Replace some occurances of ticker_interval with timeframe
This commit is contained in:
parent
7a2d917c66
commit
e4bdb92521
@ -10,13 +10,13 @@ from pandas import DataFrame, to_datetime
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
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def parse_ticker_dataframe(ticker: list, timeframe: str, pair: str, *,
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fill_missing: bool = True,
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fill_missing: bool = True,
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drop_incomplete: bool = True) -> DataFrame:
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drop_incomplete: bool = True) -> DataFrame:
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"""
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"""
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Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
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Converts a ticker-list (format ccxt.fetch_ohlcv) to a Dataframe
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:param ticker: ticker list, as returned by exchange.async_get_candle_history
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:param ticker: ticker list, as returned by exchange.async_get_candle_history
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:param ticker_interval: ticker_interval (e.g. 5m). Used to fill up eventual missing data
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:param timeframe: timeframe (e.g. 5m). Used to fill up eventual missing data
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:param pair: Pair this data is for (used to warn if fillup was necessary)
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:param pair: Pair this data is for (used to warn if fillup was necessary)
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:param fill_missing: fill up missing candles with 0 candles
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:param fill_missing: fill up missing candles with 0 candles
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(see ohlcv_fill_up_missing_data for details)
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(see ohlcv_fill_up_missing_data for details)
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@ -52,12 +52,12 @@ def parse_ticker_dataframe(ticker: list, ticker_interval: str, pair: str, *,
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logger.debug('Dropping last candle')
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logger.debug('Dropping last candle')
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if fill_missing:
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if fill_missing:
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return ohlcv_fill_up_missing_data(frame, ticker_interval, pair)
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return ohlcv_fill_up_missing_data(frame, timeframe, pair)
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else:
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else:
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return frame
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return frame
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def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair: str) -> DataFrame:
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def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str) -> DataFrame:
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"""
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"""
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Fills up missing data with 0 volume rows,
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Fills up missing data with 0 volume rows,
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using the previous close as price for "open", "high" "low" and "close", volume is set to 0
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using the previous close as price for "open", "high" "low" and "close", volume is set to 0
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@ -72,7 +72,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, ticker_interval: str, pair:
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'close': 'last',
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'close': 'last',
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'volume': 'sum'
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'volume': 'sum'
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}
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}
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ticker_minutes = timeframe_to_minutes(ticker_interval)
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ticker_minutes = timeframe_to_minutes(timeframe)
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# Resample to create "NAN" values
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# Resample to create "NAN" values
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df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict)
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df = dataframe.resample(f'{ticker_minutes}min', on='date').agg(ohlc_dict)
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@ -42,29 +42,29 @@ class DataProvider:
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"""
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"""
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return list(self._exchange._klines.keys())
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return list(self._exchange._klines.keys())
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def ohlcv(self, pair: str, ticker_interval: str = None, copy: bool = True) -> DataFrame:
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def ohlcv(self, pair: str, timeframe: str = None, copy: bool = True) -> DataFrame:
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"""
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"""
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Get ohlcv data for the given pair as DataFrame
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Get ohlcv data for the given pair as DataFrame
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Please use the `available_pairs` method to verify which pairs are currently cached.
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Please use the `available_pairs` method to verify which pairs are currently cached.
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:param pair: pair to get the data for
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:param pair: pair to get the data for
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:param ticker_interval: ticker interval to get data for
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:param timeframe: Ticker timeframe to get data for
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:param copy: copy dataframe before returning if True.
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:param copy: copy dataframe before returning if True.
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Use False only for read-only operations (where the dataframe is not modified)
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Use False only for read-only operations (where the dataframe is not modified)
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"""
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"""
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if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
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if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
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return self._exchange.klines((pair, ticker_interval or self._config['ticker_interval']),
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return self._exchange.klines((pair, timeframe or self._config['ticker_interval']),
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copy=copy)
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copy=copy)
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else:
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else:
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return DataFrame()
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return DataFrame()
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def historic_ohlcv(self, pair: str, ticker_interval: str = None) -> DataFrame:
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def historic_ohlcv(self, pair: str, timeframe: str = None) -> DataFrame:
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"""
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"""
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Get stored historic ohlcv data
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Get stored historic ohlcv data
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:param pair: pair to get the data for
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:param pair: pair to get the data for
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:param ticker_interval: ticker interval to get data for
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:param timeframe: ticker interval to get data for
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"""
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"""
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return load_pair_history(pair=pair,
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return load_pair_history(pair=pair,
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ticker_interval=ticker_interval or self._config['ticker_interval'],
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timeframe=timeframe or self._config['ticker_interval'],
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datadir=Path(self._config['datadir'])
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datadir=Path(self._config['datadir'])
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)
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)
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@ -77,10 +77,10 @@ class DataProvider:
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"""
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"""
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if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
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if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
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# Get live ohlcv data.
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# Get live ohlcv data.
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data = self.ohlcv(pair=pair, ticker_interval=ticker_interval)
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data = self.ohlcv(pair=pair, timeframe=ticker_interval)
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else:
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else:
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# Get historic ohlcv data (cached on disk).
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# Get historic ohlcv data (cached on disk).
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data = self.historic_ohlcv(pair=pair, ticker_interval=ticker_interval)
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data = self.historic_ohlcv(pair=pair, timeframe=ticker_interval)
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if len(data) == 0:
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if len(data) == 0:
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logger.warning(f"No data found for ({pair}, {ticker_interval}).")
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logger.warning(f"No data found for ({pair}, {ticker_interval}).")
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return data
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return data
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@ -63,13 +63,13 @@ def trim_dataframe(df: DataFrame, timerange: TimeRange) -> DataFrame:
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return df
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return df
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def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
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def load_tickerdata_file(datadir: Path, pair: str, timeframe: str,
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timerange: Optional[TimeRange] = None) -> Optional[list]:
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timerange: Optional[TimeRange] = None) -> Optional[list]:
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"""
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"""
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Load a pair from file, either .json.gz or .json
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Load a pair from file, either .json.gz or .json
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:return: tickerlist or None if unsuccessful
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:return: tickerlist or None if unsuccessful
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"""
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"""
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filename = pair_data_filename(datadir, pair, ticker_interval)
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filename = pair_data_filename(datadir, pair, timeframe)
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pairdata = misc.file_load_json(filename)
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pairdata = misc.file_load_json(filename)
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if not pairdata:
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if not pairdata:
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return []
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return []
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@ -80,11 +80,11 @@ def load_tickerdata_file(datadir: Path, pair: str, ticker_interval: str,
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def store_tickerdata_file(datadir: Path, pair: str,
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def store_tickerdata_file(datadir: Path, pair: str,
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ticker_interval: str, data: list, is_zip: bool = False):
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timeframe: str, data: list, is_zip: bool = False):
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"""
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"""
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Stores tickerdata to file
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Stores tickerdata to file
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"""
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"""
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filename = pair_data_filename(datadir, pair, ticker_interval)
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filename = pair_data_filename(datadir, pair, timeframe)
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misc.file_dump_json(filename, data, is_zip=is_zip)
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misc.file_dump_json(filename, data, is_zip=is_zip)
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@ -121,7 +121,7 @@ def _validate_pairdata(pair, pairdata, timerange: TimeRange):
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def load_pair_history(pair: str,
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def load_pair_history(pair: str,
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ticker_interval: str,
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timeframe: str,
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datadir: Path,
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datadir: Path,
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timerange: Optional[TimeRange] = None,
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timerange: Optional[TimeRange] = None,
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refresh_pairs: bool = False,
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refresh_pairs: bool = False,
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@ -133,7 +133,7 @@ def load_pair_history(pair: str,
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"""
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"""
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Loads cached ticker history for the given pair.
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Loads cached ticker history for the given pair.
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:param pair: Pair to load data for
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:param pair: Pair to load data for
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:param ticker_interval: Ticker-interval (e.g. "5m")
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:param timeframe: Ticker timeframe (e.g. "5m")
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:param datadir: Path to the data storage location.
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:param datadir: Path to the data storage location.
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:param timerange: Limit data to be loaded to this timerange
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:param timerange: Limit data to be loaded to this timerange
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:param refresh_pairs: Refresh pairs from exchange.
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:param refresh_pairs: Refresh pairs from exchange.
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@ -147,34 +147,34 @@ def load_pair_history(pair: str,
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timerange_startup = deepcopy(timerange)
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timerange_startup = deepcopy(timerange)
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if startup_candles > 0 and timerange_startup:
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if startup_candles > 0 and timerange_startup:
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timerange_startup.subtract_start(timeframe_to_seconds(ticker_interval) * startup_candles)
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timerange_startup.subtract_start(timeframe_to_seconds(timeframe) * startup_candles)
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# The user forced the refresh of pairs
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# The user forced the refresh of pairs
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if refresh_pairs:
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if refresh_pairs:
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download_pair_history(datadir=datadir,
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download_pair_history(datadir=datadir,
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exchange=exchange,
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exchange=exchange,
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pair=pair,
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pair=pair,
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ticker_interval=ticker_interval,
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timeframe=timeframe,
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timerange=timerange)
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timerange=timerange)
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pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange_startup)
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pairdata = load_tickerdata_file(datadir, pair, timeframe, timerange=timerange_startup)
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if pairdata:
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if pairdata:
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if timerange_startup:
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if timerange_startup:
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_validate_pairdata(pair, pairdata, timerange_startup)
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_validate_pairdata(pair, pairdata, timerange_startup)
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return parse_ticker_dataframe(pairdata, ticker_interval, pair=pair,
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return parse_ticker_dataframe(pairdata, timeframe, pair=pair,
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fill_missing=fill_up_missing,
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fill_missing=fill_up_missing,
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drop_incomplete=drop_incomplete)
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drop_incomplete=drop_incomplete)
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else:
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else:
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logger.warning(
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logger.warning(
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f'No history data for pair: "{pair}", interval: {ticker_interval}. '
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f'No history data for pair: "{pair}", timeframe: {timeframe}. '
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'Use `freqtrade download-data` to download the data'
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'Use `freqtrade download-data` to download the data'
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)
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)
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return None
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return None
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def load_data(datadir: Path,
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def load_data(datadir: Path,
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ticker_interval: str,
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timeframe: str,
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pairs: List[str],
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pairs: List[str],
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refresh_pairs: bool = False,
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refresh_pairs: bool = False,
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exchange: Optional[Exchange] = None,
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exchange: Optional[Exchange] = None,
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@ -186,7 +186,7 @@ def load_data(datadir: Path,
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"""
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"""
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Loads ticker history data for a list of pairs
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Loads ticker history data for a list of pairs
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:param datadir: Path to the data storage location.
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:param datadir: Path to the data storage location.
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:param ticker_interval: Ticker-interval (e.g. "5m")
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:param timeframe: Ticker Timeframe (e.g. "5m")
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:param pairs: List of pairs to load
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:param pairs: List of pairs to load
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:param refresh_pairs: Refresh pairs from exchange.
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:param refresh_pairs: Refresh pairs from exchange.
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(Note: Requires exchange to be passed as well.)
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(Note: Requires exchange to be passed as well.)
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@ -206,7 +206,7 @@ def load_data(datadir: Path,
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logger.info(f'Using indicator startup period: {startup_candles} ...')
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logger.info(f'Using indicator startup period: {startup_candles} ...')
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for pair in pairs:
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for pair in pairs:
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hist = load_pair_history(pair=pair, ticker_interval=ticker_interval,
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hist = load_pair_history(pair=pair, timeframe=timeframe,
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datadir=datadir, timerange=timerange,
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datadir=datadir, timerange=timerange,
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refresh_pairs=refresh_pairs,
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refresh_pairs=refresh_pairs,
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exchange=exchange,
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exchange=exchange,
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@ -220,9 +220,9 @@ def load_data(datadir: Path,
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return result
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return result
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def pair_data_filename(datadir: Path, pair: str, ticker_interval: str) -> Path:
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def pair_data_filename(datadir: Path, pair: str, timeframe: str) -> Path:
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pair_s = pair.replace("/", "_")
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pair_s = pair.replace("/", "_")
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filename = datadir.joinpath(f'{pair_s}-{ticker_interval}.json')
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filename = datadir.joinpath(f'{pair_s}-{timeframe}.json')
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return filename
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return filename
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@ -232,7 +232,7 @@ def pair_trades_filename(datadir: Path, pair: str) -> Path:
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return filename
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return filename
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def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: str,
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def _load_cached_data_for_updating(datadir: Path, pair: str, timeframe: str,
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timerange: Optional[TimeRange]) -> Tuple[List[Any],
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timerange: Optional[TimeRange]) -> Tuple[List[Any],
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Optional[int]]:
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Optional[int]]:
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"""
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"""
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@ -250,12 +250,12 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
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if timerange.starttype == 'date':
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if timerange.starttype == 'date':
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since_ms = timerange.startts * 1000
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since_ms = timerange.startts * 1000
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elif timerange.stoptype == 'line':
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elif timerange.stoptype == 'line':
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num_minutes = timerange.stopts * timeframe_to_minutes(ticker_interval)
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num_minutes = timerange.stopts * timeframe_to_minutes(timeframe)
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since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
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since_ms = arrow.utcnow().shift(minutes=num_minutes).timestamp * 1000
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# read the cached file
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# read the cached file
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# Intentionally don't pass timerange in - since we need to load the full dataset.
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# Intentionally don't pass timerange in - since we need to load the full dataset.
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data = load_tickerdata_file(datadir, pair, ticker_interval)
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data = load_tickerdata_file(datadir, pair, timeframe)
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# remove the last item, could be incomplete candle
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# remove the last item, could be incomplete candle
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if data:
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if data:
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data.pop()
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data.pop()
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@ -276,18 +276,18 @@ def _load_cached_data_for_updating(datadir: Path, pair: str, ticker_interval: st
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def download_pair_history(datadir: Path,
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def download_pair_history(datadir: Path,
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exchange: Optional[Exchange],
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exchange: Optional[Exchange],
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pair: str,
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pair: str,
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ticker_interval: str = '5m',
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timeframe: str = '5m',
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timerange: Optional[TimeRange] = None) -> bool:
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timerange: Optional[TimeRange] = None) -> bool:
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"""
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"""
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Download the latest ticker intervals from the exchange for the pair passed in parameters
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Download the latest ticker intervals from the exchange for the pair passed in parameters
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The data is downloaded starting from the last correct ticker interval data that
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The data is downloaded starting from the last correct data that
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exists in a cache. If timerange starts earlier than the data in the cache,
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exists in a cache. If timerange starts earlier than the data in the cache,
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the full data will be redownloaded
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the full data will be redownloaded
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Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
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Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
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:param pair: pair to download
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:param pair: pair to download
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:param ticker_interval: ticker interval
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:param timeframe: Ticker Timeframe (e.g 5m)
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:param timerange: range of time to download
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:param timerange: range of time to download
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:return: bool with success state
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:return: bool with success state
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"""
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"""
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@ -298,17 +298,17 @@ def download_pair_history(datadir: Path,
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try:
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try:
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logger.info(
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logger.info(
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f'Download history data for pair: "{pair}", interval: {ticker_interval} '
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f'Download history data for pair: "{pair}", timeframe: {timeframe} '
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f'and store in {datadir}.'
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f'and store in {datadir}.'
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)
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)
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data, since_ms = _load_cached_data_for_updating(datadir, pair, ticker_interval, timerange)
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data, since_ms = _load_cached_data_for_updating(datadir, pair, timeframe, timerange)
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logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
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logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
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logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
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logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
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# Default since_ms to 30 days if nothing is given
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# Default since_ms to 30 days if nothing is given
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new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=ticker_interval,
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new_data = exchange.get_historic_ohlcv(pair=pair, ticker_interval=timeframe,
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since_ms=since_ms if since_ms
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since_ms=since_ms if since_ms
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else
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else
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int(arrow.utcnow().shift(
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int(arrow.utcnow().shift(
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@ -318,12 +318,12 @@ def download_pair_history(datadir: Path,
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logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
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logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
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logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
|
logger.debug("New End: %s", misc.format_ms_time(data[-1][0]))
|
||||||
|
|
||||||
store_tickerdata_file(datadir, pair, ticker_interval, data=data)
|
store_tickerdata_file(datadir, pair, timeframe, data=data)
|
||||||
return True
|
return True
|
||||||
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
logger.error(
|
logger.error(
|
||||||
f'Failed to download history data for pair: "{pair}", interval: {ticker_interval}. '
|
f'Failed to download history data for pair: "{pair}", timeframe: {timeframe}. '
|
||||||
f'Error: {e}'
|
f'Error: {e}'
|
||||||
)
|
)
|
||||||
return False
|
return False
|
||||||
@ -343,17 +343,17 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
|
|||||||
pairs_not_available.append(pair)
|
pairs_not_available.append(pair)
|
||||||
logger.info(f"Skipping pair {pair}...")
|
logger.info(f"Skipping pair {pair}...")
|
||||||
continue
|
continue
|
||||||
for ticker_interval in timeframes:
|
for timeframe in timeframes:
|
||||||
|
|
||||||
dl_file = pair_data_filename(dl_path, pair, ticker_interval)
|
dl_file = pair_data_filename(dl_path, pair, timeframe)
|
||||||
if erase and dl_file.exists():
|
if erase and dl_file.exists():
|
||||||
logger.info(
|
logger.info(
|
||||||
f'Deleting existing data for pair {pair}, interval {ticker_interval}.')
|
f'Deleting existing data for pair {pair}, interval {timeframe}.')
|
||||||
dl_file.unlink()
|
dl_file.unlink()
|
||||||
|
|
||||||
logger.info(f'Downloading pair {pair}, interval {ticker_interval}.')
|
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
|
||||||
download_pair_history(datadir=dl_path, exchange=exchange,
|
download_pair_history(datadir=dl_path, exchange=exchange,
|
||||||
pair=pair, ticker_interval=str(ticker_interval),
|
pair=pair, timeframe=str(timeframe),
|
||||||
timerange=timerange)
|
timerange=timerange)
|
||||||
return pairs_not_available
|
return pairs_not_available
|
||||||
|
|
||||||
@ -459,7 +459,7 @@ def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]
|
|||||||
|
|
||||||
|
|
||||||
def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
|
def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
|
||||||
max_date: datetime, ticker_interval_mins: int) -> bool:
|
max_date: datetime, timeframe_mins: int) -> bool:
|
||||||
"""
|
"""
|
||||||
Validates preprocessed backtesting data for missing values and shows warnings about it that.
|
Validates preprocessed backtesting data for missing values and shows warnings about it that.
|
||||||
|
|
||||||
@ -467,10 +467,10 @@ def validate_backtest_data(data: DataFrame, pair: str, min_date: datetime,
|
|||||||
:param pair: pair used for log output.
|
:param pair: pair used for log output.
|
||||||
:param min_date: start-date of the data
|
:param min_date: start-date of the data
|
||||||
:param max_date: end-date of the data
|
:param max_date: end-date of the data
|
||||||
:param ticker_interval_mins: ticker interval in minutes
|
:param timeframe_mins: ticker Timeframe in minutes
|
||||||
"""
|
"""
|
||||||
# total difference in minutes / interval-minutes
|
# total difference in minutes / timeframe-minutes
|
||||||
expected_frames = int((max_date - min_date).total_seconds() // 60 // ticker_interval_mins)
|
expected_frames = int((max_date - min_date).total_seconds() // 60 // timeframe_mins)
|
||||||
found_missing = False
|
found_missing = False
|
||||||
dflen = len(data)
|
dflen = len(data)
|
||||||
if dflen < expected_frames:
|
if dflen < expected_frames:
|
||||||
|
@ -97,7 +97,7 @@ class Edge:
|
|||||||
data = history.load_data(
|
data = history.load_data(
|
||||||
datadir=Path(self.config['datadir']),
|
datadir=Path(self.config['datadir']),
|
||||||
pairs=pairs,
|
pairs=pairs,
|
||||||
ticker_interval=self.strategy.ticker_interval,
|
timeframe=self.strategy.ticker_interval,
|
||||||
refresh_pairs=self._refresh_pairs,
|
refresh_pairs=self._refresh_pairs,
|
||||||
exchange=self.exchange,
|
exchange=self.exchange,
|
||||||
timerange=self._timerange,
|
timerange=self._timerange,
|
||||||
|
@ -108,7 +108,7 @@ class Backtesting:
|
|||||||
data = history.load_data(
|
data = history.load_data(
|
||||||
datadir=Path(self.config['datadir']),
|
datadir=Path(self.config['datadir']),
|
||||||
pairs=self.config['exchange']['pair_whitelist'],
|
pairs=self.config['exchange']['pair_whitelist'],
|
||||||
ticker_interval=self.ticker_interval,
|
timeframe=self.ticker_interval,
|
||||||
timerange=timerange,
|
timerange=timerange,
|
||||||
startup_candles=self.required_startup,
|
startup_candles=self.required_startup,
|
||||||
fail_without_data=True,
|
fail_without_data=True,
|
||||||
|
@ -39,7 +39,7 @@ def init_plotscript(config):
|
|||||||
tickers = history.load_data(
|
tickers = history.load_data(
|
||||||
datadir=Path(str(config.get("datadir"))),
|
datadir=Path(str(config.get("datadir"))),
|
||||||
pairs=pairs,
|
pairs=pairs,
|
||||||
ticker_interval=config.get('ticker_interval', '5m'),
|
timeframe=config.get('ticker_interval', '5m'),
|
||||||
timerange=timerange,
|
timerange=timerange,
|
||||||
)
|
)
|
||||||
|
|
||||||
@ -300,12 +300,12 @@ def generate_profit_graph(pairs: str, tickers: Dict[str, pd.DataFrame],
|
|||||||
return fig
|
return fig
|
||||||
|
|
||||||
|
|
||||||
def generate_plot_filename(pair, ticker_interval) -> str:
|
def generate_plot_filename(pair, timeframe) -> str:
|
||||||
"""
|
"""
|
||||||
Generate filenames per pair/ticker_interval to be used for storing plots
|
Generate filenames per pair/timeframe to be used for storing plots
|
||||||
"""
|
"""
|
||||||
pair_name = pair.replace("/", "_")
|
pair_name = pair.replace("/", "_")
|
||||||
file_name = 'freqtrade-plot-' + pair_name + '-' + ticker_interval + '.html'
|
file_name = 'freqtrade-plot-' + pair_name + '-' + timeframe + '.html'
|
||||||
|
|
||||||
logger.info('Generate plot file for %s', pair)
|
logger.info('Generate plot file for %s', pair)
|
||||||
|
|
||||||
@ -316,8 +316,9 @@ def store_plot_file(fig, filename: str, directory: Path, auto_open: bool = False
|
|||||||
"""
|
"""
|
||||||
Generate a plot html file from pre populated fig plotly object
|
Generate a plot html file from pre populated fig plotly object
|
||||||
:param fig: Plotly Figure to plot
|
:param fig: Plotly Figure to plot
|
||||||
:param pair: Pair to plot (used as filename and Plot title)
|
:param filename: Name to store the file as
|
||||||
:param ticker_interval: Used as part of the filename
|
:param directory: Directory to store the file in
|
||||||
|
:param auto_open: Automatically open files saved
|
||||||
:return: None
|
:return: None
|
||||||
"""
|
"""
|
||||||
directory.mkdir(parents=True, exist_ok=True)
|
directory.mkdir(parents=True, exist_ok=True)
|
||||||
|
@ -56,7 +56,7 @@ def test_extract_trades_of_period(testdatadir):
|
|||||||
# 2018-11-14 06:07:00
|
# 2018-11-14 06:07:00
|
||||||
timerange = TimeRange('date', None, 1510639620, 0)
|
timerange = TimeRange('date', None, 1510639620, 0)
|
||||||
|
|
||||||
data = load_pair_history(pair=pair, ticker_interval='1m',
|
data = load_pair_history(pair=pair, timeframe='1m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
|
|
||||||
trades = DataFrame(
|
trades = DataFrame(
|
||||||
@ -122,7 +122,7 @@ def test_combine_tickers_with_mean(testdatadir):
|
|||||||
pairs = ["ETH/BTC", "ADA/BTC"]
|
pairs = ["ETH/BTC", "ADA/BTC"]
|
||||||
tickers = load_data(datadir=testdatadir,
|
tickers = load_data(datadir=testdatadir,
|
||||||
pairs=pairs,
|
pairs=pairs,
|
||||||
ticker_interval='5m'
|
timeframe='5m'
|
||||||
)
|
)
|
||||||
df = combine_tickers_with_mean(tickers)
|
df = combine_tickers_with_mean(tickers)
|
||||||
assert isinstance(df, DataFrame)
|
assert isinstance(df, DataFrame)
|
||||||
@ -136,7 +136,7 @@ def test_create_cum_profit(testdatadir):
|
|||||||
bt_data = load_backtest_data(filename)
|
bt_data = load_backtest_data(filename)
|
||||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||||
|
|
||||||
df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
|
df = load_pair_history(pair="TRX/BTC", timeframe='5m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
|
|
||||||
cum_profits = create_cum_profit(df.set_index('date'),
|
cum_profits = create_cum_profit(df.set_index('date'),
|
||||||
@ -154,7 +154,7 @@ def test_create_cum_profit1(testdatadir):
|
|||||||
bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
|
bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
|
||||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||||
|
|
||||||
df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
|
df = load_pair_history(pair="TRX/BTC", timeframe='5m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
|
|
||||||
cum_profits = create_cum_profit(df.set_index('date'),
|
cum_profits = create_cum_profit(df.set_index('date'),
|
||||||
|
@ -23,7 +23,7 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
|
|||||||
|
|
||||||
def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
|
def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
|
||||||
data = load_pair_history(datadir=testdatadir,
|
data = load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval='1m',
|
timeframe='1m',
|
||||||
pair='UNITTEST/BTC',
|
pair='UNITTEST/BTC',
|
||||||
fill_up_missing=False)
|
fill_up_missing=False)
|
||||||
caplog.set_level(logging.DEBUG)
|
caplog.set_level(logging.DEBUG)
|
||||||
|
@ -45,7 +45,7 @@ def test_historic_ohlcv(mocker, default_conf, ticker_history):
|
|||||||
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
|
data = dp.historic_ohlcv("UNITTEST/BTC", "5m")
|
||||||
assert isinstance(data, DataFrame)
|
assert isinstance(data, DataFrame)
|
||||||
assert historymock.call_count == 1
|
assert historymock.call_count == 1
|
||||||
assert historymock.call_args_list[0][1]["ticker_interval"] == "5m"
|
assert historymock.call_args_list[0][1]["timeframe"] == "5m"
|
||||||
|
|
||||||
|
|
||||||
def test_get_pair_dataframe(mocker, default_conf, ticker_history):
|
def test_get_pair_dataframe(mocker, default_conf, ticker_history):
|
||||||
|
@ -64,20 +64,20 @@ def _clean_test_file(file: Path) -> None:
|
|||||||
|
|
||||||
|
|
||||||
def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
|
def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
|
||||||
ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=testdatadir)
|
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='30m', datadir=testdatadir)
|
||||||
assert isinstance(ld, DataFrame)
|
assert isinstance(ld, DataFrame)
|
||||||
assert not log_has(
|
assert not log_has(
|
||||||
'Download history data for pair: "UNITTEST/BTC", interval: 30m '
|
'Download history data for pair: "UNITTEST/BTC", timeframe: 30m '
|
||||||
'and store in None.', caplog
|
'and store in None.', caplog
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
|
def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
|
||||||
ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=testdatadir)
|
ld = history.load_pair_history(pair='UNITTEST/BTC', timeframe='7m', datadir=testdatadir)
|
||||||
assert not isinstance(ld, DataFrame)
|
assert not isinstance(ld, DataFrame)
|
||||||
assert ld is None
|
assert ld is None
|
||||||
assert log_has(
|
assert log_has(
|
||||||
'No history data for pair: "UNITTEST/BTC", interval: 7m. '
|
'No history data for pair: "UNITTEST/BTC", timeframe: 7m. '
|
||||||
'Use `freqtrade download-data` to download the data', caplog
|
'Use `freqtrade download-data` to download the data', caplog
|
||||||
)
|
)
|
||||||
|
|
||||||
@ -86,7 +86,7 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> N
|
|||||||
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
|
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
|
||||||
file = testdatadir / 'UNITTEST_BTC-1m.json'
|
file = testdatadir / 'UNITTEST_BTC-1m.json'
|
||||||
_backup_file(file, copy_file=True)
|
_backup_file(file, copy_file=True)
|
||||||
history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
|
history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
|
||||||
assert file.is_file()
|
assert file.is_file()
|
||||||
assert not log_has(
|
assert not log_has(
|
||||||
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
|
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
|
||||||
@ -99,7 +99,7 @@ def test_load_data_startup_candles(mocker, caplog, default_conf, testdatadir) ->
|
|||||||
ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
|
ltfmock = mocker.patch('freqtrade.data.history.load_tickerdata_file',
|
||||||
MagicMock(return_value=None))
|
MagicMock(return_value=None))
|
||||||
timerange = TimeRange('date', None, 1510639620, 0)
|
timerange = TimeRange('date', None, 1510639620, 0)
|
||||||
history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='1m',
|
history.load_pair_history(pair='UNITTEST/BTC', timeframe='1m',
|
||||||
datadir=testdatadir, timerange=timerange,
|
datadir=testdatadir, timerange=timerange,
|
||||||
startup_candles=20,
|
startup_candles=20,
|
||||||
)
|
)
|
||||||
@ -122,28 +122,28 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
|
|||||||
_backup_file(file)
|
_backup_file(file)
|
||||||
# do not download a new pair if refresh_pairs isn't set
|
# do not download a new pair if refresh_pairs isn't set
|
||||||
history.load_pair_history(datadir=testdatadir,
|
history.load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval='1m',
|
timeframe='1m',
|
||||||
pair='MEME/BTC')
|
pair='MEME/BTC')
|
||||||
assert not file.is_file()
|
assert not file.is_file()
|
||||||
assert log_has(
|
assert log_has(
|
||||||
'No history data for pair: "MEME/BTC", interval: 1m. '
|
'No history data for pair: "MEME/BTC", timeframe: 1m. '
|
||||||
'Use `freqtrade download-data` to download the data', caplog
|
'Use `freqtrade download-data` to download the data', caplog
|
||||||
)
|
)
|
||||||
|
|
||||||
# download a new pair if refresh_pairs is set
|
# download a new pair if refresh_pairs is set
|
||||||
history.load_pair_history(datadir=testdatadir,
|
history.load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval='1m',
|
timeframe='1m',
|
||||||
refresh_pairs=True,
|
refresh_pairs=True,
|
||||||
exchange=exchange,
|
exchange=exchange,
|
||||||
pair='MEME/BTC')
|
pair='MEME/BTC')
|
||||||
assert file.is_file()
|
assert file.is_file()
|
||||||
assert log_has_re(
|
assert log_has_re(
|
||||||
'Download history data for pair: "MEME/BTC", interval: 1m '
|
'Download history data for pair: "MEME/BTC", timeframe: 1m '
|
||||||
'and store in .*', caplog
|
'and store in .*', caplog
|
||||||
)
|
)
|
||||||
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
|
with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
|
||||||
history.load_pair_history(datadir=testdatadir,
|
history.load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval='1m',
|
timeframe='1m',
|
||||||
refresh_pairs=True,
|
refresh_pairs=True,
|
||||||
exchange=None,
|
exchange=None,
|
||||||
pair='MEME/BTC')
|
pair='MEME/BTC')
|
||||||
@ -269,10 +269,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
|
|||||||
|
|
||||||
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
||||||
pair='MEME/BTC',
|
pair='MEME/BTC',
|
||||||
ticker_interval='1m')
|
timeframe='1m')
|
||||||
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
||||||
pair='CFI/BTC',
|
pair='CFI/BTC',
|
||||||
ticker_interval='1m')
|
timeframe='1m')
|
||||||
assert not exchange._pairs_last_refresh_time
|
assert not exchange._pairs_last_refresh_time
|
||||||
assert file1_1.is_file()
|
assert file1_1.is_file()
|
||||||
assert file2_1.is_file()
|
assert file2_1.is_file()
|
||||||
@ -286,10 +286,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf, testda
|
|||||||
|
|
||||||
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
||||||
pair='MEME/BTC',
|
pair='MEME/BTC',
|
||||||
ticker_interval='5m')
|
timeframe='5m')
|
||||||
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
assert download_pair_history(datadir=testdatadir, exchange=exchange,
|
||||||
pair='CFI/BTC',
|
pair='CFI/BTC',
|
||||||
ticker_interval='5m')
|
timeframe='5m')
|
||||||
assert not exchange._pairs_last_refresh_time
|
assert not exchange._pairs_last_refresh_time
|
||||||
assert file1_5.is_file()
|
assert file1_5.is_file()
|
||||||
assert file2_5.is_file()
|
assert file2_5.is_file()
|
||||||
@ -307,8 +307,8 @@ def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
|
|||||||
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
|
||||||
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
|
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
|
||||||
exchange = get_patched_exchange(mocker, default_conf)
|
exchange = get_patched_exchange(mocker, default_conf)
|
||||||
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
|
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='1m')
|
||||||
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
|
download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", timeframe='3m')
|
||||||
assert json_dump_mock.call_count == 2
|
assert json_dump_mock.call_count == 2
|
||||||
|
|
||||||
|
|
||||||
@ -326,12 +326,12 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
|
|||||||
|
|
||||||
assert not download_pair_history(datadir=testdatadir, exchange=exchange,
|
assert not download_pair_history(datadir=testdatadir, exchange=exchange,
|
||||||
pair='MEME/BTC',
|
pair='MEME/BTC',
|
||||||
ticker_interval='1m')
|
timeframe='1m')
|
||||||
# clean files freshly downloaded
|
# clean files freshly downloaded
|
||||||
_clean_test_file(file1_1)
|
_clean_test_file(file1_1)
|
||||||
_clean_test_file(file1_5)
|
_clean_test_file(file1_5)
|
||||||
assert log_has(
|
assert log_has(
|
||||||
'Failed to download history data for pair: "MEME/BTC", interval: 1m. '
|
'Failed to download history data for pair: "MEME/BTC", timeframe: 1m. '
|
||||||
'Error: File Error', caplog
|
'Error: File Error', caplog
|
||||||
)
|
)
|
||||||
|
|
||||||
@ -369,7 +369,7 @@ def test_load_partial_missing(testdatadir, caplog) -> None:
|
|||||||
caplog.clear()
|
caplog.clear()
|
||||||
start = arrow.get('2018-01-10T00:00:00')
|
start = arrow.get('2018-01-10T00:00:00')
|
||||||
end = arrow.get('2018-02-20T00:00:00')
|
end = arrow.get('2018-02-20T00:00:00')
|
||||||
tickerdata = history.load_data(datadir=testdatadir, ticker_interval='5m',
|
tickerdata = history.load_data(datadir=testdatadir, timeframe='5m',
|
||||||
pairs=['UNITTEST/BTC'],
|
pairs=['UNITTEST/BTC'],
|
||||||
timerange=TimeRange('date', 'date',
|
timerange=TimeRange('date', 'date',
|
||||||
start.timestamp, end.timestamp))
|
start.timestamp, end.timestamp))
|
||||||
@ -390,7 +390,7 @@ def test_init(default_conf, mocker) -> None:
|
|||||||
exchange=exchange,
|
exchange=exchange,
|
||||||
pairs=[],
|
pairs=[],
|
||||||
refresh_pairs=True,
|
refresh_pairs=True,
|
||||||
ticker_interval=default_conf['ticker_interval']
|
timeframe=default_conf['ticker_interval']
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
@ -449,7 +449,7 @@ def test_trim_tickerlist(testdatadir) -> None:
|
|||||||
def test_trim_dataframe(testdatadir) -> None:
|
def test_trim_dataframe(testdatadir) -> None:
|
||||||
data = history.load_data(
|
data = history.load_data(
|
||||||
datadir=testdatadir,
|
datadir=testdatadir,
|
||||||
ticker_interval='1m',
|
timeframe='1m',
|
||||||
pairs=['UNITTEST/BTC']
|
pairs=['UNITTEST/BTC']
|
||||||
)['UNITTEST/BTC']
|
)['UNITTEST/BTC']
|
||||||
min_date = int(data.iloc[0]['date'].timestamp())
|
min_date = int(data.iloc[0]['date'].timestamp())
|
||||||
@ -517,7 +517,7 @@ def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
|
|||||||
data = strategy.tickerdata_to_dataframe(
|
data = strategy.tickerdata_to_dataframe(
|
||||||
history.load_data(
|
history.load_data(
|
||||||
datadir=testdatadir,
|
datadir=testdatadir,
|
||||||
ticker_interval='1m',
|
timeframe='1m',
|
||||||
pairs=['UNITTEST/BTC']
|
pairs=['UNITTEST/BTC']
|
||||||
)
|
)
|
||||||
)
|
)
|
||||||
@ -533,7 +533,7 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir)
|
|||||||
data = strategy.tickerdata_to_dataframe(
|
data = strategy.tickerdata_to_dataframe(
|
||||||
history.load_data(
|
history.load_data(
|
||||||
datadir=testdatadir,
|
datadir=testdatadir,
|
||||||
ticker_interval='1m',
|
timeframe='1m',
|
||||||
pairs=['UNITTEST/BTC'],
|
pairs=['UNITTEST/BTC'],
|
||||||
fill_up_missing=False
|
fill_up_missing=False
|
||||||
)
|
)
|
||||||
@ -556,7 +556,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> No
|
|||||||
data = strategy.tickerdata_to_dataframe(
|
data = strategy.tickerdata_to_dataframe(
|
||||||
history.load_data(
|
history.load_data(
|
||||||
datadir=testdatadir,
|
datadir=testdatadir,
|
||||||
ticker_interval='5m',
|
timeframe='5m',
|
||||||
pairs=['UNITTEST/BTC'],
|
pairs=['UNITTEST/BTC'],
|
||||||
timerange=timerange
|
timerange=timerange
|
||||||
)
|
)
|
||||||
@ -669,10 +669,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
|
|||||||
file5 = testdatadir / 'XRP_ETH-5m.json'
|
file5 = testdatadir / 'XRP_ETH-5m.json'
|
||||||
# Compare downloaded dataset with converted dataset
|
# Compare downloaded dataset with converted dataset
|
||||||
dfbak_1m = history.load_pair_history(datadir=testdatadir,
|
dfbak_1m = history.load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval="1m",
|
timeframe="1m",
|
||||||
pair=pair)
|
pair=pair)
|
||||||
dfbak_5m = history.load_pair_history(datadir=testdatadir,
|
dfbak_5m = history.load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval="5m",
|
timeframe="5m",
|
||||||
pair=pair)
|
pair=pair)
|
||||||
|
|
||||||
_backup_file(file1, copy_file=True)
|
_backup_file(file1, copy_file=True)
|
||||||
@ -686,10 +686,10 @@ def test_convert_trades_to_ohlcv(mocker, default_conf, testdatadir, caplog):
|
|||||||
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
|
assert log_has("Deleting existing data for pair XRP/ETH, interval 1m.", caplog)
|
||||||
# Load new data
|
# Load new data
|
||||||
df_1m = history.load_pair_history(datadir=testdatadir,
|
df_1m = history.load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval="1m",
|
timeframe="1m",
|
||||||
pair=pair)
|
pair=pair)
|
||||||
df_5m = history.load_pair_history(datadir=testdatadir,
|
df_5m = history.load_pair_history(datadir=testdatadir,
|
||||||
ticker_interval="5m",
|
timeframe="5m",
|
||||||
pair=pair)
|
pair=pair)
|
||||||
|
|
||||||
assert df_1m.equals(dfbak_1m)
|
assert df_1m.equals(dfbak_1m)
|
||||||
|
@ -255,7 +255,7 @@ def test_edge_heartbeat_calculate(mocker, edge_conf):
|
|||||||
assert edge.calculate() is False
|
assert edge.calculate() is False
|
||||||
|
|
||||||
|
|
||||||
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
|
def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
|
||||||
timerange=None, exchange=None, *args, **kwargs):
|
timerange=None, exchange=None, *args, **kwargs):
|
||||||
hz = 0.1
|
hz = 0.1
|
||||||
base = 0.001
|
base = 0.001
|
||||||
|
@ -50,7 +50,7 @@ def trim_dictlist(dict_list, num):
|
|||||||
|
|
||||||
def load_data_test(what, testdatadir):
|
def load_data_test(what, testdatadir):
|
||||||
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
||||||
pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
|
pair = history.load_tickerdata_file(testdatadir, timeframe='1m',
|
||||||
pair='UNITTEST/BTC', timerange=timerange)
|
pair='UNITTEST/BTC', timerange=timerange)
|
||||||
datalen = len(pair)
|
datalen = len(pair)
|
||||||
|
|
||||||
@ -116,7 +116,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
|
|||||||
assert len(results) == num_results
|
assert len(results) == num_results
|
||||||
|
|
||||||
|
|
||||||
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
|
def mocked_load_data(datadir, pairs=[], timeframe='0m', refresh_pairs=False,
|
||||||
timerange=None, exchange=None, live=False, *args, **kwargs):
|
timerange=None, exchange=None, live=False, *args, **kwargs):
|
||||||
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
|
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||||
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
|
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', pair="UNITTEST/BTC",
|
||||||
@ -126,14 +126,14 @@ def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=Fals
|
|||||||
|
|
||||||
# use for mock ccxt.fetch_ohlvc'
|
# use for mock ccxt.fetch_ohlvc'
|
||||||
def _load_pair_as_ticks(pair, tickfreq):
|
def _load_pair_as_ticks(pair, tickfreq):
|
||||||
ticks = history.load_tickerdata_file(None, ticker_interval=tickfreq, pair=pair)
|
ticks = history.load_tickerdata_file(None, timeframe=tickfreq, pair=pair)
|
||||||
ticks = ticks[-201:]
|
ticks = ticks[-201:]
|
||||||
return ticks
|
return ticks
|
||||||
|
|
||||||
|
|
||||||
# FIX: fixturize this?
|
# FIX: fixturize this?
|
||||||
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
|
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
|
||||||
data = history.load_data(datadir=datadir, ticker_interval='1m', pairs=[pair])
|
data = history.load_data(datadir=datadir, timeframe='1m', pairs=[pair])
|
||||||
data = trim_dictlist(data, -201)
|
data = trim_dictlist(data, -201)
|
||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
backtesting = Backtesting(conf)
|
backtesting = Backtesting(conf)
|
||||||
@ -522,7 +522,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
|
|||||||
backtesting = Backtesting(default_conf)
|
backtesting = Backtesting(default_conf)
|
||||||
pair = 'UNITTEST/BTC'
|
pair = 'UNITTEST/BTC'
|
||||||
timerange = TimeRange('date', None, 1517227800, 0)
|
timerange = TimeRange('date', None, 1517227800, 0)
|
||||||
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
|
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
|
||||||
timerange=timerange)
|
timerange=timerange)
|
||||||
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
|
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
|
||||||
min_date, max_date = get_timeframe(data_processed)
|
min_date, max_date = get_timeframe(data_processed)
|
||||||
@ -576,9 +576,9 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
|
|||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
backtesting = Backtesting(default_conf)
|
backtesting = Backtesting(default_conf)
|
||||||
|
|
||||||
# Run a backtesting for an exiting 1min ticker_interval
|
# Run a backtesting for an exiting 1min timeframe
|
||||||
timerange = TimeRange.parse_timerange('1510688220-1510700340')
|
timerange = TimeRange.parse_timerange('1510688220-1510700340')
|
||||||
data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
|
data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
|
||||||
timerange=timerange)
|
timerange=timerange)
|
||||||
processed = backtesting.strategy.tickerdata_to_dataframe(data)
|
processed = backtesting.strategy.tickerdata_to_dataframe(data)
|
||||||
min_date, max_date = get_timeframe(processed)
|
min_date, max_date = get_timeframe(processed)
|
||||||
@ -688,7 +688,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
|
|||||||
patch_exchange(mocker)
|
patch_exchange(mocker)
|
||||||
|
|
||||||
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
|
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
|
||||||
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=pairs)
|
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=pairs)
|
||||||
# Only use 500 lines to increase performance
|
# Only use 500 lines to increase performance
|
||||||
data = trim_dictlist(data, -500)
|
data = trim_dictlist(data, -500)
|
||||||
|
|
||||||
|
@ -64,7 +64,7 @@ def test_add_indicators(default_conf, testdatadir, caplog):
|
|||||||
pair = "UNITTEST/BTC"
|
pair = "UNITTEST/BTC"
|
||||||
timerange = TimeRange(None, 'line', 0, -1000)
|
timerange = TimeRange(None, 'line', 0, -1000)
|
||||||
|
|
||||||
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
data = history.load_pair_history(pair=pair, timeframe='1m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
indicators1 = ["ema10"]
|
indicators1 = ["ema10"]
|
||||||
indicators2 = ["macd"]
|
indicators2 = ["macd"]
|
||||||
@ -129,7 +129,7 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, t
|
|||||||
|
|
||||||
pair = "UNITTEST/BTC"
|
pair = "UNITTEST/BTC"
|
||||||
timerange = TimeRange(None, 'line', 0, -1000)
|
timerange = TimeRange(None, 'line', 0, -1000)
|
||||||
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
data = history.load_pair_history(pair=pair, timeframe='1m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
data['buy'] = 0
|
data['buy'] = 0
|
||||||
data['sell'] = 0
|
data['sell'] = 0
|
||||||
@ -164,7 +164,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir)
|
|||||||
MagicMock(side_effect=fig_generating_mock))
|
MagicMock(side_effect=fig_generating_mock))
|
||||||
pair = 'UNITTEST/BTC'
|
pair = 'UNITTEST/BTC'
|
||||||
timerange = TimeRange(None, 'line', 0, -1000)
|
timerange = TimeRange(None, 'line', 0, -1000)
|
||||||
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
data = history.load_pair_history(pair=pair, timeframe='1m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
|
|
||||||
# Generate buy/sell signals and indicators
|
# Generate buy/sell signals and indicators
|
||||||
@ -228,7 +228,7 @@ def test_add_profit(testdatadir):
|
|||||||
bt_data = load_backtest_data(filename)
|
bt_data = load_backtest_data(filename)
|
||||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||||
|
|
||||||
df = history.load_pair_history(pair="TRX/BTC", ticker_interval='5m',
|
df = history.load_pair_history(pair="TRX/BTC", timeframe='5m',
|
||||||
datadir=testdatadir, timerange=timerange)
|
datadir=testdatadir, timerange=timerange)
|
||||||
fig = generate_empty_figure()
|
fig = generate_empty_figure()
|
||||||
|
|
||||||
@ -251,7 +251,7 @@ def test_generate_profit_graph(testdatadir):
|
|||||||
|
|
||||||
tickers = history.load_data(datadir=testdatadir,
|
tickers = history.load_data(datadir=testdatadir,
|
||||||
pairs=pairs,
|
pairs=pairs,
|
||||||
ticker_interval='5m',
|
timeframe='5m',
|
||||||
timerange=timerange
|
timerange=timerange
|
||||||
)
|
)
|
||||||
trades = trades[trades['pair'].isin(pairs)]
|
trades = trades[trades['pair'].isin(pairs)]
|
||||||
|
Loading…
Reference in New Issue
Block a user