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refactor ohlcvdata_to_dataframe to advise_all_indicators

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Matthias
2021-08-09 14:53:18 +02:00
parent f17942b68f
commit a5f796bc97
8 changed files with 34 additions and 33 deletions
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18
tests/optimize/test_backtesting.py
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@@ -85,7 +85,7 @@ def simple_backtest(config, contour, mocker, testdatadir) -> None:
backtesting._set_strategy(backtesting.strategylist[0])
data = load_data_test(contour, testdatadir)
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
@@ -107,7 +107,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC'):
patch_exchange(mocker)
backtesting = Backtesting(conf)
backtesting._set_strategy(backtesting.strategylist[0])
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
return {
'processed': processed,
@@ -289,7 +289,7 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
backtesting._set_strategy(backtesting.strategylist[0])
assert backtesting.config == default_conf
assert backtesting.timeframe == '5m'
assert callable(backtesting.strategy.ohlcvdata_to_dataframe)
assert callable(backtesting.strategy.advise_all_indicators)
assert callable(backtesting.strategy.advise_buy)
assert callable(backtesting.strategy.advise_sell)
assert isinstance(backtesting.strategy.dp, DataProvider)
@@ -335,14 +335,14 @@ def test_data_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
fill_up_missing=True)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
assert len(processed['UNITTEST/BTC']) == 102
# Load strategy to compare the result between Backtesting function and strategy are the same
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
processed2 = strategy.ohlcvdata_to_dataframe(data)
processed2 = strategy.advise_all_indicators(data)
assert processed['UNITTEST/BTC'].equals(processed2['UNITTEST/BTC'])
@@ -549,7 +549,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
timerange = TimeRange('date', None, 1517227800, 0)
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
result = backtesting.backtest(
processed=processed,
@@ -614,7 +614,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None
timerange = TimeRange.parse_timerange('1510688220-1510700340')
data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
results = backtesting.backtest(
processed=processed,
@@ -633,7 +633,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None:
backtesting._set_strategy(backtesting.strategylist[0])
dict_of_tickerrows = load_data_test('raise', testdatadir)
dataframes = backtesting.strategy.ohlcvdata_to_dataframe(dict_of_tickerrows)
dataframes = backtesting.strategy.advise_all_indicators(dict_of_tickerrows)
dataframe = dataframes['UNITTEST/BTC']
cols = dataframe.columns
# assert the dataframe got some of the indicator columns
@@ -782,7 +782,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
backtesting.strategy.advise_buy = _trend_alternate_hold # Override
backtesting.strategy.advise_sell = _trend_alternate_hold # Override
processed = backtesting.strategy.ohlcvdata_to_dataframe(data)
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)
backtest_conf = {
'processed': processed,