adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Disallow VolumePairList from backtesting for now

This commit is contained in:
Matthias 2020-04-27 07:56:17 +02:00
parent e8530c36d3
commit fb8a85da01
2 changed files with 8 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

3
freqtrade/optimize/backtesting.py
View File

@ -65,6 +65,9 @@ class Backtesting:
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
self.pairlists = PairListManager(self.exchange, self.config)
if 'VolumePairList' in self.pairlists.name_list:
raise OperationalException("VolumePairList not allowed for backtesting.")
self.pairlists.refresh_pairlist()
if len(self.pairlists.whitelist) == 0:

8
tests/optimize/test_backtesting.py
View File

@ -378,9 +378,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) -> None:
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
mocker.patch('freqtrade.data.history.history_utils.load_pair_history',
MagicMock(return_value=pd.DataFrame()))
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
@ -397,6 +395,10 @@ def test_backtesting_no_pair_left(default_conf, mocker, caplog, testdatadir) ->
with pytest.raises(OperationalException, match='No pair in whitelist.'):
Backtesting(default_conf)
default_conf['pairlists'] = [{"method": "VolumePairList", "number_assets": 5}]
with pytest.raises(OperationalException, match='VolumePairList not allowed for backtesting.'):
Backtesting(default_conf)
def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False