Merge branch 'develop' into plot-trades

freqtrade/configuration/configuration.py

@@ -196,6 +196,7 @@ class Configuration:
         if self.args.get('exportfilename'):
             self._args_to_config(config, argname='exportfilename',
                                  logstring='Storing backtest results to {} ...')
+            config['exportfilename'] = Path(config['exportfilename'])
         else:
             config['exportfilename'] = (config['user_data_dir']
                                         / 'backtest_results/backtest-result.json')

freqtrade/data/btanalysis.py

@@ -129,11 +129,16 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     return trades
 
 
-def load_trades(source: str, db_url: str, exportfilename: str, skip_trades: bool) -> pd.DataFrame:
+def load_trades(source: str, db_url: str, exportfilename: Path, skip_trades: bool) -> pd.DataFrame:
     """
     Based on configuration option "trade_source":
     * loads data from DB (using `db_url`)
     * loads data from backtestfile (using `exportfilename`)
+    :param source: "DB" or "file" - specify source to load from
+    :param db_url: sqlalchemy formatted url to a database
+    :param exportfilename: Json file generated by backtesting
+    :param skip_trades: Skip using trades, only return backtesting data columns
+    :return: DataFrame containing trades
     """
     if skip_trades:
         df = pd.DataFrame(columns=BT_DATA_COLUMNS)
@@ -142,7 +147,7 @@ def load_trades(source: str, db_url: str, exportfilename: str, skip_trades: bool
     if source == "DB":
         return load_trades_from_db(db_url)
     elif source == "file":
-        return load_backtest_data(Path(exportfilename))
+        return load_backtest_data(exportfilename)
 
 
 def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> pd.DataFrame:

freqtrade/optimize/backtesting.py

@@ -421,7 +421,7 @@ class Backtesting:
         for strategy, results in all_results.items():
 
             if self.config.get('export', False):
-                self._store_backtest_result(Path(self.config['exportfilename']), results,
+                self._store_backtest_result(self.config['exportfilename'], results,
                                             strategy if len(self.strategylist) > 1 else None)
 
             print(f"Result for strategy {strategy}")

tests/data/test_btanalysis.py

@@ -1,8 +1,9 @@
+from pathlib import Path
 from unittest.mock import MagicMock
 
 import pytest
 from arrow import Arrow
-from pandas import DataFrame, DateOffset, to_datetime, Timestamp
+from pandas import DataFrame, DateOffset, Timestamp, to_datetime
 
 from freqtrade.configuration import TimeRange
 from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
@@ -112,7 +113,7 @@ def test_load_trades(default_conf, mocker):
 
     db_mock.reset_mock()
     bt_mock.reset_mock()
-    default_conf['exportfilename'] = "testfile.json"
+    default_conf['exportfilename'] = Path("testfile.json")
     load_trades("file",
                 db_url=default_conf.get('db_url'),
                 exportfilename=default_conf.get('exportfilename'),

tests/optimize/test_backtesting.py

@@ -224,6 +224,7 @@ def test_setup_bt_configuration_with_arguments(mocker, default_conf, caplog) ->
     assert 'export' in config
     assert log_has('Parameter --export detected: {} ...'.format(config['export']), caplog)
     assert 'exportfilename' in config
+    assert isinstance(config['exportfilename'], Path)
     assert log_has('Storing backtest results to {} ...'.format(config['exportfilename']), caplog)
 
     assert 'fee' in config

tests/test_plotting.py

@@ -49,7 +49,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
     default_conf['trade_source'] = "file"
     default_conf['ticker_interval'] = "5m"
     default_conf["datadir"] = testdatadir
-    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     ret = init_plotscript(default_conf)
     assert "ohlcv" in ret
     assert "trades" in ret
@@ -318,7 +318,7 @@ def test_start_plot_dataframe(mocker):
 def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
     default_conf['trade_source'] = 'file'
     default_conf["datadir"] = testdatadir
-    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     default_conf['indicators1'] = ["sma5", "ema10"]
     default_conf['indicators2'] = ["macd"]
     default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
@@ -374,7 +374,7 @@ def test_start_plot_profit_error(mocker):
 def test_plot_profit(default_conf, mocker, testdatadir, caplog):
     default_conf['trade_source'] = 'file'
     default_conf["datadir"] = testdatadir
-    default_conf['exportfilename'] = str(testdatadir / "backtest-result_test.json")
+    default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
     default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
 
     profit_mock = MagicMock()