from unittest.mock import MagicMock import pytest from arrow import Arrow from pandas import DataFrame, to_datetime from freqtrade.arguments import TimeRange, Arguments from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, create_cum_profit, extract_trades_of_period, load_backtest_data, load_trades_from_db) from freqtrade.data.history import load_pair_history, make_testdata_path from freqtrade.tests.test_persistence import create_mock_trades def test_load_backtest_data(): filename = make_testdata_path(None) / "backtest-result_test.json" bt_data = load_backtest_data(filename) assert isinstance(bt_data, DataFrame) assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"] assert len(bt_data) == 179 # Test loading from string (must yield same result) bt_data2 = load_backtest_data(str(filename)) assert bt_data.equals(bt_data2) with pytest.raises(ValueError, match=r"File .* does not exist\."): load_backtest_data(str("filename") + "nofile") @pytest.mark.usefixtures("init_persistence") def test_load_trades_db(default_conf, fee, mocker): create_mock_trades(fee) # remove init so it does not init again init_mock = mocker.patch('freqtrade.persistence.init', MagicMock()) trades = load_trades_from_db(db_url=default_conf['db_url']) assert init_mock.call_count == 1 assert len(trades) == 3 assert isinstance(trades, DataFrame) assert "pair" in trades.columns assert "open_time" in trades.columns def test_extract_trades_of_period(): pair = "UNITTEST/BTC" timerange = TimeRange(None, 'line', 0, -1000) data = load_pair_history(pair=pair, ticker_interval='1m', datadir=None, timerange=timerange) # timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00 trades = DataFrame( {'pair': [pair, pair, pair, pair], 'profit_percent': [0.0, 0.1, -0.2, -0.5], 'profit_abs': [0.0, 1, -2, -5], 'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime, Arrow(2017, 11, 14, 9, 41, 0).datetime, Arrow(2017, 11, 14, 14, 20, 0).datetime, Arrow(2017, 11, 15, 3, 40, 0).datetime, ], utc=True ), 'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime, Arrow(2017, 11, 14, 10, 41, 0).datetime, Arrow(2017, 11, 14, 15, 25, 0).datetime, Arrow(2017, 11, 15, 3, 55, 0).datetime, ], utc=True) }) trades1 = extract_trades_of_period(data, trades) # First and last trade are dropped as they are out of range assert len(trades1) == 2 assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime def test_create_cum_profit(): filename = make_testdata_path(None) / "backtest-result_test.json" bt_data = load_backtest_data(filename) timerange = Arguments.parse_timerange("20180110-20180112") df = load_pair_history(pair="POWR/BTC", ticker_interval='5m', datadir=None, timerange=timerange) cum_profits = create_cum_profit(df.set_index('date'), bt_data[bt_data["pair"] == 'POWR/BTC'], "cum_profits") assert "cum_profits" in cum_profits.columns assert cum_profits.iloc[0]['cum_profits'] == 0 assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005