diff --git a/freqtrade/tests/optimize/test_backtest_detail.py b/freqtrade/tests/optimize/test_backtest_detail.py index dc767210f..4b6bcd4ce 100644 --- a/freqtrade/tests/optimize/test_backtest_detail.py +++ b/freqtrade/tests/optimize/test_backtest_detail.py @@ -37,16 +37,16 @@ class BTContainer(NamedTuple): profit_perc: float -def _get_frame_time(offset): +def _get_frame_time_from_offset(offset): return ticker_start_time.shift( minutes=(offset * ticker_interval_in_minute)).datetime -def _build_dataframe(ticker_with_signals): +def _build_backtest_dataframe(ticker_with_signals): columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell'] frame = DataFrame.from_records(ticker_with_signals, columns=columns) - frame['date'] = frame['date'].apply(_get_frame_time) + frame['date'] = frame['date'].apply(_get_frame_time_from_offset) # Ensure floats are in place for column in ['open', 'high', 'low', 'close', 'volume']: frame[column] = frame[column].astype('float64') @@ -184,7 +184,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: # TODO: don't Mock fee to for now mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0)) patch_exchange(mocker) - frame = _build_dataframe(data.data) + frame = _build_backtest_dataframe(data.data) backtesting = Backtesting(default_conf) backtesting.advise_buy = lambda a, m: frame backtesting.advise_sell = lambda a, m: frame @@ -219,5 +219,5 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res = results.iloc[c] assert res.sell_reason == trade.sell_reason - assert res.open_time == _get_frame_time(trade.open_tick) - assert res.close_time == _get_frame_time(trade.close_tick) + assert res.open_time == _get_frame_time_from_offset(trade.open_tick) + assert res.close_time == _get_frame_time_from_offset(trade.close_tick)