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https://github.com/freqtrade/freqtrade.git
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70 lines
2.7 KiB
Python
70 lines
2.7 KiB
Python
# pragma pylint: disable=missing-docstring, W0212, line-too-long, C0103, unused-argument
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from unittest.mock import PropertyMock
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import numpy as np
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import freqtrade.commands.arguments
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import freqtrade.optimize.lookahead_analysis
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from freqtrade.configuration import TimeRange
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from freqtrade.data import history
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from freqtrade.data.converter import clean_ohlcv_dataframe
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from freqtrade.data.history import get_timerange
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from tests.conftest import patch_exchange
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def trim_dictlist(dict_list, num):
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new = {}
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for pair, pair_data in dict_list.items():
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new[pair] = pair_data[num:].reset_index()
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return new
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def load_data_test(what, testdatadir):
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timerange = TimeRange.parse_timerange('1510694220-1510700340')
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data = history.load_pair_history(pair='UNITTEST/BTC', datadir=testdatadir,
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timeframe='1m', timerange=timerange,
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drop_incomplete=False,
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fill_up_missing=False)
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base = 0.001
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if what == 'raise':
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data.loc[:, 'open'] = data.index * base
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data.loc[:, 'high'] = data.index * base + 0.0001
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data.loc[:, 'low'] = data.index * base - 0.0001
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data.loc[:, 'close'] = data.index * base
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if what == 'lower':
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data.loc[:, 'open'] = 1 - data.index * base
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data.loc[:, 'high'] = 1 - data.index * base + 0.0001
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data.loc[:, 'low'] = 1 - data.index * base - 0.0001
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data.loc[:, 'close'] = 1 - data.index * base
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if what == 'sine':
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hz = 0.1 # frequency
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data.loc[:, 'open'] = np.sin(data.index * hz) / 1000 + base
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data.loc[:, 'high'] = np.sin(data.index * hz) / 1000 + base + 0.0001
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data.loc[:, 'low'] = np.sin(data.index * hz) / 1000 + base - 0.0001
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data.loc[:, 'close'] = np.sin(data.index * hz) / 1000 + base
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return {'UNITTEST/BTC': clean_ohlcv_dataframe(data, timeframe='1m', pair='UNITTEST/BTC',
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fill_missing=True, drop_incomplete=True)}
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def test_biased_strategy(default_conf, mocker, caplog) -> None:
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mocker.patch('freqtrade.data.history.get_timerange', get_timerange)
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patch_exchange(mocker)
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mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
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PropertyMock(return_value=['UNITTEST/BTC']))
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default_conf['timeframe'] = '5m'
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default_conf['timerange'] = '-1510694220'
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default_conf['strategy'] = 'strategy_test_v3_with_lookahead_bias'
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default_conf['strategy_path'] = 'tests/strategy/strats'
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strategy_obj = {}
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strategy_obj['name'] = "strategy_test_v3_with_lookahead_bias"
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freqtrade.optimize.lookahead_analysis.LookaheadAnalysis(default_conf, strategy_obj, {})
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pass
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