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Use fixture to determine test_data_dir

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This commit is contained in:
Matthias
2019-09-07 20:56:03 +02:00
parent bde82e9654
commit fe631ffd04
9 changed files with 118 additions and 117 deletions
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53
freqtrade/tests/optimize/test_backtesting.py
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@@ -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)

8
freqtrade/tests/optimize/test_hyperopt.py
View File

@@ -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)