stable/freqtrade/tests/conftest.py

# pragma pylint: disable=missing-docstring
from datetime import datetime
from unittest.mock import MagicMock
from functools import reduce
import logging
import json
import arrow
import pytest
from jsonschema import validate
from telegram import Chat, Message, Update
from sqlalchemy import create_engine

from freqtrade.analyze import Analyze
from freqtrade.constants import Constants
from freqtrade.freqtradebot import FreqtradeBot

logging.getLogger('').setLevel(logging.INFO)


def log_has(line, logs):
    # caplog mocker returns log as a tuple: ('freqtrade.analyze', logging.WARNING, 'foobar')
    # and we want to match line against foobar in the tuple
    return reduce(lambda a, b: a or b,
                  filter(lambda x: x[2] == line, logs),
                  False)


# Functions for recurrent object patching
def get_patched_freqtradebot(mocker, config) -> FreqtradeBot:
    """
    This function patch _init_modules() to not call dependencies
    :param mocker: a Mocker object to apply patches
    :param config: Config to pass to the bot
    :return: None
    """
    mocker.patch('freqtrade.fiat_convert.Market', {'price_usd': 12345.0})
    mocker.patch('freqtrade.freqtradebot.Analyze', MagicMock())
    mocker.patch('freqtrade.freqtradebot.RPCManager', MagicMock())
    mocker.patch('freqtrade.freqtradebot.persistence.init', MagicMock())
    mocker.patch('freqtrade.freqtradebot.exchange.init', MagicMock())
    mocker.patch('freqtrade.freqtradebot.RPCManager._init', MagicMock())
    mocker.patch('freqtrade.freqtradebot.RPCManager.send_msg', MagicMock())
    mocker.patch('freqtrade.freqtradebot.Analyze.get_signal', MagicMock())

    return FreqtradeBot(config, create_engine('sqlite://'))


@pytest.fixture(scope="module")
def default_conf():
    """ Returns validated configuration suitable for most tests """
    configuration = {
        "max_open_trades": 1,
        "stake_currency": "BTC",
        "stake_amount": 0.001,
        "fiat_display_currency": "USD",
        "ticker_interval": 5,
        "dry_run": True,
        "minimal_roi": {
            "40": 0.0,
            "30": 0.01,
            "20": 0.02,
            "0": 0.04
        },
        "stoploss": -0.10,
        "unfilledtimeout": 600,
        "bid_strategy": {
            "ask_last_balance": 0.0
        },
        "exchange": {
            "name": "bittrex",
            "enabled": True,
            "key": "key",
            "secret": "secret",
            "pair_whitelist": [
                "BTC_ETH",
                "BTC_TKN",
                "BTC_TRST",
                "BTC_SWT",
                "BTC_BCC"
            ]
        },
        "telegram": {
            "enabled": True,
            "token": "token",
            "chat_id": "0"
        },
        "initial_state": "running",
        "loglevel": logging.DEBUG
    }
    validate(configuration, Constants.CONF_SCHEMA)
    return configuration


@pytest.fixture
def update():
    _update = Update(0)
    _update.message = Message(0, 0, datetime.utcnow(), Chat(0, 0))
    return _update


@pytest.fixture
def ticker():
    return MagicMock(return_value={
        'bid': 0.00001098,
        'ask': 0.00001099,
        'last': 0.00001098,
    })


@pytest.fixture
def ticker_sell_up():
    return MagicMock(return_value={
        'bid': 0.00001172,
        'ask': 0.00001173,
        'last': 0.00001172,
    })


@pytest.fixture
def ticker_sell_down():
    return MagicMock(return_value={
        'bid': 0.00001044,
        'ask': 0.00001043,
        'last': 0.00001044,
    })


@pytest.fixture
def health():
    return MagicMock(return_value=[{
        'Currency': 'BTC',
        'IsActive': True,
        'LastChecked': '2017-11-13T20:15:00.00',
        'Notice': None
    }, {
        'Currency': 'ETH',
        'IsActive': True,
        'LastChecked': '2017-11-13T20:15:00.00',
        'Notice': None
    }, {
        'Currency': 'TRST',
        'IsActive': True,
        'LastChecked': '2017-11-13T20:15:00.00',
        'Notice': None
    }, {
        'Currency': 'SWT',
        'IsActive': True,
        'LastChecked': '2017-11-13T20:15:00.00',
        'Notice': None
    }, {
        'Currency': 'BCC',
        'IsActive': False,
        'LastChecked': '2017-11-13T20:15:00.00',
        'Notice': None
    }])


@pytest.fixture
def limit_buy_order():
    return {
        'id': 'mocked_limit_buy',
        'type': 'LIMIT_BUY',
        'pair': 'mocked',
        'opened': str(arrow.utcnow().datetime),
        'rate': 0.00001099,
        'amount': 90.99181073,
        'remaining': 0.0,
        'closed': str(arrow.utcnow().datetime),
    }


@pytest.fixture
def limit_buy_order_old():
    return {
        'id': 'mocked_limit_buy_old',
        'type': 'LIMIT_BUY',
        'pair': 'BTC_ETH',
        'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
        'rate': 0.00001099,
        'amount': 90.99181073,
        'remaining': 90.99181073,
    }


@pytest.fixture
def limit_sell_order_old():
    return {
        'id': 'mocked_limit_sell_old',
        'type': 'LIMIT_SELL',
        'pair': 'BTC_ETH',
        'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
        'rate': 0.00001099,
        'amount': 90.99181073,
        'remaining': 90.99181073,
    }


@pytest.fixture
def limit_buy_order_old_partial():
    return {
        'id': 'mocked_limit_buy_old_partial',
        'type': 'LIMIT_BUY',
        'pair': 'BTC_ETH',
        'opened': str(arrow.utcnow().shift(minutes=-601).datetime),
        'rate': 0.00001099,
        'amount': 90.99181073,
        'remaining': 67.99181073,
    }


@pytest.fixture
def limit_sell_order():
    return {
        'id': 'mocked_limit_sell',
        'type': 'LIMIT_SELL',
        'pair': 'mocked',
        'opened': str(arrow.utcnow().datetime),
        'rate': 0.00001173,
        'amount': 90.99181073,
        'remaining': 0.0,
        'closed': str(arrow.utcnow().datetime),
    }


@pytest.fixture
def ticker_history():
    return [
        {
            "O": 8.794e-05,
            "H": 8.948e-05,
            "L": 8.794e-05,
            "C": 8.88e-05,
            "V": 991.09056638,
            "T": "2017-11-26T08:50:00",
            "BV": 0.0877869
        },
        {
            "O": 8.88e-05,
            "H": 8.942e-05,
            "L": 8.88e-05,
            "C": 8.893e-05,
            "V": 658.77935965,
            "T": "2017-11-26T08:55:00",
            "BV": 0.05874751
        },
        {
            "O": 8.891e-05,
            "H": 8.893e-05,
            "L": 8.875e-05,
            "C": 8.877e-05,
            "V": 7920.73570705,
            "T": "2017-11-26T09:00:00",
            "BV": 0.7039405
        }
    ]


@pytest.fixture
def ticker_history_without_bv():
    return [
        {
            "O": 8.794e-05,
            "H": 8.948e-05,
            "L": 8.794e-05,
            "C": 8.88e-05,
            "V": 991.09056638,
            "T": "2017-11-26T08:50:00"
        },
        {
            "O": 8.88e-05,
            "H": 8.942e-05,
            "L": 8.88e-05,
            "C": 8.893e-05,
            "V": 658.77935965,
            "T": "2017-11-26T08:55:00"
        },
        {
            "O": 8.891e-05,
            "H": 8.893e-05,
            "L": 8.875e-05,
            "C": 8.877e-05,
            "V": 7920.73570705,
            "T": "2017-11-26T09:00:00"
        }
    ]


# FIX: Perhaps change result fixture to use BTC_UNITEST instead?
@pytest.fixture
def result():
    with open('freqtrade/tests/testdata/BTC_ETH-1.json') as data_file:
        return Analyze.parse_ticker_dataframe(json.load(data_file))


# FIX:
# Create an fixture/function
# that inserts a trade of some type and open-status
# return the open-order-id
# See tests in rpc/main that could use this


@pytest.fixture
def get_market_summaries_data():
    """
    This fixture is a real result from exchange.get_market_summaries() but reduced to only
    8 entries. 4 BTC, 4 USTD
    :return: JSON market summaries
    """
    return [
        {
            'Ask': 1.316e-05,
            'BaseVolume': 5.72599471,
            'Bid': 1.3e-05,
            'Created': '2014-04-14T00:00:00',
            'High': 1.414e-05,
            'Last': 1.298e-05,
            'Low': 1.282e-05,
            'MarketName': 'BTC-XWC',
            'OpenBuyOrders': 2000,
            'OpenSellOrders': 1484,
            'PrevDay': 1.376e-05,
            'TimeStamp': '2018-02-05T01:32:40.493',
            'Volume': 424041.21418375
        },
        {
            'Ask': 0.00627051,
            'BaseVolume': 93.23302388,
            'Bid': 0.00618192,
            'Created': '2016-10-20T04:48:30.387',
            'High': 0.00669897,
            'Last': 0.00618192,
            'Low': 0.006,
            'MarketName': 'BTC-XZC',
            'OpenBuyOrders': 343,
            'OpenSellOrders': 2037,
            'PrevDay': 0.00668229,
            'TimeStamp': '2018-02-05T01:32:43.383',
            'Volume': 14863.60730702
        },
        {
            'Ask': 0.01137247,
            'BaseVolume': 383.55922657,
            'Bid': 0.01136006,
            'Created': '2016-11-15T20:29:59.73',
            'High': 0.012,
            'Last': 0.01137247,
            'Low': 0.01119883,
            'MarketName': 'BTC-ZCL',
            'OpenBuyOrders': 1332,
            'OpenSellOrders': 5317,
            'PrevDay': 0.01179603,
            'TimeStamp': '2018-02-05T01:32:42.773',
            'Volume': 33308.07358285
        },
        {
            'Ask': 0.04155821,
            'BaseVolume': 274.75369074,
            'Bid': 0.04130002,
            'Created': '2016-10-28T17:13:10.833',
            'High': 0.04354429,
            'Last': 0.041585,
            'Low': 0.0413,
            'MarketName': 'BTC-ZEC',
            'OpenBuyOrders': 863,
            'OpenSellOrders': 5579,
            'PrevDay': 0.0429,
            'TimeStamp': '2018-02-05T01:32:43.21',
            'Volume': 6479.84033259
        },
        {
            'Ask': 210.99999999,
            'BaseVolume': 615132.70989532,
            'Bid': 210.05503736,
            'Created': '2017-07-21T01:08:49.397',
            'High': 257.396,
            'Last': 211.0,
            'Low': 209.05333589,
            'MarketName': 'USDT-XMR',
            'OpenBuyOrders': 180,
            'OpenSellOrders': 1203,
            'PrevDay': 247.93528899,
            'TimeStamp': '2018-02-05T01:32:43.117',
            'Volume': 2688.17410793
        },
        {
            'Ask': 0.79589979,
            'BaseVolume': 9349557.01853031,
            'Bid': 0.789226,
            'Created': '2017-07-14T17:10:10.737',
            'High': 0.977,
            'Last': 0.79589979,
            'Low': 0.781,
            'MarketName': 'USDT-XRP',
            'OpenBuyOrders': 1075,
            'OpenSellOrders': 6508,
            'PrevDay': 0.93300218,
            'TimeStamp': '2018-02-05T01:32:42.383',
            'Volume': 10801663.00788851
        },
        {
            'Ask': 0.05154982,
            'BaseVolume': 2311087.71232136,
            'Bid': 0.05040107,
            'Created': '2017-12-29T19:29:18.357',
            'High': 0.06668561,
            'Last': 0.0508,
            'Low': 0.05006731,
            'MarketName': 'USDT-XVG',
            'OpenBuyOrders': 655,
            'OpenSellOrders': 5544,
            'PrevDay': 0.0627,
            'TimeStamp': '2018-02-05T01:32:41.507',
            'Volume': 40031424.2152716
        },
        {
            'Ask': 332.65500022,
            'BaseVolume': 562911.87455665,
            'Bid': 330.00000001,
            'Created': '2017-07-14T17:10:10.673',
            'High': 401.59999999,
            'Last': 332.65500019,
            'Low': 330.0,
            'MarketName': 'USDT-ZEC',
            'OpenBuyOrders': 161,
            'OpenSellOrders': 1731,
            'PrevDay': 391.42,
            'TimeStamp': '2018-02-05T01:32:42.947',
            'Volume': 1571.09647946
        }
    ]