From f7def09decca261ba71d3a798aba3bb19741ec79 Mon Sep 17 00:00:00 2001 From: toto Date: Sat, 9 Dec 2017 11:39:26 +0100 Subject: [PATCH 1/3] fix for the ticker interval set by default to 5 --- freqtrade/optimize/backtesting.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 49f7e79a8..7f1e5bf4e 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -35,7 +35,7 @@ def get_timeframe(data: Dict[str, Dict]) -> Tuple[arrow.Arrow, arrow.Arrow]: return arrow.get(min_date), arrow.get(max_date) -def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currency) -> str: +def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currency, ticker_interval) -> str: """ Generates and returns a text table for the given backtest data and the results dataframe :return: pretty printed table with tabulate as str @@ -49,7 +49,7 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currenc len(result.index), '{:.2f}%'.format(result.profit.mean() * 100.0), '{:.08f} {}'.format(result.profit.sum(), stake_currency), - '{:.2f}'.format(result.duration.mean() * 5), + '{:.2f}'.format(result.duration.mean() * ticker_interval), ]) # Append Total @@ -58,7 +58,7 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currenc len(results.index), '{:.2f}%'.format(results.profit.mean() * 100.0), '{:.08f} {}'.format(results.profit.sum(), stake_currency), - '{:.2f}'.format(results.duration.mean() * 5), + '{:.2f}'.format(results.duration.mean() * ticker_interval), ]) return tabulate(tabular_data, headers=headers) @@ -162,5 +162,5 @@ def start(args): ) logger.info( '\n====================== BACKTESTING REPORT ======================================\n%s', - generate_text_table(data, results, config['stake_currency']) + generate_text_table(data, results, config['stake_currency'], ticker_interval) ) From 18f01113c2fc8bb83c91b15ceb924e8213cf8837 Mon Sep 17 00:00:00 2001 From: toto Date: Sat, 9 Dec 2017 11:51:53 +0100 Subject: [PATCH 2/3] use the CLI arguments as the ticker interval --- freqtrade/optimize/backtesting.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 7f1e5bf4e..5b34afd25 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -162,5 +162,5 @@ def start(args): ) logger.info( '\n====================== BACKTESTING REPORT ======================================\n%s', - generate_text_table(data, results, config['stake_currency'], ticker_interval) + generate_text_table(data, results, config['stake_currency'], args.ticker_interval) ) From 0617753a7f0c676d62e6d97949c686071dd1f9c7 Mon Sep 17 00:00:00 2001 From: Jean-Baptiste LE STANG Date: Mon, 11 Dec 2017 22:11:06 +0100 Subject: [PATCH 3/3] Adding a test unit for 1 minute ticker interval --- freqtrade/tests/test_optimize_backtesting.py | 16 ++++++++++++++++ freqtrade/tests/testdata/BTC_UNITEST-1.json | 1 + 2 files changed, 17 insertions(+) create mode 100644 freqtrade/tests/testdata/BTC_UNITEST-1.json diff --git a/freqtrade/tests/test_optimize_backtesting.py b/freqtrade/tests/test_optimize_backtesting.py index 7986f6d35..d314214c3 100644 --- a/freqtrade/tests/test_optimize_backtesting.py +++ b/freqtrade/tests/test_optimize_backtesting.py @@ -5,6 +5,7 @@ from freqtrade import exchange, optimize from freqtrade.exchange import Bittrex from freqtrade.optimize.backtesting import backtest +import pytest def test_backtest(default_conf, mocker): mocker.patch.dict('freqtrade.main._CONF', default_conf) @@ -14,3 +15,18 @@ def test_backtest(default_conf, mocker): results = backtest(default_conf, optimize.preprocess(data), 10, True) num_resutls = len(results) assert num_resutls > 0 + + +def test_1min_ticker_interval(default_conf, mocker): + mocker.patch.dict('freqtrade.main._CONF', default_conf) + exchange._API = Bittrex({'key': '', 'secret': ''}) + + # Run a backtesting for an exiting 5min ticker_interval + data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST']) + results = backtest(default_conf, optimize.preprocess(data), 1, True) + assert len(results) > 0 + + # Run a backtesting for 5min ticker_interval + with pytest.raises(FileNotFoundError): + data = optimize.load_data(ticker_interval=5, pairs=['BTC_UNITEST']) + results = backtest(default_conf, optimize.preprocess(data), 1, True) diff --git a/freqtrade/tests/testdata/BTC_UNITEST-1.json b/freqtrade/tests/testdata/BTC_UNITEST-1.json new file mode 100644 index 000000000..ea7c3aaac --- /dev/null +++ b/freqtrade/tests/testdata/BTC_UNITEST-1.json @@ -0,0 +1 @@ +[{"O": 0.00162008, "H": 0.00162008, "L": 0.00162008, "C": 0.00162008, "V": 108.14853839, "T": "2017-11-04T23:02:00", "BV": 0.17520927}, {"O": 0.00161, "H": 0.00161, "L": 0.00161, "C": 0.00161, "V": 82.390199, "T": "2017-11-04T23:03:00", "BV": 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