def test_start(mocker, fee, default_conf, caplog) -> None:
start_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start',
start_mock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
start_backtesting(args)
assert log_has('Starting freqtrade in Backtesting mode', caplog)
assert start_mock.call_count == 1
def test_start(mocker, fee, default_conf, caplog) -> None:
start_mock = MagicMock()
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.start',
start_mock)
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'backtesting'
]
args = get_args(args)
start_backtesting(args)
assert log_has('Starting freqtrade in Backtesting mode',
caplog.record_tuples)
assert start_mock.call_count == 1
def test_backtest_start_live(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
async def load_pairs(pair, timeframe, since):
return _load_pair_as_ticks(pair, timeframe)
api_mock = MagicMock()
api_mock.fetch_ohlcv = load_pairs
patch_exchange(mocker, api_mock)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
MagicMock())
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table',
MagicMock())
mocker.patch('freqtrade.configuration.open',
mocker.mock_open(read_data=json.dumps(default_conf)))
args = [
'--config', 'config.json', '--strategy', 'DefaultStrategy',
'--datadir', 'freqtrade/tests/testdata', 'backtesting',
'--ticker-interval', '1m', '--live', '--timerange', '-100',
'--enable-position-stacking', '--disable-max-market-positions'
]
args = get_args(args)
start_backtesting(args)
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Parameter -l/--live detected ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: -100 ...',
'Using data folder: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...',
'Live: Downloading data for all defined pairs ...',
'Backtesting with data from 2017-11-14T19:31:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...'
]
for line in exists:
assert log_has(line, caplog.record_tuples)
def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
async def load_pairs(pair, timeframe, since):
return _load_pair_as_ticks(pair, timeframe)
api_mock = MagicMock()
api_mock.fetch_ohlcv = load_pairs
patch_exchange(mocker, api_mock)
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
MagicMock())
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table',
MagicMock())
patched_configuration_load_config_file(mocker, default_conf)
args = [
'backtesting', '--config', 'config.json', '--strategy',
'DefaultStrategy', '--datadir',
str(testdatadir), '--ticker-interval', '1m', '--timerange',
'1510694220-1510700340', '--enable-position-stacking',
'--disable-max-market-positions'
]
args = get_args(args)
start_backtesting(args)
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: 1510694220-1510700340 ...',
f'Using data directory: {testdatadir} ...',
'Using stake_currency: BTC ...', 'Using stake_amount: 0.001 ...',
'Loading data from 2017-11-14T20:57:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...'
]
for line in exists:
assert log_has(line, caplog)
def test_backtest_start_multi_strat(default_conf, mocker, caplog):
default_conf['exchange']['pair_whitelist'] = ['UNITTEST/BTC']
async def load_pairs(pair, timeframe, since):
return _load_pair_as_ticks(pair, timeframe)
api_mock = MagicMock()
api_mock.fetch_ohlcv = load_pairs
patch_exchange(mocker, api_mock)
backtestmock = MagicMock()
mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest',
backtestmock)
gen_table_mock = MagicMock()
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table',
gen_table_mock)
gen_strattable_mock = MagicMock()
mocker.patch(
'freqtrade.optimize.backtesting.Backtesting._generate_text_table_strategy',
gen_strattable_mock)
patched_configuration_load_config_file(mocker, default_conf)
args = [
'--config',
'config.json',
'--datadir',
'freqtrade/tests/testdata',
'backtesting',
'--ticker-interval',
'1m',
'--timerange',
'-100',
'--enable-position-stacking',
'--disable-max-market-positions',
'--strategy-list',
'DefaultStrategy',
'TestStrategy',
]
args = get_args(args)
start_backtesting(args)
# 2 backtests, 4 tables
assert backtestmock.call_count == 2
assert gen_table_mock.call_count == 4
assert gen_strattable_mock.call_count == 1
# check the logs, that will contain the backtest result
exists = [
'Parameter -i/--ticker-interval detected ... Using ticker_interval: 1m ...',
'Ignoring max_open_trades (--disable-max-market-positions was used) ...',
'Parameter --timerange detected: -100 ...',
'Using data directory: freqtrade/tests/testdata ...',
'Using stake_currency: BTC ...',
'Using stake_amount: 0.001 ...',
'Backtesting with data from 2017-11-14T21:17:00+00:00 '
'up to 2017-11-14T22:58:00+00:00 (0 days)..',
'Parameter --enable-position-stacking detected ...',
'Running backtesting for Strategy DefaultStrategy',
'Running backtesting for Strategy TestStrategy',
]
for line in exists:
assert log_has(line, caplog)
