Merge branch 'develop' into pr/froggleston/7861

This commit is contained in:
Matthias
2023-03-19 15:00:20 +01:00
259 changed files with 23487 additions and 14834 deletions

View File

@@ -257,9 +257,8 @@ def test_write_read_backtest_candles(tmpdir):
sample_date = '2022_01_01_15_05_13'
store_backtest_analysis_results(Path(tmpdir), candle_dict, {}, sample_date)
stored_file = Path(tmpdir / f'backtest-result-{sample_date}_signals.pkl')
scp = open(stored_file, "rb")
pickled_signal_candles = joblib.load(scp)
scp.close()
with stored_file.open("rb") 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()
@@ -272,9 +271,8 @@ def test_write_read_backtest_candles(tmpdir):
filename = Path(tmpdir / 'testresult')
store_backtest_analysis_results(filename, candle_dict, {}, sample_date)
stored_file = Path(tmpdir / f'testresult-{sample_date}_signals.pkl')
scp = open(stored_file, "rb")
pickled_signal_candles = joblib.load(scp)
scp.close()
with stored_file.open("rb") 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()
@@ -311,7 +309,7 @@ def test_generate_pair_metrics():
def test_generate_daily_stats(testdatadir):
filename = testdatadir / "backtest_results/backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
res = generate_daily_stats(bt_data)
assert isinstance(res, dict)
@@ -331,7 +329,7 @@ def test_generate_daily_stats(testdatadir):
def test_generate_trading_stats(testdatadir):
filename = testdatadir / "backtest_results/backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
res = generate_trading_stats(bt_data)
assert isinstance(res, dict)
@@ -447,7 +445,7 @@ def test_generate_edge_table():
def test_generate_periodic_breakdown_stats(testdatadir):
filename = testdatadir / "backtest_results/backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename).to_dict(orient='records')
res = generate_periodic_breakdown_stats(bt_data, 'day')
@@ -475,7 +473,7 @@ def test__get_resample_from_period():
def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
filename = testdatadir / "backtest_results/backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_stats(filename)
default_conf['backtest_show_pair_list'] = True