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use mocker for mocking to get rid of deep nesting

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This commit is contained in:
Janne Sinivirta
2017-10-01 15:25:10 +03:00
parent add6c875d6
commit ff145b6306
5 changed files with 228 additions and 232 deletions
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43
freqtrade/tests/test_backtesting.py
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@@ -2,7 +2,6 @@
import json
import logging
import os
from unittest.mock import patch
import pytest
import arrow
@@ -41,30 +40,30 @@ def conf():
@pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set")
def test_backtest(conf, pairs):
def test_backtest(conf, pairs, mocker):
trades = []
with patch.dict('freqtrade.main._CONF', conf):
for pair in pairs:
with open('tests/testdata/'+pair+'.json') as data_file:
data = json.load(data_file)
mocker.patch.dict('freqtrade.main._CONF', conf)
for pair in pairs:
with open('tests/testdata/'+pair+'.json') as data_file:
data = json.load(data_file)
with patch('freqtrade.analyze.get_ticker', return_value=data):
with patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')):
ticker = analyze_ticker(pair)
# for each buy point
for index, row in ticker[ticker.buy == 1].iterrows():
trade = Trade(
open_rate=row['close'],
open_date=arrow.get(row['date']).datetime,
amount=1,
)
# calculate win/lose forwards from buy point
for index2, row2 in ticker[index:].iterrows():
if should_sell(trade, row2['close'], arrow.get(row2['date']).datetime):
current_profit = (row2['close'] - trade.open_rate) / trade.open_rate
mocker.patch('freqtrade.analyze.get_ticker', return_value=data)
mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00'))
ticker = analyze_ticker(pair)
# for each buy point
for index, row in ticker[ticker.buy == 1].iterrows():
trade = Trade(
open_rate=row['close'],
open_date=arrow.get(row['date']).datetime,
amount=1,
)
# calculate win/lose forwards from buy point
for index2, row2 in ticker[index:].iterrows():
if should_sell(trade, row2['close'], arrow.get(row2['date']).datetime):
current_profit = (row2['close'] - trade.open_rate) / trade.open_rate
trades.append((pair, current_profit, index2 - index))
break
trades.append((pair, current_profit, index2 - index))
break
labels = ['currency', 'profit', 'duration']
results = DataFrame.from_records(trades, columns=labels)