Merge branch 'develop' into pr/froggleston/7861

tests/optimize/test_backtest_detail.py

@@ -5,7 +5,7 @@ from unittest.mock import MagicMock
 import pytest
 
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.persistence.trade_model import LocalTrade
 from tests.conftest import EXMS, patch_exchange
@@ -925,12 +925,14 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
     mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
     mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
     mocker.patch(f"{EXMS}.get_max_leverage", return_value=100)
+    mocker.patch(f"{EXMS}.calculate_funding_fees", return_value=0)
     patch_exchange(mocker)
     frame = _build_backtest_dataframe(data.data)
     backtesting = Backtesting(default_conf)
     # TODO: Should we initialize this properly??
-    backtesting._can_short = True
+    backtesting.trading_mode = TradingMode.MARGIN
     backtesting._set_strategy(backtesting.strategylist[0])
+    backtesting._can_short = True
     backtesting.required_startup = 0
     backtesting.strategy.advise_entry = lambda a, m: frame
     backtesting.strategy.advise_exit = lambda a, m: frame

tests/optimize/test_backtesting.py

@@ -344,7 +344,7 @@ def test_backtest_abort(default_conf, mocker, testdatadir) -> None:
     assert backtesting.progress.progress == 0
 
 
-def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
+def test_backtesting_start(default_conf, mocker, caplog) -> None:
     def get_timerange(input1):
         return Arrow(2017, 11, 14, 21, 17), Arrow(2017, 11, 14, 22, 59)
 
@@ -367,6 +367,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     backtesting = Backtesting(default_conf)
     backtesting._set_strategy(backtesting.strategylist[0])
     backtesting.strategy.bot_loop_start = MagicMock()
+    backtesting.strategy.bot_start = MagicMock()
     backtesting.start()
     # check the logs, that will contain the backtest result
     exists = [
@@ -376,7 +377,8 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
     for line in exists:
         assert log_has(line, caplog)
     assert backtesting.strategy.dp._pairlists is not None
-    assert backtesting.strategy.bot_loop_start.call_count == 1
+    assert backtesting.strategy.bot_start.call_count == 1
+    assert backtesting.strategy.bot_loop_start.call_count == 0
     assert sbs.call_count == 1
     assert sbc.call_count == 1
 

tests/optimize/test_backtesting_adjust_position.py

@@ -10,7 +10,7 @@ from arrow import Arrow
 from freqtrade.configuration import TimeRange
 from freqtrade.data import history
 from freqtrade.data.history import get_timerange
-from freqtrade.enums import ExitType
+from freqtrade.enums import ExitType, TradingMode
 from freqtrade.optimize.backtesting import Backtesting
 from tests.conftest import EXMS, patch_exchange
 
@@ -108,9 +108,10 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
     default_conf.update({
         "stake_amount": 100.0,
         "dry_run_wallet": 1000.0,
-        "strategy": "StrategyTestV3"
+        "strategy": "StrategyTestV3",
     })
     backtesting = Backtesting(default_conf)
+    backtesting.trading_mode = TradingMode.FUTURES
     backtesting._can_short = True
     backtesting._set_strategy(backtesting.strategylist[0])
     pair = 'XRP/USDT'

tests/optimize/test_hyperopt.py

@@ -872,7 +872,8 @@ def test_in_strategy_auto_hyperopt(mocker, hyperopt_conf, tmpdir, fee) -> None:
     hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
-    assert hyperopt.backtesting.strategy.bot_loop_started is True
+    assert hyperopt.backtesting.strategy.bot_started is True
+    assert hyperopt.backtesting.strategy.bot_loop_started is False
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -922,7 +923,8 @@ def test_in_strategy_auto_hyperopt_with_parallel(mocker, hyperopt_conf, tmpdir,
 
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
-    assert hyperopt.backtesting.strategy.bot_loop_started is True
+    assert hyperopt.backtesting.strategy.bot_started is True
+    assert hyperopt.backtesting.strategy.bot_loop_started is False
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35
@@ -959,7 +961,8 @@ def test_in_strategy_auto_hyperopt_per_epoch(mocker, hyperopt_conf, tmpdir, fee)
     hyperopt.backtesting.exchange.get_max_leverage = MagicMock(return_value=1.0)
     assert isinstance(hyperopt.custom_hyperopt, HyperOptAuto)
     assert isinstance(hyperopt.backtesting.strategy.buy_rsi, IntParameter)
-    assert hyperopt.backtesting.strategy.bot_loop_started is True
+    assert hyperopt.backtesting.strategy.bot_loop_started is False
+    assert hyperopt.backtesting.strategy.bot_started is True
 
     assert hyperopt.backtesting.strategy.buy_rsi.in_space is True
     assert hyperopt.backtesting.strategy.buy_rsi.value == 35

tests/optimize/test_optimize_reports.py

@@ -9,7 +9,7 @@ import pytest
 from arrow import Arrow
 
 from freqtrade.configuration import TimeRange
-from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
+from freqtrade.constants import BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
 from freqtrade.data import history
 from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
                                        load_backtest_stats)
@@ -236,7 +236,7 @@ def test_store_backtest_candles(testdatadir, mocker):
 
     assert dump_mock.call_count == 2
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
-    assert str(dump_mock.call_args_list[0][0][0]).endswith(str('_signals.pkl'))
+    assert str(dump_mock.call_args_list[0][0][0]).endswith('_signals.pkl')
 
     dump_mock.reset_mock()
     # mock file exporting
@@ -245,7 +245,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     assert dump_mock.call_count == 2
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>_signals.pkl
-    assert str(dump_mock.call_args_list[0][0][0]).endswith(str('_signals.pkl'))
+    assert str(dump_mock.call_args_list[0][0][0]).endswith('_signals.pkl')
     dump_mock.reset_mock()
 
 
@@ -466,11 +466,14 @@ def test_generate_periodic_breakdown_stats(testdatadir):
 def test__get_resample_from_period():
 
     assert _get_resample_from_period('day') == '1d'
-    assert _get_resample_from_period('week') == '1w'
+    assert _get_resample_from_period('week') == '1W-MON'
     assert _get_resample_from_period('month') == '1M'
     with pytest.raises(ValueError, match=r"Period noooo is not supported."):
         _get_resample_from_period('noooo')
 
+    for period in BACKTEST_BREAKDOWNS:
+        assert isinstance(_get_resample_from_period(period), str)
+
 
 def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
     filename = testdatadir / "backtest_results/backtest-result.json"