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refactorign

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This commit is contained in:
Matthias 2018-10-30 19:58:06 +01:00
parent 9798e881cb
commit e442e22a20
1 changed files with 6 additions and 6 deletions
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12
freqtrade/tests/optimize/test_backtest_detail.py
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@ -37,16 +37,16 @@ class BTContainer(NamedTuple):
profit_perc: float profit_perc: float
def _get_frame_time(offset): def _get_frame_time_from_offset(offset):
return ticker_start_time.shift( return ticker_start_time.shift(
minutes=(offset * ticker_interval_in_minute)).datetime 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'] columns = ['date', 'open', 'high', 'low', 'close', 'volume', 'buy', 'sell']
frame = DataFrame.from_records(ticker_with_signals, columns=columns) 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 # Ensure floats are in place
for column in ['open', 'high', 'low', 'close', 'volume']: for column in ['open', 'high', 'low', 'close', 'volume']:
frame[column] = frame[column].astype('float64') 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 # TODO: don't Mock fee to for now
mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0)) mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.0))
patch_exchange(mocker) patch_exchange(mocker)
frame = _build_dataframe(data.data) frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.advise_buy = lambda a, m: frame backtesting.advise_buy = lambda a, m: frame
backtesting.advise_sell = 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): for c, trade in enumerate(data.trades):
res = results.iloc[c] res = results.iloc[c]
assert res.sell_reason == trade.sell_reason assert res.sell_reason == trade.sell_reason
assert res.open_time == _get_frame_time(trade.open_tick) assert res.open_time == _get_frame_time_from_offset(trade.open_tick)
assert res.close_time == _get_frame_time(trade.close_tick) assert res.close_time == _get_frame_time_from_offset(trade.close_tick)