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Merge pull request #247 from gcarq/add_unittest

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Refactor Optimize tests, and add more unit tests
This commit is contained in:
Janne Sinivirta
2017-12-29 16:23:36 +02:00
committed by GitHub
parent 145583f0b7 0d605d2396
commit fba9cbcff6
4 changed files with 175 additions and 83 deletions
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14
freqtrade/optimize/__init__.py
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@@ -87,17 +87,17 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
))
filepair = pair.replace("-", "_")
filename = os.path.join(path, '{}-{}.json'.format(
filepair,
interval,
filename = os.path.join(path, '{pair}-{interval}.json'.format(
pair=filepair,
interval=interval,
))
filename = filename.replace('USDT_BTC', 'BTC_FAKEBULL')
if os.path.isfile(filename):
with open(filename, "rt") as fp:
data = json.load(fp)
logger.debug("Current Start:", data[1]['T'])
logger.debug("Current End: ", data[-1:][0]['T'])
logger.debug("Current Start: {}".format(data[1]['T']))
logger.debug("Current End: {}".format(data[-1:][0]['T']))
else:
data = []
logger.debug("Current Start: None")
@@ -107,8 +107,8 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
for row in new_data:
if row not in data:
data.append(row)
logger.debug("New Start:", data[1]['T'])
logger.debug("New End: ", data[-1:][0]['T'])
logger.debug("New Start: {}".format(data[1]['T']))
logger.debug("New End: {}".format(data[-1:][0]['T']))
data = sorted(data, key=lambda data: data['T'])
with open(filename, "wt") as fp:

76
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -1,11 +1,9 @@
# pragma pylint: disable=missing-docstring,W0212
import os
import pandas as pd
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
def test_generate_text_table():
@@ -40,7 +38,7 @@ def test_backtest(default_conf, mocker):
assert not results.empty
def test_1min_ticker_interval(default_conf, mocker):
def test_backtest_1min_ticker_interval(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
@@ -48,75 +46,3 @@ def test_1min_ticker_interval(default_conf, mocker):
data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
assert not results.empty
def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
assert os.path.isfile(file) is True
# delete file freshly downloaded
if os.path.isfile(file):
os.remove(file)
def test_testdata_path():
assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
def test_download_pairs(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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'
assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_1) is True
assert os.path.isfile(file2_5) is True
# delete files freshly downloaded
if os.path.isfile(file1_1):
os.remove(file1_1)
if os.path.isfile(file1_5):
os.remove(file1_5)
if os.path.isfile(file2_1):
os.remove(file2_1)
if os.path.isfile(file2_5):
os.remove(file2_5)
def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
# Download a 1 min ticker file
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
download_backtesting_testdata(pair="BTC-XEL", interval=1)
assert os.path.isfile(file1) is True
if os.path.isfile(file1):
os.remove(file1)
# Download a 5 min ticker file
file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
download_backtesting_testdata(pair="BTC-STORJ", interval=5)
assert os.path.isfile(file2) is True
if os.path.isfile(file2):
os.remove(file2)

166
freqtrade/tests/optimize/test_optimize.py Normal file
View File

@@ -0,0 +1,166 @@
# pragma pylint: disable=missing-docstring,W0212
import os
import logging
from shutil import copyfile
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
def _backup_file(file: str, copy_file: bool = False) -> None:
"""
Backup existing file to avoid deleting the user file
:param file: complete path to the file
:param touch_file: create an empty file in replacement
:return: None
"""
file_swp = file + '.swp'
if os.path.isfile(file):
os.rename(file, file_swp)
if copy_file:
copyfile(file_swp, file)
def _clean_test_file(file: str) -> None:
"""
Backup existing file to avoid deleting the user file
:param file: complete path to the file
:return: None
"""
file_swp = file + '.swp'
# 1. Delete file from the test
if os.path.isfile(file):
os.remove(file)
# 2. Rollback to the initial file
if os.path.isfile(file_swp):
os.rename(file_swp, file)
def test_load_data_5min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-5.json'
_backup_file(file, copy_file=True)
optimize.load_data(pairs=['BTC_ETH'])
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
_clean_test_file(file)
def test_load_data_1min_ticker(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_ETH-1.json'
_backup_file(file, copy_file=True)
optimize.load_data(ticker_interval=1, pairs=['BTC_ETH'])
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
_clean_test_file(file)
def test_load_data_with_new_pair_1min(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
_backup_file(file)
optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
assert os.path.isfile(file) is True
assert ('freqtrade.optimize',
logging.INFO,
'Download the pair: "BTC_MEME", Interval: 1 min'
) in caplog.record_tuples
_clean_test_file(file)
def test_testdata_path():
assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
def test_download_pairs(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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'
_backup_file(file1_1)
_backup_file(file1_5)
_backup_file(file2_1)
_backup_file(file2_5)
assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_1) is True
assert os.path.isfile(file2_5) is True
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
_clean_test_file(file2_1)
_clean_test_file(file2_5)
def test_download_pairs_exception(default_conf, ticker_history, mocker, caplog):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch('freqtrade.optimize.__init__.download_backtesting_testdata',
side_effect=BaseException('File Error'))
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'
_backup_file(file1_1)
_backup_file(file1_5)
download_pairs(pairs=['BTC-MEME'])
# clean files freshly downloaded
_clean_test_file(file1_1)
_clean_test_file(file1_5)
assert ('freqtrade.optimize.__init__',
logging.INFO,
'Failed to download the pair: "BTC-MEME", Interval: 1 min'
) in caplog.record_tuples
def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
# Download a 1 min ticker file
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
_backup_file(file1)
download_backtesting_testdata(pair="BTC-XEL", interval=1)
assert os.path.isfile(file1) is True
_clean_test_file(file1)
# Download a 5 min ticker file
file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
_backup_file(file2)
download_backtesting_testdata(pair="BTC-STORJ", interval=5)
assert os.path.isfile(file2) is True
_clean_test_file(file2)

2
freqtrade/tests/test_main.py
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@@ -217,7 +217,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
assert trade.close_date is not None
def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog):
def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)