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103 lines
3.5 KiB
Python
103 lines
3.5 KiB
Python
# pragma pylint: disable=missing-docstring,W0212
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from unittest.mock import MagicMock
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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
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from freqtrade.optimize.__init__ import testdata_path, download_pairs, download_backtesting_testdata
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import os
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import pytest
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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, optimize.preprocess(data), 10, True)
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num_results = len(results)
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assert num_results > 0
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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, optimize.preprocess(data), 1, True)
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assert len(results) > 0
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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 str('freqtrade/optimize/../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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