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232 Commits

Author SHA1 Message Date
Anton
daa9c0c026 Fix review comments 2018-06-04 01:48:26 +03:00
xmatthias
e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
xmatthias
50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Gerald Lonlas
fe8ff1b929 Fix stake_currency return by Hyperopt 
Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
 2018-06-02 14:07:31 -07:00
Gerald Lonlas
127cf5d619 Backtesting: Add the Interval required when data is missing 
Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"

The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
 2018-06-02 13:55:05 -07:00
xmatthias
9537f17dd4 Fix test 2018-06-02 20:06:29 +02:00
Matthias
81bb128cf7
Merge pull request #822 from gcarq/fix/misleading_log 
change misleading logging for datadir
 2018-06-02 14:50:27 +02:00
xmatthias
d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
Janne Sinivirta
a82a31341b change misleading logging for datadir 2018-06-02 11:32:05 +03:00
Gerald Lonlas
792dd556a1 Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt 2018-06-01 19:46:53 -07:00
Anton
8c22cfce37 Fix tests; fix codestyle 2018-05-21 23:15:01 +03:00
Matthias Voppichler
8f17b11610 Fix testfluke in hyperopt 2018-05-13 13:38:29 +02:00
Anton
932b65da27 Fix test_optimize.py 2018-05-04 13:59:50 +03:00
Anton
ceeb98dda9 Fix conflicts 2018-05-03 11:16:29 +03:00
gcarq
306885e174 Merge branch 'develop' into feat/objectify-ccxt 2018-05-02 22:49:55 +02:00
Anton
24ab1b5be5 Fix review comments, documenation update 2018-05-01 00:27:05 +03:00
Anton
2267a420a4 Fix codestyle 2018-04-28 00:30:42 +03:00
Anton
82ea56c8fd Fix review comments. Add support of datetime timeganges 2018-04-28 00:16:34 +03:00
gcarq
9ab4953472 fix backtesting testsuite 2018-04-22 00:21:03 +02:00
Matthias
acb1b50924 [ccxt] fix unsupported fiat failures (#620) 
* prepare to support FIAT/Crypto trading

* Don't fail fiat-convert for unsupported stake currencies

* remove commented code

* Add BNB to cryptomap

* Fix test-failure

* related to random execution as fee was not properly mocked if this is
one of the first tests
 2018-04-21 23:20:12 +02:00
gcarq
f4077a51c1 log hyperopt progress to stdout instead to the logger 2018-04-21 20:52:01 +02:00
gcarq
403f59ef45 use native python logger 2018-04-21 20:47:06 +02:00
gcarq
09fb4ea584 add mocks for exchange.get_fee 2018-04-21 19:39:18 +02:00
enenn
cc5991d269 Fixturize fee MagicMock object in tests 2018-04-15 12:09:12 +02:00
enenn
2765a065a7 Use UNITTEST/BTC pair instead of ETH/BTC pair for load_data tests 2018-04-12 19:21:40 +02:00
enenn
94287d66a8 Flake8 fixes 2018-04-12 18:16:27 +02:00
enenn
838bd5824e Mock validate_pairs 2018-04-12 18:16:26 +02:00
enenn
a650072fe0 Edit signal handler tests to work on windows as well 2018-04-12 18:16:26 +02:00
enenn
c3d00a8825 Change ticker format to ccxt in backtesting and optimize tests 2018-04-12 18:14:33 +02:00
enenn
a86104d0fe Update backtesting and hyperopt tests to use default_config and mock validate_pairs 
Use default_config from conftest.py instead of user supplied config in user_data/hyperopt_conf
Mock validate pairs so tests don't fail if pairs don't exist/are removed from exchanges
 2018-04-12 18:07:45 +02:00
enenn
4ac2afacfa Use global backtest instance for backtesting tests 2018-04-12 18:07:45 +02:00
enenn
07c655cf41 Use os.path.join for file paths 2018-04-12 18:07:45 +02:00
enenn
12a84cc30b Mock fee during testing as 0.0025 
Ensures profit calculations does not vary if exchange fees change, which can cause tests to fail
 2018-04-12 18:07:44 +02:00
enenn
db46ad6502 Change ticker interval from minutes as integer to string (1m, 5m, 1h,...) 2018-04-07 16:57:47 +02:00
enenn
616006caf8 Replace 'ETH/BTC' with 'UNITTEST/BTC' to fix adx not generating if ETH/BTC ticker history is too short 2018-04-07 16:55:18 +02:00
enenn
c1c6ed6ed7 Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files 2018-04-07 16:51:50 +02:00
gcarq
24aa6a1679 adapt test_download_backtesting_testdata 2018-03-29 20:17:11 +02:00
gcarq
b254ff9b41 Merge 'develop' into feature/enhance-strategy-resolving 2018-03-26 16:23:25 +02:00
gcarq
611bb52d1f log hyperopt progress to stdout instead to the logger 2018-03-25 22:57:40 +02:00
gcarq
f374a062e1 remove freqtrade/logger.py 2018-03-25 21:43:00 +02:00
gcarq
b4d2a3f495 refactor StrategyResolver to work with class names 2018-03-25 15:12:39 +02:00
gcarq
ca9c5edd39 rename Strategy into StrategyResolver 2018-03-25 15:12:39 +02:00
gcarq
d2aea7bdc1 optimize imports 2018-03-20 19:50:04 +01:00
gcarq
967bf417df Merge branch 'develop' into feature/objectify 2018-03-19 19:10:19 +01:00
Matthias
94caf82ab2 Fix test_dataframe when ran standalone (#546) 
* Fix dataframe test when ran standalone

* Fix standalone tests in hyperopt and optimize tests
 2018-03-19 18:30:14 +01:00
Matthias
e907c48438 Fix test_dataframe when ran standalone (#546) 
* Fix dataframe test when ran standalone

* Fix standalone tests in hyperopt and optimize tests
 2018-03-15 23:37:34 +01:00
Gerald Lonlas
173b640b34 Increase Hyperopt() code coverage 2018-03-05 22:36:15 -08:00
Gerald Lonlas
ea7b25766b Increase Hyperopt() code coverage 2018-03-05 00:35:42 -08:00
Gerald Lonlas
25d0e5f942 Merge commit '4dca84817eb1b62047a9e4d282254392ea978e44' into feature/objectify 2018-03-04 02:06:40 -08:00
Gerald Lonlas
722ed48d9d Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify 2018-03-04 00:51:22 -08:00
Gerald Lonlas
38510d4b03 Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify 2018-03-03 17:26:06 -08:00
Gerald Lonlas
bbb1a31fda Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify 2018-03-03 10:01:06 +08:00
Gerald Lonlas
390501bac0 Make Pylint Happy chapter 1 2018-03-03 09:33:54 +08:00
Gerald Lonlas
8bd0f4d0d7 Remove ugly pprints 2018-03-03 09:33:54 +08:00
Gerald Lonlas
6ef7b7d93d Complete Backtesting and Hyperopt unit tests 2018-03-03 09:33:54 +08:00
Gerald Lonlas
1d251d6151 Move Backtesting to a class and add unit tests 2018-03-03 09:33:54 +08:00
Janne Sinivirta
bf54692efb use log_has helper in tests 2018-02-24 22:18:19 +02:00
Samuel Husso
e3d222912d
Merge pull request #511 from gcarq/hyperopt_selectable_spaces 
Allow selecting Hyperopt search space
 2018-02-12 08:28:24 +02:00
Janne Sinivirta
b1230b27b7 adjust unit test to match new --spaces format 2018-02-11 19:22:13 +02:00
Janne Sinivirta
2ce03ab1b5 make Strategy store roi and stoploss values as numbers to avoid later casting 2018-02-11 15:25:30 +02:00
Janne Sinivirta
f14d6249e0 allow selecting hyperopt searchspace 2018-02-09 20:59:06 +02:00
kryofly
12a19e400f tests: more backtesting testing (#496) 
* tests: more backtesting testing

* tests: hyperopt

* tests: document kludge

* tests: improve test_dataframe_correct_length

* tests: remove remarks
 2018-02-08 21:49:43 +02:00
Janne Sinivirta
8c7b29734e use date info to calculate trade durations 2018-02-06 11:34:00 +02:00
Janne Sinivirta
45975c9677 set capturing level 2018-01-31 19:37:38 +02:00
Janne Sinivirta
a5155b3b20
Merge pull request #465 from gcarq/fix/increase_test_coverage 
Fix/increase test coverage
 2018-01-29 08:47:26 +02:00
Michael Smith
e438422a22 test_optimize.py: 
Added spaces for flake8 compliance.
 2018-01-29 11:21:01 +08:00
Michael Smith
4799e1ed44 tests/optimize/test_optimize.py: 
Added test for gzip ticker file.
BTC_UNITEST-8.json.gz:
Added to test gzip loading.
 2018-01-29 10:22:55 +08:00
Gerald Lonlas
7ab2498544 Increase test coverage on optimize.py 2018-01-28 15:33:57 -08:00
Gerald Lonlas
25ab08f422 Fix Flake8 warning 2018-01-28 15:03:54 -08:00
Gerald Lonlas
d85b56a2bd Add unit test for test_file_dump_json() 2018-01-28 14:38:30 -08:00
Gerald Lonlas
45a34be2ac Add more unittest for trim_tickerlist() method 2018-01-28 14:20:20 -08:00
Gerald Lonlas
d824816880 Increase pylint score on test files 2018-01-28 00:28:41 -08:00
Janne Sinivirta
1eebbebed1 fix assert order 2018-01-26 19:02:25 +02:00
Janne Sinivirta
a5690e707d remove unused parameters 2018-01-26 19:02:25 +02:00
Janne Sinivirta
0ff56c6e8d use uppercase constant 2018-01-26 18:54:15 +02:00
Janne Sinivirta
e14007ced4 sort imports 2018-01-26 18:52:39 +02:00
Janne Sinivirta
a7a7c37121 add day counter to timeframe 2018-01-26 18:32:45 +02:00
Janne Sinivirta
42087c9bfe let hyperopt optimize ROI table 2018-01-25 11:12:00 +02:00
Janne Sinivirta
5007165908 add search space for ROI table 2018-01-25 09:34:26 +02:00
Janne Sinivirta
7dc63c06e7
Merge pull request #356 from kryofly/test_coverage 
Test coverage
 2018-01-25 09:31:06 +02:00
kryofly
30ca078cec test: use pytest fixture 2018-01-24 11:05:27 +01:00
kryofly
a14d9d35c7 tests: run backtest single 2018-01-24 10:32:52 +01:00
Gerald Lonlas
baae374899 Move hyperopt_conf.py into user_data/ 2018-01-22 20:51:39 -08:00
kryofly
e94e6292e9 Merge branch 'develop' into test_coverage 2018-01-20 22:01:03 +01:00
Jean-Baptiste LE STANG
f1efaffe81 with fXXXXX8 2018-01-20 19:30:47 +01:00
Jean-Baptiste LE STANG
36797cda30 Merge branch 'develop' into support_multiple_ticker 2018-01-20 19:25:47 +01:00
kryofly
cf266a67ad Merge branch 'develop' into test_coverage 2018-01-20 10:06:53 +01:00
kryofly
e3088647fc Merge branch 'develop' into test_coverage 2018-01-19 08:40:40 +01:00
kryofly
4a9e1cb345 Merge branch 'develop' into backtest-export 2018-01-19 07:02:38 +01:00
Gérald LONLAS
14d16f2574
Merge pull request #357 from kryofly/timeperiod 
Timeperiod
 2018-01-18 20:26:44 -08:00
Jean-Baptiste LE STANG
c9e1fd3fc4 Merge branch 'develop' into support_multiple_ticker 2018-01-17 21:29:36 +01:00
kryofly
423b251467 tests: speed up backtests 2018-01-17 18:19:39 +01:00
Jean-Baptiste LE STANG
3a4ff4c76c fixing a duplicated unit test without config 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG
2509ce030d Refreshing pair of only selected ticker_interval 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG
15189c28ed fixing pep8 compliance 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG
a0df566b2b fix unitest file for 30 minutes ticker 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG
e2e2005567 Adding 30 minutes, 1 hour, 1 day tickers 2018-01-17 13:52:14 +01:00
Janne Sinivirta
ce963aae58 add macd < 0 guard to hyperopt 2018-01-16 18:52:06 +02:00
kryofly
0e58ab7e01 more advanced use of --timerange 2018-01-16 00:15:49 +01:00
kryofly
71bb348698 rename --timeperiod to --timerange 2018-01-15 21:49:06 +01:00
kryofly
05f5a1b0ee Merge branch 'develop' into test_coverage 2018-01-11 19:49:33 +01:00
kryofly
153e11f045 Merge branch 'develop' into timeperiod 2018-01-11 19:45:47 +01:00
kryofly
4781a23809 Merge branch 'develop' into backtest-export 2018-01-11 19:40:42 +01:00
kryofly
ed47ee4e29 backtest export json2 2018-01-11 19:14:11 +01:00
kryofly
27769f0301 uncomplex backtest 2018-01-11 17:45:41 +01:00
Janne Sinivirta
1b6b0ad9d2 autopep8 2018-01-11 06:50:36 +02:00
kryofly
b0f3fd7ffb timeperiod argument to backtesting and hyperopt 2018-01-10 23:48:59 +01:00
kryofly
f848a5c87d tests optimize load_data 2018-01-10 13:43:03 +01:00
Samuel Husso
fe2b0c2862 add unittest to save and read trials file 2018-01-09 12:26:52 +02:00
Samuel Husso
1647e7a0c1 update fix failing tests, unitest that resume hyperopt functionality works 2018-01-09 12:26:52 +02:00
Janne Sinivirta
f7dd5e6396 use sensible value for stoploss in test 2018-01-08 22:00:10 +02:00
Gerald Lonlas
ca05d1f79e Fix for flake8 2018-01-07 21:08:12 -08:00
Janne Sinivirta
9dd38aebe0 add stoploss to the hyperopt parameters 2018-01-07 21:08:12 -08:00
Gerald Lonlas
9c21077dc1 Fix hypeopt issue when no result found 2018-01-07 17:53:21 -08:00
kryofly
890083ce7f Merge branch 'develop' into datadir 2018-01-07 10:00:35 +01:00
Gerald Lonlas
b3ea0f4ec5 Make readable hyperopt best parameters result 2018-01-06 17:19:48 -08:00
kryofly
60ed4b9d1e --datadir <path> argument 
This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
 2018-01-06 23:24:35 +01:00
kryofly
79fcd0b06c tests cover more backtesting 2018-01-05 10:44:10 +01:00
kryofly
421ccb23d3 split load tickerdata function 2018-01-05 10:20:48 +01:00
Jean-Baptiste LE STANG
0f2d3adbbc applying pep8 2018-01-03 17:36:40 +01:00
Jean-Baptiste LE STANG
eb53a796e2 pep8 compliance 2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG
2d273a8509 Update unittests 2018-01-03 11:30:24 +01:00
Janne Sinivirta
fed3024302 rewrite get_timeframe in backtesting 2018-01-02 21:54:31 +02:00
Janne Sinivirta
ae52880f81 improve backtesting result formatting 2018-01-02 17:39:02 +02:00
kryofly
f7398e615a Improve backtesting tests (#256) 
* test bugfix dataframe trimming

* flake8 (as usual)

* tests backtesting cleanup and bugfix

* flake8

* test backtesting::start()

* tests cleanup set() usage

* tests: add missing assert
 2017-12-30 11:55:23 +01:00
kryofly
37613fc056 flake8 2017-12-29 17:53:58 +01:00
Janne Sinivirta
133c467cf4
Merge branch 'develop' into tests_dec28 2017-12-29 16:33:12 +02:00
Gerald Lonlas
0d605d2396 Refactor Optimize tests, and add more unit tests 2017-12-28 22:32:48 -08:00
kryofly
ab112581a7 tests: anal stretching to accomodate flake8 2017-12-28 20:05:33 +01:00
kryofly
f48f5d0f31 tests for dataframe, whitelist and backtesting 2017-12-28 15:58:19 +01:00
Janne Sinivirta
7f44ba6df4 unit tests for optimize.hyperopt 2017-12-28 06:39:56 +02:00
Janne Sinivirta
ae0a1436e2 match test files to prod files for backtesting/hyperopt 2017-12-28 06:35:09 +02:00