock_trades
from tests.conftest_trades import MOCK_TRADE_COUNT
@@ -55,7 +55,7 @@ def test_load_backtest_data_old_format(testdatadir):
filename = testdatadir / "backtest-result_test.json"
bt_data = load_backtest_data(filename)
assert isinstance(bt_data, DataFrame)
assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profit_abs"]
assert list(bt_data.columns) == BT_DATA_COLUMNS_OLD + ['profit_abs', 'profit_ratio']
assert len(bt_data) == 179
# Test loading from string (must yield same result)
@@ -71,7 +71,7 @@ def test_load_backtest_data_new_format(testdatadir):
filename = testdatadir / "backtest-result_new.json"
bt_data = load_backtest_data(filename)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(list(BacktestResult._fields) + ["profit_abs"])
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
assert len(bt_data) == 179
# Test loading from string (must yield same result)
@@ -95,7 +95,7 @@ def test_load_backtest_data_multi(testdatadir):
for strategy in ('DefaultStrategy', 'TestStrategy'):
bt_data = load_backtest_data(filename, strategy=strategy)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(list(BacktestResult._fields) + ["profit_abs"])
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
assert len(bt_data) == 179
# Test loading from string (must yield same result)
@@ -122,7 +122,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
assert isinstance(trades, DataFrame)
assert "pair" in trades.columns
assert "open_date" in trades.columns
assert "profit_percent" in trades.columns
assert "profit_ratio" in trades.columns
for col in BT_DATA_COLUMNS:
if col not in ['index', 'open_at_end']: