added support for backtest ranges to collect more data and initial support for pagination

freqtrade/tests/aws/test_backtest.py

@@ -8,6 +8,100 @@ from freqtrade.aws.backtesting_lambda import backtest, cron
 from freqtrade.aws.strategy import submit, get_trades
 
 
+def test_backtest_time_frame(lambda_context):
+    content = """# --- Do not remove these libs ---
+from freqtrade.strategy.interface import IStrategy
+from typing import Dict, List
+from hyperopt import hp
+from functools import reduce
+from pandas import DataFrame
+# --------------------------------
+
+import talib.abstract as ta
+import freqtrade.vendor.qtpylib.indicators as qtpylib
+
+class MyFancyTestStrategy(IStrategy):
+    minimal_roi = {
+        "0": 0.5
+    }
+    stoploss = -0.2
+    ticker_interval = '5m'
+
+    def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
+        macd = ta.MACD(dataframe)
+        dataframe['maShort'] = ta.EMA(dataframe, timeperiod=8)
+        dataframe['maMedium'] = ta.EMA(dataframe, timeperiod=21)
+        return dataframe
+
+    def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['maShort'], dataframe['maMedium'])
+            ),
+            'buy'] = 1
+
+        return dataframe
+
+    def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['maMedium'], dataframe['maShort'])
+            ),
+            'sell'] = 1
+        return dataframe
+
+
+        """
+
+    request = {
+        "user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
+        "description": "simple test strategy",
+        "name": "MyFancyTestStrategy",
+        "content": urlsafe_b64encode(content.encode('utf-8')),
+        "public": False
+    }
+
+    # now we add an entry
+    submit({
+        "body": json.dumps(request)
+    }, {})
+
+    # build sns request
+    request = {
+        "user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
+        "name": "MyFancyTestStrategy",
+        "from": "20180501",
+        "till": "20180401"
+
+    }
+
+    data = json.loads(backtest({
+        "Records": [
+            {
+                "Sns": {
+                    "Subject": "backtesting",
+                    "Message": json.dumps(request)
+                }
+            }]
+    }, {})['body'])
+
+    # evaluate that we now have trades in the database
+    # sadly not always a given at this tage
+    # due to the dynamic nature. Should pick a strategy for testing
+    # which generates a lot of trades
+    if len(data) > 0:
+        data = get_trades({
+            'pathParameters': {
+                'user': "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
+                "name": "MyFancyTestStrategy",
+                'stake': "USDT",
+                'asset': "{}".format(data[0]['pair'].split("/")[0])
+            }
+        }, {})['body']
+        print(data)
+        assert len(json.loads(data)) > 0
+
+
 def test_backtest(lambda_context):
     content = """# --- Do not remove these libs ---
 from freqtrade.strategy.interface import IStrategy