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Merge branch 'develop' into cleaner-tests

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This commit is contained in:
Janne Sinivirta
2018-07-30 21:08:55 +03:00
committed by GitHub
parent 8b8d3f3b75 155e134f50
commit f85cc422a3
17 changed files with 537 additions and 75 deletions
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28
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -145,7 +145,7 @@ def _trend(signals, buy_value, sell_value):
return signals
def _trend_alternate(dataframe=None):
def _trend_alternate(dataframe=None, metadata=None):
signals = dataframe
low = signals['low']
n = len(low)
@@ -314,8 +314,8 @@ def test_backtesting_init(mocker, default_conf) -> None:
assert backtesting.config == default_conf
assert backtesting.ticker_interval == '5m'
assert callable(backtesting.tickerdata_to_dataframe)
assert callable(backtesting.populate_buy_trend)
assert callable(backtesting.populate_sell_trend)
assert callable(backtesting.advise_buy)
assert callable(backtesting.advise_sell)
get_fee.assert_called()
assert backtesting.fee == 0.5
@@ -562,42 +562,42 @@ def test_backtest_ticks(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
ticks = [1, 5]
fun = Backtesting(default_conf).populate_buy_trend
fun = Backtesting(default_conf).advise_buy
for _ in ticks:
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
backtesting.advise_buy = fun # Override
backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
assert not results.empty
def test_backtest_clash_buy_sell(mocker, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
def fun(dataframe=None, pair=None):
buy_value = 1
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
backtesting.advise_buy = fun # Override
backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
assert results.empty
def test_backtest_only_sell(mocker, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
def fun(dataframe=None, pair=None):
buy_value = 0
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
backtesting.advise_buy = fun # Override
backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
assert results.empty
@@ -606,8 +606,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = _trend_alternate # Override
backtesting.populate_sell_trend = _trend_alternate # Override
backtesting.advise_buy = _trend_alternate # Override
backtesting.advise_sell = _trend_alternate # Override
results = backtesting.backtest(backtest_conf)
backtesting._store_backtest_result("test_.json", results)
assert len(results) == 4

8
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -100,7 +100,7 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
}
)
out, err = capsys.readouterr()
assert ' 1/2: foo. Loss 1.00000'in out
assert ' 1/2: foo. Loss 1.00000' in out
def test_no_log_if_loss_does_not_improve(hyperopt, caplog) -> None:
@@ -218,7 +218,7 @@ def test_populate_indicators(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': tick}
dataframes = hyperopt.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.populate_indicators(dataframes['UNITTEST/BTC'])
dataframe = hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'})
# Check if some indicators are generated. We will not test all of them
assert 'adx' in dataframe
@@ -230,7 +230,7 @@ def test_buy_strategy_generator(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': tick}
dataframes = hyperopt.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.populate_indicators(dataframes['UNITTEST/BTC'])
dataframe = hyperopt.populate_indicators(dataframes['UNITTEST/BTC'], {'pair': 'UNITTEST/BTC'})
populate_buy_trend = hyperopt.buy_strategy_generator(
{
@@ -245,7 +245,7 @@ def test_buy_strategy_generator(hyperopt) -> None:
'trigger': 'bb_lower'
}
)
result = populate_buy_trend(dataframe)
result = populate_buy_trend(dataframe, {'pair': 'UNITTEST/BTC'})
# Check if some indicators are generated. We will not test all of them
assert 'buy' in result
assert 1 in result['buy']