Move tests out of freqtrade module

tests/data/test_btanalysis.py

@@ -0,0 +1,136 @@
+from unittest.mock import MagicMock
+
+import pytest
+from arrow import Arrow
+from pandas import DataFrame, to_datetime
+
+from freqtrade.configuration import TimeRange
+from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
+                                       combine_tickers_with_mean,
+                                       create_cum_profit,
+                                       extract_trades_of_period,
+                                       load_backtest_data, load_trades,
+                                       load_trades_from_db)
+from freqtrade.data.history import load_data, load_pair_history
+from freqtrade.tests.test_persistence import create_mock_trades
+
+
+def test_load_backtest_data(testdatadir):
+
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    assert isinstance(bt_data, DataFrame)
+    assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"]
+    assert len(bt_data) == 179
+
+    # Test loading from string (must yield same result)
+    bt_data2 = load_backtest_data(str(filename))
+    assert bt_data.equals(bt_data2)
+
+    with pytest.raises(ValueError, match=r"File .* does not exist\."):
+        load_backtest_data(str("filename") + "nofile")
+
+
+@pytest.mark.usefixtures("init_persistence")
+def test_load_trades_db(default_conf, fee, mocker):
+
+    create_mock_trades(fee)
+    # remove init so it does not init again
+    init_mock = mocker.patch('freqtrade.persistence.init', MagicMock())
+
+    trades = load_trades_from_db(db_url=default_conf['db_url'])
+    assert init_mock.call_count == 1
+    assert len(trades) == 3
+    assert isinstance(trades, DataFrame)
+    assert "pair" in trades.columns
+    assert "open_time" in trades.columns
+    assert "profitperc" in trades.columns
+
+    for col in BT_DATA_COLUMNS:
+        if col not in ['index', 'open_at_end']:
+            assert col in trades.columns
+
+
+def test_extract_trades_of_period(testdatadir):
+    pair = "UNITTEST/BTC"
+    timerange = TimeRange(None, 'line', 0, -1000)
+
+    data = load_pair_history(pair=pair, ticker_interval='1m',
+                             datadir=testdatadir, timerange=timerange)
+
+    # timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
+    trades = DataFrame(
+        {'pair': [pair, pair, pair, pair],
+         'profit_percent': [0.0, 0.1, -0.2, -0.5],
+         'profit_abs': [0.0, 1, -2, -5],
+         'open_time': to_datetime([Arrow(2017, 11, 13, 15, 40, 0).datetime,
+                                   Arrow(2017, 11, 14, 9, 41, 0).datetime,
+                                   Arrow(2017, 11, 14, 14, 20, 0).datetime,
+                                   Arrow(2017, 11, 15, 3, 40, 0).datetime,
+                                   ], utc=True
+                                  ),
+         'close_time': to_datetime([Arrow(2017, 11, 13, 16, 40, 0).datetime,
+                                    Arrow(2017, 11, 14, 10, 41, 0).datetime,
+                                    Arrow(2017, 11, 14, 15, 25, 0).datetime,
+                                    Arrow(2017, 11, 15, 3, 55, 0).datetime,
+                                    ], utc=True)
+         })
+    trades1 = extract_trades_of_period(data, trades)
+    # First and last trade are dropped as they are out of range
+    assert len(trades1) == 2
+    assert trades1.iloc[0].open_time == Arrow(2017, 11, 14, 9, 41, 0).datetime
+    assert trades1.iloc[0].close_time == Arrow(2017, 11, 14, 10, 41, 0).datetime
+    assert trades1.iloc[-1].open_time == Arrow(2017, 11, 14, 14, 20, 0).datetime
+    assert trades1.iloc[-1].close_time == Arrow(2017, 11, 14, 15, 25, 0).datetime
+
+
+def test_load_trades(default_conf, mocker):
+    db_mock = mocker.patch("freqtrade.data.btanalysis.load_trades_from_db", MagicMock())
+    bt_mock = mocker.patch("freqtrade.data.btanalysis.load_backtest_data", MagicMock())
+
+    load_trades("DB",
+                db_url=default_conf.get('db_url'),
+                exportfilename=default_conf.get('exportfilename'),
+                )
+
+    assert db_mock.call_count == 1
+    assert bt_mock.call_count == 0
+
+    db_mock.reset_mock()
+    bt_mock.reset_mock()
+    default_conf['exportfilename'] = "testfile.json"
+    load_trades("file",
+                db_url=default_conf.get('db_url'),
+                exportfilename=default_conf.get('exportfilename'),)
+
+    assert db_mock.call_count == 0
+    assert bt_mock.call_count == 1
+
+
+def test_combine_tickers_with_mean(testdatadir):
+    pairs = ["ETH/BTC", "XLM/BTC"]
+    tickers = load_data(datadir=testdatadir,
+                        pairs=pairs,
+                        ticker_interval='5m'
+                        )
+    df = combine_tickers_with_mean(tickers)
+    assert isinstance(df, DataFrame)
+    assert "ETH/BTC" in df.columns
+    assert "XLM/BTC" in df.columns
+    assert "mean" in df.columns
+
+
+def test_create_cum_profit(testdatadir):
+    filename = testdatadir / "backtest-result_test.json"
+    bt_data = load_backtest_data(filename)
+    timerange = TimeRange.parse_timerange("20180110-20180112")
+
+    df = load_pair_history(pair="POWR/BTC", ticker_interval='5m',
+                           datadir=testdatadir, timerange=timerange)
+
+    cum_profits = create_cum_profit(df.set_index('date'),
+                                    bt_data[bt_data["pair"] == 'POWR/BTC'],
+                                    "cum_profits")
+    assert "cum_profits" in cum_profits.columns
+    assert cum_profits.iloc[0]['cum_profits'] == 0
+    assert cum_profits.iloc[-1]['cum_profits'] == 0.0798005