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Replace coins in whitelist with existing ones

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This commit is contained in:
Matthias 2019-10-30 09:20:56 +01:00
parent dab4ab78fc
commit 7204227022
9 changed files with 15 additions and 15 deletions
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2
config.json.example
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@ -44,7 +44,7 @@
"ZEC/BTC", "ZEC/BTC",
"XLM/BTC", "XLM/BTC",
"NXT/BTC", "NXT/BTC",
"POWR/BTC", "TRX/BTC",
"ADA/BTC", "ADA/BTC",
"XMR/BTC" "XMR/BTC"
], ],

2
config_full.json.example
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@ -78,7 +78,7 @@
"ZEC/BTC", "ZEC/BTC",
"XLM/BTC", "XLM/BTC",
"NXT/BTC", "NXT/BTC",
"POWR/BTC", "TRX/BTC",
"ADA/BTC", "ADA/BTC",
"XMR/BTC" "XMR/BTC"
], ],

2
tests/config_test_comments.json
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@ -78,7 +78,7 @@
"ZEC/BTC", "ZEC/BTC",
"XLM/BTC", "XLM/BTC",
"NXT/BTC", "NXT/BTC",
"POWR/BTC", "TRX/BTC",
"ADA/BTC", "ADA/BTC",
"XMR/BTC" "XMR/BTC"
], ],

8
tests/data/test_btanalysis.py
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@ -125,11 +125,11 @@ def test_create_cum_profit(testdatadir):
bt_data = load_backtest_data(filename) bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112") timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="POWR/BTC", ticker_interval='5m', df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
datadir=testdatadir, timerange=timerange) datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'), cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'], bt_data[bt_data["pair"] == 'TRX/BTC'],
"cum_profits", timeframe="5m") "cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0 assert cum_profits.iloc[0]['cum_profits'] == 0
@ -143,11 +143,11 @@ def test_create_cum_profit1(testdatadir):
bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20) bt_data.loc[:, 'close_time'] = bt_data.loc[:, 'close_time'] + DateOffset(seconds=20)
timerange = TimeRange.parse_timerange("20180110-20180112") timerange = TimeRange.parse_timerange("20180110-20180112")
df = load_pair_history(pair="POWR/BTC", ticker_interval='5m', df = load_pair_history(pair="TRX/BTC", ticker_interval='5m',
datadir=testdatadir, timerange=timerange) datadir=testdatadir, timerange=timerange)
cum_profits = create_cum_profit(df.set_index('date'), cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'], bt_data[bt_data["pair"] == 'TRX/BTC'],
"cum_profits", timeframe="5m") "cum_profits", timeframe="5m")
assert "cum_profits" in cum_profits.columns assert "cum_profits" in cum_profits.columns
assert cum_profits.iloc[0]['cum_profits'] == 0 assert cum_profits.iloc[0]['cum_profits'] == 0

2
tests/optimize/test_hyperopt.py
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@ -516,7 +516,7 @@ def test_generate_optimizer(mocker, default_conf) -> None:
default_conf.update({'hyperopt_min_trades': 1}) default_conf.update({'hyperopt_min_trades': 1})
trades = [ trades = [
('POWR/BTC', 0.023117, 0.000233, 100) ('TRX/BTC', 0.023117, 0.000233, 100)
] ]
labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration'] labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
backtest_result = pd.DataFrame.from_records(trades, columns=labels) backtest_result = pd.DataFrame.from_records(trades, columns=labels)

10
tests/test_plotting.py
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@ -53,10 +53,10 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
assert "trades" in ret assert "trades" in ret
assert "pairs" in ret assert "pairs" in ret
default_conf['pairs'] = ["POWR/BTC", "ADA/BTC"] default_conf['pairs'] = ["TRX/BTC", "ADA/BTC"]
ret = init_plotscript(default_conf) ret = init_plotscript(default_conf)
assert "tickers" in ret assert "tickers" in ret
assert "POWR/BTC" in ret["tickers"] assert "TRX/BTC" in ret["tickers"]
assert "ADA/BTC" in ret["tickers"] assert "ADA/BTC" in ret["tickers"]
@ -228,12 +228,12 @@ def test_add_profit(testdatadir):
bt_data = load_backtest_data(filename) bt_data = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112") timerange = TimeRange.parse_timerange("20180110-20180112")
df = history.load_pair_history(pair="POWR/BTC", ticker_interval='5m', df = history.load_pair_history(pair="TRX/BTC", ticker_interval='5m',
datadir=testdatadir, timerange=timerange) datadir=testdatadir, timerange=timerange)
fig = generate_empty_figure() fig = generate_empty_figure()
cum_profits = create_cum_profit(df.set_index('date'), cum_profits = create_cum_profit(df.set_index('date'),
bt_data[bt_data["pair"] == 'POWR/BTC'], bt_data[bt_data["pair"] == 'TRX/BTC'],
"cum_profits", timeframe="5m") "cum_profits", timeframe="5m")
fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits') fig1 = add_profit(fig, row=2, data=cum_profits, column='cum_profits', name='Profits')
@ -247,7 +247,7 @@ def test_generate_profit_graph(testdatadir):
filename = testdatadir / "backtest-result_test.json" filename = testdatadir / "backtest-result_test.json"
trades = load_backtest_data(filename) trades = load_backtest_data(filename)
timerange = TimeRange.parse_timerange("20180110-20180112") timerange = TimeRange.parse_timerange("20180110-20180112")
pairs = ["POWR/BTC", "ADA/BTC"] pairs = ["TRX/BTC", "ADA/BTC"]
tickers = history.load_data(datadir=testdatadir, tickers = history.load_data(datadir=testdatadir,
pairs=pairs, pairs=pairs,

0
tests/testdata/POWR_BTC-5m.json → tests/testdata/TRX_BTC-5m.json vendored
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2
tests/testdata/backtest-result_test.json vendored
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File diff suppressed because one or more lines are too long

2
tests/testdata/pairs.json vendored
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@ -9,7 +9,7 @@
"LTC/BTC", "LTC/BTC",
"NEO/BTC", "NEO/BTC",
"NXT/BTC", "NXT/BTC",
"POWR/BTC", "TRX/BTC",
"STORJ/BTC", "STORJ/BTC",
"QTUM/BTC", "QTUM/BTC",
"WAVES/BTC", "WAVES/BTC",