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Fix more tests

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Matthias
2023-05-14 17:46:56 +02:00
parent 915cb5ffbd
commit 7a2ff60255
6 changed files with 54 additions and 51 deletions
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38
tests/optimize/test_optimize_reports.py
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@@ -6,7 +6,6 @@ from shutil import copyfile
import joblib
import pandas as pd
import pytest
from arrow import Arrow
from freqtrade.configuration import TimeRange
from freqtrade.constants import BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
@@ -26,6 +25,7 @@ from freqtrade.optimize.optimize_reports import (_get_resample_from_period, gene
text_table_exit_reason, text_table_strategy)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.util import dt_ts
from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
from tests.conftest import CURRENT_TEST_STRATEGY
from tests.data.test_history import _clean_test_file
@@ -81,14 +81,14 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"UNITTEST/BTC", "UNITTEST/BTC"],
"profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
"profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
"open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
Arrow(2017, 11, 14, 21, 36, 00).datetime,
Arrow(2017, 11, 14, 22, 12, 00).datetime,
Arrow(2017, 11, 14, 22, 44, 00).datetime],
"close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_date": [dt_utc(2017, 11, 14, 19, 32, 00),
dt_utc(2017, 11, 14, 21, 36, 00),
dt_utc(2017, 11, 14, 22, 12, 00),
dt_utc(2017, 11, 14, 22, 44, 00)],
"close_date": [dt_utc(2017, 11, 14, 21, 35, 00),
dt_utc(2017, 11, 14, 22, 10, 00),
dt_utc(2017, 11, 14, 22, 43, 00),
dt_utc(2017, 11, 14, 22, 58, 00)],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
"trade_duration": [123, 34, 31, 14],
@@ -113,8 +113,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
}
}
timerange = TimeRange.parse_timerange('1510688220-1510700340')
min_date = Arrow.fromtimestamp(1510688220)
max_date = Arrow.fromtimestamp(1510700340)
min_date = dt_from_ts(1510688220)
max_date = dt_from_ts(1510700340)
btdata = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
fill_up_missing=True)
@@ -136,14 +136,14 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
{"pair": ["UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC"],
"profit_ratio": [0.003312, 0.010801, -0.013803, 0.002780],
"profit_abs": [0.000003, 0.000011, -0.000014, 0.000003],
"open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
Arrow(2017, 11, 14, 21, 36, 00).datetime,
Arrow(2017, 11, 14, 22, 12, 00).datetime,
Arrow(2017, 11, 14, 22, 44, 00).datetime],
"close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_date": [dt_utc(2017, 11, 14, 19, 32, 00),
dt_utc(2017, 11, 14, 21, 36, 00),
dt_utc(2017, 11, 14, 22, 12, 00),
dt_utc(2017, 11, 14, 22, 44, 00)],
"close_date": [dt_utc(2017, 11, 14, 21, 35, 00),
dt_utc(2017, 11, 14, 22, 10, 00),
dt_utc(2017, 11, 14, 22, 43, 00),
dt_utc(2017, 11, 14, 22, 58, 00)],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.0032903, 0.003217],
"trade_duration": [123, 34, 31, 14],