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Clean up some codes which use list-based tests

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Matthias 2019-12-27 10:40:14 +01:00
parent 80dbba1280
commit 5479c67178
1 changed files with 24 additions and 41 deletions
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65
tests/optimize/test_backtesting.py
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@ -1,6 +1,5 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument # pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
import math
import random import random
from pathlib import Path from pathlib import Path
from unittest.mock import MagicMock from unittest.mock import MagicMock
@ -14,7 +13,7 @@ from freqtrade import DependencyException, OperationalException, constants
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.btanalysis import evaluate_result_multi from freqtrade.data.btanalysis import evaluate_result_multi
from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.converter import clean_ohlcv_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange from freqtrade.data.history import get_timerange
from freqtrade.optimize import setup_configuration, start_backtesting from freqtrade.optimize import setup_configuration, start_backtesting
@ -50,47 +49,33 @@ def trim_dictlist(dict_list, num):
def load_data_test(what, testdatadir): def load_data_test(what, testdatadir):
timerange = TimeRange.parse_timerange('1510694220-1510700340') timerange = TimeRange.parse_timerange('1510694220-1510700340')
pair = history.load_tickerdata_file(testdatadir, timeframe='1m', data = history.load_pair_history(pair='UNITTEST/BTC', datadir=testdatadir,
pair='UNITTEST/BTC', timerange=timerange) timeframe='1m', timerange=timerange,
datalen = len(pair) drop_incomplete=False,
fill_up_missing=False)
base = 0.001 base = 0.001
if what == 'raise': if what == 'raise':
data = [ data.loc[:, 'open'] = data.index * base
[ data.loc[:, 'high'] = data.index * base + 0.0001
pair[x][0], # Keep old dates data.loc[:, 'low'] = data.index * base - 0.0001
x * base, # But replace O,H,L,C data.loc[:, 'close'] = data.index * base
x * base + 0.0001,
x * base - 0.0001,
x * base,
pair[x][5], # Keep old volume
] for x in range(0, datalen)
]
if what == 'lower': if what == 'lower':
data = [ data.loc[:, 'open'] = 1 - data.index * base
[ data.loc[:, 'high'] = 1 - data.index * base + 0.0001
pair[x][0], # Keep old dates data.loc[:, 'low'] = 1 - data.index * base - 0.0001
1 - x * base, # But replace O,H,L,C data.loc[:, 'close'] = 1 - data.index * base
1 - x * base + 0.0001,
1 - x * base - 0.0001,
1 - x * base,
pair[x][5] # Keep old volume
] for x in range(0, datalen)
]
if what == 'sine': if what == 'sine':
hz = 0.1 # frequency hz = 0.1 # frequency
data = [ data.loc[:, 'open'] = np.sin(data.index * hz) / 1000 + base
[ data.loc[:, 'high'] = np.sin(data.index * hz) / 1000 + base + 0.0001
pair[x][0], # Keep old dates data.loc[:, 'low'] = np.sin(data.index * hz) / 1000 + base - 0.0001
math.sin(x * hz) / 1000 + base, # But replace O,H,L,C data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base
math.sin(x * hz) / 1000 + base + 0.0001,
math.sin(x * hz) / 1000 + base - 0.0001, return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC',
math.sin(x * hz) / 1000 + base, fill_missing=True)}
pair[x][5] # Keep old volume
] for x in range(0, datalen)
]
return {'UNITTEST/BTC': parse_ticker_dataframe(data, '1m', pair="UNITTEST/BTC",
fill_missing=True)}
def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None: def simple_backtest(config, contour, num_results, mocker, testdatadir) -> None:
@ -328,10 +313,8 @@ def test_tickerdata_with_fee(default_conf, mocker, testdatadir) -> None:
def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None: def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker) patch_exchange(mocker)
timerange = TimeRange.parse_timerange('1510694220-1510700340') timerange = TimeRange.parse_timerange('1510694220-1510700340')
tick = history.load_tickerdata_file(testdatadir, 'UNITTEST/BTC', '1m', timerange=timerange) tickerlist = history.load_data(testdatadir, '1m', ['UNITTEST/BTC'], timerange=timerange,
tickerlist = {'UNITTEST/BTC': parse_ticker_dataframe(tick, '1m', pair="UNITTEST/BTC", fill_up_missing=True)
fill_missing=True)}
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
data = backtesting.strategy.tickerdata_to_dataframe(tickerlist) data = backtesting.strategy.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 102 assert len(data['UNITTEST/BTC']) == 102