From dff9d52b3067a843e48c57e56e70a3942611f88d Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 23 Apr 2022 08:51:52 +0200 Subject: [PATCH] Remove hints on no longer used option, add very primitive test --- docs/backtesting.md | 24 ++++++++++++------------ docs/configuration.md | 1 - freqtrade/optimize/backtesting.py | 11 ++++------- tests/optimize/test_backtesting.py | 5 ++++- 4 files changed, 20 insertions(+), 21 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 5d836d01b..f732068f1 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -20,7 +20,8 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] [--dry-run-wallet DRY_RUN_WALLET] [--timeframe-detail TIMEFRAME_DETAIL] [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] - [--export {none,trades}] [--export-filename PATH] + [--export {none,trades,signals}] + [--export-filename PATH] [--breakdown {day,week,month} [{day,week,month} ...]] [--cache {none,day,week,month}] @@ -63,18 +64,17 @@ optional arguments: `30m`, `1h`, `1d`). --strategy-list STRATEGY_LIST [STRATEGY_LIST ...] Provide a space-separated list of strategies to - backtest. Please note that timeframe needs to be - set either in config or via command line. When using - this together with `--export trades`, the strategy- - name is injected into the filename (so `backtest- - data.json` becomes `backtest-data-SampleStrategy.json` - --export {none,trades} + backtest. Please note that timeframe needs to be set + either in config or via command line. When using this + together with `--export trades`, the strategy-name is + injected into the filename (so `backtest-data.json` + becomes `backtest-data-SampleStrategy.json` + --export {none,trades,signals} Export backtest results (default: trades). - --export-filename PATH - Save backtest results to the file with this filename. - Requires `--export` to be set as well. Example: - `--export-filename=user_data/backtest_results/backtest - _today.json` + --export-filename PATH, --backtest-filename PATH + Use this filename for backtest results.Requires + `--export` to be set as well. Example: `--export-filen + ame=user_data/backtest_results/backtest_today.json` --breakdown {day,week,month} [{day,week,month} ...] Show backtesting breakdown per [day, week, month]. --cache {none,day,week,month} diff --git a/docs/configuration.md b/docs/configuration.md index 061b6c77c..5770450a6 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -229,7 +229,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `dataformat_trades` | Data format to use to store historical trades data.
*Defaults to `jsongz`*.
**Datatype:** String | `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position).
[Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `max_entry_position_adjustment` | Maximum additional order(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional orders. [More information here](strategy-callbacks.md#adjust-trade-position).
[Strategy Override](#parameters-in-the-strategy).
*Defaults to `-1`.*
**Datatype:** Positive Integer or -1 -| `backtest_signal_candle_export_enable` | Enables the exporting of signal candles for use in post-backtesting analysis of buy tags. See [Strategy Analysis](strategy_analysis_example.md#analyse-the-buy-entry-and-sell-exit-tags).
*Defaults to `false`.*
**Datatype:** Boolean ### Parameters in the strategy diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index c2d9f1edb..f4149fdc1 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -131,9 +131,6 @@ class Backtesting: self.config['startup_candle_count'] = self.required_startup self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe) - self.backtest_signal_candle_export_enable = self.config.get( - 'backtest_signal_candle_export_enable', False) - self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT) # strategies which define "can_short=True" will fail to load in Spot mode. self._can_short = self.trading_mode != TradingMode.SPOT @@ -1077,8 +1074,8 @@ class Backtesting: }) self.all_results[self.strategy.get_strategy_name()] = results - if self.config.get('export', 'none') == 'signals' and \ - self.dataprovider.runmode == RunMode.BACKTEST: + if (self.config.get('export', 'none') == 'signals' and + self.dataprovider.runmode == RunMode.BACKTEST): self._generate_trade_signal_candles(preprocessed_tmp, results) return min_date, max_date @@ -1163,8 +1160,8 @@ class Backtesting: if self.config.get('export', 'none') == 'trades': store_backtest_stats(self.config['exportfilename'], self.results) - if self.config.get('export', 'none') == 'signals' and \ - self.dataprovider.runmode == RunMode.BACKTEST: + if (self.config.get('export', 'none') == 'signals' and + self.dataprovider.runmode == RunMode.BACKTEST): store_backtest_stats(self.config['exportfilename'], self.results) store_backtest_signal_candles(self.config['exportfilename'], self.processed_dfs) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 08957acf9..797d3bafa 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -384,14 +384,16 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: mocker.patch('freqtrade.optimize.backtesting.generate_backtest_stats') mocker.patch('freqtrade.optimize.backtesting.show_backtest_results') sbs = mocker.patch('freqtrade.optimize.backtesting.store_backtest_stats') + sbc = mocker.patch('freqtrade.optimize.backtesting.store_backtest_signal_candles') mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist', PropertyMock(return_value=['UNITTEST/BTC'])) default_conf['timeframe'] = '1m' default_conf['datadir'] = testdatadir - default_conf['export'] = 'trades' + default_conf['export'] = 'signals' default_conf['exportfilename'] = 'export.txt' default_conf['timerange'] = '-1510694220' + default_conf['runmode'] = RunMode.BACKTEST backtesting = Backtesting(default_conf) backtesting._set_strategy(backtesting.strategylist[0]) @@ -407,6 +409,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: assert backtesting.strategy.dp._pairlists is not None assert backtesting.strategy.bot_loop_start.call_count == 1 assert sbs.call_count == 1 + assert sbc.call_count == 1 def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None: