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Use global backtest instance for backtesting tests

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This commit is contained in:
enenn 2018-04-07 23:00:07 +02:00
parent 07c655cf41
commit 4ac2afacfa
1 changed files with 27 additions and 14 deletions
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41
freqtrade/tests/optimize/test_backtesting.py
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@ -6,6 +6,7 @@ import random
from copy import deepcopy
from typing import List
from unittest.mock import MagicMock
import pytest
import numpy as np
import pandas as pd
@ -18,7 +19,17 @@ from freqtrade.optimize.backtesting import Backtesting, start, setup_configurati
from freqtrade.tests.conftest import default_conf, log_has
# Avoid to reinit the same object again and again
_BACKTESTING = Backtesting(default_conf())
_BACKTESTING = None
_BACKTESTING_INITIALIZED = False
@pytest.fixture(scope='function')
def init_backtesting(default_conf, mocker):
global _BACKTESTING_INITIALIZED, _BACKTESTING
if not _BACKTESTING_INITIALIZED:
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
_BACKTESTING = Backtesting(default_conf)
_BACKTESTING_INITIALIZED = True
def get_args(args) -> List[str]:
@ -266,7 +277,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
)
def test_start(mocker, default_conf, caplog) -> None:
def test_start(mocker, init_backtesting, default_conf, caplog) -> None:
"""
Test start() function
"""
@ -306,10 +317,11 @@ def test_backtesting__init__(mocker, default_conf) -> None:
assert init_mock.call_count == 1
def test_backtesting_init(default_conf) -> None:
def test_backtesting_init(mocker, default_conf) -> None:
"""
Test Backtesting._init() method
"""
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
backtesting = Backtesting(default_conf)
assert backtesting.config == default_conf
assert isinstance(backtesting.analyze, Analyze)
@ -319,7 +331,7 @@ def test_backtesting_init(default_conf) -> None:
assert callable(backtesting.populate_sell_trend)
def test_tickerdata_to_dataframe(default_conf) -> None:
def test_tickerdata_to_dataframe(init_backtesting, default_conf) -> None:
"""
Test Backtesting.tickerdata_to_dataframe() method
"""
@ -338,7 +350,7 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
assert data['UNITTEST/BTC'].equals(data2['UNITTEST/BTC'])
def test_get_timeframe() -> None:
def test_get_timeframe(init_backtesting) -> None:
"""
Test Backtesting.get_timeframe() method
"""
@ -356,7 +368,7 @@ def test_get_timeframe() -> None:
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
def test_generate_text_table():
def test_generate_text_table(init_backtesting):
"""
Test Backtesting.generate_text_table() method
"""
@ -397,6 +409,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
mocker.patch('freqtrade.optimize.load_data', mocked_load_data)
mocker.patch('freqtrade.exchange.get_ticker_history')
mocker.patch('freqtrade.exchange.validate_pairs', MagicMock(return_value=True))
mocker.patch.multiple(
'freqtrade.optimize.backtesting.Backtesting',
backtest=MagicMock(),
@ -426,7 +439,7 @@ def test_backtesting_start(default_conf, mocker, caplog) -> None:
assert log_has(line, caplog.record_tuples)
def test_backtest(default_conf) -> None:
def test_backtest(init_backtesting, default_conf) -> None:
"""
Test Backtesting.backtest() method
"""
@ -445,7 +458,7 @@ def test_backtest(default_conf) -> None:
assert not results.empty
def test_backtest_1min_ticker_interval(default_conf) -> None:
def test_backtest_1min_ticker_interval(init_backtesting, default_conf) -> None:
"""
Test Backtesting.backtest() method with 1 min ticker
"""
@ -465,7 +478,7 @@ def test_backtest_1min_ticker_interval(default_conf) -> None:
assert not results.empty
def test_processed() -> None:
def test_processed(init_backtesting) -> None:
"""
Test Backtesting.backtest() method with offline data
"""
@ -492,7 +505,7 @@ def test_backtest_pricecontours(init_backtesting, default_conf, mocker) -> None:
# Test backtest using offline data (testdata directory)
def test_backtest_ticks(default_conf):
def test_backtest_ticks(init_backtesting, default_conf):
ticks = [1, 5]
fun = _BACKTESTING.populate_buy_trend
for tick in ticks:
@ -501,7 +514,7 @@ def test_backtest_ticks(default_conf):
assert not results.empty
def test_backtest_clash_buy_sell(default_conf):
def test_backtest_clash_buy_sell(init_backtesting, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
buy_value = 1
@ -513,7 +526,7 @@ def test_backtest_clash_buy_sell(default_conf):
assert results.empty
def test_backtest_only_sell(default_conf):
def test_backtest_only_sell(init_backtesting, default_conf):
# Override the default buy trend function in our default_strategy
def fun(dataframe=None):
buy_value = 0
@ -535,7 +548,7 @@ def test_backtest_alternate_buy_sell(init_backtesting, default_conf, mocker):
assert len(results) == 3
def test_backtest_record(default_conf, mocker):
def test_backtest_record(init_backtesting, default_conf, mocker):
names = []
records = []
mocker.patch(
@ -574,7 +587,7 @@ def test_backtest_record(default_conf, mocker):
assert dur > 0
def test_backtest_start_live(default_conf, mocker, caplog):
def test_backtest_start_live(init_backtesting, default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
mocker.patch('freqtrade.exchange.get_ticker_history',
new=lambda n, i: _load_pair_as_ticks(n, i))