def test_multiple_multi_symbol_backtestings():
symbols = ["BTC/USDT", "NEO/BTC", "ICX/BTC", "VEN/BTC", "XRB/BTC"]
config = create_backtesting_config(load_test_config(), symbols)
bot = create_backtesting_bot(config)
start_backtesting_bot(bot)
for _ in range(MULTIPLE_BACKTESTINGS_ITERATIONS):
config = create_backtesting_config(load_test_config(), symbols)
bot = create_backtesting_bot(config)
start_backtesting_bot(bot)
async def test_multiple_backtestings():
config = create_backtesting_config(load_test_config(), ["ICX/BTC"])
bot = create_backtesting_bot(config)
previous_profitability, previous_market_profitability = await start_backtesting_bot(bot)
for _ in range(MULTIPLE_BACKTESTINGS_ITERATIONS):
config = create_backtesting_config(load_test_config(), ["ICX/BTC"])
bot = create_backtesting_bot(config)
current_profitability, current_market_profitability = await start_backtesting_bot(bot)
assert previous_profitability == current_profitability
assert previous_market_profitability == current_market_profitability
async def test_multiple_multi_symbol_backtestings():
symbols = ["BTC/USDT", "NEO/BTC", "ICX/BTC", "VEN/BTC", "XRB/BTC"]
config = create_backtesting_config(load_test_config(), symbols)
bot = create_backtesting_bot(config)
previous_profitability, previous_market_profitability = await start_backtesting_bot(bot)
for _ in range(MULTIPLE_BACKTESTINGS_ITERATIONS):
config = create_backtesting_config(load_test_config(), symbols)
bot = create_backtesting_bot(config)
current_profitability, current_market_profitability = await start_backtesting_bot(bot)
assert previous_profitability == current_profitability
assert previous_market_profitability == current_market_profitability
async def test_multi_symbol_backtesting():
config = create_backtesting_config(load_test_config(),
["ICX/BTC", "VEN/BTC", "XRB/BTC"])
bot = create_backtesting_bot(config)
previous_profitability, previous_market_profitability = await start_backtesting_bot(
bot)
bot = create_backtesting_bot(config)
current_profitability, current_market_profitability = await start_backtesting_bot(
bot)
# ensure no randomness in backtesting
assert previous_profitability == current_profitability
assert previous_market_profitability == current_market_profitability
def test_backtesting():
config = create_backtesting_config(["ICX/BTC"])
bot = create_backtesting_bot(config)
previous_profitability, previous_market_profitability = start_backtesting_bot(
bot)
config = create_backtesting_config(["ICX/BTC"])
bot = create_backtesting_bot(config)
current_profitability, current_market_profitability = start_backtesting_bot(
bot)
# ensure no randomness in backtesting
assert previous_profitability == current_profitability
assert previous_market_profitability == current_market_profitability
async def _run_backtesting_with_current_config(self,
symbol,
data_file_to_use=None):
config_to_use = copy.deepcopy(self.config)
config_to_use[CONFIG_BACKTESTING][
CONFIG_BACKTESTING_DATA_FILES] = copy.copy(DATA_FILES)
# remove unused symbols
symbols = {}
for currency, details in copy.deepcopy(SYMBOLS).items():
if symbol in details[CONFIG_CRYPTO_PAIRS]:
symbols[currency] = details
config_to_use[CONFIG_CRYPTO_CURRENCIES] = symbols
if data_file_to_use is not None:
for index, datafile in enumerate(DATA_FILES):
_, file_symbol, _, _ = interpret_file_name(datafile)
if symbol == file_symbol:
config_to_use[CONFIG_BACKTESTING][CONFIG_BACKTESTING_DATA_FILES][index] = \
DATA_FILE_PATH + data_file_to_use + DATA_FILE_EXT
# do not activate web interface on standalone backtesting bot
WebService.enable(config_to_use, False)
filter_wanted_symbols(config_to_use, [symbol])
bot = create_backtesting_bot(config_to_use)
# debug set to False to improve performances
return await start_backtesting_bot(bot), bot
def _run_backtesting_with_current_config(self, symbol, data_file_to_use=None):
config_to_use = copy.deepcopy(self.config)
if data_file_to_use is not None:
for index, datafile in enumerate(config_to_use[CONFIG_BACKTESTING][CONFIG_BACKTESTING_DATA_FILES]):
_, file_symbol, _ = interpret_file_name(datafile)
if symbol == file_symbol:
config_to_use[CONFIG_BACKTESTING][CONFIG_BACKTESTING_DATA_FILES][index] = \
DATA_FILE_PATH + data_file_to_use + DATA_FILE_EXT
# do not activate web interface on standalone backtesting bot
WebService.enable(config_to_use, False)
filter_wanted_symbols(config_to_use, [symbol])
bot = create_backtesting_bot(config_to_use)
return start_backtesting_bot(bot), bot
def test_simple_backtesting():
config = create_backtesting_config(load_test_config(), ["ICX/BTC"])
bot = create_backtesting_bot(config)
start_backtesting_bot(bot)
def test_multi_symbol_backtesting():
config = create_backtesting_config(["ICX/BTC", "VEN/BTC", "XRB/BTC"])
bot = create_backtesting_bot(config)
start_backtesting_bot(bot)
