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Merge branch 'develop' into test_backtest

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This commit is contained in:
kryofly
2018-02-08 14:01:01 +01:00
parent 41e3c358f8 53b1f7ac4d
commit f5de212b84
14 changed files with 85 additions and 93 deletions
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14
freqtrade/tests/optimize/test_backtesting.py
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@@ -94,12 +94,12 @@ def test_generate_text_table():
'loss': [0, 0]
}
)
print(generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5))
assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
print(generate_text_table({'BTC_ETH': {}}, results, 'BTC'))
assert generate_text_table({'BTC_ETH': {}}, results, 'BTC') == (
'pair buy count avg profit % total profit BTC avg duration profit loss\n' # noqa
'------- ----------- -------------- ------------------ -------------- -------- ------\n' # noqa
'BTC_ETH 2 15.00 0.60000000 100.0 2 0\n' # noqa
'TOTAL 2 15.00 0.60000000 100.0 2 0') # noqa
'BTC_ETH 2 15.00 0.60000000 20.0 2 0\n' # noqa
'TOTAL 2 15.00 0.60000000 20.0 2 0') # noqa
def test_get_timeframe(default_strategy):
@@ -262,14 +262,16 @@ def test_backtest_record(default_conf, mocker, default_strategy):
assert len(records) == 3
# ('BTC_UNITEST', 0.00331158, '1510684320', '1510691700', 0, 117)
# Below follows just a typecheck of the schema/type of trade-records
oix = -1
oix = None
for (pair, profit, date_buy, date_sell, buy_index, dur) in records:
assert pair == 'BTC_UNITEST'
isinstance(profit, float)
# FIX: buy/sell should be converted to ints
isinstance(date_buy, str)
isinstance(date_sell, str)
assert buy_index > oix
isinstance(buy_index, pd._libs.tslib.Timestamp)
if oix:
assert buy_index > oix
oix = buy_index
assert dur > 0

8
freqtrade/tests/test_persistence.py
View File

@@ -271,10 +271,6 @@ def test_calc_profit(limit_buy_order, limit_sell_order):
# Lower than open rate
assert trade.calc_profit(rate=0.00000123, fee=0.003) == -0.00089092
# Only custom fee without sell order applied
with pytest.raises(TypeError):
trade.calc_profit(fee=0.003)
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
trade.update(limit_sell_order)
assert trade.calc_profit() == 0.00006217
@@ -299,10 +295,6 @@ def test_calc_profit_percent(limit_buy_order, limit_sell_order):
# Get percent of profit with a custom rate (Lower than open rate)
assert trade.calc_profit_percent(rate=0.00000123) == -0.88863827
# Only custom fee without sell order applied
with pytest.raises(TypeError):
trade.calc_profit_percent(fee=0.003)
# Test when we apply a Sell order. Sell higher than open rate @ 0.00001173
trade.update(limit_sell_order)
assert trade.calc_profit_percent() == 0.06201057