123 lines
4.4 KiB
Python
123 lines
4.4 KiB
Python
# pragma pylint: disable=missing-docstring,W0212
|
|
|
|
import os
|
|
import pandas as pd
|
|
from freqtrade import exchange, optimize
|
|
from freqtrade.exchange import Bittrex
|
|
from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
|
|
from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
|
|
|
|
|
|
def test_generate_text_table():
|
|
results = pd.DataFrame(
|
|
{
|
|
'currency': ['BTC_ETH', 'BTC_ETH'],
|
|
'profit_percent': [0.1, 0.2],
|
|
'profit_BTC': [0.2, 0.4],
|
|
'duration': [10, 30]
|
|
}
|
|
)
|
|
assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
|
|
'pair buy count avg profit total profit avg duration\n'
|
|
'------- ----------- ------------ -------------- --------------\n'
|
|
'BTC_ETH 2 15.00% 0.60000000 BTC 100\n'
|
|
'TOTAL 2 15.00% 0.60000000 BTC 100')
|
|
|
|
|
|
def test_get_timeframe():
|
|
data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
|
|
min_date, max_date = get_timeframe(data)
|
|
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
|
|
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
|
|
|
|
|
|
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)
|
|
assert not results.empty
|
|
|
|
|
|
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 not results.empty
|
|
|
|
|
|
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 os.path.join('freqtrade', '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)
|