lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

added test_lookahead_helper_export_to_csv

Browse Source
This commit is contained in:
hippocritical 2023-05-27 19:15:35 +02:00
parent eb31b574c1
commit 636298bb71
1 changed files with 126 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

134
tests/optimize/test_lookahead_analysis.py
View File

@ -1,5 +1,4 @@
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
from copy import deepcopy
from pathlib import Path, PurePosixPath
from unittest.mock import MagicMock, PropertyMock
@ -101,8 +100,8 @@ def test_lookahead_helper_start(lookahead_conf, mocker, caplog) -> None:
def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf, caplog):
analysis = Analysis()
analysis.total_signals = 5
analysis.has_bias = True
analysis.total_signals = 5
analysis.false_entry_signals = 4
analysis.false_exit_signals = 3
@ -118,9 +117,6 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
table, headers, data = (LookaheadAnalysisSubFunctions.
text_table_lookahead_analysis_instances([instance]))
# check amount of returning rows
assert len(data) == 1
# check row contents for a try that errored out
assert data[0][0] == 'strategy_test_v3_with_lookahead_bias.py'
assert data[0][1] == 'strategy_test_v3_with_lookahead_bias'
@ -146,10 +142,132 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
assert data[0][6] == 'falseIndicator1, falseIndicator2'
# check amount of returning rows
assert len(data) == 1
def test_lookahead_helper_export_to_csv():
# TODO
pytest.skip("TODO")
# check amount of multiple rows
table, headers, data = (LookaheadAnalysisSubFunctions.
text_table_lookahead_analysis_instances([instance, instance, instance]))
assert len(data) == 3
def test_lookahead_helper_export_to_csv(lookahead_conf):
import pandas as pd
lookahead_conf['lookahead_analysis_exportfilename'] = "temp_csv_lookahead_analysis.csv"
# just to be sure the test won't fail: remove file if exists for some reason
# (repeat this at the end once again to clean up)
if Path(lookahead_conf['lookahead_analysis_exportfilename']).exists():
Path(lookahead_conf['lookahead_analysis_exportfilename']).unlink()
# before we can start we have to delete the
# 1st check: create a new file and verify its contents
analysis1 = Analysis()
analysis1.has_bias = True
analysis1.total_signals = 5
analysis1.false_entry_signals = 4
analysis1.false_exit_signals = 3
analysis1.false_indicators.append('falseIndicator1')
analysis1.false_indicators.append('falseIndicator2')
lookahead_conf['lookahead_analysis_exportfilename'] = "temp_csv_lookahead_analysis.csv"
strategy_obj1 = {
'name': "strat1",
'location': PurePosixPath("file1.py"),
}
instance1 = LookaheadAnalysis(lookahead_conf, strategy_obj1)
instance1.current_analysis = analysis1
LookaheadAnalysisSubFunctions.export_to_csv(lookahead_conf, [instance1])
saved_data1 = pd.read_csv(lookahead_conf['lookahead_analysis_exportfilename'])
expected_values1 = [
[
'file1.py', 'strat1', True,
5, 4, 3,
"falseIndicator1,falseIndicator2"
],
]
expected_columns = ['filename', 'strategy', 'has_bias',
'total_signals', 'biased_entry_signals', 'biased_exit_signals',
'biased_indicators']
expected_data1 = pd.DataFrame(expected_values1, columns=expected_columns)
assert Path(lookahead_conf['lookahead_analysis_exportfilename']).exists()
assert expected_data1.equals(saved_data1)
# 2nd check: update the same strategy (which internally changed or is being retested)
expected_values2 = [
[
'file1.py', 'strat1', False,
10, 11, 12,
"falseIndicator3,falseIndicator4"
],
]
expected_data2 = pd.DataFrame(expected_values2, columns=expected_columns)
analysis2 = Analysis()
analysis2.has_bias = False
analysis2.total_signals = 10
analysis2.false_entry_signals = 11
analysis2.false_exit_signals = 12
analysis2.false_indicators.append('falseIndicator3')
analysis2.false_indicators.append('falseIndicator4')
strategy_obj2 = {
'name': "strat1",
'location': PurePosixPath("file1.py"),
}
instance2 = LookaheadAnalysis(lookahead_conf, strategy_obj2)
instance2.current_analysis = analysis2
LookaheadAnalysisSubFunctions.export_to_csv(lookahead_conf, [instance2])
saved_data2 = pd.read_csv(lookahead_conf['lookahead_analysis_exportfilename'])
assert expected_data2.equals(saved_data2)
# 3rd check: now we add a new row to an already existing file
expected_values3 = [
[
'file1.py', 'strat1', False,
10, 11, 12,
"falseIndicator3,falseIndicator4"
],
[
'file3.py', 'strat3', True,
20, 21, 22, "falseIndicator5,falseIndicator6"
],
]
expected_data3 = pd.DataFrame(expected_values3, columns=expected_columns)
analysis3 = Analysis()
analysis3.has_bias = True
analysis3.total_signals = 20
analysis3.false_entry_signals = 21
analysis3.false_exit_signals = 22
analysis3.false_indicators.append('falseIndicator5')
analysis3.false_indicators.append('falseIndicator6')
lookahead_conf['lookahead_analysis_exportfilename'] = "temp_csv_lookahead_analysis.csv"
strategy_obj3 = {
'name': "strat3",
'location': PurePosixPath("file3.py"),
}
instance3 = LookaheadAnalysis(lookahead_conf, strategy_obj3)
instance3.current_analysis = analysis3
LookaheadAnalysisSubFunctions.export_to_csv(lookahead_conf, [instance3])
saved_data3 = pd.read_csv(lookahead_conf['lookahead_analysis_exportfilename'])
assert expected_data3.equals(saved_data3)
# remove csv file after the test is done
if Path(lookahead_conf['lookahead_analysis_exportfilename']).exists():
Path(lookahead_conf['lookahead_analysis_exportfilename']).unlink()
def test_initialize_single_lookahead_analysis():