adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix backtesting test

Browse Source
This commit is contained in:
Matthias 2018-07-20 20:59:56 +02:00
parent df8700ead0
commit f12167f0dc
1 changed files with 11 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
freqtrade/tests/optimize/test_backtesting.py
View File

@ -332,8 +332,8 @@ def test_backtesting_init(mocker, default_conf) -> None:
assert backtesting.config == default_conf assert backtesting.config == default_conf
assert backtesting.ticker_interval == '5m' assert backtesting.ticker_interval == '5m'
assert callable(backtesting.tickerdata_to_dataframe) assert callable(backtesting.tickerdata_to_dataframe)
assert callable(backtesting.populate_buy_trend) assert callable(backtesting.advise_buy)
assert callable(backtesting.populate_sell_trend) assert callable(backtesting.advise_sell)
get_fee.assert_called() get_fee.assert_called()
assert backtesting.fee == 0.5 assert backtesting.fee == 0.5
@ -611,12 +611,12 @@ def test_backtest_ticks(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker) patch_exchange(mocker)
ticks = [1, 5] ticks = [1, 5]
fun = Backtesting(default_conf).populate_buy_trend fun = Backtesting(default_conf).advise_buy
for _ in ticks: for _ in ticks:
backtest_conf = _make_backtest_conf(mocker, conf=default_conf) backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override backtesting.advise_buy = fun # Override
backtesting.populate_sell_trend = fun # Override backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf) results = backtesting.backtest(backtest_conf)
assert not results.empty assert not results.empty
@ -630,8 +630,8 @@ def test_backtest_clash_buy_sell(mocker, default_conf):
backtest_conf = _make_backtest_conf(mocker, conf=default_conf) backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override backtesting.advise_buy = fun # Override
backtesting.populate_sell_trend = fun # Override backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf) results = backtesting.backtest(backtest_conf)
assert results.empty assert results.empty
@ -645,8 +645,8 @@ def test_backtest_only_sell(mocker, default_conf):
backtest_conf = _make_backtest_conf(mocker, conf=default_conf) backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override backtesting.advise_buy = fun # Override
backtesting.populate_sell_trend = fun # Override backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf) results = backtesting.backtest(backtest_conf)
assert results.empty assert results.empty
@ -655,8 +655,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC') backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = _trend_alternate # Override backtesting.advise_buy = _trend_alternate # Override
backtesting.populate_sell_trend = _trend_alternate # Override backtesting.advise_sell = _trend_alternate # Override
results = backtesting.backtest(backtest_conf) results = backtesting.backtest(backtest_conf)
backtesting._store_backtest_result("test_.json", results) backtesting._store_backtest_result("test_.json", results)
assert len(results) == 4 assert len(results) == 4