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refactor: use 1 structure to save analysis signals

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This commit is contained in:
Matthias
2024-12-14 19:50:59 +01:00
parent 11f0a59031
commit 5744e16a07
3 changed files with 32 additions and 25 deletions
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19
tests/optimize/test_optimize_reports.py
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@@ -293,7 +293,13 @@ def test_store_backtest_candles(testdatadir, mocker):
candle_dict = {"DefStrat": {"UNITTEST/BTC": pd.DataFrame()}}
# mock directory exporting
store_backtest_analysis_results(testdatadir, candle_dict, {}, {}, "2022_01_01_15_05_13")
data = {
"signals": candle_dict,
"rejected": {},
"exited": {},
}
store_backtest_analysis_results(testdatadir, data, "2022_01_01_15_05_13")
assert dump_mock.call_count == 3
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -304,7 +310,7 @@ def test_store_backtest_candles(testdatadir, mocker):
dump_mock.reset_mock()
# mock file exporting
filename = Path(testdatadir / "testresult")
store_backtest_analysis_results(filename, candle_dict, {}, {}, "2022_01_01_15_05_13")
store_backtest_analysis_results(filename, data, "2022_01_01_15_05_13")
assert dump_mock.call_count == 3
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
# result will be testdatadir / testresult-<timestamp>_signals.pkl
@@ -320,7 +326,12 @@ def test_write_read_backtest_candles(tmp_path):
# test directory exporting
sample_date = "2022_01_01_15_05_13"
store_backtest_analysis_results(tmp_path, candle_dict, {}, {}, sample_date)
data = {
"signals": candle_dict,
"rejected": {},
"exited": {},
}
store_backtest_analysis_results(tmp_path, data, sample_date)
stored_file = tmp_path / f"backtest-result-{sample_date}_signals.pkl"
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)
@@ -335,7 +346,7 @@ def test_write_read_backtest_candles(tmp_path):
# test file exporting
filename = tmp_path / "testresult"
store_backtest_analysis_results(filename, candle_dict, {}, {}, sample_date)
store_backtest_analysis_results(filename, data, sample_date)
stored_file = tmp_path / f"testresult-{sample_date}_signals.pkl"
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)