stable/freqtrade/tests/test_optimize_backtesting.py
2017-12-23 19:00:49 +02:00

100 lines
3.4 KiB
Python

# pragma pylint: disable=missing-docstring,W0212
from freqtrade import exchange, optimize
from freqtrade.exchange import Bittrex
from freqtrade.optimize.backtesting import backtest
from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
import os
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['stake_amount'], optimize.preprocess(data), 10, True)
num_results = len(results)
assert num_results > 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['stake_amount'], optimize.preprocess(data), 1, True)
assert len(results) > 0
def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
assert os.path.isfile(file) is True
# delete file freshly downloaded
if os.path.isfile(file):
os.remove(file)
def test_testdata_path():
assert str('freqtrade/optimize/../tests/testdata') in testdata_path()
def test_download_pairs(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
assert os.path.isfile(file1_1) is True
assert os.path.isfile(file1_5) is True
assert os.path.isfile(file2_1) is True
assert os.path.isfile(file2_5) is True
# delete files freshly downloaded
if os.path.isfile(file1_1):
os.remove(file1_1)
if os.path.isfile(file1_5):
os.remove(file1_5)
if os.path.isfile(file2_1):
os.remove(file2_1)
if os.path.isfile(file2_5):
os.remove(file2_5)
def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
mocker.patch.dict('freqtrade.main._CONF', default_conf)
exchange._API = Bittrex({'key': '', 'secret': ''})
# Download a 1 min ticker file
file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
download_backtesting_testdata(pair="BTC-XEL", interval=1)
assert os.path.isfile(file1) is True
if os.path.isfile(file1):
os.remove(file1)
# Download a 5 min ticker file
file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
download_backtesting_testdata(pair="BTC-STORJ", interval=5)
assert os.path.isfile(file2) is True
if os.path.isfile(file2):
os.remove(file2)