def test_edge_results(edge_conf, mocker, caplog, data) -> None:
"""
run functional tests
"""
freqtrade = get_patched_freqtradebot(mocker, edge_conf)
edge = Edge(edge_conf, freqtrade.exchange, freqtrade.strategy)
frame = _build_backtest_dataframe(data.data)
caplog.set_level(logging.DEBUG)
edge.fee = 0
trades = edge._find_trades_for_stoploss_range(frame, 'TEST/BTC',
[data.stop_loss])
results = edge._fill_calculable_fields(
DataFrame(trades)) if trades else DataFrame()
assert len(trades) == len(data.trades)
if not results.empty:
assert round(results["profit_ratio"].sum(),
3) == round(data.profit_perc, 3)
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.exit_type == trade.exit_reason
assert res.open_date == _get_frame_time_from_offset(
trade.open_tick).replace(tzinfo=None)
assert res.close_date == _get_frame_time_from_offset(
trade.close_tick).replace(tzinfo=None)
def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
"""
run functional tests
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = data.roi
default_conf["timeframe"] = tests_timeframe
default_conf["trailing_stop"] = data.trailing_stop
default_conf[
"trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary
if data.trailing_stop_positive is not None:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf[
"trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["use_sell_signal"] = data.use_sell_signal
mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount",
return_value=0.00001)
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
backtesting.strategy.advise_buy = lambda a, m: frame
backtesting.strategy.advise_sell = lambda a, m: frame
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
caplog.set_level(logging.DEBUG)
pair = "UNITTEST/BTC"
# Dummy data as we mock the analyze functions
data_processed = {pair: frame.copy()}
min_date, max_date = get_timerange({pair: frame})
result = backtesting.backtest(
processed=data_processed,
start_date=min_date,
end_date=max_date,
max_open_trades=10,
)
results = result['results']
assert len(results) == len(data.trades)
assert round(results["profit_ratio"].sum(),
3) == round(data.profit_perc, 3)
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.sell_reason == trade.sell_reason.value
assert res.buy_tag == trade.buy_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
"""
run functional tests
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = data.roi
default_conf["ticker_interval"] = tests_timeframe
default_conf["trailing_stop"] = data.trailing_stop
default_conf[
"trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary
if data.trailing_stop_positive:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf[
"trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}
mocker.patch("freqtrade.exchange.Exchange.get_fee",
MagicMock(return_value=0.0))
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = lambda a, m: frame
backtesting.strategy.advise_sell = lambda a, m: frame
caplog.set_level(logging.DEBUG)
pair = "UNITTEST/BTC"
# Dummy data as we mock the analyze functions
data_processed = {pair: frame.copy()}
min_date, max_date = get_timeframe({pair: frame})
results = backtesting.backtest({
'stake_amount': default_conf['stake_amount'],
'processed': data_processed,
'max_open_trades': 10,
'start_date': min_date,
'end_date': max_date,
})
assert len(results) == len(data.trades)
assert round(results["profit_percent"].sum(),
3) == round(data.profit_perc, 3)
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.sell_reason == trade.sell_reason
assert res.open_time == _get_frame_time_from_offset(trade.open_tick)
assert res.close_time == _get_frame_time_from_offset(trade.close_tick)
def test_backtest_results(default_conf, fee, mocker, caplog,
data: BTContainer) -> None:
"""
run functional tests
"""
default_conf["stoploss"] = data.stop_loss
default_conf["minimal_roi"] = data.roi
default_conf["timeframe"] = tests_timeframe
default_conf["trailing_stop"] = data.trailing_stop
default_conf[
"trailing_only_offset_is_reached"] = data.trailing_only_offset_is_reached
# Only add this to configuration If it's necessary
if data.trailing_stop_positive is not None:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf[
"trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["use_exit_signal"] = data.use_exit_signal
mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount",
return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount",
return_value=float('inf'))
mocker.patch("freqtrade.exchange.Binance.get_max_leverage",
return_value=100)
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
# TODO: Should we initialize this properly??
backtesting._can_short = True
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
backtesting.strategy.advise_entry = lambda a, m: frame
backtesting.strategy.advise_exit = lambda a, m: frame
if data.custom_entry_price:
backtesting.strategy.custom_entry_price = MagicMock(
return_value=data.custom_entry_price)
if data.custom_exit_price:
backtesting.strategy.custom_exit_price = MagicMock(
return_value=data.custom_exit_price)
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
backtesting.strategy.leverage = lambda **kwargs: data.leverage
caplog.set_level(logging.DEBUG)
pair = "UNITTEST/BTC"
# Dummy data as we mock the analyze functions
data_processed = {pair: frame.copy()}
min_date, max_date = get_timerange({pair: frame})
result = backtesting.backtest(
processed=data_processed,
start_date=min_date,
end_date=max_date,
max_open_trades=10,
)
results = result['results']
assert len(results) == len(data.trades)
assert round(results["profit_ratio"].sum(),
3) == round(data.profit_perc, 3)
for c, trade in enumerate(data.trades):
res: BTrade = results.iloc[c]
assert res.exit_reason == trade.exit_reason.value
assert res.enter_tag == trade.enter_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)
assert res.is_short == trade.is_short
