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Merge pull request #4454 from freqtrade/backtest_compound_speed

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Backtest compound, wallet, ...
This commit is contained in:
Matthias
2021-03-10 10:07:40 +01:00
committed by GitHub
parent 60f6b998d3 4b550dab17
commit 0db5c9746f
38 changed files with 715 additions and 315 deletions
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23
tests/conftest.py
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@@ -19,7 +19,7 @@ from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.edge import Edge, PairInfo
from freqtrade.exchange import Exchange
from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.persistence import Trade, init_db
from freqtrade.persistence import LocalTrade, Trade, init_db
from freqtrade.resolvers import ExchangeResolver
from freqtrade.worker import Worker
from tests.conftest_trades import (mock_trade_1, mock_trade_2, mock_trade_3, mock_trade_4,
@@ -183,28 +183,34 @@ def patch_get_signal(freqtrade: FreqtradeBot, value=(True, False)) -> None:
freqtrade.exchange.refresh_latest_ohlcv = lambda p: None
def create_mock_trades(fee):
def create_mock_trades(fee, use_db: bool = True):
"""
Create some fake trades ...
"""
def add_trade(trade):
if use_db:
Trade.session.add(trade)
else:
LocalTrade.trades.append(trade)
# Simulate dry_run entries
trade = mock_trade_1(fee)
Trade.session.add(trade)
add_trade(trade)
trade = mock_trade_2(fee)
Trade.session.add(trade)
add_trade(trade)
trade = mock_trade_3(fee)
Trade.session.add(trade)
add_trade(trade)
trade = mock_trade_4(fee)
Trade.session.add(trade)
add_trade(trade)
trade = mock_trade_5(fee)
Trade.session.add(trade)
add_trade(trade)
trade = mock_trade_6(fee)
Trade.session.add(trade)
add_trade(trade)
@pytest.fixture(autouse=True)
@@ -255,6 +261,7 @@ def get_default_conf(testdatadir):
"20": 0.02,
"0": 0.04
},
"dry_run_wallet": 1000,
"stoploss": -0.10,
"unfilledtimeout": {
"buy": 10,