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test: clean up optimize_report tests

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Matthias
2024-12-23 16:19:46 +01:00
parent aa99baf268
commit bb372e380d
1 changed files with 48 additions and 58 deletions
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106
tests/optimize/test_optimize_reports.py
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@@ -3,6 +3,7 @@ import re
from datetime import timedelta
from pathlib import Path
from shutil import copyfile
from zipfile import ZipFile
import joblib
import pandas as pd
@@ -275,67 +276,33 @@ def test_store_backtest_results_real(tmp_path):
data = {"metadata": {}, "strategy": {}, "strategy_comparison": []}
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()
zip_file = tmp_path / "backtest-result-2022_01_01_15_05_13.zip"
assert zip_file.is_file()
assert (tmp_path / "backtest-result-2022_01_01_15_05_13.meta.json").is_file()
assert not (tmp_path / "backtest-result-2022_01_01_15_05_13_market_change.feather").is_file()
with ZipFile(zip_file, "r") as zipf:
assert "backtest-result-2022_01_01_15_05_13.json" in zipf.namelist()
assert "backtest-result-2022_01_01_15_05_13_market_change.feather" not in zipf.namelist()
assert (tmp_path / LAST_BT_RESULT_FN).is_file()
fn = get_latest_backtest_filename(tmp_path)
assert fn == "backtest-result-2022_01_01_15_05_13.json"
assert fn == "backtest-result-2022_01_01_15_05_13.zip"
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()
zip_file = tmp_path / "backtest-result-2024_01_01_15_05_25.zip"
assert zip_file.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()
assert not (tmp_path / "backtest-result-2024_01_01_15_05_25_market_change.feather").is_file()
with ZipFile(zip_file, "r") as zipf:
assert "backtest-result-2024_01_01_15_05_25.json" in zipf.namelist()
assert "backtest-result-2024_01_01_15_05_25_market_change.feather" in zipf.namelist()
assert (tmp_path / LAST_BT_RESULT_FN).is_file()
# Last file reference should be updated
fn = get_latest_backtest_filename(tmp_path)
assert fn == "backtest-result-2024_01_01_15_05_25.json"
def test_store_backtest_candles(tmp_path, mocker):
mocker.patch("freqtrade.optimize.optimize_reports.bt_storage.file_dump_json")
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": tmp_path,
"export": "signals",
"runmode": "backtest",
}
# mock directory exporting
data = {
"signals": candle_dict,
"rejected": {},
"exited": {},
}
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)
assert str(dump_mock.call_args_list[0][0][0]).endswith("_signals.pkl")
assert str(dump_mock.call_args_list[1][0][0]).endswith("_rejected.pkl")
assert str(dump_mock.call_args_list[2][0][0]).endswith("_exited.pkl")
dump_mock.reset_mock()
# mock file exporting
filename = Path(tmp_path / "testresult")
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 tmp_path / testresult-<timestamp>_signals.pkl
assert str(dump_mock.call_args_list[0][0][0]).endswith("_signals.pkl")
assert str(dump_mock.call_args_list[1][0][0]).endswith("_rejected.pkl")
assert str(dump_mock.call_args_list[2][0][0]).endswith("_exited.pkl")
dump_mock.reset_mock()
assert fn == "backtest-result-2024_01_01_15_05_25.zip"
def test_write_read_backtest_candles(tmp_path):
@@ -355,9 +322,21 @@ def test_write_read_backtest_candles(tmp_path):
"exited": {},
}
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)
stored_file = tmp_path / f"backtest-result-{sample_date}.zip"
signals_pkl = f"backtest-result-{sample_date}_signals.pkl"
rejected_pkl = f"backtest-result-{sample_date}_rejected.pkl"
exited_pkl = f"backtest-result-{sample_date}_exited.pkl"
assert not (tmp_path / signals_pkl).is_file()
assert stored_file.is_file()
with ZipFile(stored_file, "r") as zipf:
assert signals_pkl in zipf.namelist()
assert rejected_pkl in zipf.namelist()
assert exited_pkl in zipf.namelist()
# open and read the file
with zipf.open(signals_pkl) as scp:
pickled_signal_candles = joblib.load(scp)
assert pickled_signal_candles.keys() == candle_dict.keys()
assert pickled_signal_candles["DefStrat"].keys() == pickled_signal_candles["DefStrat"].keys()
@@ -371,14 +350,25 @@ def test_write_read_backtest_candles(tmp_path):
filename = tmp_path / "testresult"
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)
stored_file = tmp_path / f"testresult-{sample_date}.zip"
signals_pkl = f"testresult-{sample_date}_signals.pkl"
rejected_pkl = f"testresult-{sample_date}_rejected.pkl"
exited_pkl = f"testresult-{sample_date}_exited.pkl"
assert not (tmp_path / signals_pkl).is_file()
assert stored_file.is_file()
assert pickled_signal_candles.keys() == candle_dict.keys()
assert pickled_signal_candles["DefStrat"].keys() == pickled_signal_candles["DefStrat"].keys()
assert pickled_signal_candles["DefStrat"]["UNITTEST/BTC"].equals(
pickled_signal_candles["DefStrat"]["UNITTEST/BTC"]
with ZipFile(stored_file, "r") as zipf:
assert signals_pkl in zipf.namelist()
assert rejected_pkl in zipf.namelist()
assert exited_pkl in zipf.namelist()
with zipf.open(signals_pkl) as scp:
pickled_signal_candles2 = joblib.load(scp)
assert pickled_signal_candles2.keys() == candle_dict.keys()
assert pickled_signal_candles2["DefStrat"].keys() == pickled_signal_candles2["DefStrat"].keys()
assert pickled_signal_candles2["DefStrat"]["UNITTEST/BTC"].equals(
pickled_signal_candles2["DefStrat"]["UNITTEST/BTC"]
)
_clean_test_file(stored_file)