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)
