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Implement missing_data_fillup to tests and operations

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This commit is contained in:
Matthias
2018-12-31 19:15:05 +01:00
parent ef4555735a
commit fae875f588
11 changed files with 25 additions and 29 deletions
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12
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -75,7 +75,7 @@ def load_data_test(what):
pair[x][5] # Keep old volume
] for x in range(0, datalen)
]
return {'UNITTEST/BTC': parse_ticker_dataframe(data)}
return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', fill_missing=True)}
def simple_backtest(config, contour, num_results, mocker) -> None:
@@ -104,7 +104,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
def mocked_load_data(datadir, pairs=[], ticker_interval='0m', refresh_pairs=False,
timerange=None, exchange=None):
tickerdata = history.load_tickerdata_file(datadir, 'UNITTEST/BTC', '1m', timerange=timerange)
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata)}
pairdata = {'UNITTEST/BTC': parse_ticker_dataframe(tickerdata, '1m', fill_missing=True)}
return pairdata
@@ -322,15 +322,15 @@ def test_backtesting_init(mocker, default_conf) -> None:
assert backtesting.fee == 0.5
def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None:
patch_exchange(mocker)
timerange = TimeRange(None, 'line', 0, -100)
tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
backtesting = Backtesting(default_conf)
data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 99
assert len(data['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same
strategy = DefaultStrategy(default_conf)
@@ -593,7 +593,7 @@ def test_processed(default_conf, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [['raise', 18], ['lower', 0], ['sine', 19]]
tests = [['raise', 19], ['lower', 0], ['sine', 18]]
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}

4
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -243,7 +243,7 @@ def test_has_space(hyperopt):
def test_populate_indicators(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'})
@@ -256,7 +256,7 @@ def test_populate_indicators(hyperopt) -> None:
def test_buy_strategy_generator(hyperopt) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick)}
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', fill_missing=True)}
dataframes = hyperopt.strategy.tickerdata_to_dataframe(tickerlist)
dataframe = hyperopt.custom_hyperopt.populate_indicators(dataframes['UNITTEST/BTC'],
{'pair': 'UNITTEST/BTC'})

3
freqtrade/tests/optimize/test_optimize.py
View File

@@ -30,7 +30,8 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
history.load_data(
datadir=None,
ticker_interval='1m',
pairs=['UNITTEST/BTC']
pairs=['UNITTEST/BTC'],
fill_up_missing=False
)
)
min_date, max_date = optimize.get_timeframe(data)