Merge pull request #2451 from freqtrade/bt_analysis_maxopen

Bt analysis maxopen at any time

tests/data/test_btanalysis.py

@@ -10,7 +10,7 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
                                        create_cum_profit,
                                        extract_trades_of_period,
                                        load_backtest_data, load_trades,
-                                       load_trades_from_db)
+                                       load_trades_from_db, analyze_trade_parallelism)
 from freqtrade.data.history import load_data, load_pair_history
 from tests.test_persistence import create_mock_trades
 
@@ -32,7 +32,7 @@ def test_load_backtest_data(testdatadir):
 
 
 @pytest.mark.usefixtures("init_persistence")
-def test_load_trades_db(default_conf, fee, mocker):
+def test_load_trades_from_db(default_conf, fee, mocker):
 
     create_mock_trades(fee)
     # remove init so it does not init again
@@ -84,6 +84,17 @@ def test_extract_trades_of_period(testdatadir):
     assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
 
 
+def test_analyze_trade_parallelism(default_conf, mocker, testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+
+    res = analyze_trade_parallelism(bt_data, "5m")
+    assert isinstance(res, DataFrame)
+    assert 'open_trades' in res.columns
+    assert res['open_trades'].max() == 3
+    assert res['open_trades'].min() == 0
+
+
 def test_load_trades(default_conf, mocker):
     db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
     bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())

tests/optimize/test_backtesting.py

@@ -714,9 +714,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
     results = backtesting.backtest(backtest_conf)
 
     # Make sure we have parallel trades
-    assert len(evaluate_result_multi(results, '5min', 2)) > 0
+    assert len(evaluate_result_multi(results, '5m', 2)) > 0
     # make sure we don't have trades with more than configured max_open_trades
-    assert len(evaluate_result_multi(results, '5min', 3)) == 0
+    assert len(evaluate_result_multi(results, '5m', 3)) == 0
 
     backtest_conf = {
         'stake_amount': default_conf['stake_amount'],
@@ -727,7 +727,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
         'end_date': max_date,
     }
     results = backtesting.backtest(backtest_conf)
-    assert len(evaluate_result_multi(results, '5min', 1)) == 0
+    assert len(evaluate_result_multi(results, '5m', 1)) == 0
 
 
 def test_backtest_record(default_conf, fee, mocker):