66 lines
2.2 KiB
Python
66 lines
2.2 KiB
Python
# pragma pylint: disable=missing-docstring, protected-access, C0103
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from freqtrade import optimize, constants
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from freqtrade.arguments import TimeRange
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from freqtrade.data import history
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from freqtrade.strategy.default_strategy import DefaultStrategy
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from freqtrade.tests.conftest import log_has, patch_exchange
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def test_get_timeframe(default_conf, mocker) -> None:
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patch_exchange(mocker)
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strategy = DefaultStrategy(default_conf)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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datadir=None,
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ticker_interval='1m',
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pairs=['UNITTEST/BTC']
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)
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)
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min_date, max_date = optimize.get_timeframe(data)
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assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
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assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
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def test_validate_backtest_data_warn(default_conf, mocker, caplog) -> None:
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patch_exchange(mocker)
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strategy = DefaultStrategy(default_conf)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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datadir=None,
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ticker_interval='1m',
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pairs=['UNITTEST/BTC'],
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fill_up_missing=False
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)
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)
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min_date, max_date = optimize.get_timeframe(data)
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caplog.clear()
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assert optimize.validate_backtest_data(data, min_date, max_date,
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constants.TICKER_INTERVAL_MINUTES["1m"])
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assert len(caplog.record_tuples) == 1
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assert log_has(
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"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
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caplog.record_tuples)
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def test_validate_backtest_data(default_conf, mocker, caplog) -> None:
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patch_exchange(mocker)
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strategy = DefaultStrategy(default_conf)
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timerange = TimeRange('index', 'index', 200, 250)
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data = strategy.tickerdata_to_dataframe(
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history.load_data(
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datadir=None,
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ticker_interval='5m',
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pairs=['UNITTEST/BTC'],
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timerange=timerange
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)
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)
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min_date, max_date = optimize.get_timeframe(data)
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caplog.clear()
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assert not optimize.validate_backtest_data(data, min_date, max_date,
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constants.TICKER_INTERVAL_MINUTES["5m"])
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assert len(caplog.record_tuples) == 0
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