Change ticker_interval from integer to string (1m, 5m, 1d, ...)
This commit is contained in:
enenn
@@ -29,8 +29,8 @@ def test_generate_text_table():
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'loss': [0, 0]
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}
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)
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print(generate_text_table({'ETH/BTC': {}}, results, 'BTC', 5))
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assert generate_text_table({'ETH/BTC': {}}, results, 'BTC', 5) == (
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print(generate_text_table({'ETH/BTC': {}}, results, 'BTC', '5m'))
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assert generate_text_table({'ETH/BTC': {}}, results, 'BTC', '5m') == (
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'pair buy count avg profit % total profit BTC avg duration profit loss\n' # noqa
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'------- ----------- -------------- ------------------ -------------- -------- ------\n' # noqa
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'ETH/BTC 2 15.00 0.60000000 100.0 2 0\n' # noqa
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@@ -39,7 +39,7 @@ def test_generate_text_table():
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def test_get_timeframe(default_strategy):
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data = preprocess(optimize.load_data(
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None, ticker_interval=1, pairs=['UNITTEST/BTC']))
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None, ticker_interval='1m', pairs=['UNITTEST/BTC']))
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min_date, max_date = get_timeframe(data)
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assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
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assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
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@@ -51,7 +51,7 @@ def test_backtest(default_strategy, default_conf, mocker):
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get_fee=MagicMock(return_value=0.0025))
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exchange._API = ccxt.binance()
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data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
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data = optimize.load_data(None, ticker_interval='5m', pairs=['UNITTEST/BTC'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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@@ -67,7 +67,7 @@ def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
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exchange._API = ccxt.binance()
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# Run a backtesting for an exiting 5min ticker_interval
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data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'])
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data = optimize.load_data(None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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@@ -78,20 +78,20 @@ def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
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def load_data_test(what):
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timerange = ((None, 'line'), None, -100)
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data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'], timerange=timerange)
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data = optimize.load_data(None, ticker_interval='1m',
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pairs=['UNITTEST/BTC'], timerange=timerange)
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pair = data['UNITTEST/BTC']
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datalen = len(pair)
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# Depending on the what parameter we now adjust the
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# loaded data looks:
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# pair :: [{'O': 0.123, 'H': 0.123, 'L': 0.123,
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# 'C': 0.123, 'V': 123.123,
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# 'T': '2017-11-04T23:02:00', 'BV': 0.123}]
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# 'T': '2017-11-04T23:02:00.000000'}]
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base = 0.001
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if what == 'raise':
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return {'UNITTEST/BTC':
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[{'T': pair[x]['T'], # Keep old dates
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'V': pair[x]['V'], # Keep old volume
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'BV': pair[x]['BV'], # keep too
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'O': x * base, # But replace O,H,L,C
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'H': x * base + 0.0001,
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'L': x * base - 0.0001,
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@@ -100,7 +100,6 @@ def load_data_test(what):
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return {'UNITTEST/BTC':
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[{'T': pair[x]['T'], # Keep old dates
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'V': pair[x]['V'], # Keep old volume
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'BV': pair[x]['BV'], # keep too
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'O': 1 - x * base, # But replace O,H,L,C
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'H': 1 - x * base + 0.0001,
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'L': 1 - x * base - 0.0001,
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@@ -110,7 +109,6 @@ def load_data_test(what):
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return {'UNITTEST/BTC':
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[{'T': pair[x]['T'], # Keep old dates
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'V': pair[x]['V'], # Keep old volume
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'BV': pair[x]['BV'], # keep too
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# But replace O,H,L,C
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'O': math.sin(x * hz) / 1000 + base,
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'H': math.sin(x * hz) / 1000 + base + 0.0001,
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@@ -131,23 +129,6 @@ def simple_backtest(config, contour, num_results):
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assert len(results) == num_results
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# Test backtest on offline data
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# loaded by freqdata/optimize/__init__.py::load_data()
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def test_backtest2(default_conf, mocker, default_strategy):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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mocker.patch.multiple('freqtrade.optimize.backtesting.exchange',
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get_fee=MagicMock(return_value=0.0025))
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data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
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data = trim_dictlist(data, -200)
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results = backtest({'stake_amount': default_conf['stake_amount'],
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'processed': optimize.preprocess(data),
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'max_open_trades': 10,
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'realistic': True})
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assert not results.empty
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def test_processed(default_conf, mocker, default_strategy):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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dict_of_tickerrows = load_data_test('raise')
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@@ -170,7 +151,7 @@ def test_backtest_pricecontours(default_conf, mocker, default_strategy):
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def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
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tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', 1, timerange=timerange)
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tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
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pairdata = {'UNITTEST/BTC': tickerdata}
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return pairdata
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@@ -182,7 +163,7 @@ def test_backtest_start(default_conf, mocker, caplog):
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mocker.patch.multiple('freqtrade.optimize',
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load_data=mocked_load_data)
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args = MagicMock()
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args.ticker_interval = 1
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args.ticker_interval = '1m'
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args.level = 10
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args.live = False
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args.datadir = None
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@@ -6,8 +6,9 @@ import logging
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import ccxt
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import uuid
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from shutil import copyfile
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from freqtrade.strategy.strategy import Strategy
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from freqtrade import exchange, optimize
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from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
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from freqtrade.optimize.__init__ import make_testdata_path, download_pairs, \
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download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, file_dump_json
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# Change this if modifying UNITTEST/BTC testdatafile
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@@ -53,11 +54,11 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
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file = 'freqtrade/tests/testdata/UNITTEST_BTC-30m.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval=30)
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optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval='30m')
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "ETH/BTC", Interval: 30 min') not in caplog.record_tuples
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'Downloading the pair: "ETH/BTC", Interval: 30 min') not in caplog.record_tuples
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_clean_test_file(file)
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@@ -67,13 +68,13 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/ETH_BTC-5.json'
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file = 'freqtrade/tests/testdata/ETH_BTC-5m.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval=5)
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optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval='5m')
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "ETH/BTC", Interval: 5 min') not in caplog.record_tuples
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'Downloading the pair: "ETH/BTC", Interval: 5 min') not in caplog.record_tuples
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_clean_test_file(file)
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@@ -83,9 +84,9 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/ETH_BTC-1.json'
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file = 'freqtrade/tests/testdata/ETH_BTC-1m.json'
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_backup_file(file, copy_file=True)
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optimize.load_data(None, ticker_interval=1, pairs=['ETH/BTC'])
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optimize.load_data(None, ticker_interval='1m', pairs=['ETH/BTC'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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@@ -99,13 +100,13 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file = 'freqtrade/tests/testdata/MEME_BTC-1.json'
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file = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
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_backup_file(file)
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optimize.load_data(None, ticker_interval=1, pairs=['MEME/BTC'])
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optimize.load_data(None, ticker_interval='1m', pairs=['MEME/BTC'])
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assert os.path.isfile(file) is True
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assert ('freqtrade.optimize',
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logging.INFO,
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'Download the pair: "MEME/BTC", Interval: 1 min') in caplog.record_tuples
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'Downloading the pair: "MEME/BTC", Interval: 1m') in caplog.record_tuples
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_clean_test_file(file)
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@@ -118,10 +119,10 @@ def test_download_pairs(default_conf, ticker_history, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1.json'
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file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5.json'
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file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1.json'
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file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5.json'
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file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
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file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
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file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1m.json'
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file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5m.json'
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_backup_file(file1_1)
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_backup_file(file1_5)
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@@ -131,7 +132,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
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assert os.path.isfile(file1_1) is False
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assert os.path.isfile(file2_1) is False
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assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval=1) is True
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assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='1m') is True
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assert os.path.isfile(file1_1) is True
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assert os.path.isfile(file2_1) is True
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@@ -143,7 +144,7 @@ def test_download_pairs(default_conf, ticker_history, mocker):
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assert os.path.isfile(file1_5) is False
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assert os.path.isfile(file2_5) is False
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assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval=5) is True
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assert download_pairs(None, pairs=['MEME/BTC', 'CFI/BTC'], ticker_interval='5m') is True
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assert os.path.isfile(file1_5) is True
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assert os.path.isfile(file2_5) is True
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@@ -160,18 +161,18 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1.json'
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file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5.json'
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file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1m.json'
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file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5m.json'
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_backup_file(file1_1)
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_backup_file(file1_5)
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download_pairs(None, pairs=['MEME/BTC'], ticker_interval=1)
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download_pairs(None, pairs=['MEME/BTC'], ticker_interval='1m')
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# clean files freshly downloaded
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_clean_test_file(file1_1)
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_clean_test_file(file1_5)
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assert ('freqtrade.optimize.__init__',
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logging.INFO,
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'Failed to download the pair: "MEME/BTC", Interval: 1 min') in caplog.record_tuples
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'Failed to download the pair: "MEME/BTC", Interval: 1m') in caplog.record_tuples
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def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
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@@ -180,37 +181,37 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
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exchange._API = ccxt.binance({'key': '', 'secret': ''})
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# Download a 1 min ticker file
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file1 = 'freqtrade/tests/testdata/XEL_BTC-1.json'
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file1 = 'freqtrade/tests/testdata/XEL_BTC-1m.json'
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_backup_file(file1)
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download_backtesting_testdata(None, pair="XEL/BTC", interval=1)
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download_backtesting_testdata(None, pair="XEL/BTC", interval='1m')
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assert os.path.isfile(file1) is True
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_clean_test_file(file1)
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# Download a 5 min ticker file
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file2 = 'freqtrade/tests/testdata/STORJ_BTC-5.json'
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file2 = 'freqtrade/tests/testdata/STORJ_BTC-5m.json'
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_backup_file(file2)
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download_backtesting_testdata(None, pair="STORJ/BTC", interval=5)
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download_backtesting_testdata(None, pair="STORJ/BTC", interval='5m')
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assert os.path.isfile(file2) is True
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_clean_test_file(file2)
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def test_download_backtesting_testdata2(mocker):
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tick = [{'T': 'bar'}, {'T': 'foo'}]
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tick = [{'T': 'foo'}, {'T': 'bar'}] # invalid response
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mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=tick)
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assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval=1)
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assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval=3)
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assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval='1m')
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assert download_backtesting_testdata(None, pair="UNITEST/BTC", interval='3m')
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def test_load_tickerdata_file():
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# 7 does not exist in either format.
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assert not load_tickerdata_file(None, 'UNITTEST/BTC', 7)
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# 1 exists only as a .json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
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# 7m does not exist in either format.
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assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
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# 1m exists only as a .json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', 8)
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# 8m.json is empty and will fail if it's loaded. 8m.json.gz is a copy of 1m.json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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@@ -218,19 +219,22 @@ def test_init(default_conf, mocker):
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conf = {'exchange': {'pair_whitelist': []}}
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mocker.patch('freqtrade.optimize.hyperopt_optimize_conf', return_value=conf)
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assert {} == optimize.load_data('', pairs=[], refresh_pairs=True,
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ticker_interval=int(default_conf['ticker_interval']))
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ticker_interval=default_conf['ticker_interval'])
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def test_tickerdata_to_dataframe():
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timerange = ((None, 'line'), None, -100)
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tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange)
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tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
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tickerlist = {'UNITTEST/BTC': tick}
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strategy = Strategy()
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strategy.init({})
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data = optimize.tickerdata_to_dataframe(tickerlist)
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assert len(data['UNITTEST/BTC']) == 100
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def test_trim_tickerlist():
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with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file:
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with open('freqtrade/tests/testdata/ETH_BTC-1m.json') as data_file:
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ticker_list = json.load(data_file)
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ticker_list_len = len(ticker_list)
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@@ -275,7 +279,6 @@ def test_trim_tickerlist():
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def test_file_dump_json():
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file = 'freqtrade/tests/testdata/test_{id}.json'.format(id=str(uuid.uuid4()))
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data = {'bar': 'foo'}
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