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refactor backtesting to its own method as we use it also in hyperopt

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This commit is contained in:
Samuel Husso
2017-10-24 07:58:42 +03:00
parent 79c3e0583d
commit f43ba44b15
2 changed files with 25 additions and 19 deletions
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19
freqtrade/tests/test_backtesting.py
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@@ -21,6 +21,10 @@ def print_results(results):
results.duration.mean() * 5
))
def print_pair_results(pair, results):
print('For currency {}:'.format(pair))
print_results(results[results.currency == pair])
@pytest.fixture
def pairs():
return ['btc-neo', 'btc-eth', 'btc-omg', 'btc-edg', 'btc-pay',
@@ -38,9 +42,7 @@ def conf():
"stoploss": -0.40
}
@pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set")
def test_backtest(conf, pairs, mocker):
def backtest(conf, pairs, mocker):
trades = []
mocker.patch.dict('freqtrade.main._CONF', conf)
for pair in pairs:
@@ -64,14 +66,15 @@ def test_backtest(conf, pairs, mocker):
trades.append((pair, current_profit, index2 - index))
break
labels = ['currency', 'profit', 'duration']
results = DataFrame.from_records(trades, columns=labels)
return results
@pytest.mark.skipif(not os.environ.get('BACKTEST', False), reason="BACKTEST not set")
def test_backtest(conf, pairs, mocker, report=True):
results = backtest(conf, pairs, mocker)
print('====================== BACKTESTING REPORT ================================')
for pair in pairs:
print('For currency {}:'.format(pair))
print_results(results[results.currency == pair])
[print_pair_results(pair, results) for pair in pairs]
print('TOTAL OVER ALL TRADES:')
print_results(results)