mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-09-20 17:41:12 +00:00
70 lines
2.7 KiB
Python
70 lines
2.7 KiB
Python
|
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
|
||
|
|
||
|
from unittest.mock import PropertyMock
|
||
|
|
||
|
import numpy as np
|
||
|
|
||
|
import freqtrade.commands.arguments
|
||
|
import freqtrade.optimize.lookahead_analysis
|
||
|
from freqtrade.configuration import TimeRange
|
||
|
from freqtrade.data import history
|
||
|
from freqtrade.data.converter import clean_ohlcv_dataframe
|
||
|
from freqtrade.data.history import get_timerange
|
||
|
from tests.conftest import patch_exchange
|
||
|
|
||
|
|
||
|
def trim_dictlist(dict_list, num):
|
||
|
new = {}
|
||
|
for pair, pair_data in dict_list.items():
|
||
|
new[pair] = pair_data[num:].reset_index()
|
||
|
return new
|
||
|
|
||
|
|
||
|
def load_data_test(what, testdatadir):
|
||
|
timerange = TimeRange.parse_timerange('1510694220-1510700340')
|
||
|
data = history.load_pair_history(pair='UNITTEST/BTC', datadir=testdatadir,
|
||
|
timeframe='1m', timerange=timerange,
|
||
|
drop_incomplete=False,
|
||
|
fill_up_missing=False)
|
||
|
|
||
|
base = 0.001
|
||
|
if what == 'raise':
|
||
|
data.loc[:, 'open'] = data.index * base
|
||
|
data.loc[:, 'high'] = data.index * base + 0.0001
|
||
|
data.loc[:, 'low'] = data.index * base - 0.0001
|
||
|
data.loc[:, 'close'] = data.index * base
|
||
|
|
||
|
if what == 'lower':
|
||
|
data.loc[:, 'open'] = 1 - data.index * base
|
||
|
data.loc[:, 'high'] = 1 - data.index * base + 0.0001
|
||
|
data.loc[:, 'low'] = 1 - data.index * base - 0.0001
|
||
|
data.loc[:, 'close'] = 1 - data.index * base
|
||
|
|
||
|
if what == 'sine':
|
||
|
hz = 0.1 # frequency
|
||
|
data.loc[:, 'open'] = np.sin(data.index * hz) / 1000 + base
|
||
|
data.loc[:, 'high'] = np.sin(data.index * hz) / 1000 + base + 0.0001
|
||
|
data.loc[:, 'low'] = np.sin(data.index * hz) / 1000 + base - 0.0001
|
||
|
data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base
|
||
|
|
||
|
return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC',
|
||
|
fill_missing=True, drop_incomplete=True)}
|
||
|
|
||
|
|
||
|
def test_biased_strategy(default_conf, mocker, caplog) -> None:
|
||
|
|
||
|
mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
|
||
|
patch_exchange(mocker)
|
||
|
mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
|
||
|
PropertyMock(return_value=['UNITTEST/BTC']))
|
||
|
|
||
|
default_conf['timeframe'] = '5m'
|
||
|
default_conf['timerange'] = '-1510694220'
|
||
|
default_conf['strategy'] = 'strategy_test_v3_with_lookahead_bias'
|
||
|
default_conf['strategy_path'] = 'tests/strategy/strats'
|
||
|
|
||
|
strategy_obj = {}
|
||
|
strategy_obj['name'] = "strategy_test_v3_with_lookahead_bias"
|
||
|
freqtrade.optimize.lookahead_analysis.LookaheadAnalysis(default_conf, strategy_obj, {})
|
||
|
pass
|