CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-02 10:03:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge pull request #12214 from mrpabloyeah/fix-shufflefilter-behavior-in-backtesting

Browse Source 
Fix ShuffleFilter behavior in backtesting
This commit is contained in:
Matthias
2025-09-19 20:36:37 +02:00
committed by GitHub
parent a1dad065b2 c6551819cd
commit 78acaf8f4c
12 changed files with 176 additions and 36 deletions
Download Patch File Download Diff File Expand all files Collapse all files

74
tests/optimize/test_backtesting.py
View File

@@ -27,7 +27,7 @@ from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename,
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import LocalTrade, Trade
from freqtrade.resolvers import StrategyResolver
from freqtrade.util.datetime_helpers import dt_utc
from freqtrade.util import dt_now, dt_utc
from tests.conftest import (
CURRENT_TEST_STRATEGY,
EXMS,
@@ -2715,3 +2715,75 @@ def test_get_backtest_metadata_filename():
filename = "backtest_results_zip.zip"
expected = Path("backtest_results_zip.meta.json")
assert get_backtest_metadata_filename(filename) == expected
@pytest.mark.parametrize("dynamic_pairlist", [True, False])
def test_time_pair_generator_refresh_pairlist(mocker, default_conf, dynamic_pairlist):
patch_exchange(mocker)
default_conf["enable_dynamic_pairlist"] = dynamic_pairlist
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
assert backtesting.dynamic_pairlist == dynamic_pairlist
refresh_mock = mocker.patch(
"freqtrade.plugins.pairlistmanager.PairListManager.refresh_pairlist"
)
# Simulate 2 candles
start_date = datetime(2025, 1, 1, 0, 0, tzinfo=UTC)
end_date = start_date + timedelta(minutes=10)
pairs = default_conf["exchange"]["pair_whitelist"]
data = {pair: [] for pair in pairs}
# Simulate backtest loop
list(backtesting.time_pair_generator(start_date, end_date, pairs, data))
if dynamic_pairlist:
assert refresh_mock.call_count == 2
else:
assert refresh_mock.call_count == 0
@pytest.mark.parametrize("dynamic_pairlist", [True, False])
def test_time_pair_generator_open_trades_first(mocker, default_conf, dynamic_pairlist):
patch_exchange(mocker)
default_conf["enable_dynamic_pairlist"] = dynamic_pairlist
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
assert backtesting.dynamic_pairlist == dynamic_pairlist
pairs = ["XRP/BTC", "LTC/BTC", "NEO/BTC", "ETH/BTC"]
# Simulate open trades
trades = [
LocalTrade(pair="XRP/BTC", open_date=dt_now(), amount=1, open_rate=1),
LocalTrade(pair="NEO/BTC", open_date=dt_now(), amount=1, open_rate=1),
]
LocalTrade.bt_trades_open = trades
LocalTrade.bt_trades_open_pp = {
"XRP/BTC": [trades[0]],
"NEO/BTC": [trades[1]],
"LTC/BTC": [],
"ETH/BTC": [],
}
start_date = datetime(2025, 1, 1, 0, 0, tzinfo=UTC)
end_date = start_date + timedelta(minutes=5)
dummy_row = (end_date, 1.0, 1.1, 0.9, 1.0, 0, 0, 0, 0, None, None)
data = {pair: [dummy_row] for pair in pairs}
def mock_refresh(self):
# Simulate shuffle
self._whitelist = pairs[::-1] # ['ETH/BTC', 'NEO/BTC', 'LTC/BTC', 'XRP/BTC']
mocker.patch("freqtrade.plugins.pairlistmanager.PairListManager.refresh_pairlist", mock_refresh)
processed_pairs = []
for _, pair, _, _, _ in backtesting.time_pair_generator(start_date, end_date, pairs, data):
processed_pairs.append(pair)
# Open trades first in both cases
if dynamic_pairlist:
assert processed_pairs == ["XRP/BTC", "NEO/BTC", "ETH/BTC", "LTC/BTC"]
else:
assert processed_pairs == ["XRP/BTC", "NEO/BTC", "LTC/BTC", "ETH/BTC"]