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test: Update tests for new bt storage method

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This commit is contained in:
Matthias
2024-12-15 13:18:34 +01:00
parent b04c5aec88
commit a1ab8de593
2 changed files with 32 additions and 16 deletions
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44
tests/optimize/test_optimize_reports.py
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@@ -26,8 +26,7 @@ from freqtrade.optimize.optimize_reports import (
generate_strategy_comparison,
generate_trading_stats,
show_sorted_pairlist,
store_backtest_analysis_results,
store_backtest_stats,
store_backtest_results,
text_table_bt_results,
text_table_strategy,
)
@@ -226,8 +225,9 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
filename_last = tmp_path / LAST_BT_RESULT_FN
_backup_file(filename_last, copy_file=True)
assert not filename.is_file()
default_conf["exportfilename"] = filename
store_backtest_stats(filename, stats, "2022_01_01_15_05_13")
store_backtest_results(default_conf, stats, "2022_01_01_15_05_13")
# get real Filename (it's btresult-<date>.json)
last_fn = get_latest_backtest_filename(filename_last.parent)
@@ -246,11 +246,12 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmp_path):
filename1.unlink()
def test_store_backtest_stats(testdatadir, mocker):
def test_store_backtest_results(testdatadir, mocker):
dump_mock = mocker.patch("freqtrade.optimize.optimize_reports.bt_storage.file_dump_json")
data = {"metadata": {}, "strategy": {}, "strategy_comparison": []}
store_backtest_stats(testdatadir, data, "2022_01_01_15_05_13")
store_backtest_results({"exportfilename": 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)
@@ -258,16 +259,16 @@ def test_store_backtest_stats(testdatadir, mocker):
dump_mock.reset_mock()
filename = testdatadir / "testresult.json"
store_backtest_stats(filename, data, "2022_01_01_15_05_13")
store_backtest_results({"exportfilename": 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>.json
assert str(dump_mock.call_args_list[0][0][0]).startswith(str(testdatadir / "testresult"))
def test_store_backtest_stats_real(tmp_path):
def test_store_backtest_results_real(tmp_path):
data = {"metadata": {}, "strategy": {}, "strategy_comparison": []}
store_backtest_stats(tmp_path, data, "2022_01_01_15_05_13")
store_backtest_results({"exportfilename": tmp_path}, data, "2022_01_01_15_05_13")
assert (tmp_path / "backtest-result-2022_01_01_15_05_13.json").is_file()
assert (tmp_path / "backtest-result-2022_01_01_15_05_13.meta.json").is_file()
@@ -276,7 +277,9 @@ def test_store_backtest_stats_real(tmp_path):
fn = get_latest_backtest_filename(tmp_path)
assert fn == "backtest-result-2022_01_01_15_05_13.json"
store_backtest_stats(tmp_path, data, "2024_01_01_15_05_25", market_change_data=pd.DataFrame())
store_backtest_results(
{"exportfilename": tmp_path}, data, "2024_01_01_15_05_25", market_change_data=pd.DataFrame()
)
assert (tmp_path / "backtest-result-2024_01_01_15_05_25.json").is_file()
assert (tmp_path / "backtest-result-2024_01_01_15_05_25.meta.json").is_file()
assert (tmp_path / "backtest-result-2024_01_01_15_05_25_market_change.feather").is_file()
@@ -291,6 +294,13 @@ def test_store_backtest_candles(testdatadir, mocker):
dump_mock = mocker.patch("freqtrade.optimize.optimize_reports.bt_storage.file_dump_joblib")
candle_dict = {"DefStrat": {"UNITTEST/BTC": pd.DataFrame()}}
bt_results = {"metadata": {}, "strategy": {}, "strategy_comparison": []}
mock_conf = {
"exportfilename": testdatadir,
"export": "signals",
"runmode": "backtest",
}
# mock directory exporting
data = {
@@ -299,7 +309,7 @@ def test_store_backtest_candles(testdatadir, mocker):
"exited": {},
}
store_backtest_analysis_results(testdatadir, data, "2022_01_01_15_05_13")
store_backtest_results(mock_conf, bt_results, "2022_01_01_15_05_13", analysis_results=data)
assert dump_mock.call_count == 3
assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -310,7 +320,8 @@ def test_store_backtest_candles(testdatadir, mocker):
dump_mock.reset_mock()
# mock file exporting
filename = Path(testdatadir / "testresult")
store_backtest_analysis_results(filename, data, "2022_01_01_15_05_13")
mock_conf["exportfilename"] = filename
store_backtest_results(mock_conf, bt_results, "2022_01_01_15_05_13", analysis_results=data)
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
@@ -323,7 +334,13 @@ def test_store_backtest_candles(testdatadir, mocker):
def test_write_read_backtest_candles(tmp_path):
candle_dict = {"DefStrat": {"UNITTEST/BTC": pd.DataFrame()}}
bt_results = {"metadata": {}, "strategy": {}, "strategy_comparison": []}
mock_conf = {
"exportfilename": tmp_path,
"export": "signals",
"runmode": "backtest",
}
# test directory exporting
sample_date = "2022_01_01_15_05_13"
data = {
@@ -331,7 +348,7 @@ def test_write_read_backtest_candles(tmp_path):
"rejected": {},
"exited": {},
}
store_backtest_analysis_results(tmp_path, data, sample_date)
store_backtest_results(mock_conf, bt_results, sample_date, analysis_results=data)
stored_file = tmp_path / f"backtest-result-{sample_date}_signals.pkl"
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)
@@ -346,7 +363,8 @@ def test_write_read_backtest_candles(tmp_path):
# test file exporting
filename = tmp_path / "testresult"
store_backtest_analysis_results(filename, data, sample_date)
mock_conf["exportfilename"] = filename
store_backtest_results(mock_conf, bt_results, sample_date, analysis_results=data)
stored_file = tmp_path / f"testresult-{sample_date}_signals.pkl"
with stored_file.open("rb") as scp:
pickled_signal_candles = joblib.load(scp)