mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
123 lines
4.4 KiB
Python
123 lines
4.4 KiB
Python
# pragma pylint: disable=missing-docstring,W0212
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import os
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import pandas as pd
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from freqtrade import exchange, optimize
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from freqtrade.exchange import Bittrex
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from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
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from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
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def test_generate_text_table():
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results = pd.DataFrame(
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{
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'currency': ['BTC_ETH', 'BTC_ETH'],
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'profit_percent': [0.1, 0.2],
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'profit_BTC': [0.2, 0.4],
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'duration': [10, 30]
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}
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)
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assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
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'pair buy count avg profit total profit avg duration\n'
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'------- ----------- ------------ -------------- --------------\n'
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'BTC_ETH 2 15.00% 0.60000000 BTC 100\n'
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'TOTAL 2 15.00% 0.60000000 BTC 100')
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def test_get_timeframe():
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data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
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min_date, max_date = get_timeframe(data)
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assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
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assert max_date.isoformat() == '2017-11-14T22:59:00+00:00'
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def test_backtest(default_conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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data = optimize.load_data(ticker_interval=5, pairs=['BTC_ETH'])
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results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 10, True)
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assert not results.empty
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def test_1min_ticker_interval(default_conf, mocker):
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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# Run a backtesting for an exiting 5min ticker_interval
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data = optimize.load_data(ticker_interval=1, pairs=['BTC_UNITEST'])
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results = backtest(default_conf['stake_amount'], optimize.preprocess(data), 1, True)
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assert not results.empty
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def test_backtest_with_new_pair(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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optimize.load_data(ticker_interval=1, pairs=['BTC_MEME'])
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file = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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assert os.path.isfile(file) is True
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# delete file freshly downloaded
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if os.path.isfile(file):
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os.remove(file)
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def test_testdata_path():
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assert os.path.join('freqtrade', 'tests', 'testdata') in testdata_path()
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def test_download_pairs(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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file1_1 = 'freqtrade/tests/testdata/BTC_MEME-1.json'
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file1_5 = 'freqtrade/tests/testdata/BTC_MEME-5.json'
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file2_1 = 'freqtrade/tests/testdata/BTC_CFI-1.json'
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file2_5 = 'freqtrade/tests/testdata/BTC_CFI-5.json'
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assert download_pairs(pairs=['BTC-MEME', 'BTC-CFI']) is True
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assert os.path.isfile(file1_1) is True
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assert os.path.isfile(file1_5) is True
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assert os.path.isfile(file2_1) is True
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assert os.path.isfile(file2_5) is True
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# delete files freshly downloaded
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if os.path.isfile(file1_1):
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os.remove(file1_1)
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if os.path.isfile(file1_5):
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os.remove(file1_5)
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if os.path.isfile(file2_1):
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os.remove(file2_1)
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if os.path.isfile(file2_5):
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os.remove(file2_5)
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def test_download_backtesting_testdata(default_conf, ticker_history, mocker):
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mocker.patch('freqtrade.optimize.__init__.get_ticker_history', return_value=ticker_history)
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mocker.patch.dict('freqtrade.main._CONF', default_conf)
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exchange._API = Bittrex({'key': '', 'secret': ''})
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# Download a 1 min ticker file
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file1 = 'freqtrade/tests/testdata/BTC_XEL-1.json'
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download_backtesting_testdata(pair="BTC-XEL", interval=1)
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assert os.path.isfile(file1) is True
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if os.path.isfile(file1):
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os.remove(file1)
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# Download a 5 min ticker file
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file2 = 'freqtrade/tests/testdata/BTC_STORJ-5.json'
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download_backtesting_testdata(pair="BTC-STORJ", interval=5)
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assert os.path.isfile(file2) is True
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if os.path.isfile(file2):
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os.remove(file2)
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