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Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files

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This commit is contained in:
enenn
2018-02-03 17:15:40 +01:00
parent ebd49cade5
commit f913b57bbe
20 changed files with 170 additions and 171 deletions
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34
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -21,7 +21,7 @@ def trim_dictlist(dict_list, num):
def test_generate_text_table():
results = pd.DataFrame(
{
'currency': ['BTC_ETH', 'BTC_ETH'],
'currency': ['ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2],
'profit_BTC': [0.2, 0.4],
'duration': [10, 30],
@@ -29,17 +29,17 @@ 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({'ETH/BTC': {}}, results, 'BTC', 5))
assert generate_text_table({'ETH/BTC': {}}, results, 'BTC', 5) == (
'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
'ETH/BTC 2 15.00 0.60000000 100.0 2 0\n' # noqa
'TOTAL 2 15.00 0.60000000 100.0 2 0') # noqa
def test_get_timeframe(default_strategy):
data = preprocess(optimize.load_data(
None, ticker_interval=1, pairs=['BTC_UNITEST']))
None, ticker_interval=1, pairs=['UNITTEST/BTC']))
min_date, max_date = get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
@@ -49,7 +49,7 @@ def test_backtest(default_strategy, default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
@@ -63,7 +63,7 @@ def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
exchange._API = Bittrex({'key': '', 'secret': ''})
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'])
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
@@ -74,8 +74,8 @@ def test_backtest_1min_ticker_interval(default_strategy, default_conf, mocker):
def load_data_test(what):
timerange = ((None, 'line'), None, -100)
data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
pair = data['BTC_UNITEST']
data = optimize.load_data(None, ticker_interval=1, pairs=['UNITTEST/BTC'], timerange=timerange)
pair = data['UNITTEST/BTC']
datalen = len(pair)
# Depending on the what parameter we now adjust the
# loaded data looks:
@@ -84,7 +84,7 @@ def load_data_test(what):
# 'T': '2017-11-04T23:02:00', 'BV': 0.123}]
base = 0.001
if what == 'raise':
return {'BTC_UNITEST':
return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too
@@ -93,7 +93,7 @@ def load_data_test(what):
'L': x * base - 0.0001,
'C': x * base} for x in range(0, datalen)]}
if what == 'lower':
return {'BTC_UNITEST':
return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too
@@ -103,7 +103,7 @@ def load_data_test(what):
'C': 1 - x * base} for x in range(0, datalen)]}
if what == 'sine':
hz = 0.1 # frequency
return {'BTC_UNITEST':
return {'UNITTEST/BTC':
[{'T': pair[x]['T'], # Keep old dates
'V': pair[x]['V'], # Keep old volume
'BV': pair[x]['BV'], # keep too
@@ -133,7 +133,7 @@ def simple_backtest(config, contour, num_results):
def test_backtest2(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
data = optimize.load_data(None, ticker_interval=5, pairs=['BTC_ETH'])
data = optimize.load_data(None, ticker_interval=5, pairs=['ETH/BTC'])
data = trim_dictlist(data, -200)
results = backtest({'stake_amount': default_conf['stake_amount'],
'processed': optimize.preprocess(data),
@@ -146,7 +146,7 @@ def test_processed(default_conf, mocker, default_strategy):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
dict_of_tickerrows = load_data_test('raise')
dataframes = optimize.preprocess(dict_of_tickerrows)
dataframe = dataframes['BTC_UNITEST']
dataframe = dataframes['UNITTEST/BTC']
cols = dataframe.columns
# assert the dataframe got some of the indicator columns
for col in ['close', 'high', 'low', 'open', 'date',
@@ -162,13 +162,13 @@ def test_backtest_pricecontours(default_conf, mocker, default_strategy):
def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
pairdata = {'BTC_UNITEST': tickerdata}
tickerdata = optimize.load_tickerdata_file(datadir, 'UNITTEST/BTC', 1, timerange=timerange)
pairdata = {'UNITTEST/BTC': tickerdata}
return pairdata
def test_backtest_start(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['BTC_UNITEST']
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.misc.load_config', new=lambda s: default_conf)
mocker.patch.multiple('freqtrade.optimize',

54
freqtrade/tests/optimize/test_optimize.py
View File

@@ -10,7 +10,7 @@ from freqtrade.exchange import Bittrex
from freqtrade.optimize.__init__ import make_testdata_path, download_pairs,\
download_backtesting_testdata, load_tickerdata_file, trim_tickerlist, file_dump_json
# Change this if modifying BTC_UNITEST testdatafile
# Change this if modifying UNITTEST/BTC testdatafile
_BTC_UNITTEST_LENGTH = 13681
@@ -51,13 +51,13 @@ def test_load_data_30min_ticker(default_conf, ticker_history, mocker, caplog):
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_UNITTEST-30.json'
file = 'freqtrade/tests/testdata/UNITTEST_BTC-30.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_UNITTEST'], ticker_interval=30)
optimize.load_data(None, pairs=['UNITTEST/BTC'], ticker_interval=30)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 30 min') not in caplog.record_tuples
'Download the pair: "ETH/BTC", Interval: 30 min') not in caplog.record_tuples
_clean_test_file(file)
@@ -67,13 +67,13 @@ def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
file = 'freqtrade/tests/testdata/ETH_BTC-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, pairs=['BTC_ETH'], ticker_interval=5)
optimize.load_data(None, pairs=['ETH/BTC'], ticker_interval=5)
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 5 min') not in caplog.record_tuples
'Download the pair: "ETH/BTC", Interval: 5 min') not in caplog.record_tuples
_clean_test_file(file)
@@ -83,13 +83,13 @@ def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
file = 'freqtrade/tests/testdata/ETH_BTC-1.json'
_backup_file(file, copy_file=True)
optimize.load_data(None, ticker_interval=1, pairs=['BTC_ETH'])
optimize.load_data(None, ticker_interval=1, pairs=['ETH/BTC'])
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_ETH", Interval: 1 min') not in caplog.record_tuples
'Download the pair: "ETH/BTC", Interval: 1 min') not in caplog.record_tuples
_clean_test_file(file)
@@ -99,13 +99,13 @@ def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, capl
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
file = 'freqtrade/tests/testdata/MEME/BTC-1.json'
_backup_file(file)
optimize.load_data(None, ticker_interval=1, pairs=['BTC_MEME'])
optimize.load_data(None, ticker_interval=1, pairs=['MEME/BTC'])
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_MEME", Interval: 1 min') in caplog.record_tuples
'Download the pair: "MEME/BTC", Interval: 1 min') in caplog.record_tuples
_clean_test_file(file)
@@ -118,10 +118,10 @@ def test_download_pairs(default_conf, ticker_history, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1.json'
file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5.json'
file2_1 = 'freqtrade/tests/testdata/CFI_BTC-1.json'
file2_5 = 'freqtrade/tests/testdata/CFI_BTC-5.json'
_backup_file(file1_1)
_backup_file(file1_5)
@@ -160,8 +160,8 @@ def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
file1_1 = 'freqtrade/tests/testdata/MEME_BTC-1.json'
file1_5 = 'freqtrade/tests/testdata/MEME_BTC-5.json'
_backup_file(file1_1)
_backup_file(file1_5)
@@ -180,7 +180,7 @@ def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
exchange._API = Bittrex({'key': '', 'secret': ''})
# Download a 1 min ticker file
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
file1 = 'freqtrade/tests/testdata/XEL_BTC-1.json'
_backup_file(file1)
download_backtesting_testdata(None, pair="BTC-XEL", interval=1)
assert os.path.isfile(file1) is True
@@ -205,12 +205,12 @@ def test_download_backtesting_testdata2(mocker):
def test_load_tickerdata_file():
# 7 does not exist in either format.
assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
assert not load_tickerdata_file(None, 'UNITTEST/BTC', 7)
# 1 exists only as a .json
tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', 1)
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 8)
tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', 8)
assert _BTC_UNITTEST_LENGTH == len(tickerdata)
@@ -223,14 +223,14 @@ def test_init(default_conf, mocker):
def test_tickerdata_to_dataframe():
timerange = ((None, 'line'), None, -100)
tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
tickerlist = {'BTC_UNITEST': tick}
tick = load_tickerdata_file(None, 'UNITTEST/BTC', 1, timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick}
data = optimize.tickerdata_to_dataframe(tickerlist)
assert len(data['BTC_UNITEST']) == 100
assert len(data['UNITTEST/BTC']) == 100
def test_trim_tickerlist():
with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
with open('freqtrade/tests/testdata/ETH_BTC-1.json') as data_file:
ticker_list = json.load(data_file)
ticker_list_len = len(ticker_list)