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Improve tests for backtest protections

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This commit is contained in:
Matthias
2020-12-02 07:42:39 +01:00
parent 5849d07497
commit effc96e92b
8 changed files with 37 additions and 31 deletions
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48
tests/optimize/test_backtesting.py
View File

@@ -79,7 +79,7 @@ def load_data_test(what, testdatadir):
fill_missing=True)}
def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
def simple_backtest(config, contour, mocker, testdatadir) -> None:
patch_exchange(mocker)
config['timeframe'] = '1m'
backtesting = Backtesting(config)
@@ -98,7 +98,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
enable_protections=config.get('enable_protections', False),
)
# results :: <class 'pandas.core.frame.DataFrame'>
assert len(results) == num_results
return results
# FIX: fixturize this?
@@ -532,23 +532,9 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
assert col in cols
def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [
['sine', 35],
['raise', 19],
['lower', 0],
['sine', 35],
['raise', 19]
]
# While buy-signals are unrealistic, running backtesting
# over and over again should not cause different results
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker, testdatadir)
def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatadir) -> None:
# TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
# While this test IS a copy of test_backtest_pricecontours, it's needed to ensure
# results do not carry-over to the next run, which is not given by using parametrize.
default_conf['protections'] = [
{
"method": "CooldownPeriod",
@@ -567,7 +553,31 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad
# While buy-signals are unrealistic, running backtesting
# over and over again should not cause different results
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker, testdatadir)
assert len(simple_backtest(default_conf, contour, mocker, testdatadir)) == numres
@pytest.mark.parametrize('protections,contour,expected', [
(None, 'sine', 35),
(None, 'raise', 19),
(None, 'lower', 0),
(None, 'sine', 35),
(None, 'raise', 19),
([{"method": "CooldownPeriod", "stop_duration": 3}], 'sine', 9),
([{"method": "CooldownPeriod", "stop_duration": 3}], 'raise', 10),
([{"method": "CooldownPeriod", "stop_duration": 3}], 'lower', 0),
([{"method": "CooldownPeriod", "stop_duration": 3}], 'sine', 9),
([{"method": "CooldownPeriod", "stop_duration": 3}], 'raise', 10),
])
def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir,
protections, contour, expected) -> None:
if protections:
default_conf['protections'] = protections
default_conf['enable_protections'] = True
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
# While buy-signals are unrealistic, running backtesting
# over and over again should not cause different results
assert len(simple_backtest(default_conf, contour, mocker, testdatadir)) == expected
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):

3
tests/optimize/test_optimize_reports.py
View File

@@ -76,7 +76,8 @@ def test_generate_backtest_stats(default_conf, testdatadir):
"sell_reason": [SellType.ROI, SellType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL]
}),
'config': default_conf}
'config': default_conf,
'locks': []}
}
timerange = TimeRange.parse_timerange('1510688220-1510700340')
min_date = Arrow.fromtimestamp(1510688220)