def test_load_partial_missing(testdatadir, caplog) -> None:
# Make sure we start fresh - test missing data at start
start = arrow.get('2018-01-01T00:00:00')
end = arrow.get('2018-01-11T00:00:00')
data = load_data(testdatadir,
'5m', ['UNITTEST/BTC'],
startup_candles=20,
timerange=TimeRange('date', 'date', start.int_timestamp,
end.int_timestamp))
assert log_has('Using indicator startup period: 20 ...', caplog)
# timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(data['UNITTEST/BTC'])
start_real = data['UNITTEST/BTC'].iloc[0, 0]
assert log_has(
f'UNITTEST/BTC, spot, 5m, '
f'data starts at {start_real.strftime("%Y-%m-%d %H:%M:%S")}', caplog)
# Make sure we start fresh - test missing data at end
caplog.clear()
start = arrow.get('2018-01-10T00:00:00')
end = arrow.get('2018-02-20T00:00:00')
data = load_data(datadir=testdatadir,
timeframe='5m',
pairs=['UNITTEST/BTC'],
timerange=TimeRange('date', 'date', start.int_timestamp,
end.int_timestamp))
# timedifference in 5 minutes
td = ((end - start).total_seconds() // 60 // 5) + 1
assert td != len(data['UNITTEST/BTC'])
# Shift endtime with +5 - as last candle is dropped (partial candle)
end_real = arrow.get(data['UNITTEST/BTC'].iloc[-1, 0]).shift(minutes=5)
assert log_has(
f'UNITTEST/BTC, spot, 5m, '
f'data ends at {end_real.strftime("%Y-%m-%d %H:%M:%S")}', caplog)
def test_load_data_1min_timeframe(ohlcv_history, mocker, caplog,
testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
return_value=ohlcv_history)
file = testdatadir / 'UNITTEST_BTC-1m.json'
load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC'])
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/BTC", interval: 1m '
'and store in None.', caplog)
def test_load_data_mark(ohlcv_history, mocker, caplog, testdatadir) -> None:
mocker.patch('freqtrade.exchange.Exchange.get_historic_ohlcv',
return_value=ohlcv_history)
file = testdatadir / 'futures/UNITTEST_USDT-1h-mark.json'
load_data(datadir=testdatadir,
timeframe='1h',
pairs=['UNITTEST/BTC'],
candle_type='mark')
assert file.is_file()
assert not log_has(
'Download history data for pair: "UNITTEST/USDT", interval: 1m '
'and store in None.', caplog)
def test_init_with_refresh(default_conf, mocker) -> None:
exchange = get_patched_exchange(mocker, default_conf)
refresh_data(datadir=Path(''),
pairs=[],
timeframe=default_conf['timeframe'],
exchange=exchange)
assert {} == load_data(datadir=Path(''),
pairs=[],
timeframe=default_conf['timeframe'])
def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.ohlcvdata_to_dataframe(
load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC']))
min_date, max_date = get_timerange(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_get_timerange(default_conf, mocker, testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': CURRENT_TEST_STRATEGY})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.advise_all_indicators(
load_data(datadir=testdatadir, timeframe='1m', pairs=['UNITTEST/BTC']))
min_date, max_date = get_timerange(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_validate_backtest_data(default_conf, mocker, caplog,
testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
timerange = TimeRange('index', 'index', 200, 250)
data = strategy.ohlcvdata_to_dataframe(
load_data(datadir=testdatadir,
timeframe='5m',
pairs=['UNITTEST/BTC'],
timerange=timerange))
min_date, max_date = get_timerange(data)
caplog.clear()
assert not validate_backtest_data(data['UNITTEST/BTC'], 'UNITTEST/BTC',
min_date, max_date,
timeframe_to_minutes('5m'))
assert len(caplog.record_tuples) == 0
def test_validate_backtest_data_warn(default_conf, mocker, caplog,
testdatadir) -> None:
patch_exchange(mocker)
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
data = strategy.ohlcvdata_to_dataframe(
load_data(datadir=testdatadir,
timeframe='1m',
pairs=['UNITTEST/BTC'],
fill_up_missing=False))
min_date, max_date = get_timerange(data)
caplog.clear()
assert validate_backtest_data(data['UNITTEST/BTC'],
'UNITTEST/BTC', min_date, max_date,
timeframe_to_minutes('1m'))
assert len(caplog.record_tuples) == 1
assert log_has(
"UNITTEST/BTC has missing frames: expected 14396, got 13680, that's 716 missing values",
caplog)
def test_init(default_conf, mocker) -> None:
assert {} == load_data(datadir=Path(''),
pairs=[],
timeframe=default_conf['timeframe'])
