Use fixture to determine test_data_dir
This commit is contained in:
Matthias
parent
bde82e9654
commit
fe631ffd04
@ -1049,6 +1049,7 @@ def rpc_balance():
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}
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def make_testdata_path(datadir) -> Path:
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@pytest.fixture
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def testdatadir() -> Path:
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"""Return the path where testdata files are stored"""
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return (Path(__file__).parent / "testdata").resolve()
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@ -12,13 +12,12 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
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load_backtest_data, load_trades,
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load_trades_from_db)
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from freqtrade.data.history import load_data, load_pair_history
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from freqtrade.tests.conftest import make_testdata_path
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from freqtrade.tests.test_persistence import create_mock_trades
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def test_load_backtest_data():
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def test_load_backtest_data(testdatadir):
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filename = make_testdata_path(None) / "backtest-result_test.json"
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filename = testdatadir / "backtest-result_test.json"
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bt_data = load_backtest_data(filename)
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assert isinstance(bt_data, DataFrame)
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assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"]
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@ -52,12 +51,12 @@ def test_load_trades_db(default_conf, fee, mocker):
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assert col in trades.columns
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def test_extract_trades_of_period():
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def test_extract_trades_of_period(testdatadir):
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pair = "UNITTEST/BTC"
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timerange = TimeRange(None, 'line', 0, -1000)
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data = load_pair_history(pair=pair, ticker_interval='1m',
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datadir=None, timerange=timerange)
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datadir=testdatadir, timerange=timerange)
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# timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
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trades = DataFrame(
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@ -108,9 +107,9 @@ def test_load_trades(default_conf, mocker):
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assert bt_mock.call_count == 1
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def test_combine_tickers_with_mean():
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def test_combine_tickers_with_mean(testdatadir):
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pairs = ["ETH/BTC", "XLM/BTC"]
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tickers = load_data(datadir=None,
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tickers = load_data(datadir=testdatadir,
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pairs=pairs,
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ticker_interval='5m'
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)
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@ -121,13 +120,13 @@ def test_combine_tickers_with_mean():
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assert "mean" in df.columns
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def test_create_cum_profit():
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filename = make_testdata_path(None) / "backtest-result_test.json"
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def test_create_cum_profit(testdatadir):
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filename = testdatadir / "backtest-result_test.json"
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bt_data = load_backtest_data(filename)
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timerange = TimeRange.parse_timerange("20180110-20180112")
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df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
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datadir=None, timerange=timerange)
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datadir=testdatadir, timerange=timerange)
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cum_profits = create_cum_profit(df.set_index('date'),
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bt_data[bt_data["pair"] == 'POWR/BTC'],
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@ -21,8 +21,8 @@ def test_parse_ticker_dataframe(ticker_history_list, caplog):
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assert log_has('Parsing tickerlist to dataframe', caplog)
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def test_ohlcv_fill_up_missing_data(caplog):
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data = load_pair_history(datadir=None,
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def test_ohlcv_fill_up_missing_data(testdatadir, caplog):
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data = load_pair_history(datadir=testdatadir,
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ticker_interval='1m',
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refresh_pairs=False,
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pair='UNITTEST/BTC',
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@ -22,8 +22,7 @@ from freqtrade.data.history import (download_pair_history,
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from freqtrade.exchange import timeframe_to_minutes
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from freqtrade.misc import file_dump_json
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.tests.conftest import (get_patched_exchange, log_has,
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patch_exchange, make_testdata_path)
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from freqtrade.tests.conftest import get_patched_exchange, log_has, log_has_re, patch_exchange
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# Change this if modifying UNITTEST/BTC testdatafile
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_BTC_UNITTEST_LENGTH = 13681
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@ -60,8 +59,8 @@ def _clean_test_file(file: str) -> None:
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os.rename(file_swp, file)
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def test_load_data_30min_ticker(mocker, caplog, default_conf) -> None:
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ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=None)
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def test_load_data_30min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
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ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='30m', datadir=testdatadir)
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assert isinstance(ld, DataFrame)
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assert not log_has(
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'Download history data for pair: "UNITTEST/BTC", interval: 30m '
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@ -69,8 +68,8 @@ def test_load_data_30min_ticker(mocker, caplog, default_conf) -> None:
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)
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def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
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ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=None)
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def test_load_data_7min_ticker(mocker, caplog, default_conf, testdatadir) -> None:
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ld = history.load_pair_history(pair='UNITTEST/BTC', ticker_interval='7m', datadir=testdatadir)
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assert not isinstance(ld, DataFrame)
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assert ld is None
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assert log_has(
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@ -80,11 +79,11 @@ def test_load_data_7min_ticker(mocker, caplog, default_conf) -> None:
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)
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def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
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def test_load_data_1min_ticker(ticker_history, mocker, caplog, testdatadir) -> None:
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mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history)
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file = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'UNITTEST_BTC-1m.json')
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_backup_file(file, copy_file=True)
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history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'])
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history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'])
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assert os.path.isfile(file) is True
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assert not log_has(
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'Download history data for pair: "UNITTEST/BTC", interval: 1m '
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@ -93,7 +92,8 @@ def test_load_data_1min_ticker(ticker_history, mocker, caplog) -> None:
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_clean_test_file(file)
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def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, default_conf) -> None:
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def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog,
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default_conf, testdatadir) -> None:
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"""
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Test load_pair_history() with 1 min ticker
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"""
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@ -103,7 +103,7 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
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_backup_file(file)
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# do not download a new pair if refresh_pairs isn't set
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history.load_pair_history(datadir=None,
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history.load_pair_history(datadir=testdatadir,
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ticker_interval='1m',
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refresh_pairs=False,
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pair='MEME/BTC')
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@ -115,18 +115,18 @@ def test_load_data_with_new_pair_1min(ticker_history_list, mocker, caplog, defau
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)
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# download a new pair if refresh_pairs is set
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history.load_pair_history(datadir=None,
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history.load_pair_history(datadir=testdatadir,
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ticker_interval='1m',
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refresh_pairs=True,
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exchange=exchange,
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pair='MEME/BTC')
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assert os.path.isfile(file) is True
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assert log_has(
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assert log_has_re(
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'Download history data for pair: "MEME/BTC", interval: 1m '
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'and store in None.', caplog
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'and store in .*', caplog
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)
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with pytest.raises(OperationalException, match=r'Exchange needs to be initialized when.*'):
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history.load_pair_history(datadir=None,
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history.load_pair_history(datadir=testdatadir,
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ticker_interval='1m',
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refresh_pairs=True,
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exchange=None,
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@ -159,8 +159,8 @@ def test_load_data_live_noexchange(default_conf, mocker, caplog) -> None:
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)
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def test_testdata_path() -> None:
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assert str(Path('freqtrade') / 'tests' / 'testdata') in str(make_testdata_path(None))
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def test_testdata_path(testdatadir) -> None:
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assert str(Path('freqtrade') / 'tests' / 'testdata') in str(testdatadir)
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def test_load_cached_data_for_updating(mocker) -> None:
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@ -248,7 +248,7 @@ def test_load_cached_data_for_updating(mocker) -> None:
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assert start_ts is None
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def test_download_pair_history(ticker_history_list, mocker, default_conf) -> None:
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def test_download_pair_history(ticker_history_list, mocker, default_conf, testdatadir) -> None:
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mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=ticker_history_list)
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exchange = get_patched_exchange(mocker, default_conf)
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file1_1 = os.path.join(os.path.dirname(__file__), '..', 'testdata', 'MEME_BTC-1m.json')
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@ -264,10 +264,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf) -> Non
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assert os.path.isfile(file1_1) is False
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assert os.path.isfile(file2_1) is False
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assert download_pair_history(datadir=None, exchange=exchange,
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assert download_pair_history(datadir=testdatadir, exchange=exchange,
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pair='MEME/BTC',
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ticker_interval='1m')
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assert download_pair_history(datadir=None, exchange=exchange,
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assert download_pair_history(datadir=testdatadir, exchange=exchange,
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pair='CFI/BTC',
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ticker_interval='1m')
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assert not exchange._pairs_last_refresh_time
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@ -281,10 +281,10 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf) -> Non
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assert os.path.isfile(file1_5) is False
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assert os.path.isfile(file2_5) is False
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assert download_pair_history(datadir=None, exchange=exchange,
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assert download_pair_history(datadir=testdatadir, exchange=exchange,
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pair='MEME/BTC',
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ticker_interval='5m')
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assert download_pair_history(datadir=None, exchange=exchange,
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assert download_pair_history(datadir=testdatadir, exchange=exchange,
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pair='CFI/BTC',
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ticker_interval='5m')
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assert not exchange._pairs_last_refresh_time
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@ -296,7 +296,7 @@ def test_download_pair_history(ticker_history_list, mocker, default_conf) -> Non
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_clean_test_file(file2_5)
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def test_download_pair_history2(mocker, default_conf) -> None:
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def test_download_pair_history2(mocker, default_conf, testdatadir) -> None:
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tick = [
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[1509836520000, 0.00162008, 0.00162008, 0.00162008, 0.00162008, 108.14853839],
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[1509836580000, 0.00161, 0.00161, 0.00161, 0.00161, 82.390199]
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@ -304,12 +304,13 @@ def test_download_pair_history2(mocker, default_conf) -> None:
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json_dump_mock = mocker.patch('freqtrade.misc.file_dump_json', return_value=None)
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mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv', return_value=tick)
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exchange = get_patched_exchange(mocker, default_conf)
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download_pair_history(None, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
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download_pair_history(None, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
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download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='1m')
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download_pair_history(testdatadir, exchange, pair="UNITTEST/BTC", ticker_interval='3m')
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assert json_dump_mock.call_count == 2
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def test_download_backtesting_data_exception(ticker_history, mocker, caplog, default_conf) -> None:
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def test_download_backtesting_data_exception(ticker_history, mocker, caplog,
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default_conf, testdatadir) -> None:
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mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
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side_effect=Exception('File Error'))
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@ -320,7 +321,7 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def
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_backup_file(file1_1)
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_backup_file(file1_5)
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assert not download_pair_history(datadir=None, exchange=exchange,
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assert not download_pair_history(datadir=testdatadir, exchange=exchange,
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pair='MEME/BTC',
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ticker_interval='1m')
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# clean files freshly downloaded
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@ -332,22 +333,22 @@ def test_download_backtesting_data_exception(ticker_history, mocker, caplog, def
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)
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def test_load_tickerdata_file() -> None:
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def test_load_tickerdata_file(testdatadir) -> None:
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# 7 does not exist in either format.
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assert not load_tickerdata_file(None, 'UNITTEST/BTC', '7m')
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assert not load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '7m')
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# 1 exists only as a .json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
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tickerdata = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
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tickerdata = load_tickerdata_file(None, 'UNITTEST/BTC', '8m')
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tickerdata = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '8m')
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assert _BTC_UNITTEST_LENGTH == len(tickerdata)
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def test_load_partial_missing(caplog) -> None:
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def test_load_partial_missing(testdatadir, caplog) -> None:
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# Make sure we start fresh - test missing data at start
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start = arrow.get('2018-01-01T00:00:00')
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end = arrow.get('2018-01-11T00:00:00')
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tickerdata = history.load_data(None, '5m', ['UNITTEST/BTC'],
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tickerdata = history.load_data(testdatadir, '5m', ['UNITTEST/BTC'],
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refresh_pairs=False,
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timerange=TimeRange('date', 'date',
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start.timestamp, end.timestamp))
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@ -362,7 +363,7 @@ def test_load_partial_missing(caplog) -> None:
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caplog.clear()
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start = arrow.get('2018-01-10T00:00:00')
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end = arrow.get('2018-02-20T00:00:00')
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tickerdata = history.load_data(datadir=None, ticker_interval='5m',
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tickerdata = history.load_data(datadir=testdatadir, ticker_interval='5m',
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pairs=['UNITTEST/BTC'], refresh_pairs=False,
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timerange=TimeRange('date', 'date',
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start.timestamp, end.timestamp))
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@ -502,13 +503,13 @@ def test_file_dump_json_tofile() -> None:
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_clean_test_file(file)
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def test_get_timeframe(default_conf, mocker) -> None:
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def test_get_timeframe(default_conf, mocker, testdatadir) -> None:
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patch_exchange(mocker)
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strategy = DefaultStrategy(default_conf)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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datadir=None,
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datadir=testdatadir,
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ticker_interval='1m',
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pairs=['UNITTEST/BTC']
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)
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@ -518,13 +519,13 @@ def test_get_timeframe(default_conf, mocker) -> None:
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assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
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def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
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def test_validate_backtest_data_warn(default_conf, mocker, caplog, testdatadir) -> None:
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patch_exchange(mocker)
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strategy = DefaultStrategy(default_conf)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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datadir=None,
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datadir=testdatadir,
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ticker_interval='1m',
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pairs=['UNITTEST/BTC'],
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fill_up_missing=False
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@ -540,14 +541,14 @@ def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
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caplog)
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def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
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def test_validate_backtest_data(default_conf, mocker, caplog, testdatadir) -> None:
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patch_exchange(mocker)
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strategy = DefaultStrategy(default_conf)
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timerange = TimeRange('index', 'index', 200, 250)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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datadir=None,
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datadir=testdatadir,
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ticker_interval='5m',
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pairs=['UNITTEST/BTC'],
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timerange=timerange
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@ -561,7 +562,7 @@ def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
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assert len(caplog.record_tuples) == 0
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def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog):
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def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog, testdatadir):
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dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock())
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mocker.patch(
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'freqtrade.exchange.Exchange.markets', PropertyMock(return_value=markets)
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@ -572,7 +573,7 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog):
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ex = get_patched_exchange(mocker, default_conf)
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timerange = TimeRange.parse_timerange("20190101-20190102")
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refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"],
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timeframes=["1m", "5m"], dl_path=make_testdata_path(None),
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timeframes=["1m", "5m"], dl_path=testdatadir,
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timerange=timerange, erase=True
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)
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@ -582,7 +583,7 @@ def test_refresh_backtest_ohlcv_data(mocker, default_conf, markets, caplog):
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assert log_has("Downloading pair ETH/BTC, interval 1m.", caplog)
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||||
|
||||
def test_download_data_no_markets(mocker, default_conf, caplog):
|
||||
def test_download_data_no_markets(mocker, default_conf, caplog, testdatadir):
|
||||
dl_mock = mocker.patch('freqtrade.data.history.download_pair_history', MagicMock())
|
||||
mocker.patch(
|
||||
'freqtrade.exchange.Exchange.markets', PropertyMock(return_value={})
|
||||
@ -591,7 +592,7 @@ def test_download_data_no_markets(mocker, default_conf, caplog):
|
||||
timerange = TimeRange.parse_timerange("20190101-20190102")
|
||||
unav_pairs = refresh_backtest_ohlcv_data(exchange=ex, pairs=["ETH/BTC", "XRP/BTC"],
|
||||
timeframes=["1m", "5m"],
|
||||
dl_path=make_testdata_path(None),
|
||||
dl_path=testdatadir,
|
||||
timerange=timerange, erase=False
|
||||
)
|
||||
|
||||
|
||||
@ -34,9 +34,9 @@ def trim_dictlist(dict_list, num):
|
||||
return new
|
||||
|
||||
|
||||
def load_data_test(what):
|
||||
def load_data_test(what, testdatadir):
|
||||
timerange = TimeRange(None, 'line', 0, -101)
|
||||
pair = history.load_tickerdata_file(None, ticker_interval='1m',
|
||||
pair = history.load_tickerdata_file(testdatadir, ticker_interval='1m',
|
||||
pair='UNITTEST/BTC', timerange=timerange)
|
||||
datalen = len(pair)
|
||||
|
||||
@ -79,12 +79,12 @@ def load_data_test(what):
|
||||
fill_missing=True)}
|
||||
|
||||
|
||||
def simple_backtest(config, contour, num_results, mocker) -> None:
|
||||
def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
|
||||
patch_exchange(mocker)
|
||||
config['ticker_interval'] = '1m'
|
||||
backtesting = Backtesting(config)
|
||||
|
||||
data = load_data_test(contour)
|
||||
data = load_data_test(contour, testdatadir)
|
||||
processed = backtesting.strategy.tickerdata_to_dataframe(data)
|
||||
min_date, max_date = get_timeframe(processed)
|
||||
assert isinstance(processed, dict)
|
||||
@ -118,8 +118,8 @@ def _load_pair_as_ticks(pair, tickfreq):
|
||||
|
||||
|
||||
# FIX: fixturize this?
|
||||
def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
|
||||
data = history.load_data(datadir=None, ticker_interval='1m', pairs=[pair])
|
||||
def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=None):
|
||||
data = history.load_data(datadir=datadir, ticker_interval='1m', pairs=[pair])
|
||||
data = trim_dictlist(data, -201)
|
||||
patch_exchange(mocker)
|
||||
backtesting = Backtesting(conf)
|
||||
@ -339,10 +339,10 @@ def test_backtesting_init_no_ticker_interval(mocker, default_conf, caplog) -> No
|
||||
"or as cli argument `--ticker-interval 5m`", caplog)
|
||||
|
||||
|
||||
def test_tickerdata_to_dataframe_bt(default_conf, mocker) -> None:
|
||||
def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
|
||||
patch_exchange(mocker)
|
||||
timerange = TimeRange(None, 'line', 0, -100)
|
||||
tick = history.load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tick = history.load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
|
||||
fill_missing=True)}
|
||||
|
||||
@ -456,7 +456,7 @@ def test_generate_text_table_strategyn(default_conf, mocker):
|
||||
assert backtesting._generate_text_table_strategy(all_results=results) == result_str
|
||||
|
||||
|
||||
def test_backtesting_start(default_conf, mocker, caplog) -> None:
|
||||
def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
|
||||
def get_timeframe(input1):
|
||||
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
|
||||
|
||||
@ -472,7 +472,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
|
||||
|
||||
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
|
||||
default_conf['ticker_interval'] = '1m'
|
||||
default_conf['datadir'] = None
|
||||
default_conf['datadir'] = testdatadir
|
||||
default_conf['export'] = None
|
||||
default_conf['timerange'] = '-100'
|
||||
|
||||
@ -516,13 +516,13 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog) -> None:
|
||||
assert log_has('No data found. Terminating.', caplog)
|
||||
|
||||
|
||||
def test_backtest(default_conf, fee, mocker) -> None:
|
||||
def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
patch_exchange(mocker)
|
||||
backtesting = Backtesting(default_conf)
|
||||
pair = 'UNITTEST/BTC'
|
||||
timerange = TimeRange(None, 'line', 0, -201)
|
||||
data = history.load_data(datadir=None, ticker_interval='5m', pairs=['UNITTEST/BTC'],
|
||||
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=['UNITTEST/BTC'],
|
||||
timerange=timerange)
|
||||
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
|
||||
min_date, max_date = get_timeframe(data_processed)
|
||||
@ -570,14 +570,14 @@ def test_backtest(default_conf, fee, mocker) -> None:
|
||||
t["close_rate"], 6) < round(ln.iloc[0]["high"], 6))
|
||||
|
||||
|
||||
def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
|
||||
def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
patch_exchange(mocker)
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
# Run a backtesting for an exiting 1min ticker_interval
|
||||
timerange = TimeRange(None, 'line', 0, -200)
|
||||
data = history.load_data(datadir=None, ticker_interval='1m', pairs=['UNITTEST/BTC'],
|
||||
data = history.load_data(datadir=testdatadir, ticker_interval='1m', pairs=['UNITTEST/BTC'],
|
||||
timerange=timerange)
|
||||
processed = backtesting.strategy.tickerdata_to_dataframe(data)
|
||||
min_date, max_date = get_timeframe(processed)
|
||||
@ -595,11 +595,11 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
|
||||
assert len(results) == 1
|
||||
|
||||
|
||||
def test_processed(default_conf, mocker) -> None:
|
||||
def test_processed(default_conf, mocker, testdatadir) -> None:
|
||||
patch_exchange(mocker)
|
||||
backtesting = Backtesting(default_conf)
|
||||
|
||||
dict_of_tickerrows = load_data_test('raise')
|
||||
dict_of_tickerrows = load_data_test('raise', testdatadir)
|
||||
dataframes = backtesting.strategy.tickerdata_to_dataframe(dict_of_tickerrows)
|
||||
dataframe = dataframes['UNITTEST/BTC']
|
||||
cols = dataframe.columns
|
||||
@ -609,7 +609,7 @@ def test_processed(default_conf, mocker) -> None:
|
||||
assert col in cols
|
||||
|
||||
|
||||
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
|
||||
def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None:
|
||||
# TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
tests = [['raise', 19], ['lower', 0], ['sine', 35]]
|
||||
@ -617,17 +617,17 @@ def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
|
||||
default_conf['experimental'] = {"use_sell_signal": True}
|
||||
|
||||
for [contour, numres] in tests:
|
||||
simple_backtest(default_conf, contour, numres, mocker)
|
||||
simple_backtest(default_conf, contour, numres, mocker, testdatadir)
|
||||
|
||||
|
||||
def test_backtest_clash_buy_sell(mocker, default_conf):
|
||||
def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
|
||||
# Override the default buy trend function in our default_strategy
|
||||
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)
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.advise_buy = fun # Override
|
||||
backtesting.advise_sell = fun # Override
|
||||
@ -635,14 +635,14 @@ def test_backtest_clash_buy_sell(mocker, default_conf):
|
||||
assert results.empty
|
||||
|
||||
|
||||
def test_backtest_only_sell(mocker, default_conf):
|
||||
def test_backtest_only_sell(mocker, default_conf, testdatadir):
|
||||
# Override the default buy trend function in our default_strategy
|
||||
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)
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
|
||||
backtesting = Backtesting(default_conf)
|
||||
backtesting.advise_buy = fun # Override
|
||||
backtesting.advise_sell = fun # Override
|
||||
@ -650,10 +650,11 @@ def test_backtest_only_sell(mocker, default_conf):
|
||||
assert results.empty
|
||||
|
||||
|
||||
def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
|
||||
def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
|
||||
backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
|
||||
pair='UNITTEST/BTC', datadir=testdatadir)
|
||||
# We need to enable sell-signal - otherwise it sells on ROI!!
|
||||
default_conf['experimental'] = {"use_sell_signal": True}
|
||||
default_conf['ticker_interval'] = '1m'
|
||||
@ -672,7 +673,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
|
||||
|
||||
@pytest.mark.parametrize("pair", ['ADA/BTC', 'LTC/BTC'])
|
||||
@pytest.mark.parametrize("tres", [0, 20, 30])
|
||||
def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair):
|
||||
def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir):
|
||||
|
||||
def _trend_alternate_hold(dataframe=None, metadata=None):
|
||||
"""
|
||||
@ -690,7 +691,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair):
|
||||
patch_exchange(mocker)
|
||||
|
||||
pairs = ['ADA/BTC', 'DASH/BTC', 'ETH/BTC', 'LTC/BTC', 'NXT/BTC']
|
||||
data = history.load_data(datadir=None, ticker_interval='5m', pairs=pairs)
|
||||
data = history.load_data(datadir=testdatadir, ticker_interval='5m', pairs=pairs)
|
||||
# Only use 500 lines to increase performance
|
||||
data = trim_dictlist(data, -500)
|
||||
|
||||
|
||||
@ -485,8 +485,8 @@ def test_has_space(hyperopt):
|
||||
assert hyperopt.has_space('buy')
|
||||
|
||||
|
||||
def test_populate_indicators(hyperopt) -> None:
|
||||
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
|
||||
def test_populate_indicators(hyperopt, testdatadir) -> None:
|
||||
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
|
||||
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
|
||||
fill_missing=True)}
|
||||
dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
|
||||
@ -499,8 +499,8 @@ def test_populate_indicators(hyperopt) -> None:
|
||||
assert 'rsi' in dataframe
|
||||
|
||||
|
||||
def test_buy_strategy_generator(hyperopt) -> None:
|
||||
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m')
|
||||
def test_buy_strategy_generator(hyperopt, testdatadir) -> None:
|
||||
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m')
|
||||
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
|
||||
fill_missing=True)}
|
||||
dataframes = hyperopt.backtesting.strategy.tickerdata_to_dataframe(tickerlist)
|
||||
|
||||
@ -103,11 +103,11 @@ def test_get_signal_handles_exceptions(mocker, default_conf):
|
||||
assert _STRATEGY.get_signal(exchange, 'ETH/BTC', '5m') == (False, False)
|
||||
|
||||
|
||||
def test_tickerdata_to_dataframe(default_conf) -> None:
|
||||
def test_tickerdata_to_dataframe(default_conf, testdatadir) -> None:
|
||||
strategy = DefaultStrategy(default_conf)
|
||||
|
||||
timerange = TimeRange(None, 'line', 0, -100)
|
||||
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tick = load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange)
|
||||
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC",
|
||||
fill_missing=True)}
|
||||
data = strategy.tickerdata_to_dataframe(tickerlist)
|
||||
|
||||
@ -45,16 +45,16 @@ def test_file_dump_json(mocker) -> None:
|
||||
assert json_dump.call_count == 1
|
||||
|
||||
|
||||
def test_file_load_json(mocker) -> None:
|
||||
def test_file_load_json(mocker, testdatadir) -> None:
|
||||
|
||||
# 7m .json does not exist
|
||||
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '7m'))
|
||||
ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '7m'))
|
||||
assert not ret
|
||||
# 1m json exists (but no .gz exists)
|
||||
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '1m'))
|
||||
ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '1m'))
|
||||
assert ret
|
||||
# 8 .json is empty and will fail if it's loaded. .json.gz is a copy of 1.json
|
||||
ret = file_load_json(pair_data_filename(None, 'UNITTEST/BTC', '8m'))
|
||||
ret = file_load_json(pair_data_filename(testdatadir, 'UNITTEST/BTC', '8m'))
|
||||
assert ret
|
||||
|
||||
|
||||
|
||||
@ -19,8 +19,7 @@ from freqtrade.plot.plotting import (add_indicators, add_profit,
|
||||
generate_profit_graph, init_plotscript,
|
||||
plot_profit, plot_trades, store_plot_file)
|
||||
from freqtrade.strategy.default_strategy import DefaultStrategy
|
||||
from freqtrade.tests.conftest import (get_args, log_has, log_has_re,
|
||||
make_testdata_path)
|
||||
from freqtrade.tests.conftest import get_args, log_has, log_has_re
|
||||
|
||||
|
||||
def fig_generating_mock(fig, *args, **kwargs):
|
||||
@ -43,12 +42,12 @@ def generage_empty_figure():
|
||||
)
|
||||
|
||||
|
||||
def test_init_plotscript(default_conf, mocker):
|
||||
def test_init_plotscript(default_conf, mocker, testdatadir):
|
||||
default_conf['timerange'] = "20180110-20180112"
|
||||
default_conf['trade_source'] = "file"
|
||||
default_conf['ticker_interval'] = "5m"
|
||||
default_conf["datadir"] = make_testdata_path(None)
|
||||
default_conf['exportfilename'] = str(make_testdata_path(None) / "backtest-result_test.json")
|
||||
default_conf["datadir"] = testdatadir
|
||||
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
|
||||
ret = init_plotscript(default_conf)
|
||||
assert "tickers" in ret
|
||||
assert "trades" in ret
|
||||
@ -61,12 +60,12 @@ def test_init_plotscript(default_conf, mocker):
|
||||
assert "XLM/BTC" in ret["tickers"]
|
||||
|
||||
|
||||
def test_add_indicators(default_conf, caplog):
|
||||
def test_add_indicators(default_conf, testdatadir, caplog):
|
||||
pair = "UNITTEST/BTC"
|
||||
timerange = TimeRange(None, 'line', 0, -1000)
|
||||
|
||||
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
||||
datadir=None, timerange=timerange)
|
||||
datadir=testdatadir, timerange=timerange)
|
||||
indicators1 = ["ema10"]
|
||||
indicators2 = ["macd"]
|
||||
|
||||
@ -94,14 +93,14 @@ def test_add_indicators(default_conf, caplog):
|
||||
assert log_has_re(r'Indicator "no_indicator" ignored\..*', caplog)
|
||||
|
||||
|
||||
def test_plot_trades(caplog):
|
||||
def test_plot_trades(testdatadir, caplog):
|
||||
fig1 = generage_empty_figure()
|
||||
# nothing happens when no trades are available
|
||||
fig = plot_trades(fig1, None)
|
||||
assert fig == fig1
|
||||
assert log_has("No trades found.", caplog)
|
||||
pair = "ADA/BTC"
|
||||
filename = make_testdata_path(None) / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
trades = load_backtest_data(filename)
|
||||
trades = trades.loc[trades['pair'] == pair]
|
||||
|
||||
@ -122,7 +121,7 @@ def test_plot_trades(caplog):
|
||||
assert trade_sell.marker.color == 'red'
|
||||
|
||||
|
||||
def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, caplog):
|
||||
def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):
|
||||
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
|
||||
MagicMock(side_effect=fig_generating_mock))
|
||||
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
|
||||
@ -131,7 +130,7 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, c
|
||||
pair = "UNITTEST/BTC"
|
||||
timerange = TimeRange(None, 'line', 0, -1000)
|
||||
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
||||
datadir=None, timerange=timerange)
|
||||
datadir=testdatadir, timerange=timerange)
|
||||
data['buy'] = 0
|
||||
data['sell'] = 0
|
||||
|
||||
@ -158,7 +157,7 @@ def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, c
|
||||
assert log_has("No sell-signals found.", caplog)
|
||||
|
||||
|
||||
def test_generate_candlestick_graph_no_trades(default_conf, mocker):
|
||||
def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir):
|
||||
row_mock = mocker.patch('freqtrade.plot.plotting.add_indicators',
|
||||
MagicMock(side_effect=fig_generating_mock))
|
||||
trades_mock = mocker.patch('freqtrade.plot.plotting.plot_trades',
|
||||
@ -166,7 +165,7 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker):
|
||||
pair = 'UNITTEST/BTC'
|
||||
timerange = TimeRange(None, 'line', 0, -1000)
|
||||
data = history.load_pair_history(pair=pair, ticker_interval='1m',
|
||||
datadir=None, timerange=timerange)
|
||||
datadir=testdatadir, timerange=timerange)
|
||||
|
||||
# Generate buy/sell signals and indicators
|
||||
strat = DefaultStrategy(default_conf)
|
||||
@ -224,13 +223,13 @@ def test_generate_plot_file(mocker, caplog):
|
||||
caplog)
|
||||
|
||||
|
||||
def test_add_profit():
|
||||
filename = make_testdata_path(None) / "backtest-result_test.json"
|
||||
def test_add_profit(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||
|
||||
df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m',
|
||||
datadir=None, timerange=timerange)
|
||||
datadir=testdatadir, timerange=timerange)
|
||||
fig = generage_empty_figure()
|
||||
|
||||
cum_profits = create_cum_profit(df.set_index('date'),
|
||||
@ -244,13 +243,13 @@ def test_add_profit():
|
||||
assert profits.yaxis == "y2"
|
||||
|
||||
|
||||
def test_generate_profit_graph():
|
||||
filename = make_testdata_path(None) / "backtest-result_test.json"
|
||||
def test_generate_profit_graph(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
trades = load_backtest_data(filename)
|
||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||
pairs = ["POWR/BTC", "XLM/BTC"]
|
||||
|
||||
tickers = history.load_data(datadir=None,
|
||||
tickers = history.load_data(datadir=testdatadir,
|
||||
pairs=pairs,
|
||||
ticker_interval='5m',
|
||||
timerange=timerange
|
||||
@ -294,10 +293,10 @@ def test_start_plot_dataframe(mocker):
|
||||
assert called_config['pairs'] == ["ETH/BTC"]
|
||||
|
||||
|
||||
def test_analyse_and_plot_pairs(default_conf, mocker, caplog):
|
||||
def test_analyse_and_plot_pairs(default_conf, mocker, caplog, testdatadir):
|
||||
default_conf['trade_source'] = 'file'
|
||||
default_conf["datadir"] = make_testdata_path(None)
|
||||
default_conf['exportfilename'] = str(make_testdata_path(None) / "backtest-result_test.json")
|
||||
default_conf["datadir"] = testdatadir
|
||||
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
|
||||
default_conf['indicators1'] = ["sma5", "ema10"]
|
||||
default_conf['indicators2'] = ["macd"]
|
||||
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
|
||||
@ -345,10 +344,10 @@ def test_start_plot_profit_error(mocker):
|
||||
start_plot_profit(get_args(args))
|
||||
|
||||
|
||||
def test_plot_profit(default_conf, mocker, caplog):
|
||||
def test_plot_profit(default_conf, mocker, testdatadir, caplog):
|
||||
default_conf['trade_source'] = 'file'
|
||||
default_conf["datadir"] = make_testdata_path(None)
|
||||
default_conf['exportfilename'] = str(make_testdata_path(None) / "backtest-result_test.json")
|
||||
default_conf["datadir"] = testdatadir
|
||||
default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
|
||||
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
|
||||
|
||||
profit_mock = MagicMock()
|
||||
|
||||
Loading…
Reference in New Issue
Block a user