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chore: Add "use_detail" to detail test

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Matthias
2024-08-12 14:19:44 +02:00
parent 4882a18bf9
commit 530226dbe8
1 changed files with 18 additions and 0 deletions
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18
tests/optimize/test_backtesting.py
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@@ -1561,6 +1561,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
assert len(evaluate_result_multi(results["results"], "5m", 1)) == 0 assert len(evaluate_result_multi(results["results"], "5m", 1)) == 0
@pytest.mark.parametrize("use_detail", [True, False])
@pytest.mark.parametrize("pair", ["ADA/USDT", "LTC/USDT"]) @pytest.mark.parametrize("pair", ["ADA/USDT", "LTC/USDT"])
@pytest.mark.parametrize("tres", [0, 20, 30]) @pytest.mark.parametrize("tres", [0, 20, 30])
def test_backtest_multi_pair_detail( def test_backtest_multi_pair_detail(
@@ -1569,6 +1570,7 @@ def test_backtest_multi_pair_detail(
mocker, mocker,
tres, tres,
pair, pair,
use_detail,
): ):
""" """
literally the same as test_backtest_multi_pair - but with artificial data literally the same as test_backtest_multi_pair - but with artificial data
@@ -1592,6 +1594,10 @@ def test_backtest_multi_pair_detail(
default_conf_usdt["runmode"] = "backtest" default_conf_usdt["runmode"] = "backtest"
default_conf_usdt["stoploss"] = -1.0 default_conf_usdt["stoploss"] = -1.0
default_conf_usdt["minimal_roi"] = {"0": 100} default_conf_usdt["minimal_roi"] = {"0": 100}
if use_detail:
default_conf_usdt["timeframe_detail"] = "1m"
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001) mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float("inf")) mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float("inf"))
mocker.patch(f"{EXMS}.get_fee", fee) mocker.patch(f"{EXMS}.get_fee", fee)
@@ -1602,6 +1608,7 @@ def test_backtest_multi_pair_detail(
pairs = ["ADA/USDT", "DASH/USDT", "ETH/USDT", "LTC/USDT", "NXT/USDT"] pairs = ["ADA/USDT", "DASH/USDT", "ETH/USDT", "LTC/USDT", "NXT/USDT"]
data = {pair: raw_candles for pair in pairs} data = {pair: raw_candles for pair in pairs}
detail_data = {pair: raw_candles_1m for pair in pairs}
# Only use 500 lines to increase performance # Only use 500 lines to increase performance
data = trim_dictlist(data, -500) data = trim_dictlist(data, -500)
@@ -1614,6 +1621,8 @@ def test_backtest_multi_pair_detail(
backtesting = Backtesting(default_conf_usdt) backtesting = Backtesting(default_conf_usdt)
vr_spy = mocker.spy(backtesting, "validate_row") vr_spy = mocker.spy(backtesting, "validate_row")
bl_spy = mocker.spy(backtesting, "backtest_loop")
backtesting.detail_data = detail_data
backtesting._set_strategy(backtesting.strategylist[0]) backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.bot_loop_start = MagicMock() backtesting.strategy.bot_loop_start = MagicMock()
backtesting.strategy.advise_entry = _trend_alternate_hold # Override backtesting.strategy.advise_entry = _trend_alternate_hold # Override
@@ -1634,6 +1643,15 @@ def test_backtest_multi_pair_detail(
assert backtesting.strategy.bot_loop_start.call_count == 499 assert backtesting.strategy.bot_loop_start.call_count == 499
# Validated row once per candle and pair # Validated row once per candle and pair
assert vr_spy.call_count == 2495 assert vr_spy.call_count == 2495
if use_detail:
# Backtest loop is called once per candle per pair
# Exact numbers depend on trade state - but should be around 3_800
assert bl_spy.call_count > 3_800
assert bl_spy.call_count < 3_900
else:
assert bl_spy.call_count < 2495
# List of calls pair args - in batches of 5 (s) # List of calls pair args - in batches of 5 (s)
calls_per_candle = defaultdict(list) calls_per_candle = defaultdict(list)
for call in vr_spy.call_args_list: for call in vr_spy.call_args_list: