CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-12 19:01:14 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'develop' into cleaner-tests

Browse Source
This commit is contained in:
Janne Sinivirta
2018-07-30 21:08:55 +03:00
committed by GitHub
parent 8b8d3f3b75 155e134f50
commit f85cc422a3
17 changed files with 537 additions and 75 deletions
Download Patch File Download Diff File Expand all files Collapse all files

28
freqtrade/tests/optimize/test_backtesting.py
View File

@@ -145,7 +145,7 @@ def _trend(signals, buy_value, sell_value):
return signals
def _trend_alternate(dataframe=None):
def _trend_alternate(dataframe=None, metadata=None):
signals = dataframe
low = signals['low']
n = len(low)
@@ -314,8 +314,8 @@ def test_backtesting_init(mocker, default_conf) -> None:
assert backtesting.config == default_conf
assert backtesting.ticker_interval == '5m'
assert callable(backtesting.tickerdata_to_dataframe)
assert callable(backtesting.populate_buy_trend)
assert callable(backtesting.populate_sell_trend)
assert callable(backtesting.advise_buy)
assert callable(backtesting.advise_sell)
get_fee.assert_called()
assert backtesting.fee == 0.5
@@ -562,42 +562,42 @@ def test_backtest_ticks(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
ticks = [1, 5]
fun = Backtesting(default_conf).populate_buy_trend
fun = Backtesting(default_conf).advise_buy
for _ in ticks:
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
backtesting.advise_buy = fun # Override
backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
assert not results.empty
def test_backtest_clash_buy_sell(mocker, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
def fun(dataframe=None, pair=None):
buy_value = 1
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
backtesting.advise_buy = fun # Override
backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
assert results.empty
def test_backtest_only_sell(mocker, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
def fun(dataframe=None, pair=None):
buy_value = 0
sell_value = 1
return _trend(dataframe, buy_value, sell_value)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf)
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = fun # Override
backtesting.populate_sell_trend = fun # Override
backtesting.advise_buy = fun # Override
backtesting.advise_sell = fun # Override
results = backtesting.backtest(backtest_conf)
assert results.empty
@@ -606,8 +606,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker):
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, pair='UNITTEST/BTC')
backtesting = Backtesting(default_conf)
backtesting.populate_buy_trend = _trend_alternate # Override
backtesting.populate_sell_trend = _trend_alternate # Override
backtesting.advise_buy = _trend_alternate # Override
backtesting.advise_sell = _trend_alternate # Override
results = backtesting.backtest(backtest_conf)
backtesting._store_backtest_result("test_.json", results)
assert len(results) == 4