Move test-backtestfiles to separate directory

This commit is contained in:
Matthias 2022-04-11 20:32:02 +02:00
parent 85e7deb2cd
commit 4254d86658
8 changed files with 30 additions and 23 deletions

View File

@ -1429,7 +1429,7 @@ def test_backtesting_show(mocker, testdatadir, capsys):
args = [
"backtesting-show",
"--export-filename",
f"{testdatadir / 'backtest-result_new.json'}",
f"{testdatadir / 'backtest_results/backtest-result_new.json'}",
"--show-pair-list"
]
pargs = get_args(args)

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@ -27,18 +27,19 @@ def test_get_latest_backtest_filename(testdatadir, mocker):
with pytest.raises(ValueError,
match=r"Directory .* does not seem to contain .*"):
get_latest_backtest_filename(testdatadir.parent)
get_latest_backtest_filename(testdatadir)
res = get_latest_backtest_filename(testdatadir)
testdir_bt = testdatadir / "backtest_results"
res = get_latest_backtest_filename(testdir_bt)
assert res == 'backtest-result_new.json'
res = get_latest_backtest_filename(str(testdatadir))
res = get_latest_backtest_filename(str(testdir_bt))
assert res == 'backtest-result_new.json'
mocker.patch("freqtrade.data.btanalysis.json_load", return_value={})
with pytest.raises(ValueError, match=r"Invalid '.last_result.json' format."):
get_latest_backtest_filename(testdatadir)
get_latest_backtest_filename(testdir_bt)
def test_get_latest_hyperopt_file(testdatadir):
@ -81,7 +82,7 @@ def test_load_backtest_data_old_format(testdatadir, mocker):
def test_load_backtest_data_new_format(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
@ -92,19 +93,19 @@ def test_load_backtest_data_new_format(testdatadir):
assert bt_data.equals(bt_data2)
# Test loading from folder (must yield same result)
bt_data3 = load_backtest_data(testdatadir)
bt_data3 = load_backtest_data(testdatadir / "backtest_results")
assert bt_data.equals(bt_data3)
with pytest.raises(ValueError, match=r"File .* does not exist\."):
load_backtest_data(str("filename") + "nofile")
with pytest.raises(ValueError, match=r"Unknown dataformat."):
load_backtest_data(testdatadir / LAST_BT_RESULT_FN)
load_backtest_data(testdatadir / "backtest_results" / LAST_BT_RESULT_FN)
def test_load_backtest_data_multi(testdatadir):
filename = testdatadir / "backtest-result_multistrat.json"
filename = testdatadir / "backtest_results/backtest-result_multistrat.json"
for strategy in ('StrategyTestV2', 'TestStrategy'):
bt_data = load_backtest_data(filename, strategy=strategy)
assert isinstance(bt_data, DataFrame)
@ -182,7 +183,7 @@ def test_extract_trades_of_period(testdatadir):
def test_analyze_trade_parallelism(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
res = analyze_trade_parallelism(bt_data, "5m")
@ -256,7 +257,7 @@ def test_combine_dataframes_with_mean_no_data(testdatadir):
def test_create_cum_profit(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
@ -272,7 +273,7 @@ def test_create_cum_profit(testdatadir):
def test_create_cum_profit1(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
# Move close-time to "off" the candle, to make sure the logic still works
bt_data.loc[:, 'close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
@ -294,7 +295,7 @@ def test_create_cum_profit1(testdatadir):
def test_calculate_max_drawdown(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
_, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
bt_data, value_col="profit_abs")
@ -318,7 +319,7 @@ def test_calculate_max_drawdown(testdatadir):
def test_calculate_csum(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
csum_min, csum_max = calculate_csum(bt_data)

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@ -228,7 +228,7 @@ def test_generate_pair_metrics():
def test_generate_daily_stats(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
res = generate_daily_stats(bt_data)
assert isinstance(res, dict)
@ -248,7 +248,7 @@ def test_generate_daily_stats(testdatadir):
def test_generate_trading_stats(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
res = generate_trading_stats(bt_data)
assert isinstance(res, dict)
@ -332,7 +332,7 @@ def test_generate_sell_reason_stats():
def test_text_table_strategy(testdatadir):
filename = testdatadir / "backtest-result_multistrat.json"
filename = testdatadir / "backtest_results/backtest-result_multistrat.json"
bt_res_data = load_backtest_stats(filename)
bt_res_data_comparison = bt_res_data.pop('strategy_comparison')
@ -364,7 +364,7 @@ def test_generate_edge_table():
def test_generate_periodic_breakdown_stats(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename).to_dict(orient='records')
res = generate_periodic_breakdown_stats(bt_data, 'day')
@ -392,7 +392,7 @@ def test__get_resample_from_period():
def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_stats(filename)
default_conf['backtest_show_pair_list'] = True

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@ -157,7 +157,7 @@ def test_plot_trades(testdatadir, caplog):
assert fig == fig1
assert log_has("No trades found.", caplog)
pair = "ADA/BTC"
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
trades = load_backtest_data(filename)
trades = trades.loc[trades['pair'] == pair]
@ -298,7 +298,7 @@ def test_generate_plot_file(mocker, caplog):
def test_add_profit(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
@ -318,7 +318,7 @@ def test_add_profit(testdatadir):
def test_generate_profit_graph(testdatadir):
filename = testdatadir / "backtest-result_new.json"
filename = testdatadir / "backtest_results/backtest-result_new.json"
trades = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112")
pairs = ["TRX/BTC", "XLM/BTC"]
@ -456,7 +456,7 @@ def test_plot_profit(default_conf, mocker, testdatadir):
match=r"No trades found, cannot generate Profit-plot.*"):
plot_profit(default_conf)
default_conf['exportfilename'] = testdatadir / "backtest-result_new.json"
default_conf['exportfilename'] = testdatadir / "backtest_results/backtest-result_new.json"
plot_profit(default_conf)

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@ -0,0 +1,6 @@
{
"StrategyTestV3": {
"run_id": "430d0271075ef327edbb23088f4db4ebe51a3dbf",
"backtest_start_time": 1648904006
}
}