stable/freqtrade/tests/test_optimize_backtesting.py
2017-12-11 22:11:06 +01:00

33 lines
1.2 KiB
Python

# pragma pylint: disable=missing-docstring,W0212
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize.backtesting import backtest
import pytest
def test_backtest(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
results = backtest(default_conf, optimize.preprocess(data), 10, True)
num_resutls = len(results)
assert num_resutls > 0
def test_1min_ticker_interval(default_conf, mocker):
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
# Run a backtesting for an exiting 5min ticker_interval
data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
results = backtest(default_conf, optimize.preprocess(data), 1, True)
assert len(results) > 0
# Run a backtesting for 5min ticker_interval
with pytest.raises(FileNotFoundError):
data = optimize.load_data(ticker_interval=5, pairs=['BTC_UNITEST'])
results = backtest(default_conf, optimize.preprocess(data), 1, True)