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Minor improvements in data.history

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This commit is contained in:
hroff-1902
2019-12-18 01:06:03 +03:00
parent 021fa1ca1a
commit cf4c3642ce
9 changed files with 44 additions and 53 deletions
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20
tests/optimize/test_backtesting.py
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@@ -16,7 +16,7 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import evaluate_result_multi
from freqtrade.data.converter import parse_ticker_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timeframe
from freqtrade.data.history import get_timerange
from freqtrade.optimize import setup_configuration, start_backtesting
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
@@ -100,7 +100,7 @@ def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
data = load_data_test(contour, testdatadir)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
min_date, max_date = get_timerange(processed)
assert isinstance(processed, dict)
results = backtesting.backtest(
{
@@ -138,7 +138,7 @@ def _make_backtest_conf(mocker, datadir, conf=None, pair='UNITTEST/BTC', record=
patch_exchange(mocker)
backtesting = Backtesting(conf)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
min_date, max_date = get_timerange(processed)
return {
'stake_amount': conf['stake_amount'],
'processed': processed,
@@ -458,11 +458,11 @@ def test_generate_text_table_strategyn(default_conf, mocker):
def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
def get_timeframe(input1):
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_data', mocked_load_data)
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
@@ -491,11 +491,11 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None:
def get_timeframe(input1):
def get_timerange(input1):
return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame()))
mocker.patch('freqtrade.data.history.get_timeframe', get_timeframe)
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
mocker.patch('freqtrade.exchange.Exchange.refresh_latest_ohlcv', MagicMock())
patch_exchange(mocker)
mocker.patch.multiple(
@@ -525,7 +525,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
data = history.load_data(datadir=testdatadir, timeframe='5m', pairs=['UNITTEST/BTC'],
timerange=timerange)
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed)
min_date, max_date = get_timerange(data_processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
@@ -581,7 +581,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -
data = history.load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'],
timerange=timerange)
processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(processed)
min_date, max_date = get_timerange(processed)
results = backtesting.backtest(
{
'stake_amount': default_conf['stake_amount'],
@@ -701,7 +701,7 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
backtesting.strategy.advise_sell = _trend_alternate_hold # Override
data_processed = backtesting.strategy.tickerdata_to_dataframe(data)
min_date, max_date = get_timeframe(data_processed)
min_date, max_date = get_timerange(data_processed)
backtest_conf = {
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,